Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2024

• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
• Rangan Gupta & Christian Pierdzioch, 2024, "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers, University of Pretoria, Department of Economics, number 202428, Jun.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
• Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
• O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers, University of Pretoria, Department of Economics, number 202444, Oct.
• Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
• Arjun & Bibhuti Ranjan Mishra, 2024, "Testing the Balanced Growth Hypothesis in the Presence of Structural Breaks: Evidence from Developed and Developing Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 1, pages 1-35, DOI: 10.18267/j.pep.849.
• Oussama Ritahi & Abdellah Echaoui, 2024, "Budgetary policy and Macroeconomic resilience in Morocco: Assessment and Impact," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 357-379, DOI: 10.18267/j.pep.858.
• Georgiana Pleșa, 2024, "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 380-413, DOI: 10.18267/j.pep.872.
• Ayaz Zeynalov, 2024, "Impact of Oil Price Shocks on Russian Macroeconomic Performance," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 4, pages 676-701, DOI: 10.18267/j.polek.1412.
• Ahmet Tunc, 2024, "Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 6, pages 958-984, DOI: 10.18267/j.polek.1443.
• Serpil Kiliç Depren & Sinan Erdogan & Mustafa Tevfik Kartal & Ugur Korkut Pata, 2024, "Effect of Political Stability, Geopolitical Risk and R&D Investments on Environmental Sustainability: Evidence from European Countries by Novel Quantile Models," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue Spec.issu, pages 151-180, DOI: 10.18267/j.polek.1413.
• Nikolay Iskrev, 2024, "On the band spectral estimation of business cycle models," Working Papers, Banco de Portugal, Economics and Research Department, number w202419.
• Chotipong Charoensom, 2024, "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 217, Feb.
• Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024, "Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 220, Apr.
• Ernesto Gabriel Pizarro Levi, 2024, "Cambios en la dinamica inflacionaria de la Republica Argentina (2004-2020). Un analisis a traves del filtro de Kalman," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 2, pages 1-27, July-Dece.
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-04, Jul, DOI: 10.47688/rdp2024-04.
• Matthew Read, 2024, "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-05, Aug, DOI: 10.47688/rdp2024-05.
• Tenorio, Juan & Perez, Wilder, 2024, "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers, Banco Central de Reserva del Perú, number 2024-003, Apr.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2024, "Nowcasting Peruvian GDP with Machine Learning Methods," Working Papers, Banco Central de Reserva del Perú, number 2024-019, Dec.
• Ah-Hyun Jo & Seong-Hyun Cho & Bo-Kyung Kim & Kijin Kim & Ammielou Gaduena, 2024, "Measuring Port Activities and Lockdown Impact Using Automatic Identification System Data," ADB Economics Working Paper Series, Asian Development Bank, number 747, Oct.
• Adeolu Olusegun Adewuyi & Olusegun S. Adeboye & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah, 2024, "A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 116-166.
• Polina Pogorelova, 2024, "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 74, pages 35-50.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Anton Skrobotov, 2024, "Time series forecasting under structural breaks," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 76, pages 120-139.
• Şenay Açıkgöz & Cem Onur Karatas, 2024, "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 15, issue 4, pages 331-354.
• Wongi Kim, 2024, "International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach," East Asian Economic Review, Korea Institute for International Economic Policy, volume 28, issue 1, pages 95-140, DOI: 10.11644/KIEP.EAER.2024.28.1.432.
• Ariel Dvoskin & Germán David Feldman & María Lorena Garegnani, 2024, "Distributive Effects of Balance-of-Payments Constraints: A Theoretical and Empirical Analysis of Argentina (2004-2022)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 77, issue 2, pages 233-264.
• Markos Farag & Oliver Ruhnau, 2024, "Decomposing Return and Volatility Connectedness in Northwest European Gas Markets: Evidence from the ?2 connectedness approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-6, Oct.
• Markos Farag, 2024, "Revisiting the Dynamics and Elasticities of the U.S. Natural Gas Market," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-8, Nov.
• Nosakhare Liberty Arodoye, 2024, "Public Finance Instruments And Output Growth In Nigeria," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 11, issue 1, pages 38-56.
• Farahnaz Peymaneh & Mohsen Zayanderoody & Seied Abdolmajid Jalaee, 2024, "Recognition and Explaining the Effect of Competitiveness and Knowledge-based Economics Indicators on the Resilience of Iran's Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 1, pages 207-240.
• Hamed Khezrzadegan, 2024, "Asymmetries in the Iran Stock Price – Exchange Rate Nexus: A Momentum Threshold Autoregressive (MTAR) Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 3, pages 227-252.
• Zoran Ivanovski & Nadica Ivanovska, 2024, "The Augmented Dickey-Fuller Test For The Stationarity Of The Final Public Consumption And Gdp Time Series Of The Republic Of North Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 15, issue 2, pages 109-124.
• Lianhong QIU & Haidan SU & Chi-Wei SU & Meng QIN, 2024, "The Essential Role of Big Data: Could it Effectively Mitigate Non-Performing Loans?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 140-160, October.
• Krzysztof DRACHAL, 2024, "Bayesian Symbolic Regression and Other Similar Methods as a Tool for Forecasting Commodities Prices," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 703-713, August.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 589, Dec, revised 20 Dec 2024.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1099, Nov.
• Fatiha El agri & Mounir Jerry & Ahlam Qafas & Youness Manzah, 2024, "Determinants of the Export Function in Morocco: Evidence from ARDL and Dynamic ARDL Models," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 1, pages 98-129, January, DOI: 10.1177/09749101231161231.
• Walid Gani, 2024, "Does Competition Spur Innovation in North Africa? Evidence from a Panel ARDL Approach," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 2, pages 212-230, May, DOI: 10.1177/09749101231209886.
• Hyunjoo Kim Karlsson & Kristofer MÃ¥nsson, 2024, "Revisiting the Nexus Between Oil Prices and Economic Activity for Asian Economies Using MIDAS," The Energy Journal, , volume 45, issue 4, pages 109-134, July, DOI: 10.1177/01956574241281160.
• Nahiyan Faisal Azad & Apostolos Serletis, 2024, "Oil Price Uncertainty and Consumer Sentiment in Advanced Economies," The Energy Journal, , volume 45, issue 6, pages 159-175, November, DOI: 10.1177/01956574241281163.
• Lingaraj Mallick & Smruti Ranjan Behera & Mita Bhattacharya, 2024, "Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach," Foreign Trade Review, , volume 59, issue 2, pages 279-308, May, DOI: 10.1177/00157325231158855.
• A. Enisan Akinlo, 2024, "Corruption and Misery Index in Nigeria: Is There a Link?," Journal of Interdisciplinary Economics, , volume 36, issue 1, pages 26-40, January, DOI: 10.1177/02601079221083484.
• Clement Oteng & Omowumi Iledare & Joshua Sebu, 2024, "Vulnerability of the Agricultural Commodity Markets in Ghana to Global Oil Price Fluctuations: An Empirical Analysis," SAGE Open, , volume 14, issue 1, pages 21582440231, March, DOI: 10.1177/21582440231219121.
• Qian Zhao & Chi-Wei Su & Jun-Mo Guo, 2024, "Does Technological Innovation Promote Renewable Energy Investment?," SAGE Open, , volume 14, issue 1, pages 21582440241, February, DOI: 10.1177/21582440241227760.
• Ata Ozkaya & Omer Altun, 2024, "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , volume 14, issue 2, pages 21582440241, April, DOI: 10.1177/21582440241243200.
• Jitender Singh & Arup Mitra, 2024, "Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 1, pages 53-69, June, DOI: 10.1177/22779787231209612.
• Samahita Phul, 2024, "Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 1, pages 70-99, June, DOI: 10.1177/22779787241245237.
• Anshul Kumar & Agnirup Sarkar & Bodhisattva Sengupta, 2024, "Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 2, pages 143-168, December, DOI: 10.1177/22779787241282730.
• Bouazza Elamine Zemri & Sidi Mohamed Boumediene Khetib, 2024, "Can Sustainable Economic Development Curtail Carbon Dioxide Emissions? Insights from Algeria’s Industry," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 70-83.
• Adam Andrzej Zając & Michał Wielechowski & Krzysztof Smoleń & Dariusz Karaś, 2024, "Macroeconomic Determinants of Investment Decisions for Medium and Large Enterprises in Poland’s Manufacturing Sector," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 74-92.
• Karol Szafranek & Michał Rubaszek, 2024, "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-099, Mar, DOI: 10.33119/kaewps2024099.
• Kamila Kuziemska-Pawlak & Jakub Mućk, 2024, "Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-100, Mar, DOI: 10.33119/kaewps2024100.
• Anna Sznajderska & Karol Szafranek & Alfred Haug, 2024, "The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-102, Nov, DOI: 10.33119/kaewps2024102.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024, "UK productivity: the long and the short of it," Working Papers, The University of Sheffield, Department of Economics, number 2024005, Jun.
• Milen Arro-Cannarsa & Rolf Scheufele, 2024, "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers, Swiss National Bank, number 2024-06.
• Rafael S. M. Ribeiro & Gilberto Tadeu Lima & Gustavo Pereira Serra & Marina Sanches, 2024, "Asymmetric transmission of monetary policy on disaggregated inflation: lessons from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_24, Oct.
• Enrico Campos de Mira & Wilfredo Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_08, Mar.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Mustafa Naimoglu & İsmail Kavaz & Ahmed Ihsan Simsek, 2024, "Effects of foreign direct investment, economic integration, industrialization and economic growth on energy intensity: case of India," Asia-Pacific Journal of Regional Science, Springer, volume 8, issue 1, pages 333-354, March, DOI: 10.1007/s41685-024-00329-7.
• Dirk G. Baur & Lai T. Hoang, 2024, "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, volume 6, issue 2, pages 203-224, June, DOI: 10.1007/s42521-023-00099-5.
• Parthajit Kayal & Sumanjay Dutta, 2024, "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, volume 6, issue 2, pages 319-340, June, DOI: 10.1007/s42521-023-00104-x.
• Takeshi Inuduka & Akihito Yokose & Shunsuke Managi, 2024, "Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices," Digital Finance, Springer, volume 6, issue 3, pages 379-426, September, DOI: 10.1007/s42521-024-00106-3.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024, "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, volume 66, issue 1, pages 279-299, January, DOI: 10.1007/s00181-023-02457-z.
• Cosimo Magazzino, 2024, "Ecological footprint, electricity consumption, and economic growth in China: geopolitical risk and natural resources governance," Empirical Economics, Springer, volume 66, issue 1, pages 1-25, January, DOI: 10.1007/s00181-023-02460-4.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024, "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, volume 66, issue 1, pages 369-404, January, DOI: 10.1007/s00181-023-02461-3.
• Saroja Selvanathan & Maneka Jayasinghe & Eliyathamby A. Selvanathan & Shashika D. Rathnayaka, 2024, "Dynamic modelling of consumption patterns using LA-AIDS: a comparative study of developed versus developing countries," Empirical Economics, Springer, volume 66, issue 1, pages 75-135, January, DOI: 10.1007/s00181-023-02465-z.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024, "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, volume 66, issue 2, pages 859-882, February, DOI: 10.1007/s00181-023-02468-w.
• Amelie Schischke & Patric Papenfuß & Andreas Rathgeber, 2024, "The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading," Empirical Economics, Springer, volume 66, issue 2, pages 883-925, February, DOI: 10.1007/s00181-023-02471-1.
• Kushal Banik Chowdhury, 2024, "Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study," Empirical Economics, Springer, volume 66, issue 2, pages 623-650, February, DOI: 10.1007/s00181-023-02473-z.
• Inwook Hwang & Jaebeom Kim, 2024, "Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?," Empirical Economics, Springer, volume 66, issue 3, pages 1103-1123, March, DOI: 10.1007/s00181-023-02484-w.
• Thomas F. P. Wiesen & Paul M. Beaumont, 2024, "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, volume 66, issue 4, pages 1553-1585, April, DOI: 10.1007/s00181-023-02496-6.
• Caglayan Aslan & Ferdi Akpiliç, 2024, "Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? New evidences from the panel SVAR analysis," Empirical Economics, Springer, volume 66, issue 4, pages 1587-1631, April, DOI: 10.1007/s00181-023-02497-5.
• Zhepeng Hu & Lei Yan, 2024, "Nonlinear responses of crude oil prices to the US dollar exchange rates: the role of inventories," Empirical Economics, Springer, volume 66, issue 4, pages 1491-1510, April, DOI: 10.1007/s00181-023-02502-x.
• Apostolos Serletis & Libo Xu, 2024, "Inflation uncertainty," Empirical Economics, Springer, volume 66, issue 5, pages 1903-1920, May, DOI: 10.1007/s00181-023-02512-9.
• Nopphol Witvorapong & Chak Hung Jack Cheng, 2024, "Health care policy uncertainty and state-level employment," Empirical Economics, Springer, volume 66, issue 6, pages 2501-2532, June, DOI: 10.1007/s00181-023-02532-5.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
• Huawei Niu & Tianyu Liu, 2024, "Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model," Empirical Economics, Springer, volume 67, issue 1, pages 75-96, July, DOI: 10.1007/s00181-023-02551-2.
• Robert Lehmann, 2024, "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, volume 67, issue 2, pages 817-838, August, DOI: 10.1007/s00181-024-02566-3.
• Sergio Destefanis & Matteo Fragetta & Emanuel Gasteiger, 2024, "Does one size fit all in the Euro Area? Some counterfactual evidence," Empirical Economics, Springer, volume 67, issue 4, pages 1615-1647, October, DOI: 10.1007/s00181-024-02597-w.
• Andre Harrison & Annika Segelhorst, 2024, "Do consumer price indices in oil-producing economies respond differently to oil market shocks? Evidence from Canada," Empirical Economics, Springer, volume 67, issue 5, pages 2039-2076, November, DOI: 10.1007/s00181-024-02606-y.
• Ernest Owusu Boakye & Kari Heimonen & Juha Junttila, 2024, "Commodity markets and the global macroeconomy: evidence from machine learning and GVAR," Empirical Economics, Springer, volume 67, issue 5, pages 1919-1965, November, DOI: 10.1007/s00181-024-02612-0.
• Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024, "Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents," Empirical Economics, Springer, volume 67, issue 5, pages 1891-1918, November, DOI: 10.1007/s00181-024-02614-y.
• Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024, "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, volume 67, issue 6, pages 2503-2538, December, DOI: 10.1007/s00181-024-02623-x.
• Zhizhen Chen & Guifen Shi & Boyang Sun, 2024, "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, volume 67, issue 6, pages 2463-2502, December, DOI: 10.1007/s00181-024-02628-6.
• Tural Yusifzada, 2024, "Evaluating the global impact of climate change on agricultural inflation: an innovative climate condition index approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 7, pages 18411-18438, July, DOI: 10.1007/s10668-023-03394-8.
• Mellouli Dhoha & Wael Dammak & Hind Alnafisah & Ahmed Jeribi, 2024, "Dynamic spillovers between natural gas and BRICS stock markets during health and political crises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 2, pages 453-485, June, DOI: 10.1007/s40822-023-00254-8.
• Virender Kumar & Poonam, 2024, "An empirical examination of the effect of domestic monetary policy on external commercial borrowings to India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 641-661, September, DOI: 10.1007/s40822-024-00275-x.
• Biswajit Maitra & Dhritiman Ganguli, 2024, "Fiscal policy and real exchange rate variations in India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 619-640, September, DOI: 10.1007/s40822-024-00276-w.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
• Onur Polat, 2024, "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00581-4.
• Xiaoye Jin, 2024, "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-023-00582-3.
• Parisa Foroutan & Salim Lahmiri, 2024, "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00596-x.
• Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo, 2024, "When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-38, December, DOI: 10.1186/s40854-024-00638-y.
• Mathias Beiglböck & George Lowther & Gudmund Pammer & Walter Schachermayer, 2024, "Faking Brownian motion with continuous Markov martingales," Finance and Stochastics, Springer, volume 28, issue 1, pages 259-284, January, DOI: 10.1007/s00780-023-00526-w.
• Yousra R. Obiedallah & Asmaa H. Abdelaziz, 2024, "Financial inclusion and Financial Performance: The interplay role of capital adequacy requirements in Egyptian Banks," Future Business Journal, Springer, volume 10, issue 1, pages 1-13, December, DOI: 10.1186/s43093-024-00383-9.
• Surbhi Mishra & Dukhabandhu Sahoo & Souryabrata Mohapatra, 2024, "Mapping Structural Break and Sectoral Movement on Female Employment in India Since 1991," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), volume 67, issue 3, pages 731-750, September, DOI: 10.1007/s41027-024-00512-6.
• Kai Carstensen & Felix Kießner & Thies Rossian, 2024, "Estimation of the TFP Gap for the Largest Five EMU Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 243-296, July, DOI: 10.1007/s41549-024-00092-w.
• Viv B. Hall & Peter Thomson, 2024, "Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 193-217, July, DOI: 10.1007/s41549-024-00093-9.
• Simon Norden, 2024, "Output Gaps: Editor’s Introduction," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 151-154, July, DOI: 10.1007/s41549-024-00101-y.
• Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese, 2024, "Predicting Tail-Risks for the Italian Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 339-366, November, DOI: 10.1007/s41549-025-00106-1.
• Beatrice Bertelli & Costanza Torricelli, 2024, "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 298-322, June, DOI: 10.1007/s12197-023-09652-9.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
• Yanping Liu & Bo Yan, 2024, "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 563-591, September, DOI: 10.1007/s12197-024-09665-y.
• Vrinda Gupta & Amlendu Dubey, 2024, "US monetary policy, the global financial cycle and cross-country financial cycles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 999-1019, December, DOI: 10.1007/s12197-024-09680-z.
• Meriem Kouas & Maha Kalai & Kamel Helali, 2024, "Dutch Disease and Deindustrialization: Symmetrical and Asymmetrical Impact of Oil Rent on Value-Added Industry in China," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 4, pages 18202-18222, December, DOI: 10.1007/s13132-024-01866-4.
• Hippolyte d’Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024, "Covid-19 and mobility: determinant or consequence?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 77, issue 1, pages 261-282, February, DOI: 10.1007/s00199-023-01510-3.
• Marco Gallegati & Meghnad Desai, 2024, "Stagflation and inflationary regimes: Long cycles in historical perspective," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 709-737, December, DOI: 10.1007/s00191-024-00880-8.
• Saksham Sood & Bichitrananda Seth & Samir Ranjan Behera & Deba Prasad Rath, 2024, "Asymmetric Impact of Monetary Policy on 10-Year G-Sec Yield in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 615-629, September, DOI: 10.1007/s40953-024-00395-w.
• Muhammet Daştan & Kerem Karabulut & Ömer Yalçınkaya, 2024, "The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 2, pages 275-311, May, DOI: 10.1007/s10258-023-00239-0.
• Melina Dritsaki & Chaido Dritsaki, 2024, "Export-Led and Import-Led Growth Hypotheses: Empirical Evidence from Greece," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Applied Economic Research and Trends", DOI: 10.1007/978-3-031-49105-4_10.
• Hengzhen Lu & Qiujin Gao & Ling Xiao & Gurjeet Dhesi, 2024, "Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models," Review of Managerial Science, Springer, volume 18, issue 7, pages 1917-1943, July, DOI: 10.1007/s11846-023-00722-0.
• Diego Fresoli, 2024, "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 15, issue 2, pages 145-177, June, DOI: 10.1007/s13209-024-00297-3.
• Philipp Wegmueller & Christian Glocker, 2024, "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-17, December, DOI: 10.1186/s41937-024-00120-7.
• Riadh Trabelsi, 2024, "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, volume 4, issue 10, pages 1-28, October, DOI: 10.1007/s43546-024-00717-3.
• Nuruddeen Usman & Martins Apinran, 2024, "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, volume 4, issue 11, pages 1-15, November, DOI: 10.1007/s43546-024-00739-x.
• Eliphas Ndou & Nombulelo Gumata & Tebello Moletsane, 2024, "Exchange rate and GDP nexus in South Africa: the disconnect after the 2008 global recession," SN Business & Economics, Springer, volume 4, issue 2, pages 1-27, February, DOI: 10.1007/s43546-023-00613-2.
• Jamel Boukhatem, 2024, "The effects of financial risk components on local-currency bond markets: theory and empirical evidence," SN Business & Economics, Springer, volume 4, issue 4, pages 1-19, April, DOI: 10.1007/s43546-024-00642-5.
• Anthony Enisan Akinlo, 2024, "Asymmetric effects of world uncertainty index on the demand for money in Nigeria," SN Business & Economics, Springer, volume 4, issue 9, pages 1-18, September, DOI: 10.1007/s43546-024-00696-5.
• Paolo Chirico, 2024, "Iterative QML estimation for asymmetric stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 33, issue 3, pages 885-900, July, DOI: 10.1007/s10260-024-00747-z.
• Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs, 2024, "An heuristic scree plot criterion for the number of factors," Statistical Papers, Springer, volume 65, issue 6, pages 3991-4000, August, DOI: 10.1007/s00362-023-01517-x.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 4, pages 1543-1575, November, DOI: 10.1007/s10290-024-00538-4.
• Paulo Henrique Ângelo Souza & Mathias Schneid Tessmann & José Luiz Rossi Júnior & Marcelo de Oliveira Passos, 2024, "The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-3.
• Luca Eduardo Fierro & Mario Martinoli, 2024, "An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/30, Nov.
• Julia Skretting, 2024, "The Role of Oil Prices in Norwegian Petroleum Investments. An Empirical Study," Discussion Papers, Statistics Norway, Research Department, number 1016, Nov.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024, "Getting Back on Track. Forecasting After Extreme Observations," Discussion Papers, Statistics Norway, Research Department, number 1018, Dec.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers, University of Sydney, School of Economics, number 2024-15, Jul.
• Ahmed H. Elsayed & Ricardo M. Sousa, 2024, "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 16, pages 1855-1875, November, DOI: 10.1080/1351847X.2022.2068375.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Higher-Order Expansions and Inference for Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 548, pages 2760-2771, October, DOI: 10.1080/01621459.2023.2277411.
• Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 984-997, July, DOI: 10.1080/07350015.2023.2273622.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1302-1317, October, DOI: 10.1080/07350015.2024.2310020.
• Chihiro Shimizu & Erwin Diewert & Koji Nomura, 2024, "Estimating Flexible Functional Forms using Macroeconomic Data," Working Papers, Tokyo Center for Economic Research, number e206, Apr.
• Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-030/III, May.
• Lucas P. Harlaar & Jacques J.F. Commandeur & Jan A. van den Brakel & Siem Jan Koopman & Niels Bos & Frits D. Bijleveld, 2024, "Statistical Early Warning Models with Applications," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-037/III, May.
• Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
• Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-062/III, Nov.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2024, "Tracking Weekly State-Level Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 483-504, March, DOI: 10.1162/rest_a_01171.
• Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1516, Mar.
• Fève, Patrick & Collard, Fabrice & Guay, Alain, 2024, "Believe it or not, it’s all about Beliefs!," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1539, May.
• Bagliano Fabio C. & Morana Claudio, 2024, "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 096, Dec.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2024, "Heterogeneity and Aggregate Fluctuations," Journal of Political Economy, University of Chicago Press, volume 132, issue 12, pages 4021-4067, DOI: 10.1086/731411.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_01, Apr.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_02, May.
• Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_04, Jun.
• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024, "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_05, Aug.
• Martin Bruns & Helmut Lutkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-05, Jul.
• Martin Bruns & Helmut Lutkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-06, Dec.
• Edson Roberto Vieira & Vinícius Alencar Moreira & Antonio Marcos de Queiroz, 2024, "Determinantes da Inflação Brasileira no Período Recente (2010-2022)," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 103, Dec.
• Ivan Mendieta-Muñoz, 2024, "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2024_01.
• Zheng-Zheng Li & Chi Wei Su & Ran Tao, 2024, "No Longer a Safe Haven Currency? A Fresh Evidence of Japanese Yen under Uncertainty," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 119-134.
• Halim Can Avcı & Zafer Çalışkan, 2024, "The Effect of Health on Economic Growth: A Production Function Approach for Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 3, pages 373-393.
• Petar Ivanov, 2024, "Detecting Housing Bubbles Through the Assessment of House Price Deviations in Bulgaria," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 2, pages 40-53.
• Kharitonchik Anatoly, 2024, "Optimal Monetary Policy Framework in an Emerging Market Economy under Sanctions Pressure and Restrictions on Capital Flows," Central European Economic Journal, Paradigm, volume 11, issue 58, pages 329-345, DOI: 10.2478/ceej-2024-0022.
• Suproń Błażej, 2024, "Assessing the long-term asymmetric relationship between energy consumption and CO2 emissions: Evidence from the Visegrad Group countries," Economics and Business Review, Paradigm, volume 10, issue 1, pages 179-198, April, DOI: 10.18559/ebr.2024.1.1082.
• Türken Fatma & Yildirim Mustafa Ozan, 2024, "Second-round effects of food prices on core inflation in Turkey," Economics and Business Review, Paradigm, volume 10, issue 4, pages 32-55, DOI: 10.18559/ebr.2024.4.1485.
• Kuncoro Haryo & Pardede Josua, 2024, "Modelling the Demand for Indonesia’s Foreign Reserves," Economics, Paradigm, volume 12, issue 1, pages 131-151, April, DOI: 10.2478/eoik-2024-0005.
• Grozdanović Predrag & Nikolić Miloš & Šelmić Milica & Macura Dragana, 2024, "Prediction of the Freight Train Energy Consumption With the Time Series Models," Economic Themes, Paradigm, volume 62, issue 1, pages 1-17, DOI: 10.2478/ethemes-2024-0001.
• Barbić Tajana & Čondić-Jurkić Iva, 2024, "Viral Trends and Stock Markets: Spillover Between Meme Assets and Sectoral Returns," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 20, issue 4, pages 1-15, DOI: 10.2478/fiqf-2024-0023.
• Leshoro Temitope Lydia A., 2024, "Inflation Dynamics and Policy Mix in Ghana," Folia Oeconomica Stetinensia, Paradigm, volume 24, issue 1, pages 124-143, DOI: 10.2478/foli-2024-0008.
• Ssekitoleko Patrick & Manaliyo Jean Claude, 2024, "Investigating the Effects of Advancements in Information and Communication Technology and Financial Development on Tourism Growth: A Case of South Africa," Folia Oeconomica Stetinensia, Paradigm, volume 24, issue 2, pages 304-326, DOI: 10.2478/foli-2024-0027.

2023

• Parvin Alimoradi Afshar & Salaheddin Manochehri & Ramin Amani, 2023, "Macroeconomic Uncertainty, Political Risk and Exchange Rate Market Fluctuations in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 3, pages 67-102.
• Mirjana Bartula & Viktor Radun, 2023, "Indicator Based Ecotourism Planning," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 14, issue 1, pages 17-24.
• Hayat SHAHID & Amena UROOJ & Zahid ASGHAR, 2023, "Impact of Seasonal Level Shift (SLS) on Time Series Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
• Xiaohui GONG & Bisharat Hussain CHANG & Xi CHEN & Kaiyang ZHONG, 2023, "Asymmetric Effects of Exchange Rates on Energy Demand in E7 Countries: New Evidence from Multiple Thresholds Nonlinear ARDL Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 125-142, June.
• Zaytsev, Aleksey (Зайцев, Алексей), 2023, "An algorithm for quickly finding long-term equilibria in models of overlapping generations
  [Алгоритм Быстрого Нахождения Долгосрочных Равновесий В Моделях Пересекающихся Поколений]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220230, May.
• Zubarev, Andrey (Зубарев, Андрей) & Kirillova, Maria (Кириллова, Мария), 2023, "Construction of a global vector autoregression with trade and financial relationships between countries and forecasting of Russian macroeconomic indicators
  [Построение Глобальной Векторной Авторегрессии С Учётом Торговых И Финансовых Взаимосвязей ," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220275.
• Rybak, Konstantin (Рыбак, Константин), 2023, "Global inflation and Russian macroeconomic indicators: FAVAR framework
  [Изучение Связи Глобальных Инфляционных Процессов И Российских Макроэкономических Показателей В Рамках Динамической Факторной Модели]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220278.
• Bozhechkova, Alexandra (Божечкова, Александра) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Dzhunkeev, Urmat (Джункеев, Урмат) & Orazov, Meilis (Оразов, Мейлис) & Trunin, Pavel (Трунин, Павел), 2023, "Analysis of the impact of monetary shocks on the term structure of interest rates in the russian economy
  [Анализ Влияния Монетарных Шоков На Временную Структуру Процентных Ставок В Российской Экономике]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202329.
• Yakubu EGEDE & Umaru AMINU & Aminu HAMMA & Caroline Iyabo ADEMOLA-JOHN, 2023, "Revisiting the Validity of Phillips Curve in Nigeria: An ARDL Approach," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 8, issue 1, pages 24-34, February.
• Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2023, "Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models," CEIS Research Paper, Tor Vergata University, CEIS, number 555, Feb, revised 27 Feb 2023.
• Glenn Rayp & Ilse Ruyssen & Samuel Standaert, 2023, "Selecting only the best and brightest? An assessment of migration policy selectivity and its effectiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 23/1062, Jan.
• Sunaina Kanojia & Bunny Singh Bhatia, 2023, "Signaling Effect of Dividend on Firm’s Future Performance: A Study of Select Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 4, pages 409-436, December, DOI: 10.1177/09726527231182279.
• Sumanjay Dutta & Parthajit Kayal & G. Balasubramnaian, 2023, "Volatility Spillover and Directionality in Cryptocurrency and Metal Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 4, pages 464-485, December, DOI: 10.1177/09726527231192143.
• Ngo Thai Hung, 2023, "Causal relationship between globalization, economic growth and CO2 emissions in Vietnam using Wavelet analysis," Energy & Environment, , volume 34, issue 7, pages 2386-2412, November, DOI: 10.1177/0958305X221108498.
• Sakib Bin Amin & Farhad Taghizadeh-Hesary & Foqoruddin Al Kabir & Farhan Khan, 2023, "Nexus between energy intensity and capital-output ratio: A holistic approach," Energy & Environment, , volume 34, issue 7, pages 2721-2739, November, DOI: 10.1177/0958305X221115489.
• Abdullah Mohammad Ghazi Al khatib & Bayan Mohamad Alshaib & Ali Mohamad Kanaan, 2023, "The Interaction Between Financial Development and Economic Growth: A Novel Application of Transfer Entropy and Nonlinear Approach in Algeria," SAGE Open, , volume 13, issue 4, pages 21582440231, December, DOI: 10.1177/21582440231217871.
• Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
• Mohsin Waheed & Zulfiqar Hyder, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 112, Apr.
• Capasso Salvatore & Oreste Napolitano & Ana Laura Vivero, 2023, "The Financial Conditions Index as an additional tool for policymakers in developing countries: the Mexican case," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 664, Jan.
• Robert Kelm & Izabela Sobiech Pellegrini, 2023, "Import inflacji i sprzężenie płacowo-cenowe w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 48-70.
• Maciej Stefański, 2023, "Natural Rate of Interest in a Small Open Economy with Application to CEE Countries," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-093, Sep, DOI: 10.33119/kaewps2023093.
• Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin., 2023, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-095, Nov, DOI: 10.33119/kaewps2023095.
• P. Gorgi & S. J. Koopman & R. Lit, 2023, "Estimation of final standings in football competitions with a premature ending: the case of COVID-19," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 1, pages 233-250, March, DOI: 10.1007/s10182-021-00415-7.
• Gazi Salah Uddin & Muhammad Yahya & Stelios Bekiros & Raanadeva Jayasekera & Gerhard Kling, 2023, "Systematic risk in the biopharmaceutical sector: a multiscale approach," Annals of Operations Research, Springer, volume 330, issue 1, pages 243-266, November, DOI: 10.1007/s10479-021-04402-8.
• Éva Gyurkovics & Tibor Takács, 2023, "Estimation of the potential GDP by a new robust filter method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 31, issue 4, pages 1183-1207, December, DOI: 10.1007/s10100-023-00851-7.
• Simone Cerreia-Vioglio & Fulvio Ortu & Federico Severino & Claudio Tebaldi, 2023, "Multivariate Wold decompositions: a Hilbert A-module approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 1, pages 45-96, June, DOI: 10.1007/s10203-023-00392-3.
• Ioannis Chalkiadakis & Gareth W. Peters & Matthew Ames, 2023, "Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors," Digital Finance, Springer, volume 5, issue 2, pages 295-365, June, DOI: 10.1007/s42521-023-00079-9.
• Federico P. Cortese & Petter N. Kolm & Erik Lindström, 2023, "What drives cryptocurrency returns? A sparse statistical jump model approach," Digital Finance, Springer, volume 5, issue 3, pages 483-518, December, DOI: 10.1007/s42521-023-00085-x.
• Jan Patrick Hartkopf, 2023, "Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models," Empirical Economics, Springer, volume 64, issue 1, pages 393-436, January, DOI: 10.1007/s00181-022-02245-1.