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

2023

• 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, undated, "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,.
• Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
• Mihovil Anđelinović & Filip Škunca, 2023, "Optimizing insurers’ investment portfolios: incorporating alternative investments," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 41, issue 2, pages 361-389.
• Marco Brianti & Vito Cormun, 2023, "Expectation-Driven Boom-Bust Cycles," Working Papers, University of Alberta, Department of Economics, number 2023-04, Mar.
• Shegorika Rajwani & Aviral Kumar Tiwar & Miklesh Prasad Yadav & Sakshi Sharma, 2023, "Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 1, pages 148-179.
• Anirban Sengupta & Debasish Maitra & Saumya Ranjan Dash & Robert Brooks, 2023, "Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 2, pages 399-430.
• Mikhail Makushkin & Victor Lapshin, 2023, "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 69, pages 5-27.
• Mehmet Fatih Ekinci & Hülya Saygılı, 2023, "Oil Price Pass-Through on Sector-Level Prices: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 14, issue 3, pages 321-335.
• NICHOLAS NGEPAH & JOEL HINAUNYE EITA & MDUDUZI BIYASE & Charles Saba, 2023, "The Effect of Transnet's Capital Expenditure and Investment in Various other Selected Sectors of the South African Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 65-90.
• Markos Farag & Samir Jeddi & Jan Hendrik Kopp, 2023, "Global Natural Gas Market Integration in the Face of Shocks: Evidence from the Dynamics Of European, Asian, and US Gas Futures Prices," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2023-3, Apr.
• Sungcheol Kim & Kyunghun Kim, 2023, "The Determinants of Disaggregated Capital Inflows to Emerging Market Economies;Empirical Evidence from Korea," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 38, issue 1, pages 1-31.
• Chris Stewart, 2023, "Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices," Economics Discussion Papers, School of Economics, Kingston University London, number 2023-1, Apr.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023, "The macroeconomic effects of bank capital regulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 18404, Aug.
• Acharya, Sushant & chen, william & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023, "Estimating HANK for Central Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 18407, Aug.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023, "Labour at risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 18432, Sep.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023, "Effects of Bank Capital Requirement Tightenings on Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 18433, Sep.
• Debortoli, Davide & Forni, Mario & Gambetti, Luca & Sala, Luca, 2023, "Asymmetric Monetary Policy Tradeoffs," CEPR Discussion Papers, Centre for Economic Policy Research, number 18438, Sep.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023, "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 18549, Oct.
• Drechsel, Thomas, 2023, "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 18612, Nov.
• Forni, Mario & Franconi, Alessandro & Gambetti, Luca & Sala, Luca, 2023, "Asymmetric Transmission of Oil Supply News," CEPR Discussion Papers, Centre for Economic Policy Research, number 18704, Dec.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers, Center for Research in Economics and Statistics, number 2023-04, Feb.
• Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2023, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 36916, Mar.
• Gadea Rivas, María Dolores & Gonzalo, Jesús & Ramos, Andrey, 2023, "Trends in temperature data: micro-foundations of their nature," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39045, Dec.
• Marín, Juan Miguel & Veiga, Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36569, Feb.
• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023, "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
• Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023, "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, volume 39, issue 3, pages 443-480, June.
• Elstner, Steffen & Rujin, Svetlana, 2023, "The consequences of US technology changes for productivity in advanced economies," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 3, pages 718-742, April.
• Chan, Joshua C.C. & Wemy, Edouard, 2023, "An unobserved components model of total factor productivity and the relative price of investment," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 5, pages 1397-1423, July.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
• Nektarios A. Michail & Kyriaki G. LouKa, 2023, "The inefficiency of Quantitative Easing in the Euro Area," Working Papers, Central Bank of Cyprus, number 2023-3, Oct.
• Konstantin A. Kholodilin & Malte Rieth, 2023, "Immobilienmarkt im Krisenmodus: Die Kaufpreise fallen, aber die Mieten steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 90, issue 51/52, pages 753-762.
• Martin Bruns & Helmut Lütkepohl, 2023, "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2036.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023, "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2037.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," Working Papers, DNB, number 789, Aug.
• Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023, "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-17.
• Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023, "Uncertainty is bad for Business. Really?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-26.
• Valérie Mignon & Jamel Saadaoui, 2023, "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-28.
• László KÓNYA, 2023, "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 33-56.
• Andres Escayola, Erik & McQuade, Peter & Schroeder, Christofer & Tirpák, Marcel, 2023, "What shapes spillovers from US monetary policy shocks to emerging market economies?," Economic Bulletin Boxes, European Central Bank, volume 2.
• Motto, Roberto & Montes-Galdón, Carlos & Ristiniemi, Annukka & Saint Guilhem, Arthur & Zimic, Srečko & Darracq Pariès, Matthieu, 2023, "A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021," Economic Bulletin Boxes, European Central Bank, volume 3.
• Hauptmeier, Sebastian & Holm-Hadulla, Fédéric, 2023, "Industry structure and the real effects of monetary policy," Economic Bulletin Boxes, European Central Bank, volume 7.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023, "The outlook is mixed: the asymmetric effects of weather shocks on inflation," Research Bulletin, European Central Bank, volume 111.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023, "Using machine learning to measure financial risk in China," Working Paper Series, European Central Bank, number 2767, Jan.
• Warne, Anders, 2023, "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series, European Central Bank, number 2768, Jan.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023, "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series, European Central Bank, number 2798, Mar.
• Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023, "Forecasting housing investment," Working Paper Series, European Central Bank, number 2807, Apr.
• Guillochon, Justine & Le Roux, Julien, 2023, "Unobserved components model(s): output gaps and financial cycles," Working Paper Series, European Central Bank, number 2832, Jul.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023, "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series, European Central Bank, number 2833, Jul.
• De Santis, Roberto A. & Tornese, Tommaso, 2023, "Energy supply shocks’ nonlinearities on output and prices," Working Paper Series, European Central Bank, number 2834, Jul.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023, "Labour at risk," Working Paper Series, European Central Bank, number 2840, Aug.
• Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023, "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series, European Central Bank, number 2871, Nov.
• Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023, "What drives core inflation? The role of supply shocks," Working Paper Series, European Central Bank, number 2875, Nov.
• Philomena Dadzie & Nicholas Bamegne Nambie & Belinda Ameh Obobi, 2023, "Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 1, pages 73-82, January.
• Jorge Barrientos Marin & Laura Marquez Marulanda & Fernando Villada Duque, 2023, "Analyzing Electricity Demand in Colombia: A Functional Time Series Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 75-84, January.
• Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2023, "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 85-90, January.
• Miguel Angel Esquivias & Owais ibni Hassan & Aisha Sheikh, 2023, "Evidence-based Examination of the Consequences of Financial Development on Environmental Degradation in the Indian Setting, Using the ARDL Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 281-290, January.
• Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023, "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 529-543, January.
• Gelrud Yakov Davidovich & Cui Jianan & Festus Victor Bekun, 2023, "Analysis and Synthesis of Alternative Solutions to Environmental Problems Associated with Large-scale Projects," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 45-51, January.
• Arvian Triantoro & Muhammad Zaheer Akhtar & Shiraz Khan & Khalid Zaman & Haroon ur Rashid Khan & Abdul Wahab Pathath & Muhamad Amar Mahmad & Kamil Sertoglu, 2023, "Riding the Waves of Fluctuating Oil Prices: Decoding the Impact on Economic Growth," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 34-50, March.
• Nurkhodzha Akbulaev, 2023, "The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 433-440, March.
• Nyiko Worship Hlongwane & Olebogeng David Daw, 2023, "Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 197-206, May.
• Amine Mounir, 2023, "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 428-433, May.
• Dzulfikri Azis Muthalib & Abd Azis Muthalib & Ahmad Muhlis Nuryadi & Arifuddin Arifuddin & La Ode Muhammad Harafah & Murdjani Kamaluddin & La Ode Sahili & Muh. Irfandy Azis & Rince Tambunan, 2023, "The Effect of Crude Oil Price and Inflation on Algae Export in Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 507-511, May.
• Yaya KEHO, 2023, "Does Globalization Cause Environmental Degradation in Developing Economies? Evidence from Cote d Ivoire Using Ecological Footprint," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 455-466, July.
• Afaq Aslanova & Simuzar Mammadova, 2023, "Econometric Analysis of the Effect of Energy Prices on Exchange Rates During War Period," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 496-502, July.
• Mimoun Benali & Laila Benabbou, 2023, "Carbon Emissions, Energy Consumption, and Economic Growth in Morocco," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 61-67, July.
• Nyiko Worship Hlongwane & Realeboga Mahapa & Tselane Confidence Nthebe, 2023, "The Nexus between Foreign Direct Investment and Electricity Consumption in South Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 213-220, September.
• Ruma Talukdar & Nibedita Mahanta, 2023, "Forecasting of Domestic Electricity Consumption in Assam, India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 229-235, September.
• Festus Victor Bekun & Toyo Amegnonna Marcel Dossou & Kayode Kolawole Eluwole & Taiwo Temitope Lasisi & Gizem Uzuner, 2023, "Tourism and the Mediterranean Experience Amidst Environmental Issues: Fresh Insights from Panel Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 325-331, September.
• André Luis da Silva Leite & Marcus Vinicius Andrade de Lima, 2023, "A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 332-338, September.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame, 2023, "Testing Environmental Kuznets Curve Hypothesis in Somalia: Empirical Evidence from ARDL Technique," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 678-684, September.
• Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023, "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 203-210, November.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame & Galad Mohamed Barre & Mohamed Ahmed Salad, 2023, "The Nexus between Economic Growth, Energy Consumption, and Environmental Degradation in Kenya," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 220-226, November.
• Akhmad Akhmad & Ambo Asse & Nursalam Nursalam & Ibrahim Ibrahim & Bunyamin Bunyamin & Ansaar Ansaar & Sahajuddin Sahajuddin, 2023, "The Impact of the Increase of Oil Fuel Price and Government Subsidy on Indonesia’s Economic Performance," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 547-557, November.
• Spinola, Danilo, 2023, "Restricciones vinculadas a la inestabilidad y trampas del desarrollo: un análisis empírico de los ciclos de crecimiento y la volatilidad económica en América Latina y el Caribe," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Spinola, Danilo, 2023, "Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Erdogan, Sinan & Sarkodie, Samuel Asumadu, 2023, "The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes," Applied Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.apenergy.2023.121138.
• van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
• Li, Yicun & Teng, Yuanyang, 2023, "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, volume 177, issue C, DOI: 10.1016/j.chaos.2023.114203.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2023, "The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104581.
• McNeil, James, 2023, "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104588.
• Fu, Bowen, 2023, "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2023.104606.
• Kim, Kijin & Kim, Soyoung & Lee, Donghyun & Park, Cyn-Young, 2023, "Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104642.
• Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023, "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104622.
• Herwartz, Helmut & Wang, Shu, 2023, "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104630.
• Leong, Soon Heng & Urga, Giovanni, 2023, "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104694.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Bettendorf, Timo & Karadimitropoulou, Aikaterini, 2023, "Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, volume 156, issue C, DOI: 10.1016/j.jedc.2023.104756.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Qin, Meng & Su, Chi-Wei & Umar, Muhammad & Lobonţ, Oana-Ramona & Manta, Alina Georgiana, 2023, "Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 748-763, DOI: 10.1016/j.eap.2023.01.002.
• Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
• Baek, Jungho & Yoon, Jee Hee, 2023, "Shocks of crude oil prices and world trade policy uncertainty: How much do they matter for China’s trade balance with its three largest partners?," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 914-921, DOI: 10.1016/j.eap.2023.04.037.
• Qin, Meng & Su, Yun Hsuan & Zhao, Zhengtang & Mirza, Nawazish, 2023, "The politics of climate: Does factionalism impede U.S. carbon neutrality?," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 954-966, DOI: 10.1016/j.eap.2023.04.039.
• Qin, Meng & Wu, Tong & Ma, Xuecheng & Albu, Lucian Liviu & Umar, Muhammad, 2023, "Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 109-120, DOI: 10.1016/j.eap.2023.08.004.
• Sun, Yanpeng & Song, Yuru & Long, Chi & Qin, Meng & Lobonţ, Oana-Ramona, 2023, "How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1666-1676, DOI: 10.1016/j.eap.2023.11.010.
• Liu, Fangying & Su, Chi Wei & Tao, Ran & Umar, Muhammad, 2023, "The instability of U.S. economic policy: A hindrance or a stimulus to green financing?," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 33-46, DOI: 10.1016/j.eap.2023.07.015.
• Zhao, Qian & Ding, Longfei & Pirtea, Marilen Gabriel & Vǎtavu, Sorana, 2023, "Does technological innovation bring better air quality?," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 978-990, DOI: 10.1016/j.eap.2023.09.034.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023, "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106081.
• Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023, "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106124.
• Eleftheriou, Maria & Kouretas, Georgios P., 2023, "Monetary policy rules and inflation control in the US," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106137.
• Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023, "On the identification of the oil-stock market relationship," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106157.
• Camacho, Maximo & Caro, Angela & Peña, Daniel, 2023, "What drives industrial energy prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106158.
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023, "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106188.
• Zhang, Qin & Ni, He & Xu, Hao, 2023, "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106204.
• Giner, Javier & Zakamulin, Valeriy, 2023, "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106237.
• Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023, "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106273.
• Ngene, Geoffrey M. & Tah, Kenneth A., 2023, "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106291.
• Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023, "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106302.
• Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023, "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106309.
• Davtyan, Karen, 2023, "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106380.
• Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023, "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106418.
• Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023, "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106423.
• Liu, Wei & Garrett, Ian, 2023, "Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106483.
• Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
• Elguellab, Ali & Ezzahid, Elhadj, 2023, "Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106529.
• 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.