Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
This JEL code is mentioned in the following RePEc Biblio entries:
- Estimated DSGE Models
- Forecasting with DSGE Models
- Nowcasting
- Sign Restrictions
- Bayesian Vector autoregressions (BVARs)
- Dynamic Factor Models
2026
- Dhamija, Vedanta & Fusari, Francesco & Tara, Roshni, 2026, "Fiscal anticipation and inequality: the role of the monetary-fiscal mix," Newcastle Economics Discussion Papers, Newcastle University Business School, Economics Subject Group, number 2026-01, Oct.
- Ramesh Chandra Das, 2026, "Econometric Analysis on the Farm and Non-Farm Linkages with Respect to Employment and Output: The Post- Independent Indian Scenario," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 714-735, June.
- Jannik Pointecker & Thomas Zörner, 2026, "OeNB Bulletin 2026/2: Detecting inflation regime shifts in the euro area: the role of money growth," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue 2026/2, pages 1-23.
- Michael Pfarrhofer & Anna Stelzer, 2026, "Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 276, Mar.
- Ioana MEȘTER & Ancuța SZABO (RADU), 2026, "Renewable Energy Consumption And Economic Growth In Romania: Evidence From A Time-Series Econometric Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 188-196, July, DOI: 10.47535/1991AUOES35(1)015.
- Sanoh Yusuf, 2026, "Climate Finance Transition Risk under Uncertainty: Text-Mining Evidence from the Japanese Equity Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-08, Aug.
- Atsushi Inoue & Òscar Jordà & Guido M Kuersteiner, 2026, "Inference for local projections," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 2-26.
- Régis Barnichon & Geert Mesters, 2026, "Policy evaluation with sufficient macro statistics: a primer," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 27-68.
- Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
- George N. Apostolakis & Christos Floros & Konstantinos Gkillas, 2026, "Price jumps in the FX markets using the quantile frequency VAR connectedness framework," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-12, June, DOI: 10.1057/s41260-026-00457-z.
- Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
- Gabriel Rodriguez & Roberto Calero, 2026, "Time-Varying Effects of Climate Change Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-558, DOI: 10.18800/2079-8474.0558.
- Gabriel Rodriguez & Mateo Podestá, 2026, "Forecasting Peru’s GDP Growth and Inflation Using TVP-VARMA-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-559, DOI: 10.18800/2079-8474.0559.
- Jan Carlo B. Punongbayan, 2026, "Oil price pass-through in the Philippines: decomposing fuel and non-fuel inflation," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 202603, Mar.
- María Dolores Gadea Rivas & Jesús Gonzalo, 2026, "Regional heterogeneity and warming dominance in the United States," PLOS Climate, Public Library of Science, volume 5, issue 2, pages 1-27, February, DOI: 10.1371/journal.pclm.0000808.
- Marco Gallegati & Solomos Solomou & Kun Tian, 2026, "The inflationary effects of the El Niño-Southern Oscillation," PLOS Climate, Public Library of Science, volume 5, issue 8, pages 1-20, August, DOI: 10.1371/journal.pclm.0000985.
- Bahaa Aly, Tarek, 2026, "Global Economic Cycles Unveiled: A Hybrid TCN-HMM Approach for Regime Dynamics Across Eight Nations," MPRA Paper, University Library of Munich, Germany, number 127574, Jan.
- Nizam, Ahmed Mehedi, 2026, "A structural VAR (SVAR) based approach to calculating the marginal propensity to consume (MPC) across income groups," MPRA Paper, University Library of Munich, Germany, number 128019, Feb.
- Maridueña-Larrea, Ángel & Martín-Román, Ángel L., 2026, "Cyclical asymmetries and spatial dependence in Okun’s Law: global evidence from 163 countries," MPRA Paper, University Library of Munich, Germany, number 128297.
- Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
- Mohamud, Ibrahim Hussein, 2026, "Exploring the Dynamics of Trade Openness, External Debt, and Economic Growth in Somalia: Evidence from a Vector Error Correction Model (VECM)," MPRA Paper, University Library of Munich, Germany, number 128813, Apr, revised 21 Apr 2026.
- Chebbi, Ali, 2026, "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition," MPRA Paper, University Library of Munich, Germany, number 128903, Apr.
- Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
- Sanchez, Paulo, 2026, "Nowcasting with Novel High-Frequency Data: A Cross-Method Comparison for Colombia’s ISE," MPRA Paper, University Library of Munich, Germany, number 129072, May.
- Saakstra, Sake, 2026, "A Time-Varying-Parameter State-Space Approach to Sparse-Event Survival Modelling: Methodological Design, Out-of-Sample Performance, and Application to Hydrogen Project Implementation-Risk," MPRA Paper, University Library of Munich, Germany, number 129308, May.
- Valverde-Ambriz, Ismael D., 2026, "Dynamic central bank credibility: a Kalman Filter–Recursive Least Squares approach for emerging markets," MPRA Paper, University Library of Munich, Germany, number 129329, May.
- Yagufarov, Ruslan, 2026, "Two-scale topological momentum and persistence of stress regimes in correlation networks: evidence from equity markets," MPRA Paper, University Library of Munich, Germany, number 129341, May.
- Mfaume, Justin, 2026, "The Impact of Agricultural Supply Chain Disruptions on Headline Inflation in Malawi," MPRA Paper, University Library of Munich, Germany, number 129759, Jan.
- Oros Trujillo, Daniel Bohoz, 2026, "La dinámica del precio del USDT en Bolivia ante episodios de incertidumbre interna, 2023–2026
[USDT Price Dynamics in Bolivia amid Episodes of Domestic Uncertainty, 2023–2026]," MPRA Paper, University Library of Munich, Germany, number 130426, Aug. - Frank, Luis, 2026, "Comparación de métodos de regresión y reducción de dimensión para el nowcasting del EMAE
[A Comparison of Regression and Dimensionality Reduction Methods for EMAE Nowcasting]," MPRA Paper, University Library of Munich, Germany, number 131074, Sep. - Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
- Beverley Jane Wingfield & Onur Polat & Sonali Das & Rangan Gupta, 2026, "From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202613, Apr.
- Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2026, "Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework," Working Papers, University of Pretoria, Department of Economics, number 202620, Aug.
- Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2026, "Rethinking Quantile-on-Quantile Connectedness," Working Papers, University of Pretoria, Department of Economics, number 202629, Sep.
- Onur Polat & Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2026, "Housing Network Connectedness and Policy Spillovers: Evidence from a Time-Varying Parameter VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202630, Sep.
- Khder Alakkari & Bushra Ali & Petre Caraiani & Rangan Gupta, 2026, "The Impact of Monetary Policy and Central Bank Information Shocks on U.S. Stock Market Bubble Dynamics: The Role of Deregulation," Working Papers, University of Pretoria, Department of Economics, number 202634, Oct.
- Ekin Tokat & Hakki Arda Tokat, 2026, "How the Terra-LUNA Collapse Reshaped Tether's Role in Crypto Market Volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 2, pages 196-220, DOI: 10.18267/j.pep.909.
- Veysel Karagöl & Deniz Sevinç & Ayşegül Şahin, 2026, "US-China Tensions and Financial Spillovers: Uncovering Asymmetric TVP-VAR Transmission," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 3, pages 314-344, DOI: 10.18267/j.pep.917.
- Wellcome Peujio Jiotsop Foze, 2026, "Analisis multidimensional del mercado eléctrico mexicano: índice de estres, eficiencia informacional y modelos de cambio de regimen (2016-2024)," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 23, issue 2, pages 63-82, July - De.
- Matthew Read, 2026, "Shock-percentile Restrictions for SVARs," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-01, Mar, DOI: 10.47688/rdp2026-01.
- César Carrera & Marko Razzo, 2026, "Seen and Unseen: NAIRU, informal labor market and talking points for monetary policy," Working Papers, Banco Central de Reserva del Perú, number 2026-001, Apr.
- Fernando Pérez, 2026, "Asymmetries and Non-linearities in the Exchange Rate Pass-Through to Inflation – Evidence for Peru," Working Papers, Banco Central de Reserva del Perú, number 2026-007, Apr.
- Fernando Pérez Forero, 2026, "A No-Arbitrage Framework for Forecasting and Analyzing the Peruvian Yield Curve in Soles," Working Papers, Banco Central de Reserva del Perú, number 2026-020, Jul.
- Goran Balotić & Predrag Mlinarević & Slađana Paunović & Nemanja Šarenac, 2026, "Impact of Investments on Productivity and Tourism Development in Bosnia and Herzegovina," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 44, issue 1, pages 9-35.
- Guimin Yao & Jialan Shan & Wenquan Gan & Pengyu Zhao, 2026, "Pork Market Shocks and Inflation Dynamics in China," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
- Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
- Tina Rakic & Lyudmila Gadasina, 2026, "Shocks propagation mechanism analysis on Russian commodity exchanges: The example of The Moscow Exchange," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 81, pages 46-67.
- Fatma Kızılkaya & Oktay Kızılkaya & Faruk Mike, 2026, "Natural Resource Rents, Geopolitical Risk, and Environmental Pollution: Evidence from Türkiye," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 1, pages 1-13, January, DOI: 10.20409/berj.2026.484.
- Hüseyin Yılmaz, 2026, "Türkiye’de Döviz Kuru, Enflasyon ve Faiz Arasındaki Asimetrik Nedensellik İlişkisi
[The Asymmetric Causality Relationship Between Exchange Rate, Inflation, and Interest Rates in Türkiye]," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 2, pages 221-245, April, DOI: 10.20409/berj.2026.496. - Barış Ülker, 2026, "Determinants of Türkiye’s Liner Shipping Connectivity Index: Uncertainty, Trade, and Exchange Rates," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 3, pages 359-376, July, DOI: 10.20409/berj.2026.502.
- Lewis, Daniel & Mertens, Karel, 2026, "Weak Instrument Bias in Impulse Response Estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 20990, Jan.
- Canova, Fabio & Fosso, Luca, 2026, "Low Frequency Movements and SVAR Analyses," CEPR Discussion Papers, Centre for Economic Policy Research, number 21205, Feb.
- Fiorentini, Gabriele & Galesi, Alessandro & Peña, Rodrigo & Pérez Quirós, Gabriel & Sentana, Enrique, 2026, "Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves," CEPR Discussion Papers, Centre for Economic Policy Research, number 21256, Mar.
- Consolo, Agostino & Foroni, Claudia & Hjelm, Linnéa, 2026, "The Labour Market in the Euro Area: And yet, it Moves!," CEPR Discussion Papers, Centre for Economic Policy Research, number 21306, Mar.
- Brianti, Marco & Forni, Mario & Gambetti, Luca & Granese, Antonio, 2026, "Nonlinear Business-Cycle Anatomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21333, Mar.
- Verduzco-Bustos, Guillermo & Zanetti, Francesco, 2026, "The Effects of Geopolitical Oil Price Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21378, Apr.
- Wickens, Michael R., 2026, "The Taylor Rule: Did the Fed use Discretion Instead?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21473, May.
- Gazzani, Andrea & Martinez, Joseba & Natoli, Filippo & Surico, Paolo, 2026, "Where Do Technology Shocks Come From? Public Funding and Private Ownership," CEPR Discussion Papers, Centre for Economic Policy Research, number 21745, Jul.
- Casella, Sara & Fernández-Villaverde, Jesús & Hansen, Stephen & Oishi, Ryohei & Shin, Minchul, 2026, "Structural Estimation with Unstructured Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 21746, Jul.
- Schüler, Yves & Arndt, Sarah & Bondarenko, Yevheniia & Lewis, Vivien & Rottner, Matthias, 2026, "Coherent shocks: External identification and internal validation with an application to geopolitical risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 21794, Jul.
- Kilian, Lutz & Patel, Kunal, 2026, "What the Iran War Teaches Us about the Price Elasticity of Oil Supply," CEPR Discussion Papers, Centre for Economic Policy Research, number 21877, Aug.
- Bandeira, Miguel & Castillo-Martinez, Laura & Wang, Shiyuan, 2026, "Price Gaps and Inflation Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 21933, Sep.
- Gatopoulos, Georgios & Louka, Alexandros & Prelorentzos, Arsenios-Georgios & Valavanioti, Evangelia & Vettas, Nikolaos, 2026, "Measuring Economic Uncertainty and Its Effects on Investment and Employment: Evidence from Greece," CEPR Discussion Papers, Centre for Economic Policy Research, number 21940, Sep.
- Känzig, Diego & Stock, James & Zanotti, Luca, 2026, "From Importer to Exporter: Oil Shocks and the U.S. Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21991, Sep.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano & Tornese, Tommaso, 2026, "Bayesian Inference for Heteroskedastic Proxy-SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 22022, Oct.
- Brianti, Marco & Forni, Mario & Gambetti, Luca & Granese, Antonio, 2026, "Dynamic Factor Models and Cointegration," CEPR Discussion Papers, Centre for Economic Policy Research, number 22037, Oct.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2026, "Detecting Sparse Cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 49894, Apr.
- Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 50302, Jun.
- Qian, Jingye & Marín, Juan Miguel & Veiga, Helena, 2026, "A VAR with Threshold Stochastic Volatility for State-Dependent Climate–Energy–Industry Dynamics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49327, Feb.
- Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49336, Feb.
- Marín, Juan Miguel & Romero, Eva & Veiga, Helena, 2026, "Asymmetric Correlation Propagationin Factor Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 50310, Jun.
- Guo, Hongfei & Marín, Juan Miguel & Veiga, Helena, 2026, "Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 50561, Jul.
- Higgins, Ayden & Jochmans, Koen, 2026, "Learning Markov Processes With Latent Variables," Econometric Theory, Cambridge University Press, volume 42, issue 3, pages 501-513, June.
- Meng, Ye & Pan, Shiyuan & Zhu, Xiwei, 2026, "Academic environment, directed technical change, and economic growth," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-5, January.
- NIZIGIYIMANA, Emmanuel & BUREGEYA, Etienne & NDIKUMANA, Jean de Dieu, 2026, "External Debt-Driven Unemployment, Exchange Rate Volatility, and Interest Rates: Hysteresis Effect Evidence from the Burundian Economy," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 4, DOI: 10.59413/ajocs/v7.i4.20.
- Ntalasha, Raphael & Haabazoka, Lubinda, 2026, "The Effect of Capital Structure on the Profitability of Listed Companies: Short-Run and Long-Run Evidence from Zambia," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 4, DOI: 10.59413/ajocs/v7.i4.25.
- Nyekwel, Philip & Chesang, Laban & Musau, John & Kithandi, Charles Katua, 2026, "Exchange Rate Fluctuations and Macroeconomic Stability in Kenya: A SVAR Model," African Multidisciplinary Scholarship Journal, African Multidisciplinary Scholarship Journal, volume 1, issue 1, DOI: 10.59413/amsj/v1.i1.2.
- Onyemaechi, Bethel Amarachi & Keremah, Sydney Clever, 2026, "Budget Implementation and Economic Growth: Imperative for Economic Growth in Nigeria," East African Finance Journal, East African Finance Journal, volume 5, issue 2, DOI: 10.59413/eafj/v5.i2.2.
- Marcin Pietrzak, 2026, "Pricing States in Geopolitical Risk Episodes," Working Papers, Institute of Economics, Polish Academy of Sciences, number 63, Jul.
- Martin Bruns & Helmut Luetkepohl & James McNeil, 2026, "Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK," Working Papers, Dalhousie University, Department of Economics, number daleconwp2026-01, May.
- Konstantin A. Kholodilin & Sebastian Kohl, 2026, "The Era of Ever-Larger Dwellings in Germany Is Coming to an End," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 1/2, pages 3-14.
- Geraldine Dany-Knedlik & Alexander Kriwoluzky & Jo-Ya Kung & Ruben Staffa, 2026, "Government Consumption Stabilizes the Economy in the Short Run; Tax Cuts Have a Stronger albeit Delayed Effect," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 29, pages 221-226.
- Gökhan Ider & Malte Rieth, 2026, "European Monetary Union Alters the Impact of National Fiscal Policy: Government Spending Is More Effective than Tax Cuts," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 33, pages 253-261.
- Alexander Kriwoluzky & Frederik Kurcz, 2026, "ECB Interest Rate Hikes Have a Greater Impact in Euro Area Countries with Restrictive Fiscal Policies," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 39-41, pages 295-301.
- Konstantin A. Kholodilin & Sebastian Kohl, 2026, "Zeitalter der immer größer werdenden Wohnungen endet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 1/2, pages 3-9.
- Geraldine Dany-Knedlik & Alexander Kriwoluzky & Jo-Ya Kung & Ruben Staffa, 2026, "Staatskonsum stabilisiert die Wirtschaft kurzfristig, Steuersenkungen wirken stärker, aber verzögert," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 29, pages 451-456.
- Gökhan Ider & Malte Rieth, 2026, "Währungsunion verändert Wirkung nationaler Fiskalpolitik: Staatsausgaben effektiver als Steuersenkungen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 33, pages 493-502.
- Alexander Kriwoluzky & Frederik Kurcz, 2026, "Zinserhöhungen der EZB wirken in Euroländern mit restriktiver Fiskalpolitik härter," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 41, pages 623-630.
- Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2155.
- Martin Bruns & Helmut Lütkepohl & James McNeil, 2026, "Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2163.
- Gökhan Ider & Malte Rieth, 2026, "Aggregate Tax and Spending Multipliers in a Monetary Union," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2170.
- Nina Maria Brehl & Geraldine Dany-Knedlik & Laura Pagenhardt, 2026, "Nowcasting the Income Distribution," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2187.
- Maria Sole Pagliari, 2026, "Do Markets Dream of Artificial Intelligence? Macroeconomic Effects and International Spillovers of AI News Shocks," Working Papers, DNB, number 871, Oct.
- Valérie Mignon & Carl Grekou & Emmanuel Hache & Romain Capliez, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2026-12.
- Nicolas Himounet & Francisco Serranito & Julien Vauday, 2026, "When Does Uncertainty Become Expansionary? The Role of Composition and State Dependence," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2026-15.
- Checherita-Westphal, Cristina & Rodríguez-Vives, Marta & Lalinsky, Tibor & Parker, Miles, 2026, "Defence spending and its short and longer-term macroeconomic effects," Economic Bulletin Articles, European Central Bank, volume 6.
- Gareis, Johannes, 2026, "Higher oil prices from the war in the Middle East: assessing the headwinds for euro area growth," Economic Bulletin Boxes, European Central Bank, volume 4.
- Anaya Longaric, Pablo & Esposito, Claudia & Gunnella, Vanessa & Lecourt, Noémie & Martínez Hernández, Catalina & Pongetti, Giacomo, 2026, "What has kept goods inflation low? The role of the import exposure to China," Economic Bulletin Boxes, European Central Bank, volume 4.
- Bobasu, Alina & Dobrew, Michael, 2026, "Feeling the heat unevenly: energy prices and household consumption," Economic Bulletin Boxes, European Central Bank, volume 5.
- Allayioti, Anastasia & Di Casola, Paola & Magistretti, Giacomo, 2026, "The ECB-BIG index: tracking credit conditions in the euro area," Economic Bulletin Boxes, European Central Bank, volume 5.
- Bouabdallah, Othman & Checherita-Westphal, Cristina & Muggenthaler-Gerathewohl, Philip, 2026, "Assessing the scope for compensatory fiscal measures in response to the recent energy shock," Economic Bulletin Boxes, European Central Bank, volume 5.
- Carboni, Giacomo & Fonseca, Luís & Fornari, Fabio & Urrutia, Leonardo, 2026, "Structural drivers of growth at risk: insights from a VAR-quantile regression approach," Working Paper Series, European Central Bank, number 3171, Jan.
- De Santis, Roberto A. & Cardamone, Dario, 2026, "Understanding the inflation–output relationship across business cycle phases," Working Paper Series, European Central Bank, number 3175, Jan.
- Consolo, Agostino & Foroni, Claudia & Hjelm, Linnéa, 2026, "The labour market in the euro area: and yet, it moves!," Working Paper Series, European Central Bank, number 3180, Feb.
- Rigato, Rodolfo Dinis, 2026, "A least-squares filter for sequence-space models," Working Paper Series, European Central Bank, number 3191, Feb.
- Bletzinger, Tilman & Martorana, Giulia & Mistak, Jakub, 2026, "Looser, tighter, clearer: a new Financial Conditions Index for the euro area," Working Paper Series, European Central Bank, number 3193, Feb.
- Barauskaitė Griškevičienė, Kristina & Brand, Claus & Nguyen, Anh Dinh Minh, 2026, "Pandemic-era inflation dynamics in the euro area: the role of policy and non-policy demand and energy and non-energy supply factors," Working Paper Series, European Central Bank, number 3201, Mar.
- Di Casola, Paola & Grothe, Magdalena, 2026, "Housing wealth and monetary policy transmission: cross-country evidence," Working Paper Series, European Central Bank, number 3204, Mar.
- Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2026, "Threshold endogeneity in vector autoregressions: reassessing monetary state dependence," Working Paper Series, European Central Bank, number 3263, Jul.
- O’Neill, Eoghan & Velasco, Sofia, 2026, "Let the tree decide: FABART. A non-parametric factor model for nonlinear oil shock transmission," Working Paper Series, European Central Bank, number 3265, Jul.
- De Sanctis, Alessandro & Gebauer, Stefan & Holm-Hadulla, Fédéric & Sirani, Matteo, 2026, "Financial frictions across the production network and the transmission of monetary policy," Working Paper Series, European Central Bank, number 3271, Aug.
- de Beauffort, Charles & Rannenberg, Ansgar, 2026, "Fiscal policy and sectoral spillovers in open-economy HANK," Working Paper Series, European Central Bank, number 3279, Sep.
- Schröder, Maximilian, 2026, "Multivariate uncertainty and distributional transmission," Working Paper Series, European Central Bank, number 3290, Sep.
- Krustev, Georgi, 2026, "ECB monetary policy transmission to unilaterally euroised economies," Working Paper Series, European Central Bank, number 3293, Oct.
- Shah, Irfan Ahmad, 2026, "Inflation targeting and welfare costs: Evidence from India," Journal of Asian Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.asieco.2026.102226.
- Baek, Changryong & Moon, Seung Hyun & Lee, Seunghyeon, 2026, "A Korean macroeconomic database for data-rich policy analysis and U.S.–Korea dependence," Journal of Asian Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.asieco.2026.102265.
- Bergmann, Daniel R. & Oliveira, Mauri A., 2026, "Extreme risk clustering in long-memory financial series," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P1, DOI: 10.1016/j.chaos.2025.117513.
- Mohanty, Subhransu Sekhar & Mohanty, Odette, 2026, "Harmonic resonance in asset pricing: An ontological framework of market behavior," Chaos, Solitons & Fractals, Elsevier, volume 212, issue P2, DOI: 10.1016/j.chaos.2026.118973.
- López, Lucia & Odendahl, Florens & Párraga Rodríguez, Susana & Silgado-Gómez, Edgar, 2026, "The pass-through to inflation of gas price shocks," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105218.
- Granese, Antonio, 2026, "Two main business cycle shocks are better than one," Journal of Economic Dynamics and Control, Elsevier, volume 182, issue C, DOI: 10.1016/j.jedc.2025.105231.
- Meyer-Gohde, Alexander, 2026, "Solving and analyzing DSGE models in the frequency domain," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105281.
- Nakagawa, Hironobu & Chen, Hongyi, 2026, "Real exchange rate dynamics and external balances: Econometric and artificial neural network analyses," Journal of Economic Dynamics and Control, Elsevier, volume 186, issue C, DOI: 10.1016/j.jedc.2026.105312.
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2026, "Pruned skewed Kalman filter and smoother with application to DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105315.
- Fourné, Friederike & Zarges, Lara, 2026, "Identifying macroeconomic shocks using firm-level data: Material shortages in the German manufacturing sector," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105330.
- Hogan, Marie & Jackson, Laura E. & Owyang, Michael T., 2026, "Measuring the effect of shocks on inequality: It’s all about the data," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105332.
- Postek, Łukasz & Walerych, Małgorzata, 2026, "The impact of Ukrainian immigration on labour market dynamics in Poland: A Bayesian VAR analysis," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107441.
- Tan, Li & Bian, Shibo & Yan, Yayi & Hu, Zhiming, 2026, "Generalized impulse response analysis for time-varying VAR models," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107452.
- Tuğan, Mustafa & Özçelik, Seda E., 2026, "Do aggregate dynamics in developing economies differ after a rise in home and foreign productivity?," Economic Modelling, Elsevier, volume 156, issue C, DOI: 10.1016/j.econmod.2025.107447.
- Andriantomanga, Zo, 2026, "Geopolitical risks and the dual dynamics of global inflation: Regime dependence and uncertainty," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107549.
- Ricordi, Delfina & Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2026, "When volatility turns, recessions follow," Economic Modelling, Elsevier, volume 159, issue C, DOI: 10.1016/j.econmod.2026.107588.
- Raj, Prakash & Selvaraju, N., 2026, "Bitcoin volatility modeling with realized measures and jump dynamics," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107615.
- Prüser, Jan & Blagov, Boris, 2026, "Improving inference and forecasting in VAR models using cross-sectional information," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107618.
- Tian, Dingshi & Tao, Siyuan & Zhang, Xuan, 2026, "Climate shocks and extreme risk transmission in the carbon-energy nexus," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107707.
- Clements, Adam & Hurn, Stan & Otero, Jesús & Shi, Shuping, 2026, "Time-varying global crude oil price networks: Benchmarks and underlying drivers," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107710.
- Vonnák, Balázs, 2026, "Does monetary policy transmission weaken at low interest rates? Nonlinear effects of the federal funds rate on GDP and prices," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107752.
- Hutahean, Timbul Parasian & Hermawan, Wawan & Kharisma, Bayu & Hasanah, Alfiah, 2026, "Does the thin capitalization rule harm investment? Evidence from a quasi-experiment in Indonesia," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107780.
- Anderl, Christina & Caporale, Guglielmo Maria, 2026, "The role of gasoline price expectations in transmitting gasoline price shocks to inflation and real activity," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107792.
- Han, SeungOh, 2026, "Connectedness and hedging in digital asset sectors around geopolitical conflicts," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107826.
- Ji, Zihao & Wang, Guan & Hu, Chenxi & Zhang, Hongru, 2026, "External uncertainty, balance-sheet vulnerability, and stock volatility: Evidence from Macau gaming firms," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107839.
- Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
- Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming, 2026, "Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102554.
- Yildirim, Zekeriya & Erdal, Fuat, 2026, "Global interest rates, US dollar, and global risk," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2025.102575.
- Nawaz, Ali & Su, Chi Wei & Khan, Shaher Yar, 2026, "How do climate and economic policy uncertainties relate to global fossil fuel price dynamics?," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102594.
- Abou Tanos, Barbara & Jaafar, Azzam & Shahrour, Mohamad H., 2026, "Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102606.
- Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
- Xia, Wenjing & Ye, Wuyi & Zhou, Yi, 2026, "Good and bad cojump dynamics: A network modeling perspective," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102669.
- Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
- Wang, Zhufeng & Wang, Lu, 2026, "Macroeconomic forecasting based on high-dimensional datasets: a smooth transition three pass regression filter model," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102697.
- Papathanasiou, Spyros & Koutsokostas, Drosos & Xidonas, Panos & Goutte, Stephane, 2026, "The semiconductor realignment: portfolio optimization and systemic resilience in the post-pandemic era," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102701.
- Brock, Michael & Murgia, Lucia M. & Sitzia, Stefania & Zheng, Jiwei, 2026, "The can challenge: Understanding the best ways to incentivise recycling through a diffusion approach," Ecological Economics, Elsevier, volume 244, issue C, DOI: 10.1016/j.ecolecon.2026.108942.
- Yang, Hao & Yang, Jie & Feng, Yun, 2026, "Climate physical risks and the vulnerability of global agricultural commodities," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112748.
- Schweikert, Karsten, 2026, "Asymptotic inference for Hasbrouck information shares," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112756.
- von Campe, Roland, 2026, "Should we use central bank asset purchase announcements and sign restrictions to quantify quantitative easing?," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112843.
- Cappelletti, Andrea, 2026, "News on asymmetric fiscal multipliers," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113093.
- Diaz, Elena Maria & Cunado, Juncal & de Gracia, Fernando Perez, 2026, "Effects of oil price uncertainty on the stock returns of oil and gas companies," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113157.
- Quineche, Ricardo, 2026, "The Phillips multiplier and the two sides of inflation," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113192.
- Ling, Xing & Wu, Qian & Chen, Kun, 2026, "Multiple testing in rolling-window analysis via p-value combination," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113198.
- Rujin, Svetlana, 2026, "The macroeconomic effects of purely forward-looking uncertainty shocks: Evidence from the euro area," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113215.
- López-Mares, Jesús Eduardo & Varela-Llamas, Rogelio & Ocegueda-Hernández, Juan Manuel, 2026, "The exchange rate puzzle and the systematic component of monetary policy: Evidence from Mexico," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113238.
- Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Estimation and inference for CP tensor factor models," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106167.
- De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
- Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
- Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
- Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Diffusion index forecasting with tensor data," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106204.
- Hansen, Peter Reinhard & Tong, Chen, 2026, "Convolution-t distributions," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106212.
- Fusari, Francesco & Marlow, Joe & Volpicella, Alessio, 2026, "Estimation and inference of the forecast error variance decomposition for set-identified SVARs," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106233.
- Lange, Rutger-Jan & van Os, Bram & van Dijk, Dick, 2026, "Implicit score-driven filters for time-varying parameter models," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106251.
- Hiraki, Daichi & Chib, Siddhartha & Omori, Yasuhiro, 2026, "Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105949.
- Chan, Joshua C.C. & Qi, Yaling, 2026, "Large Bayesian matrix autoregressions," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105955.
- Li, Yong & Mallick, Sushanta K. & Wang, Nianling & Yu, Jun & Zeng, Tao, 2026, "Deviance Information Criterion for Bayesian model selection: Theoretical justification and applications," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105978.
- Lütkepohl, Helmut & Shang, Fei & Uzeda, Luis & Woźniak, Tomasz, 2026, "Partial identification of structural vector autoregressions with non-centred stochastic volatility," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106107.
- Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Lund-Thomsen, Frederik & Manganelli, Simone & Schwaab, Bernd, 2026, "Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106230.
- Kumbhakar, Subal C. & Mallick, Sushanta K., 2026, "Bayesian methods in economics and finance: A unified survey and taxonomy," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106269.
- Demetrescu, Matei & Hanck, Christoph & Kruse-Becher, Robinson, 2026, "Robust Fixed-b Inference in the Presence of Time-Varying Volatility," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 154-173, DOI: 10.1016/j.ecosta.2023.05.003.
- Amengual, Dante & Bei, Xinyue & Sentana, Enrique, 2026, "Highly irregular serial correlation tests," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 4-21, DOI: 10.1016/j.ecosta.2024.01.001.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2026, "Macroeconomic uncertainty and vector autoregressions," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 61-80, DOI: 10.1016/j.ecosta.2023.07.002.
- Franchi, Massimo & Georgiev, Iliyan & Paruolo, Paolo, 2026, "Estimating the number of common trends in large T and N factor models via canonical correlations analysis," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 81-95, DOI: 10.1016/j.ecosta.2023.10.001.
- Giovannelli, A. & Proietti, T., 2026, "Estimating the Output Gap with High‐Dimensional Time Series," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 96-119, DOI: 10.1016/j.ecosta.2024.06.004.
- Šestořád, Tomáš & Dvořáková, Natálie, 2026, "Origins of post-COVID-19 inflation in Central European countries," Economic Systems, Elsevier, volume 50, issue 1, DOI: 10.1016/j.ecosys.2025.101335.
- Stolbov, Mikhail & Shchepeleva, Maria, 2026, "Russia gives less than she receives: Evidence from the cross-country causal network of financial stress," Economic Systems, Elsevier, volume 50, issue 2, DOI: 10.1016/j.ecosys.2025.101359.
- Aastveit, Knut Are & Bjørnland, Hilde C. & Cross, Jamie L. & Kalstad, Helene O., 2026, "Unveiling inflation: Oil shocks, supply chain pressures, and expectations," European Economic Review, Elsevier, volume 181, issue C, DOI: 10.1016/j.euroecorev.2025.105192.
- Foroni, Claudia & Furlanetto, Francesco, 2026, "Explaining deviations from Okun’s law," European Economic Review, Elsevier, volume 182, issue C, DOI: 10.1016/j.euroecorev.2025.105205.
- Li, Mengheng & Mendieta-Muñoz, Ivan, 2026, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," European Economic Review, Elsevier, volume 187, issue C, DOI: 10.1016/j.euroecorev.2026.105377.
- Morley, James & Wong, Benjamin, 2026, "How important is global r-star for open economies?," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105391.
- Barigozzi, Matteo & Lissona, Claudio & Luciani, Matteo, 2026, "Measuring the euro area output gap," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105412.
- Ciganovic, Milos & Gagliardi, Elena Scola & Tancioni, Massimiliano, 2026, "Disentangling the distributional effects of financial shocks in the euro area," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105414.
- Neri, Stefano, 2026, "Energy prices, inflation, and the ECB’s monetary policy during the 2021–22 energy crisis," European Economic Review, Elsevier, volume 189, issue C, DOI: 10.1016/j.euroecorev.2026.105438.
- Brignone, Riccardo & Junike, Gero, 2026, "Exact simulation of stochastic volatility models based on conditional Fourier-cosine method," European Journal of Operational Research, Elsevier, volume 328, issue 3, pages 1036-1053, DOI: 10.1016/j.ejor.2025.08.061.
- Liu, Yuanyue & Wang, Huai, 2026, "Risk spillover and macroeconomic condition forecasting based on macro-financial tail network," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101515.
- Tea Sestanovic & Lucija Akalovic, 2026, "Contagion Effect between Commodities and Cryptocurrencies," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 2, pages 130-159, August.
- Eyad Abdel-Hafez & Nigar Taspinar & Baris Memduh Eren, 2026, "The Hidden Fragility of Large Banks: Asymmetric Connectedness and Systemic Risk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 2, pages 160-190, August.
- Andrea Bastianin & Chiara Casoli & Evzen Kocenda & Xiao Li, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/02, Apr, revised Apr 2026.
- Nundo Chilima, 2026, "Commodity Prices and Monetary Dynamics in Zambia," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/11, Jun, revised Jun 2026.
- Andrea Bastianin & Luca Rossini & Alessandra Testa, 2026, "Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper," Working Papers, Fondazione Eni Enrico Mattei, number 2026.02, Jan.
- Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Fondazione Eni Enrico Mattei, number 2026.03, Jan.
- Niloofar Adel & Andrea Bastianin & Luca Pedini & Marta Visconti, 2026, "Lifting Constraints: Venezuelan Oil and Global Market Adjustment," Working Papers, Fondazione Eni Enrico Mattei, number 2026.12, Mar.
- Andrea Bastianin & Chiara Casoli & Evzen Kocenda & Xiao Li, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," Working Papers, Fondazione Eni Enrico Mattei, number 2026.13, Apr.
- Parisa Pakrooh & Matteo Manera, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," Working Papers, Fondazione Eni Enrico Mattei, number 2026.14, Apr.
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