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

2026

• Koop, Gary & McIntyre, Stuart & Mitchell, James & Wu, Ping, 2026, "Incorporating Micro Data into Macro Models using Pseudo VARs," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2026-04, Feb.
• Tshifhiwa Makhalimela & Tshilidzi Munzhelele, 2026, "Investigating the Impact of Consumer Confidence and Exchange Rates on Purchasing Decisions in South Africa," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 34-53.
• Piotr Misztal, 2026, "Exploring the Relationship Between Public Debt and Inflation Expectations: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 134-149.
• 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.
• Tzu-Pu Chang & Jung-Che Tai & Yi-Chi Lin, 2026, "Multi-frequency Price Discovery in ETF Markets: Futures, Spot, and Net Asset Value Dynamics," Bulletin of Applied Economics, Risk Market Journals, volume 13, issue 2, pages 1-15.
• Gerdie Everaert, 2026, "Incidental Parameters Bias in Panel Local Projections Non-Monotone Horizon Pattern and Correction," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 26/1145, Jun.
• GISELE MAH & Christian Urom & Denis N Yuni & Realeboga Mahapa, 2026, "Quantifying the impact of international food price spillovers on South Africa domestic market: Short- and long-term dynamics and transmission channels," ERSA Working Paper Series, Economic Research Southern Africa, number 200, Mar.
• Mohamed Saney Dalmar & Suryati Ishak & Hanny Zurina Hamzah & Saifuzzaman Ibrahim, 2026, "Foreign Aid and Financial Development on Poverty in Africa: New Perspectives from the MMQR Approach," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 1, pages 71-87, January, DOI: 10.1177/09749101251365050.
• Eugene Msizi Buthelezi, 2026, "When the Barrel Hits the Budget: Oil Prices and Fiscal Consolidation in China," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 2, pages 230-248, May, DOI: 10.1177/09749101251403466.
• Maytham Abdulraheem, 2026, "Oil Market Dynamics and Global Inflation: Is Saudi Arabia Special?," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 2, pages 275-297, May, DOI: 10.1177/09749101251358740.
• Dhritiman Ganguli & Biswajit Maitra, 2026, "Real Exchange Rate Variations in India in the Liberalized Regime: Implicating the Role of Openness, Trade Balance, and Money Supply," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 3, pages 405-420, September, DOI: 10.1177/09749101251415008.
• Aadil Amin & Asif Tariq & Masroor Ahmad, 2026, "Does Trade Openness and Human Capital abate Unemployment? Empirical Evidence from India," Foreign Trade Review, , volume 61, issue 2, pages 190-209, May, DOI: 10.1177/00157325231195667.
• Swati Kaushik & Kiran Lamba, 2026, "Long and Short-run Reconciliation Between External Debt and Economic Growth: An Empirical Evidence from India," Journal of Asian Economic Integration, , volume 8, issue 1, pages 98-113, April, DOI: 10.1177/26316846261426756.
• Mark C. Strazicich & John W. Dawson & Peter A. Groothuis & Tiberiu S.V. Ungureanu, 2026, "A Rising Tide Raises all Boats: The Changing Distribution of Salaries in the NBA Over Time," Journal of Sports Economics, , volume 27, issue 5, pages 503-527, June, DOI: 10.1177/15270025261436349.
• Marina da Silva Sanches & Gustavo Pereira Serra & Gilberto Tadeu Lima, 2026, "Knowledge Capital Accumulation, Household Student Debt, and the Labor Share in the Social Product: Evidence for the United States," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_03, Feb.
• Fozia Mehtab, 2026, "Dynamic Connectedness and Systemic Risk in Equity ETFs," Advances in Economics, Business and Management Research, Springer, in: H. L. Chidananda & S. Ranjithkumar & Bhupendra Bahadur Tiwari, "Proceedings of the 2nd International Conference on Innovations and Challenges in Financial Technology (ICICFT 2025)", DOI: 10.2991/978-94-6239-772-9_9.
• Shoaib Ali & Nassar S. Al-Nassar & Ali Awais Khalid & Charbel Salloum, 2026, "Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 373-407, February, DOI: 10.1007/s10479-024-06349-y.
• Dario Palumbo, 2026, "Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress," Annals of Operations Research, Springer, volume 357, issue 1, pages 441-474, February, DOI: 10.1007/s10479-025-06824-0.
• Wafa Masmoudi Kammoun, 2026, "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, volume 8, issue 1, pages 1-39, March, DOI: 10.1007/s42521-025-00167-y.
• Vaibhav Gagneja & Mayank Gupta & Sanjay Batish & Poonam Saini & Sudesh Rani, 2026, "ES-LSTM: a hybrid model for accurate time series forecasting in financial markets," Digital Finance, Springer, volume 8, issue 1, pages 1-21, March, DOI: 10.1007/s42521-025-00173-0.
• Olfa El Aoun, 2026, "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, volume 8, issue 1, pages 1-45, March, DOI: 10.1007/s42521-025-00175-y.
• James Dean & Scott Schuh, 2026, "From Conventional to Unconventional Monetary Policy: Is the Taylor Rule an Adequate Representation in Macro Models?," Empirical Economics, Springer, volume 70, issue 2, pages 1-48, February, DOI: 10.1007/s00181-025-02868-0.
• Fayssal Ayad, 2026, "Breaking away: development burdens of secession in Africa," Empirical Economics, Springer, volume 70, issue 2, pages 1-29, February, DOI: 10.1007/s00181-025-02872-4.
• Oguzhan Ozcelebi & Rim El Khoury & Sang Hoon Kang, 2026, "Dynamic quantile frequency connectedness and dependence between global football club fan tokens, cryptocurrencies, and uncertainty indices," Empirical Economics, Springer, volume 70, issue 2, pages 1-52, February, DOI: 10.1007/s00181-026-02889-3.
• Ozge Kandemir Kocaaslan & Aysegul Uckun Ozkan, 2026, "The effects of oil news shock on sectoral employment in the USA," Empirical Economics, Springer, volume 70, issue 3, pages 1-27, March, DOI: 10.1007/s00181-025-02859-1.
• Nezir Köse & Emre Ünal & Savas Gayaker, 2026, "The role of global factors in Bitcoin dynamics: Evidence from the TVP-VAR-SV model," Empirical Economics, Springer, volume 70, issue 3, pages 1-28, March, DOI: 10.1007/s00181-026-02897-3.
• Klaus S. Friesenbichler & Christian Glocker & Werner Hölzl & Philipp Piribauer, 2026, "Sectoral and aggregate effects of supply chain disruptions in a small open economy," Empirical Economics, Springer, volume 70, issue 5, pages 1-55, May, DOI: 10.1007/s00181-026-02920-7.
• Cosmas Dery & Nahiyan Faisal Azad, 2026, "Oil shocks and economic sentiment indicators in major emerging countries," Empirical Economics, Springer, volume 70, issue 6, pages 1-46, June, DOI: 10.1007/s00181-026-02926-1.
• Bongseok Choi & Hyun Hak Kim & Sangho Shin, 2026, "The impact of global cost-push shocks on production costs," Empirical Economics, Springer, volume 70, issue 6, pages 1-30, June, DOI: 10.1007/s00181-026-02930-5.
• Andre Harrison & Jeremy Viele, 2026, "The impact of oil price shocks on US labor productivity and employment hours," Empirical Economics, Springer, volume 70, issue 6, pages 1-27, June, DOI: 10.1007/s00181-026-02934-1.
• Ricardo Quineche & Pierina Montano & Royer Tipo, 2026, "Distributional patterns in the US monetary transmission: quantile cointegration evidence," Empirical Economics, Springer, volume 71, issue 1, pages 1-41, July, DOI: 10.1007/s00181-026-02949-8.
• Nahiyan Faisal Azad & Apostolos Serletis, 2026, "Monetary uncertainty and the labor market in the United States," Empirical Economics, Springer, volume 71, issue 2, pages 1-56, August, DOI: 10.1007/s00181-026-02948-9.
• Jetro Anttonen & Markku Lanne & Jani Luoto, 2026, "Bayesian inference on fully and partially identified potentially non-Gaussian structural vector autoregressions," Empirical Economics, Springer, volume 71, issue 2, pages 1-28, August, DOI: 10.1007/s00181-026-02963-w.
• Bi Goli Jean Jacques Iritié & Jean Baptiste Tiémélé, 2026, "Economic growth, institutions, trade openness, and the deforestation mitigation in an agriculture-based economy: an empirical analysis from Côte d’Ivoire," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 28, issue 9, pages 21899-21939, September, DOI: 10.1007/s10668-024-05808-7.
• Bikramaditya Ghosh & Hayfa Kazouz & Ioannis Kostakis & Dimitrios Papadas, 2026, "Quantile connectedness in renewable energy companies and related commodities during Covid-19 outbreak," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 28, issue 1, pages 9-32, January, DOI: 10.1007/s10018-024-00410-7.
• Hugo Gobato Souto & Amir Moradi, 2026, "Enhancing financial risk management: a novel multivariate neural network approach for realized covariance matrix prediction," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-26, December, DOI: 10.1186/s40854-025-00816-6.
• Jinxin Cui & Elie Bouri, 2026, "Jumps and higher-order moments of crude oil and stock sectors in China: new insights from timescales connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-48, December, DOI: 10.1186/s40854-025-00830-8.
• SeungOh Han, 2026, "Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-45, December, DOI: 10.1186/s40854-025-00850-4.
• Oguzhan Ozcelebi & Rim El Khoury & Zhuhua Jiang & Seong-Min Yoon, 2026, "Global macroeconomic and financial determinants of fuel oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-64, December, DOI: 10.1186/s40854-026-00942-9.
• Zhuhua Jiang & Oguzhan Ozcelebi & Rim El Khoury & Seong-Min Yoon, 2026, "Identifying uncertainty factors that affect U.S. retail electricity sales dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-42, December, DOI: 10.1186/s40854-026-00948-3.
• Yusri Yahya & Abdul Hafizh Mohd Azam & Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi & Mohammad Bintang Pamuncak, 2026, "Does geopolitical risk influence foreign investors’ decisions in the stock market? An ARDL approach," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00736-6.
• Aykan Coşkun & Mehmet Tursun & Onur Şeyranlioğlu & Çetin Görür, 2026, "Monetary policy transmission in Türkiye under complex external conditions: a multi-method assessment (SVAR-ARDL-LP, 2008–2025)," Future Business Journal, Springer, volume 12, issue 1, pages 1-18, December, DOI: 10.1186/s43093-026-00921-7.
• Irfan Talib & Muhammad Naveed & Tanzeel Mumtaz & Shoaib Ali, 2026, "From algorithms to electrons: return transmission dynamics between AI and energy tokens," Future Business Journal, Springer, volume 12, issue 1, pages 1-18, December, DOI: 10.1186/s43093-026-00942-2.
• Daniela Fantozzi & Alessio Muscarnera, 2026, "A News-Based Policy Index for Italy: Expectations and Fiscal Policy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 12, issue 1, pages 111-155, March, DOI: 10.1007/s40797-025-00320-x.
• Gilliane De Gorostiza-Roudnitski, 2026, "Reliable Output Gap Estimates for Emerging Asian Economies," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 22, issue 1, pages 89-122, April, DOI: 10.1007/s41549-026-00122-9.
• Vishal Roy & Amit Gautam, 2026, "Ripple effect of United States political uncertainty on developed and emerging markets: unveiling financial turbulence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-27, December, DOI: 10.1007/s12197-025-09745-7.
• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
• Danai Diakodimitriou & Theofanis Papageorgiou & Alexandros Tsioutsios, 2026, "Fractional Long-Run Equilibrium of Education Expenditure and Economic Growth: The Case of the USA," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 1, pages 1876-1887, February, DOI: 10.1007/s13132-025-02725-6.
• Murat Doğanlar & Oktay Kızılkaya & Faruk Mike & Murat Albayrak, 2026, "Does Economic Policy Uncertainty Matter for Environmental Degradation in Emerging Countries? Fresh Evidence from Fourier Bootstrap ARDL Estimation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 3, pages 9244-9274, June, DOI: 10.1007/s13132-026-03163-8.
• Divya Bhalla & Amandeep Verma, 2026, "Is Phenomenon of Jobless Growth Enduring in G20 Nations? A Study using ARDL and Okun’s Law Coefficients," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 4, pages 10030-10051, August, DOI: 10.1007/s13132-026-03223-z.
• Michael Donadelli & Antonio Paradiso, 2026, "The economic impact of pandemics and wars in pre-modern Western Europe: A supply-side perspective," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-46, April, DOI: 10.1007/s00191-025-00929-2.
• Seyi Saint Akadiri & Oktay Ozkan, 2026, "Geopolitical Risk, Migration Sentiment and Economic Growth in the United States: Evidence from Dynamic and Static Approaches," Journal of International Migration and Integration, Springer, volume 27, issue 3, pages 1435-1462, September, DOI: 10.1007/s12134-026-01356-3.
• Simona-Vasilica Oprea & Adela Bâra, 2026, "Decoupling or contagion? Unraveling the ecological footprint dynamics and contagion analysis in the Iberian Peninsula," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 25, issue 2, pages 165-184, May, DOI: 10.1007/s10258-025-00283-y.
• Fengyuan Liu, 2026, "Salience-based quantile interconnectedness in the higher-order moments of China’s financial institutions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 25, issue 3, pages 363-386, September, DOI: 10.1007/s10258-026-00294-3.
• Nikolina Christou & Vassiliki Karioti, 2026, "Forecasting Tourist Indicators in Greece: A Comparative Evaluation of Statistical and Deep Learning Models," Springer Proceedings in Business and Economics, Springer, in: Vicky Katsoni, "Synergizing Management, Culture, and Arts for Tourism Development - Vol. 1", DOI: 10.1007/978-3-032-17545-8_22.
• Paweł Brusiło & Andrzej Tomski, 2026, "The dynamic panel gravity model of trade in photovoltaic cell panels in the Asia–Pacific region," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 1, pages 857-885, February, DOI: 10.1007/s11135-025-02265-w.
• Alejandro Rangel Correa & Alexander Cotte Poveda & Clara Inés Pardo Martínez, 2026, "Economic growth and human capital: an approach from dynamic stochastic general equilibrium and vector error correction modelling for Colombia," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 1, pages 2535-2562, February, DOI: 10.1007/s11135-025-02350-0.
• Veli Yilanci & Faruk Mike & Uğur Ursavaş & Oktay Kızılkaya, 2026, "Economic and geopolitical risk factors on environmental sustainability in Türkiye: a time-varying and wavelet coherence analysis," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 4225-4245, April, DOI: 10.1007/s11135-025-02442-x.
• Md Qamruzzaman & Abdulrahman Alomair & Abdulaziz S. Al Naim & Ramisa Rutbata Hossain, 2026, "ESG-based sustainability uncertainty and green growth in the US and UK: do human capital and technology matter?," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 6185-6222, April, DOI: 10.1007/s11135-025-02525-9.
• Ngo Thai Hung, 2026, "Quantile-on-quantile connectedness between biodiversity and European stock markets," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 7781-7804, April, DOI: 10.1007/s11135-026-02610-7.
• Philipp Kronenberg, 2026, "A high-frequency GDP indicator for Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 162, issue 1, pages 1-55, December, DOI: 10.1186/s41937-026-00157-w.
• Seth Kenedi Mbwambo & Jackson Josephat Kavishe, 2026, "The moderating role of institutional quality in the tax revenue–foreign aid–public expenditure nexus in Tanzania: evidence from quantile regression," SN Business & Economics, Springer, volume 6, issue 10, pages 1-28, October, DOI: 10.1007/s43546-026-01437-6.
• Satyendra Kushwaha & Rajkishan S. Nair, 2026, "Dynamic interlinkages among FDI, remittances, and economic growth in India," SN Business & Economics, Springer, volume 6, issue 1, pages 1-24, January, DOI: 10.1007/s43546-025-01019-y.
• Nattapat Luenglertpatboon & Chayanon Phucharoen & Aziz Nanthaamornphong, 2026, "Google Trends and stock price movements: an empirical analysis of investor attention using the ARDL approach," SN Business & Economics, Springer, volume 6, issue 4, pages 1-26, April, DOI: 10.1007/s43546-026-01092-x.
• Alfarabi Khan & Md. Naim-Ul-Jannat Shoron & Tanjim Anika, 2026, "Monetary policy and macroeconomic stability: investigating inflationary pressures in Bangladesh," SN Business & Economics, Springer, volume 6, issue 6, pages 1-23, June, DOI: 10.1007/s43546-026-01194-6.
• Abdulkadri Toyin Alabi & Mubaraq Sanni & Muhammed Kamaldeen Usman, 2026, "Linking climate mitigation innovation and load capacity factor in assessment of environmental quality in Nigeria: evidence from Fourier ARDL and Fourier Bootstrap Toda–Yamamoto causality techniques," SN Business & Economics, Springer, volume 6, issue 9, pages 1-24, September, DOI: 10.1007/s43546-026-01276-5.
• Prakhar Pandey & Vishal Sharma & Waseem Khan & Pushp Kumar & Vinay Joshi Chandniwala, 2026, "Fiscal deficit and monetary dynamics in India: unravelling the asymmetric nexus," SN Business & Economics, Springer, volume 6, issue 9, pages 1-35, September, DOI: 10.1007/s43546-026-01279-2.
• Kondal Kappa & Ashna Elizabeth Koshy & Anuradha Challa, 2026, "Assessment of agro-climatic and input variables affecting non-food crop yields in India," SN Business & Economics, Springer, volume 6, issue 9, pages 1-22, September, DOI: 10.1007/s43546-026-01352-w.
• Maddalena Cavicchioli & Ahmed Ghezal & Imane Zemmouri, 2026, "(Bi)spectral analysis of Markov switching bilinear time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 35, issue 2, pages 319-348, June, DOI: 10.1007/s10260-025-00826-9.
• Takashi Matsuki, 2026, "Improving the effects of industrial robot adoption on employment, total factor productivity, and real wages in 52 world economies and OECD members," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 162, issue 2, pages 417-448, May, DOI: 10.1007/s10290-025-00626-z.
• Hofner D. Rusiana & Cesar L. Escalante, 2026, "Interest Rates and the Time-Varying Dynamics of Household Credit Growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-4.
• Halvor Briseid Storrøsten, 2026, "Feed-in Tariffs, Intermittency, and Inefficient Investment," Discussion Papers, Statistics Norway, Research Department, number 1035, Feb.
• Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector Autoregressive Analysis," Reviews of Economic Literature, Stanford University Press, volume 1, issue .
• Patrik Kupkovic, 2026, "Long-Run Transition vs. Short- Run Adjustment: Modeling Slovakia’s Macroprudential Policy Path," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2026, Mar.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2026, "Common Components Structural VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 1, pages 39-52, January, DOI: 10.1080/07350015.2025.2495030.
• Claus Brand & Gavin Goy & Wolfgang Lemke, 2026, "Estimating the Natural Rate of Interest in a Macro-Finance Yield Curve Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 3, pages 797-809, July, DOI: 10.1080/07350015.2025.2561409.
• Maik Dierkes & Krischan Fitter & Philipp Sibbertsen, 2026, "Monitoring breaks in fractional cointegration," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 55, issue 12, pages 3637-3657, June, DOI: 10.1080/03610926.2025.2581247.
• Li, Wenqi & Nguyen, Bao.H., 2026, "Better Friends, Better Trade?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2026-02.
• Merve Capan & Ahmet Gulveren & Tuba Ozsevinc, 2026, "A New Method for Measuring Underlying Inflation in Türkiye," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2605.
• Ufuk Can & Oguzhan Cepni & Emrah Ahi, 2026, "Supply-Driven Shortage Shocks and U.S. Trade: Asymmetric Effects and Downside Risks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2615.
• Elton Beqiraj & Milos Ciganovic & Giovanni Di Bartolomeo & Paolo D'Imperio & Cristian Tegami, 2026, "Which Slack Matters for Fiscal Multipliers? Evidence from Italian Aggregate Data," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 203.
• Mariia Artemova & Dick van Dijk & Evgenii Vladimirov, 2026, "An Extended Score-Driven Dynamic Factor Model: Constructing Composite Indices in Turbulent Times," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-040/III, Jun.
• Cheyenne Amoroso & Carolina Garcia-Martos & Siem Jan Koopman, 2026, "A Dynamic Nonlinear Panel Decomposition Model for the Global Environmental Kuznets Curve," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-057/III, Aug.
• Justus Holman & Yicong Lin & Andre Lucas & Anne Opschoor, 2026, "Joint Eigenvector and Eigenvalue Dynamics with an Application to Time-Varying Covariance Matrices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-060/III, Aug.
• Justus Holman & Andre Lucas & Anne Opschoor, 2026, "Composite Univariate Modeling of Realized Covariance Matrix Dynamics and Volatility-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-061/III, Aug.
• Guney, Dogukan, 2026, "The Uncertainty Channel of Monetary Policy Communication," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1771, Sep.
• Garratt Anthony & Petrella Ivan & Zhang Yunyi, 2026, "The Predictive Content of U.S. Energy Information Administration Oil Market Forecasts," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 104, Mar.
• Atsushi Inoue & Lutz Kilian, 2026, "When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?," Journal of Political Economy, University of Chicago Press, volume 134, issue 2, pages 773-794, DOI: 10.1086/738339.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2026, "Local Projections or Vector Autoregressions? A Primer for Macroeconomists," NBER Macroeconomics Annual, University of Chicago Press, volume 40, issue 1, pages 111-152, DOI: 10.1086/738945.
• Tae-Hwy Lee & Saerom Lee, 2026, "Exploiting Heterogeneity in the Survey of Professional Forecasters," Working Papers, University of California at Riverside, Department of Economics, number 202602, Apr.
• Tae-Hwy Lee & Saerom Lee, 2026, "Improving the Simple Average Combined Forecast via Factor-Adjusted Regularization," Working Papers, University of California at Riverside, Department of Economics, number 202603, Mar.
• Michael Dueker & Inés Kishkill & Martín Sola, 2026, "A Common European Business Cycle: Markov-Switching SUR with Cross-Sectional Weighting," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2026_05, Aug.
• Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector and Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2026-01, Mar.
• 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," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2026-02, Mar.
• Guillaume Morel & Magali Jaoul-Grammare, 2026, "A Cliometric Reappraisal of the Impacts of Plague Outbreaks on Pre-Industrial France," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2026-06.
• Sofía Domingorena & Gabriela Mordecki, 2026, "Reviewing the factors driving demand for regional tourism in Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 26-05, Mar.
• Sylvina Porras & Mauricio Suárez Cal, 2026, "A New Approach to Studying Unemployment and Economic Growth Relationship," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 26-10, Jul.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A market-based assessment of the outlook for inflation: Expectations and monetary policy in South Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2026-21.
• Federica Arena, 2026, "Between Theory and Reality: Growth analysis of Italy in the Post-Keynesian Framework," Department of Economics University of Siena, Department of Economics, University of Siena, number 937, Jan.
• Kenneth Clements & Yihui Lan, 2026, "Three facts about global inflation," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 26-04.
• Ferhat Oztutus & Sevda Yaprakli, 2026, "Revisiting Growth Theories: Evidence from Bootstrap Asymmetric Nonlinear Cointegration and Causality Tests," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 134, issue 2, pages 155-186.
• Pınar Karahan-Dursun, 2026, "Testing the EKC Hypothesis Using Ecological Footprint by Considering Biocapacity and Human Capital in Türkiye: A Dynamic Analysis," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 2, pages 189-212.
• Savaş Gayaker & Yeliz Yalcin, 2026, "Examining the Impact of Monetary Policy in Turkey: TVP-VAR with Stochastic Volatility," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 3, pages 313-337.
• Nezir Köse & Emre Ünal, 2026, "The Effects of the Volatilities in Global Determinants on the Istanbul Stock Exchange," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 3, pages 411-442.
• Tipler Frank J., 2026, "Why States Exist: The Square Law Theory of The State," Central European Economic Journal, Paradigm, volume 13, issue 60, pages 119-136, DOI: 10.2478/ceej-2026-0007.
• Tatarczak Anna & Humeniuk Oleksandra, 2026, "Forecasting cryptocurrencies in turbulent times: Evidence on parsimony versus model complexity," Economics and Business Review, Paradigm, volume 12, issue 1, pages 135-158, DOI: 10.18559/ebr.2026.1.2652.
• Sezal Levent, 2026, "From digital mining to market prices: An empirical analysis of the relationship between energy consumption and price dynamics of Bitcoin and Ether," Economics and Business Review, Paradigm, volume 12, issue 1, pages 159-182, DOI: 10.18559/ebr.2026.1.2793.
• Franczak Łucja, 2026, "Dynamics of currency–stock market linkages: Conditional correlations, structural changes, and statistical anomalies," Journal of Economics and Management, Paradigm, volume 48, issue 1, pages 344-373, DOI: 10.22367/jem.2026.48.13.
• Channoufi Sabrine, 2026, "Public Debt and Economic Growth in Tunisia: An ARDL Analysis," Naše gospodarstvo/Our economy, Paradigm, volume 72, issue 2, pages 1-9, DOI: 10.2478/ngoe-2026-0007.
• Geddafa Tale, 2026, "Ethiopian Economic Growth Under Fiscal and Monetary Policy Shocks: Evidence from a Structural Var Model," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 36, issue 2, pages 99-128, DOI: 10.2478/sues-2026-0010.
• Gilbert Mbara, 2026, "Price Discovery in Segmented Markets: Evidence from the Nairobi Coffee Exchange," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-19.
• Mónica Edreira-Viqueira & David Peón-Pose & Laura Varela-Candamio, 2026, "Fiscal Policy as an Anchor in Household Debt Cycles: Evidence from Spain," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 2-33, June.
• Rethabile Nhlapho & Adefemi A Obalade & Paul-Francois Muzindutsi, 2026, "Regime-Dependent Linkages Across South African Asset Markets and Commodities: Application of Markov-Switching Vector Autoregressive Model," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 45-69, June.
• Rupon Bhowmick, 2026, "Tariff Liberalization and Economic Outcomes of a Dual Economy: A General Equilibrium Analysis," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 70-83, June.
• 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.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2026, "Detecting Sparse Cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, 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 Economía, 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 Estadística, 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 Estadística, number 49336, Feb.
• Marín Díazaraque, 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 Estadística, number 50310, Jun.
• Guo, Hongfei & Marín Díazaraque, 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 Estadística, 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.