Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

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

2025

• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness," CESifo Working Paper Series, CESifo, number 12333.
• Zhimin Chen & Bryan T. Kelly & Semyon Malamud, 2025, "Limits To (Machine) Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-106, Dec.
• MD Nazmul Ahsan & Jean-Marie Dufour & Gabriel Rodriguez, 2025, "Modèles de volatilité stochastique à haute dimension: applications à l’incertitude macroéconomique au Québec et au Canada," CIRANO Project Reports, CIRANO, number 2025rp-19, Sep.
• Kevin Moran & Dalibor Stevanovic, 2025, "Chocs macroéconomiques et finances publiques au Canada et au Québec," CIRANO Project Reports, CIRANO, number 2025rp-29, Dec.
• Alain Guay & Dalibor Stevanovic, 2025, "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," CIRANO Working Papers, CIRANO, number 2025s-26, Sep.
• Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025, "Data-Driven Learning About Trend Productivity Growth," CIRANO Working Papers, CIRANO, number 2025s-29, Oct.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "Testing shock independence in Gaussian structural VARs," Working Papers, CEMFI, number wp2025_2532, Dec.
• Jan Janku & Simona Malovana & Josef Bajzik & Klara Moravcova & Ngoc Anh Ngo, 2025, "Credit Shocks Fade, Output Shocks Persist: A Meta-Analysis of 2,600 VAR Estimates Across 63 Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/12, Sep.
• Daniel Stodt, 2025, "Non-Linearity of Government Spending Multiplier: The Case of a Small Open Economy," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/3, Mar.
• Francesco Zanetti & Jesus Fernandez-Villaverde & Yiliang Li & Le Xu, 2025, "Charting the Uncharted: The (Un)Intended Consaequences of Oil Sanctions and Dark Shipping," CIGS Working Paper Series, The Canon Institute for Global Studies, number 25-009E, Feb.
• Aamir Aijaz Syed & Alka Singh, 2025, "Are Sustainable Cryptocurrencies Immune to Policy Uncertainties? Unveiling the Asymmetric Implications of Climate and Global Economic Policy Uncertainty for Green Cryptocurrencies
  [¿Las criptomoned," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-35, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Ricardo Apolinar & Pavel Vidal & Víctor Giménez, 2025, "Inversión extranjera directa y desarrollo humano en América Latina: ¿dependencia extractiva o transferencia tecnológica?
  [Foreign Direct Investment and human development: the case of Latin America ," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-25, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• José Rodrigo Vélez Molano & María Inés Barbosa Camargo & Andrea Paola Andrade Molero & Michael Steven Ávila Calderón, 2025, "Transmisión entre los precios de los ADR y de las acciones colombianas que cotizan en bolsa: un análisis VAR-X y VEC-X
  [Transmission Between the Prices of ADRs and Colombian Stocks Listed on the St," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-37, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Bauwens, Luc & Xu, Yongdeng, 2025, "DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3345, Jan, DOI: https://doi.org/10.1016/j.ijforecas.
• Bauwens, Luc & Otranto, Edoardo, 2025, "Realized covariance models with time-varying parameters and spillover effects," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3347, Mar, DOI: https://doi.org/10.1177/1471082X251.
• Bauwens, Luc & Xu, Yongdeng, 2025, "The contribution of realized variance–covariance models to the economic value of volatility timing," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3348, Jun, DOI: https://doi.org/10.1016/j.ijforecas.
• Tore Dubbert & Adrian Schroeder, 2025, "Conditioning business and financial cycles on multivariate information," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 11225, Jun.
• Janine Aron & John Muellbauer, 2025, "New models for South African consumption, house prices, and mortgage and non-mortgage debt," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2025-13.
• Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2025, "Brexit and the cost of living: a tale of two phases," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def147, Dec.
• Alloza, Mario & Gonzalo, Jesús & Sanz, Carlos, 2025, "Dynamic effects of persistent shocks," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45381, Jan.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025, "Detecting sparse cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45708, Jan.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Global and regional long-term climate forecasts: a heterogeneous future," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45946, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Ayala, Astrid, 2025, "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45978, Feb.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47734, Jul.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2025, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47800, Aug.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Heterogeneous Polar Amplification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47891, Sep.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Regional Heterogeneity and Warming Dominance in the contiguous United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47893, Sep.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 48471, Nov.
• Hayo, Bernd & Zahner, Johannes, 2025, "Fiscal talks: Parliamentary debates and government expenditure," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 226.
• Centorrino, Samuele & Diakantoni, Antonia & Keck, Alexander & Ruta, Michele & Sztajerowska, Monika & Wei, Yuting, 2025, "Measuring global trade policy activity," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2025-07.
• Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
• Bernadette Dia Kamgnia & Kan David N’Dri, 2025, "Hunger and Malnutrition in a COVID-19 Environment: What Are the Effects Amidst Rising Food Prices in Sub-Saharan Africa?," Economies, MDPI, volume 13, issue 6, pages 1-26, June.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025, "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2025, Feb.
• Hassnae Hammou Ou Ali, 2025, "Monetary policy and real estate asset prices in Morocco," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2025, Feb, revised 04 Mar 2025.
• Olga Bondarenko, 2025, "Shockwaves from Ukraine: Trends and Gaps in Agricultural Commodity Prices," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2025, Feb.
• Delia Ruiz & Diego Franco & Walter Cuba, 2025, "The LCR Premium in Peru: Estimating the Impact of a Regulatory Supply Shock on LCR Ratio," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2025, Aug.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Business School - Economics, University of Glasgow, number 2025_09, May.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Business School - Economics, University of Glasgow, number 2025_12, Dec.
• Daniele Colombo & Francesco Toni, 2025, "Understanding Gas Price Shocks: Elasticities, Volatility and Macroeconomic Transmission," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-20, May.
• Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025, "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers, The George Washington University, The Center for Economic Research, number 2025-002, Apr.
• Oussama Houari & Hamza Bennani & Quentin Bro de Comères, 2025, "Climate risks and economic activity in France: Evidence from media coverage," Post-Print, HAL, number hal-05057381, May, DOI: 10.1016/j.jimonfin.2025.103340.
• Ally Manengu, 2025, "Public Expenditure, Governance And Economic Growth: An Empirical Analysis Applied To The Case Of The Democratic Republic Of Congo
  [Depenses Publiques, Gouvernance Et Croissance Economique : Une Analyse Empirique Appliquee Au Cas De La Republique D," Post-Print, HAL, number hal-05058391, May.
• Martin Faulques & Jean Bonnet & Sébastien Bourdin, 2025, "A comprehensive study of the effect of biogas units on real estate prices in France," Post-Print, HAL, number hal-05089177, May, DOI: 10.1016/j.eneco.2025.108488.
• Mamadou Dit Koro Sidibé & Mariama Sacko & Tahirou Tangara & Issa Sacko, 2025, "Access to electricity and human development in Mali: an empirical assessment based on the ARDL model
  [Accès à l'électricité et développement humain au Mali : une évaluation empirique fondée sur le modèle ARDL]," Post-Print, HAL, number hal-05242320, Sep, DOI: 10.5281/zenodo.17050639.
• Étienne Fakaba Sissoko, 2025, "COLLAPSE THROUGH CONTRADICTED RESILIENCE : Political Instability, Human Capital and Economic Growth in Mali and the Sahel
  [EFFONDREMENT PAR RÉSILIENCE CONTRARIÉE : Instabilité politique, capital humain et croissance économique au Mali et dans le S," Post-Print, HAL, number hal-05305758, DOI: 10.5281/zenodo.17282370.
• Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025, "A General Equilibrium Approach to Carbon Permit Banking," Working Papers, HAL, number hal-04861311.
• Ayden Higgins & Koen Jochmans, 2025, "Learning Markov Processes with Latent Variables," Working Papers, HAL, number hal-04969515, Feb.
• Nesrine Mechri & Saker Sabkha, 2025, "Geopolitical Risk, Inflation, and Commodity Shocks in MENA: Evidence from a VECM-HAC-DCC Framework," Working Papers, HAL, number hal-05299155, Nov.
• Patrick Fève & Alban Moura, 2025, "Measuring business cycles using vars," Working Papers, HAL, number hal-05314678, Oct.
• Karlsson, Sune & Mazur, Stepan & Raftab, Mariya, 2025, "Identifying Useful Indicators for Nowcasting GDP in Sweden," Working Papers, Örebro University, School of Business, number 2025:4, Feb.
• Karlsson, Sune & Österholm, Pär, 2025, "On the Stability of Macroeconomic Relationships in Australia," Working Papers, Örebro University, School of Business, number 2025:15, Nov.
• Amira Benachour & Hanane Abdelmalek & Lamine Tarhlissia & Fella Bouchelghoum, 2025, "The Impact of Exports, Imports, and the Exchange Rate on Algeria's Economic Growth," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 121-134, March, DOI: 10.33146/2307-9878-2025-1(107)-121-.
• Larrahondo, Cristhian & Chávez, Augusto & Giles Álvarez, Laura & Andrian, Leandro Gaston, 2025, "The exchange rate passthrough to domestic prices, new evidence from Colombia," IDB Publications (Working Papers), Inter-American Development Bank, number 13959, Jan, DOI: http://dx.doi.org/10.18235/0013378.
• Afees A. Salisu & Nuruddeen Usman & Godday UWAWUNKONYE Ebuh, 2025, "Testing Fractional Inflation Persistence In The West African Monetary Zone," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 367-388, October, DOI: https://doi.org/10.59091/2460-9196..
• Todd E. Clark & Matthew V. Gordon & Saeed Zaman, 2025, "Forecasting Core Inflation and Its Goods, Housing, and Supercore Components," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 4, pages 351-403, October.
• Stefano Di Bucchianico & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2025, "Time-Varying Impacts of Government Spending on CO2 Emissions," IMF Working Papers, International Monetary Fund, number 2025/132, Jul.
• Samuele Centorrino & Antonia Diakantoni & Alexander Keck & Michele Ruta & Monika Sztajerowska & Yuting Wei, 2025, "Measuring Global Trade Policy Activity," IMF Working Papers, International Monetary Fund, number 2025/220, Oct.
• Josué Alan Cantú Esquivel & Salvador Cruz Aké & Ana Lorena Jiménez Preciado, 2025, "Evaluación de la consistencia de las betas en el modelo de CAPM mediante un análisis de bootstraps con memoria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Dilip M. Nachane, 2025, "Maximum entropy spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2025-020, Jul.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2025, "Robust Price Discovery to Heavy-Tailed Market Shocks," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2025-1, Dec.
• Yoosoon Chang & Soyoung Kim & Joon Park, 2025, "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-002 Classification- , Apr.
• Mateo Ljubisic, 2025, "Guiding through uncertainty: nowcasting the GDP of Croatia," Public Sector Economics, Institute of Public Finance, volume 49, issue 2, pages 185-211, DOI: 10.3326/pse.49.2.1.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025, "Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0366, Jan.
• Hugo Morão, 2025, "The Economic Effects of Tensions in Energy Transportation," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0384, Jul.
• Hugo Morão, 2025, "Uncertainty in climate policy and energy industry," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0393, Sep.
• Hugo Morão, 2025, "The macroeconomic effects of climate policy uncertainty: Evidence from Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0394, Sep.
• Shreya Pal & Mantu Kumar Mahalik, 2025, "The Role of Real Exchange Rate in India’s Service Export: Do Remittances Inflows Matter in Post Liberalization-Era?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 1, pages 19-39, March, DOI: 10.1007/s10690-023-09444-5.
• Nilotpal Sarma & Priyanshu Tiwari & Prabina Rajib, 2025, "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds- Where Soybean Leads, Others Follow," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 447-463, June, DOI: 10.1007/s10690-024-09458-7.
• Khyati Kathuria & Nand Kumar, 2025, "Examining the Dynamics of India’s Major Exchange Rates Using Fourier Nonlinear Quantile Unit Root Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 855-870, September, DOI: 10.1007/s10690-024-09473-8.
• Ha-Phuong Bui & Thai Hong Le, 2025, "Liquidity Connectedness Among Major Financial Asset Classes: Do Uncertainty Factors Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 997-1019, September, DOI: 10.1007/s10690-024-09478-3.
• Kwame Annin & Kofi Agyarko Ababio & Solomon Sarpong, 2025, "Dynamic Risk Spillover in International Real Estate Investment Trusts: Implications for Asset Investors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1519-1550, December, DOI: 10.1007/s10690-024-09496-1.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Rodolphe Buda, 2025, "Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021)," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 1, pages 507-542, January, DOI: 10.1007/s10614-024-10661-x.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2025, "Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 2, pages 1083-1146, February, DOI: 10.1007/s10614-024-10772-5.
• Bhaskar Tripathi & Rakesh Kumar Sharma, 2025, "Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2649-2677, May, DOI: 10.1007/s10614-024-10655-9.
• Xiaoye Jin, 2025, "Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 3, pages 1877-1909, September, DOI: 10.1007/s10614-024-10779-y.
• Cristina Amado, 2025, "Outlier Robust Specification of Multiplicative Time-Varying Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4107-4135, November, DOI: 10.1007/s10614-024-10838-4.
• Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025, "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4727-4762, December, DOI: 10.1007/s10614-025-10867-7.
• Mustafa Ozan Yildirim & Özge Filiz Yildirim, 2025, "What drives house prices in Turkey? Evidence from Bayesian SVAR model," Economic Change and Restructuring, Springer, volume 58, issue 1, pages 1-24, February, DOI: 10.1007/s10644-024-09845-0.
• Xiaotian Dong & Xiaoqing Wong & Meng Qin & Oana-Ramona Lobont & Muhammad Umar, 2025, "Forest investment in China: an efficient way to climate and economic security?," Economic Change and Restructuring, Springer, volume 58, issue 1, pages 1-22, February, DOI: 10.1007/s10644-024-09853-0.
• Xiaotian Dong & Xiaoqing Wong & Meng Qin & Oana-Ramona Lobont & Muhammad Umar, 2025, "Correction: Forest investment in China: an efficient way to climate and economic security?," Economic Change and Restructuring, Springer, volume 58, issue 2, pages 1-2, April, DOI: 10.1007/s10644-025-09857-4.
• Jan Radovan & Igor Masten, 2025, "Nowcasting economic activity in a small open CESEE economy using mixed frequency data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 52, issue 4, pages 721-776, November, DOI: 10.1007/s10663-025-09656-0.
• Moayad Al Rasasi & Hussain Alramadan, 2025, "The Asymmetric Effects of Global Food Prices on Domestic Prices in Saudi Arabia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 1, pages 1-13, May, DOI: 10.1007/s11294-025-09929-1.
• Michał Rubaszek & Karol Szafranek, 2025, "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, volume 22, issue 1, pages 1-22, February, DOI: 10.1007/s10368-024-00636-6.
• William W. Chow, 2025, "Inflation cost of strategic goods export restriction: evidence from dynamic spatial panel data model," International Economics and Economic Policy, Springer, volume 22, issue 4, pages 1-25, October, DOI: 10.1007/s10368-025-00694-4.
• Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
• Kuhelika De, 2025, "Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India," Open Economies Review, Springer, volume 36, issue 2, pages 607-649, April, DOI: 10.1007/s11079-024-09773-6.
• Nahiyan Faisal Azad & Apostolos Serletis, 2025, "Stock Market Uncertainty and Business Optimism in Major Emerging Economies," Open Economies Review, Springer, volume 36, issue 3, pages 873-900, July, DOI: 10.1007/s11079-024-09781-6.
• Wenti Du & Eric Pentecost & Graham Bird, 2025, "Removing Bias in Estimating Financial Contagion: An Empirical Analysis Based on European Economies," Open Economies Review, Springer, volume 36, issue 4, pages 1081-1096, September, DOI: 10.1007/s11079-024-09788-z.
• Jesus Felipe & José A. Pérez-Montiel & Oguzhan Ozcelebi, 2025, "Do Changes in the Real Exchange Rate Affect the Trade Balance? Evidence from European Countries," Open Economies Review, Springer, volume 36, issue 5, pages 1499-1525, November, DOI: 10.1007/s11079-025-09807-7.
• Zhuping Liu & Jason A. Duan & Vijay Mahajan, 2025, "Push and pull: Modeling mobile app promotions and consumer responses," Quantitative Marketing and Economics (QME), Springer, volume 23, issue 2, pages 215-263, June, DOI: 10.1007/s11129-024-09289-w.
• Yongdeng Xu, 2025, "The exponential HEAVY model: an improved approach to volatility modeling and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 727-748, August, DOI: 10.1007/s11156-024-01358-1.
• Takuya Sakaguchi & Masahiko Shibamoto, 2025, "The Role of Cyclical Inflation: Evidence from Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-22, Jul.
• Masahiko Shibamoto, 2025, "Business-Cycle Dynamics: An Empirical Assessment," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-30, Nov.
• Stefano Fasani & Valeria Patella & Giuseppe Pagano Giorgianni & Lorenza Rossi, 2025, "Belief Distortions and Disagreement about Inflation," Working Papers, Lancaster University Management School, Economics Department, number 423478673.
• Lekha S. Chakraborty & C. Prasanth, 2025, "Fiscal Deficit and Term Structure of Interest Rate Links on Corporate Investment: Analyzing the Post-Pandemic Monetary Policy Transmission Using Indian High Frequency Data," Economics Working Paper Archive, Levy Economics Institute, number wp_1085, Jul.
• Venkat Hariharan Asha & Ajay Ojha & Sutharson T & Lekha S. Chakraborty, 2025, "How Fiscal Policy Matters: An Empirical Analysis of the "Crowding-In" Effects of Public Infrastructure Investment in India," Economics Working Paper Archive, Levy Economics Institute, number wp_1097, Oct.
• Federica Brenna & Žymantas Budrys, 2025, "Forecasting with the help of survey information," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 130, Jan.
• Emanuel Moench & Soroosh Soofi-Siavash, 2025, "Energy-Saving Technology Shocks, Emissions, and the Macroeconomy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 134, Jun.
• Grigorios Rapos & Stylianos Fountas, 2025, "Tracing Contagion between Bitcoin and Traditional Markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2025_02, Feb, revised Feb 2025.
• David Kurjak, 2025, "From Signals to Outcomes: Evidence from Slovakia," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-106, Nov.
• Timea Varnai & Aron Szakaly, 2025, "Inflation and Perception: Drivers of Hungarian Households' Expectations," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 24, issue 4, pages 65-95.
• Łukasz Postek & Małgorzata Walerych, 2025, "Immigration (from Ukraine) and labour market in Poland – evidence from Bayesian VAR models," NBP Working Papers, Narodowy Bank Polski, number 373.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2025, volume 40".
• Mikhail Chernov & Vadim Elenev & Dongho Song, 2025, "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," NBER Working Papers, National Bureau of Economic Research, Inc, number 33339, Jan.
• Oriol González-Casasús & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33474, Feb.
• Jesús Fernández-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," NBER Working Papers, National Bureau of Economic Research, Inc, number 33486, Feb.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," NBER Working Papers, National Bureau of Economic Research, Inc, number 33871, May.
• Ricardo J. Caballero & Tomás E. Caravello & Alp Simsek, 2025, "FCI-star," NBER Working Papers, National Bureau of Economic Research, Inc, number 33952, Jun.
• Jose Barrales-Ruiz & Ivan Mendieta-Muñoz & Codrina Rada & Rudiger von Arnim, 2025, "Growth is wage-led in the long run," Working Papers, New School for Social Research, Department of Economics, number 2505, Apr.
• Jose Barrales-Ruiz & Gyeongho Kim & Ivan Mendieta-Munoz, 2025, "Time-varying endogenous productivity growth dynamics," Working Papers, New School for Social Research, Department of Economics, number 2515, Nov.
• Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2025, "Learning Volatility:A Bayesian Neural Stochastic Framework," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 47944, Sep.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2025, "Transitory and permanent components of exchange rate volatility: Further evidence from causality tests," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 3, issue 7, pages 1-20, Enero.
• Lee, Kevin & Shields, Kalvinder & Turnip, Guido, 2025, "Shock persistence, uncertainty, and news-driven business cycles," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
• Malik Khan BAHADA, 2025, "The stability of money demand in Bangladesh: Assessing the long- and short-run impact of macroeconomic policy and dual demographics," Journal of Social and Administrative Sciences, EconSciences Journals, volume 12, issue 2, pages 31-41, June.
• Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2025, "Nominal Exchange Rate Dynamics for the Taka," Journal of Social and Administrative Sciences, EconSciences Journals, volume 12, issue 3, pages 64-86, September.
• Raphaelle G. Coulombe & James McNeil, 2025, "The term structure of interest rates in a noisy information model," Working Papers, Dalhousie University, Department of Economics, number daleconwp2025-01, Jul.
• Tatjana Spaseska & Ilija Hristoski & Dragica Odzaklieska, 2025, "Profitability Puzzles: Insights from North Macedonian Banks," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 5-24.
• Dragomir Stefanov & Yana Stoencheva & Petar Ivanov, 2025, "Developing An Equilibrium Model For Assessing House Price Deviation," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 69-86.
• Konstantin A. Kholodilin & Malte Rieth, 2025, "Real Estate Market Remains Tense – Rents and Apartment Prices Are Rising," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 15, issue 51/52, pages 367-375.
• Konstantin A. Kholodilin & Malte Rieth, 2025, "Immobilienmarkt bleibt angespannt – Mieten und Wohnungspreise steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 51/52, pages 853-862.
• Martin Bruns & Helmut Lütkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2108.
• Helmut Lütkepohl & Till Strohsal, 2025, "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2110.
• Kerstin Bernoth, 2025, "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2137.
• Kristyna Ters & Konstantin A. Kholodilin, 2025, "Restrictive Rental Policies and a Tough Trade Off: Lower Rents vs. Less Construction in Geneva," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2143.
• Helmut Lütkepohl & Till Strohsal, 2025, "Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2146.
• Konstantin A. Kholodilin, 2025, "Public Policies and the Housing Affordability Gap," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2147.
• Romain Capliez-Wahart, 2025, "Spillover Effects between Financial and Physical Copper Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-40.
• Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025, "A General Equilibrium Approach to Carbon Permit Banking," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-5.
• Philip Beran & Christian Furtwängler & Christopher Jahns & Arne Vogler & Christoph Weber, 2025, "Bidding CHP portfolios consistently into sequential reserve and electricity spot markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2502, May, revised May 2025.
• Arigoni, Filippo & Meunier, Baptiste & Moder, Isabella & Schmith, Adrian, 2025, "The outlook for services inflation in the United States and the United Kingdom," Economic Bulletin Boxes, European Central Bank, volume 1.
• Allayioti, Anastasia & Fagandini, Bruno & Gόrnicka, Lucyna & Martínez Hernández, Catalina, 2025, "Monetary policy pass-through to goods and services inflation: a granular perspective," Economic Bulletin Boxes, European Central Bank, volume 8.
• Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025, "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series, European Central Bank, number 3012, Jan.
• Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025, "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series, European Central Bank, number 3052, May.
• Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025, "A new model to forecast energy inflation in the euro area," Working Paper Series, European Central Bank, number 3062, Jun.
• Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025, "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series, European Central Bank, number 3075, Jul.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Klieber, Karin & Coulombe, Philippe Goulet, 2025, "Opening the black box of local projections," Working Paper Series, European Central Bank, number 3105, Aug.
• De Santis, Roberto A. & Tornese, Tommaso, 2025, "Macroeconomic regime change and the size of supply chain disruption and energy supply shocks," Working Paper Series, European Central Bank, number 3120, Sep.
• Fosso, Luca, 2025, "Decomposing US economic fluctuations: a trend-cycle approach," Working Paper Series, European Central Bank, number 3138, Oct.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2025, "Estimating the natural rate of interest in a macro-finance yield curve model," Working Paper Series, European Central Bank, number 3160, Dec.
• Schischke, Amelie & Rathgeber, Andreas, 2025, "The impact of renewables on spillover effects in electricity markets," Applied Energy, Elsevier, volume 399, issue C, DOI: 10.1016/j.apenergy.2025.126489.
• Guo, Huanhuan & Miyazaki, Tomomi, 2025, "Estimating the international spillover effects of China’s fiscal policy: A global VAR analysis," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102056.
• Lee, Seojin & Kim, Young Min, 2025, "The inflationary impact of oil price shock in Korea: The role of inflation expectations," Journal of Asian Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.asieco.2024.101861.
• Bhadury, Soumya & Pratap, Bhanu & Gajbhiye, Dhirendra, 2025, "Transition to a greener economy: Climate change risks and resilience in a state-space framework," Journal of Asian Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.asieco.2025.101928.
• Ali, Shoaib & Cui, Jinxin, 2025, "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101030.
• Deng, Chao & Chen, Keyuan & Yu, Li & He, Yinxi & Hong, Yun & Jiang, Yanhui, 2025, "The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101048.
• Yu, Mengxia & Xu, Ke & Zheng, Xinwei, 2025, "Reprint of: Mimicking crypto portfolios in sustainable investment," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101565.
• Hou, Jianghuai & Wang, Fang & Zhang, Ji, 2025, "How trade drives fluctuations in macroeconomics in China – A multi-level dynamic factor approach," China Economic Review, Elsevier, volume 91, issue C, DOI: 10.1016/j.chieco.2025.102393.
• Bandyopadhyay, Sanghamitra & Sun, Rui, 2025, "Size matters: Measuring the effects of inequality and growth shocks," China Economic Review, Elsevier, volume 93, issue C, DOI: 10.1016/j.chieco.2025.102429.
• Chen, Chuanglian & Liu, Xiaobin & Yu, Jun & Zeng, Tao, 2025, "The time-varying zone-like and asymmetric preference of central banks: Evidence from China," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102517.
• Pellegrino, Filippo, 2025, "Selecting time-series hyperparameters with the artificial jackknife," Computational Statistics & Data Analysis, Elsevier, volume 209, issue C, DOI: 10.1016/j.csda.2025.108173.
• Littlejohn, Maximillian, 2025, "The credit card and small business lending channels of monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2025.105045.
• Chan, Joshua C.C. & Pettenuzzo, Davide & Poon, Aubrey & Zhu, Dan, 2025, "Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105061.
• Campos-Martins, Susana & Amado, Cristina, 2025, "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105062.
• Lehmann, Robert & Zarges, Lara, 2025, "What drives German trend output growth? A sectoral view," Journal of Economic Dynamics and Control, Elsevier, volume 174, issue C, DOI: 10.1016/j.jedc.2025.105079.
• Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025, "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105095.
• Falconio, Andrea & Manganelli, Simone, 2025, "Financial conditions, business cycle fluctuations and growth-at-risk," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105109.
• Bruns, Martin & Lütkepohl, Helmut, 2025, "Comparing external and internal instruments for vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105131.
• Wang, Luqi & Urga, Giovanni, 2025, "Optimal N-state endogenous Markov-switching model for currency liquidity timing," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105137.
• Corsi, Fulvio & Longo, Luigi & Cordoni, Francesco, 2025, "SVAR identification with nowcasted macroeconomic data," Journal of Economic Dynamics and Control, Elsevier, volume 179, issue C, DOI: 10.1016/j.jedc.2025.105176.
• Barci, Giovanni, 2025, "The effects of monetary policy on macroeconomic downside risk: state-dependence matters," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105201.
• Liu, Han & Wang, Lijun & Zhuo, Xingxuan, 2025, "Unveiling the shadows: The effects of financial conditions on the tail risks of China's macroeconomic activities," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1-14, DOI: 10.1016/j.eap.2024.11.018.
• Meléndez, Alexander & Rodríguez, Gabriel, 2025, "Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1135-1158, DOI: 10.1016/j.eap.2024.12.019.
• Jia, Yiqing & Liu, Yang & Taghizadeh-Hesary, Farhad, 2025, "The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1776-1789, DOI: 10.1016/j.eap.2025.02.003.
• Chang, Shuangshuang & Qin, Meng & Hsueh, Hsin-Pei & Lobont, Oana-Ramona, 2025, "Could U.S.-China conflicts intensify climate transition risks?," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 1592-1604, DOI: 10.1016/j.eap.2025.05.016.
• Wang, Jie & Hu, Jiukai & Yu, Bo, 2025, "Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 2263-2277, DOI: 10.1016/j.eap.2025.05.050.
• Dou, Junyi & Li, Kun & Qin, Meng & Albu, Lucian Liviu, 2025, "Towards energy security: Could renewable energy endure uncertainties in the energy market?," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 461-474, DOI: 10.1016/j.eap.2025.03.038.
• Takumah, Wisdom & Ujah, Nacasius, 2025, "Defense spending and asset prices: The role of cointegration and high-dimensional macroeconomic data," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 2346-2359, DOI: 10.1016/j.eap.2025.08.028.
• Qiu, Lianhong & Wong, Xiaoqing & Zhang, Teng & Song, Yubing, 2025, "How do climate risks intersect with the rise of new energy vehicles in China?," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 675-688, DOI: 10.1016/j.eap.2025.06.021.
• López-Buenache, Germán & Borsi, Mihály Tamás & Rosa-García, Alfonso, 2025, "Credit cycles as predictors of labor market slack: Evidence from the U․S․," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 1097-1111, DOI: 10.1016/j.eap.2025.08.006.
• Dou, Jie & Su, Chi Wei & Li, Wenyu & Dou, Junfeng, 2025, "Green finance and artificial intelligence: Catalysts for promoting sustainability?," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 13-25, DOI: 10.1016/j.eap.2025.08.037.
• Fernández Romero, Daniel, 2025, "The fiscal multiplier in presence of unconventional monetary policy: Evidence for 17 OECD countries," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107063.
• Gillmann, Niels & Okhrin, Ostap, 2025, "Adaptive local VAR for dynamic economic policy uncertainty spillover," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107079.
• Ahmadi, Maryam & Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2025, "Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107082.
• Baxa, Jaromír & Šestořád, Tomáš, 2025, "Common and country-specific uncertainty shocks in europe: Why their nature matters for policy," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107110.
• Vashold, Lukas, 2025, "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107173.
• Kwon, Janghan, 2025, "Monetary policy credibility and state-dependent exchange rate pass-through in Asia-Pacific countries," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107203.
• Rodríguez, Gabriel & Castillo B., Paul & Guevara Ruiz, Brenda & Yamuca Salvatierra, Leonela, 2025, "Time-varying transmission of external shocks in Peru: Reassessing the role of monetary policy," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107241.
• Ryan, Michael & Holmes, Mark J., 2025, "The effect of uncertainty on output: Instruments, identification, and the role of investment," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107294.
• Popp, Aaron & Zhang, Fang, 2025, "Divergent effects of aggregate and local uncertainty shocks: Evidence from US metropolitan areas," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107297.
• Khan, Nasir & Mejri, Sami & Leccadito, Arturo & Kang, Sang Hoon, 2025, "Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107312.
• Trienens, Lasse & Herwartz, Helmut, 2025, "Neo-Fisherism and fiscal solvency: Reinterpreting the determination of inflation, yields, and the debt ratio," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107338.
• Park, Cheolbeom, 2025, "Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107347.
• Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025, "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102263.
• Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao, 2025, "Impact of COVID-19 on Taiwanese stock market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102280.
• Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang, 2025, "Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102283.
• Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025, "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102289.
• Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025, "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102294.
• Yang, Jie & Feng, Yun & Yang, Hao, 2025, "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102296.
• Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil, 2025, "Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102297.
• Li, Houjian & Li, Yanjiao & Luo, Fangyuan, 2025, "Unveiling the gold-oil whirl amidst market uncertainty shocks in China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102333.
• Long, Shaobo & Xue, Ning & Zhang, Yuan, 2025, "The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102345.
• Zhang, Heng-Guo & Wang, Shihong & Xie, Yuchi, 2025, "How does news-driven monetary policy frictions affect nonperforming loans?--Taking Chinese commercial banks as an example," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102353.
• Huang, Wei-Qiang & Liu, Peipei & Zhu, Yao-Long, 2025, "International extreme sovereign risk connectedness: Network structure and roles," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102355.
• Fang, Guobin & Zhou, Xuehua & Ma, Huimin & Zhao, XiaoFang & Deng, YaoXun & Xie, Luoyan, 2025, "Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102356.
• Xu, Buyun & Wu, Zhimin, 2025, "Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102368.