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

• Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
• Xia, Wenjing & Ye, Wuyi & Zhou, Yi, 2026, "Good and bad cojump dynamics: A network modeling perspective," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102669.
• Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
• Wang, Zhufeng & Wang, Lu, 2026, "Macroeconomic forecasting based on high-dimensional datasets: a smooth transition three pass regression filter model," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102697.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Xidonas, Panos & Goutte, Stephane, 2026, "The semiconductor realignment: portfolio optimization and systemic resilience in the post-pandemic era," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102701.
• Brock, Michael & Murgia, Lucia M. & Sitzia, Stefania & Zheng, Jiwei, 2026, "The can challenge: Understanding the best ways to incentivise recycling through a diffusion approach," Ecological Economics, Elsevier, volume 244, issue C, DOI: 10.1016/j.ecolecon.2026.108942.
• Yang, Hao & Yang, Jie & Feng, Yun, 2026, "Climate physical risks and the vulnerability of global agricultural commodities," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112748.
• Schweikert, Karsten, 2026, "Asymptotic inference for Hasbrouck information shares," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112756.
• von Campe, Roland, 2026, "Should we use central bank asset purchase announcements and sign restrictions to quantify quantitative easing?," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112843.
• Cappelletti, Andrea, 2026, "News on asymmetric fiscal multipliers," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113093.
• Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Estimation and inference for CP tensor factor models," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106167.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
• Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
• Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Diffusion index forecasting with tensor data," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106204.
• Hansen, Peter Reinhard & Tong, Chen, 2026, "Convolution-t distributions," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106212.
• Fusari, Francesco & Marlow, Joe & Volpicella, Alessio, 2026, "Estimation and inference of the forecast error variance decomposition for set-identified SVARs," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106233.
• Lange, Rutger-Jan & van Os, Bram & van Dijk, Dick, 2026, "Implicit score-driven filters for time-varying parameter models," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106251.
• Hiraki, Daichi & Chib, Siddhartha & Omori, Yasuhiro, 2026, "Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105949.
• Chan, Joshua C.C. & Qi, Yaling, 2026, "Large Bayesian matrix autoregressions," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105955.
• Li, Yong & Mallick, Sushanta K. & Wang, Nianling & Yu, Jun & Zeng, Tao, 2026, "Deviance Information Criterion for Bayesian model selection: Theoretical justification and applications," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105978.
• Lütkepohl, Helmut & Shang, Fei & Uzeda, Luis & Woźniak, Tomasz, 2026, "Partial identification of structural vector autoregressions with non-centred stochastic volatility," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106107.
• Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Lund-Thomsen, Frederik & Manganelli, Simone & Schwaab, Bernd, 2026, "Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106230.
• Kumbhakar, Subal C. & Mallick, Sushanta K., 2026, "Bayesian methods in economics and finance: A unified survey and taxonomy," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106269.
• Demetrescu, Matei & Hanck, Christoph & Kruse-Becher, Robinson, 2026, "Robust Fixed-b Inference in the Presence of Time-Varying Volatility," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 154-173, DOI: 10.1016/j.ecosta.2023.05.003.
• Amengual, Dante & Bei, Xinyue & Sentana, Enrique, 2026, "Highly irregular serial correlation tests," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 4-21, DOI: 10.1016/j.ecosta.2024.01.001.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2026, "Macroeconomic uncertainty and vector autoregressions," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 61-80, DOI: 10.1016/j.ecosta.2023.07.002.
• Franchi, Massimo & Georgiev, Iliyan & Paruolo, Paolo, 2026, "Estimating the number of common trends in large T and N factor models via canonical correlations analysis," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 81-95, DOI: 10.1016/j.ecosta.2023.10.001.
• Giovannelli, A. & Proietti, T., 2026, "Estimating the Output Gap with High‐Dimensional Time Series," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 96-119, DOI: 10.1016/j.ecosta.2024.06.004.
• Šestořád, Tomáš & Dvořáková, Natálie, 2026, "Origins of post-COVID-19 inflation in Central European countries," Economic Systems, Elsevier, volume 50, issue 1, DOI: 10.1016/j.ecosys.2025.101335.
• Stolbov, Mikhail & Shchepeleva, Maria, 2026, "Russia gives less than she receives: Evidence from the cross-country causal network of financial stress," Economic Systems, Elsevier, volume 50, issue 2, DOI: 10.1016/j.ecosys.2025.101359.
• Aastveit, Knut Are & Bjørnland, Hilde C. & Cross, Jamie L. & Kalstad, Helene O., 2026, "Unveiling inflation: Oil shocks, supply chain pressures, and expectations," European Economic Review, Elsevier, volume 181, issue C, DOI: 10.1016/j.euroecorev.2025.105192.
• Foroni, Claudia & Furlanetto, Francesco, 2026, "Explaining deviations from Okun’s law," European Economic Review, Elsevier, volume 182, issue C, DOI: 10.1016/j.euroecorev.2025.105205.
• Li, Mengheng & Mendieta-Muñoz, Ivan, 2026, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," European Economic Review, Elsevier, volume 187, issue C, DOI: 10.1016/j.euroecorev.2026.105377.
• Morley, James & Wong, Benjamin, 2026, "How important is global r-star for open economies?," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105391.
• Ciganovic, Milos & Gagliardi, Elena Scola & Tancioni, Massimiliano, 2026, "Disentangling the distributional effects of financial shocks in the euro area," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105414.
• Neri, Stefano, 2026, "Energy prices, inflation, and the ECB’s monetary policy during the 2021–22 energy crisis," European Economic Review, Elsevier, volume 189, issue C, DOI: 10.1016/j.euroecorev.2026.105438.
• Brignone, Riccardo & Junike, Gero, 2026, "Exact simulation of stochastic volatility models based on conditional Fourier-cosine method," European Journal of Operational Research, Elsevier, volume 328, issue 3, pages 1036-1053, DOI: 10.1016/j.ejor.2025.08.061.
• Liu, Yuanyue & Wang, Huai, 2026, "Risk spillover and macroeconomic condition forecasting based on macro-financial tail network," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101515.
• Enilov, Martin & Delantar, Edna & Parhi, Mamata, 2026, "The predictive effects of Fintech-ESG dynamic interdependence: A global perspective on Cleantech energy transition risk," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109090.
• Farag, Markos & Ruhnau, Oliver, 2026, "Decomposing return and volatility connectedness in Northwest European natural gas markets: Evidence from the R2 connectedness approach," Energy Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.eneco.2025.109115.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2026, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109203.
• Maih, Junior & Omotosho, Babatunde S. & Yang, Bo, 2026, "Fuel subsidy removal and monetary policy adjustments in an oil-producing emerging economy," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109208.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2026, "The predictive content of U.S. Energy Information Administration oil market forecasts," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109214.
• Cho, Chanheung, 2026, "Regional synchronization in energy-related carbon dioxide emissions," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109343.
• Kchaou, Oussama & Sassi, Salim Ben & Amar, Amine Ben, 2026, "Macroeconomic shocks and systemic risk in the US stock market," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109439.
• Camacho-Villagómez, Freddy & García-Albán, Freddy, 2026, "Looking for the twin deficits in a dollarized oil-exporting economy," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109447.
• Jalles, João Tovar & Campmas, Alexandra, 2026, "Environmental tax shocks and economic growth: Global evidence from local projections," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109488.
• Alsalman, Zeina, 2026, "Oil news shocks and the U.S. consumer sentiment and spending," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109549.
• Patrik Kupkovič, 2026, "Credit Supply or Demand? The Changing Role of Structural Market Forces in Bank Lending," Eastern European Economics, Taylor & Francis Journals, volume 64, issue 1, pages 126-158, January, DOI: 10.1080/00128775.2024.2407109.
• Parisa Pakrooh & Matteo Manera, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," Working Papers, University of Milano-Bicocca, Department of Economics, number 573, Apr.
• Jiti Gao & Fei Liu & Bin Peng, 2026, "Inference for High-Dimensional Local Projection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/26.
• Charles de Beauffort (corresponding author) & Ansgar Rannenberg, 2026, "Fiscal policy and sectoral spillovers in open economy HANK," Working Paper Research, National Bank of Belgium, number 493, Jun.
• Mariusz Kapuściński, 2026, "A cyclical explanation of the decrease in the credit-to-GDP ratio in Poland after the COVID-19 pandemic," NBP Working Papers, Narodowy Bank Polski, number 381.
• Paweł R. Galiński & Jakub Mućk, 2026, "Understanding the dynamics of export in the short run. The role of foreign and global shocks," NBP Working Papers, Narodowy Bank Polski, number 387.
• Łukasz Postek & Małgorzata Walerych, 2026, "Hours or Heads? Demand Shocks and Labour Market Adjustments in Poland," NBP Working Papers, Narodowy Bank Polski, number 389.
• Edward W. Chen & Reagan Lengefeld & Omar Asensio, 2026, "The Positive Spillovers to Risky Investments in Vacant, Abandoned, and Disinvested Properties," NBER Chapters, National Bureau of Economic Research, Inc, "Measurement of Housing and the Housing Sector".
• Neville Francis & Peter Reinhard Hansen & Chen Tong, 2026, "Principled Identification of Structural Dynamic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 34623, Jan.
• W. Erwin Diewert & Chihiro Shimizu, 2026, "Scanner Data, Product Churn and Quality Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 34897, Feb.
• Scott A. Brave & Erin E. Crust & Stefano Eusepi & Bart Hobijn & Ayşegül Şahin, 2026, "Making Sense of Labor Market Indicators Amid Data Imperfections," NBER Working Papers, National Bureau of Economic Research, Inc, number 35196, May.
• Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2026, "State Dependence of Monetary Policy During Global Supply Chain Disruptions," NBER Working Papers, National Bureau of Economic Research, Inc, number 35209, May.
• Neville Francis, 2026, "The Perceived Inflation Wedge," NBER Working Papers, National Bureau of Economic Research, Inc, number 35354, Jun.
• Mark W. Watson, 2026, "Forecasting the Covid Surge in Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 35435, Jul.
• Dawis Kim & Tao Zha, 2026, "Sharpening Economic Interpretation with HARS," NBER Working Papers, National Bureau of Economic Research, Inc, number 35483, Jul.
• Sara Casella & Jesús Fernández-Villaverde & Stephen Hansen & Ryohei Oishi & Minchul Shin, 2026, "Structural Estimation with Unstructured Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35487, Jul.
• Yucheng Yang & Tao Zha, 2026, "Algorithm-Driven SVARs: Navigating the Wilderness of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35604, Aug.
• Birendra Bahadur Budha & Rohan Byanjankar & Swostik Nepal, 2026, "Macroeconomic Effects of Economic Policy Uncertainty: Evidence from Nepal," NRB Working Papers, Nepal Rastra Bank, Economic Research Department, number 65/2026, Aug.
• National Institute of Economic and Social Research, 2026, "Box B: The Impact of the Oil Price Shock on UK Household Living Standards," National Institute Economic Outlook, National Institute of Economic and Social Research, issue Spring, pages 51-55.
• Ramesh Chandra Das, 2026, "Econometric Analysis on the Farm and Non-Farm Linkages with Respect to Employment and Output: The Post- Independent Indian Scenario," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 714-735, June.
• Jannik Pointecker & Thomas Zörner, 2026, "OeNB Bulletin 2026/2: Detecting inflation regime shifts in the euro area: the role of money growth," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue 2026/2, pages 1-23.
• Michael Pfarrhofer & Anna Stelzer, 2026, "Are there asymmetries in euro area monetary policy? (Michael Pfarrhofer, Anna Stelzer)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 276, Mar.
• Ioana MEȘTER & AncuÈ›a SZABO (RADU), 2026, "Renewable Energy Consumption And Economic Growth In Romania: Evidence From A Time-Series Econometric Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 188-196, July, DOI: 10.47535/1991AUOES35(1)015.
• Sanoh Yusuf, 2026, "Climate Finance Transition Risk under Uncertainty: Text-Mining Evidence from the Japanese Equity Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-08, Aug.
• Atsushi Inoue & Òscar Jordà & Guido M Kuersteiner, 2026, "Inference for local projections," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 2-26.
• Régis Barnichon & Geert Mesters, 2026, "Policy evaluation with sufficient macro statistics: a primer," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 27-68.
• Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
• George N. Apostolakis & Christos Floros & Konstantinos Gkillas, 2026, "Price jumps in the FX markets using the quantile frequency VAR connectedness framework," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-12, June, DOI: 10.1057/s41260-026-00457-z.
• Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
• Jan Carlo B. Punongbayan, 2026, "Oil price pass-through in the Philippines: decomposing fuel and non-fuel inflation," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 202603, Mar.
• María Dolores Gadea Rivas & Jesús Gonzalo, 2026, "Regional heterogeneity and warming dominance in the United States," PLOS Climate, Public Library of Science, volume 5, issue 2, pages 1-27, February, DOI: 10.1371/journal.pclm.0000808.
• Bahaa Aly, Tarek, 2026, "Global Economic Cycles Unveiled: A Hybrid TCN-HMM Approach for Regime Dynamics Across Eight Nations," MPRA Paper, University Library of Munich, Germany, number 127574, Jan.
• Nizam, Ahmed Mehedi, 2026, "A structural VAR (SVAR) based approach to calculating the marginal propensity to consume (MPC) across income groups," MPRA Paper, University Library of Munich, Germany, number 128019, Feb.
• Maridueña-Larrea, Ángel & Martín-Román, Ángel L., 2026, "Cyclical asymmetries and spatial dependence in Okun’s Law: global evidence from 163 countries," MPRA Paper, University Library of Munich, Germany, number 128297.
• Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
• Mohamud, Ibrahim Hussein, 2026, "Exploring the Dynamics of Trade Openness, External Debt, and Economic Growth in Somalia: Evidence from a Vector Error Correction Model (VECM)," MPRA Paper, University Library of Munich, Germany, number 128813, Apr, revised 21 Apr 2026.
• Chebbi, Ali, 2026, "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition," MPRA Paper, University Library of Munich, Germany, number 128903, Apr.
• Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
• Sanchez, Paulo, 2026, "Nowcasting with Novel High-Frequency Data: A Cross-Method Comparison for Colombia’s ISE," MPRA Paper, University Library of Munich, Germany, number 129072, May.
• Saakstra, Sake, 2026, "A Time-Varying-Parameter State-Space Approach to Sparse-Event Survival Modelling: Methodological Design, Out-of-Sample Performance, and Application to Hydrogen Project Implementation-Risk," MPRA Paper, University Library of Munich, Germany, number 129308, May.
• Valverde-Ambriz, Ismael D., 2026, "Dynamic central bank credibility: a Kalman Filter–Recursive Least Squares approach for emerging markets," MPRA Paper, University Library of Munich, Germany, number 129329, May.
• Yagufarov, Ruslan, 2026, "Two-scale topological momentum and persistence of stress regimes in correlation networks: evidence from equity markets," MPRA Paper, University Library of Munich, Germany, number 129341, May.
• Mfaume, Justin, 2026, "The Impact of Agricultural Supply Chain Disruptions on Headline Inflation in Malawi," MPRA Paper, University Library of Munich, Germany, number 129759, Jan.
• Oros Trujillo, Daniel Bohoz, 2026, "La dinámica del precio del USDT en Bolivia ante episodios de incertidumbre interna, 2023–2026
  [USDT Price Dynamics in Bolivia amid Episodes of Domestic Uncertainty, 2023–2026]," MPRA Paper, University Library of Munich, Germany, number 130426, Aug.
• Frank, Luis, 2026, "Comparación de métodos de regresión y reducción de dimensión para el nowcasting del EMAE
  [A Comparison of Regression and Dimensionality Reduction Methods for EMAE Nowcasting]," MPRA Paper, University Library of Munich, Germany, number 131074, Sep.
• Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
• Beverley Jane Wingfield & Onur Polat & Sonali Das & Rangan Gupta, 2026, "From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202613, Apr.
• Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2026, "Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework," Working Papers, University of Pretoria, Department of Economics, number 202620, Aug.
• Ekin Tokat & Hakki Arda Tokat, 2026, "How the Terra-LUNA Collapse Reshaped Tether's Role in Crypto Market Volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 2, pages 196-220, DOI: 10.18267/j.pep.909.
• Veysel Karagöl & Deniz Sevinç & Ayşegül Şahin, 2026, "US-China Tensions and Financial Spillovers: Uncovering Asymmetric TVP-VAR Transmission," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 3, pages 314-344, DOI: 10.18267/j.pep.917.
• Wellcome Peujio Jiotsop Foze, 2026, "Analisis multidimensional del mercado eléctrico mexicano: índice de estres, eficiencia informacional y modelos de cambio de regimen (2016-2024)," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 23, issue 2, pages 63-82, July - De.
• Matthew Read, 2026, "Shock-percentile Restrictions for SVARs," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-01, Mar, DOI: 10.47688/rdp2026-01.
• César Carrera & Marko Razzo, 2026, "Seen and Unseen: NAIRU, informal labor market and talking points for monetary policy," Working Papers, Banco Central de Reserva del Perú, number 2026-001, Apr.
• Fernando Pérez, 2026, "Asymmetries and Non-linearities in the Exchange Rate Pass-Through to Inflation – Evidence for Peru," Working Papers, Banco Central de Reserva del Perú, number 2026-007, Apr.
• Fernando Pérez Forero, 2026, "A No-Arbitrage Framework for Forecasting and Analyzing the Peruvian Yield Curve in Soles," Working Papers, Banco Central de Reserva del Perú, number 2026-020, Jul.
• Guimin Yao & Jialan Shan & Wenquan Gan & Pengyu Zhao, 2026, "Pork Market Shocks and Inflation Dynamics in China," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Tina Rakic & Lyudmila Gadasina, 2026, "Shocks propagation mechanism analysis on Russian commodity exchanges: The example of The Moscow Exchange," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 81, pages 46-67.
• Fatma Kızılkaya & Oktay Kızılkaya & Faruk Mike, 2026, "Natural Resource Rents, Geopolitical Risk, and Environmental Pollution: Evidence from Türkiye," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 1, pages 1-13, January, DOI: 10.20409/berj.2026.484.
• Hüseyin Yılmaz, 2026, "Türkiye’de Döviz Kuru, Enflasyon ve Faiz Arasındaki Asimetrik Nedensellik İlişkisi
  [The Asymmetric Causality Relationship Between Exchange Rate, Inflation, and Interest Rates in Türkiye]," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 2, pages 221-245, April, DOI: 10.20409/berj.2026.496.
• Barış Ülker, 2026, "Determinants of Türkiye’s Liner Shipping Connectivity Index: Uncertainty, Trade, and Exchange Rates," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 3, pages 359-376, July, DOI: 10.20409/berj.2026.502.
• Giorgi Nikolaishvili & Noah D. Gade, 2026, "Scanning for Significance: False Discovery Control for Impulse Responses," Working Papers, Wake Forest University, Economics Department, number 134, Apr.
• Giorgi Nikolaishvili, 2026, "Doubly Robust Nonparametric Local Projections," Working Papers, Wake Forest University, Economics Department, number 135, May.

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.
• Sibusisiwe Mchani & Andrew Phiri, 2025, "Can Increased Intra-Continental Trade Partnerships Diversify Export Baskets in Africa?," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 23, issue 1 (Spring, pages 5-26, DOI: 10.26493/1854-6935.23.5-26.
• Fei Zhao & Chor Foon Tang, 2025, "Impact of Carbon Pricing on Renewable Energy: A Comparative Study of Developing and Developed Countries," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 62, issue 2, pages 209-230, December, DOI: 10.22452/MJES.vol62no2.1.
• 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 Vector Autoregressions? 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.
• Venkat Hariharan Asha & Ojha, Ajay & Chakraborty, Lekha, 2025, "Public and Private Corporate Investment: An Empirical Analysis of the "Crowding -in" Effects of Fiscal Policy in India," Working Papers, National Institute of Public Finance and Policy, number 25/428, Jun.
• Meg Tulloch, 2025, "Box B: Forecasting Average Weekly Earnings," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 17, pages 17-21.
• Ivan Todorov, 2025, "Estimating Structural Shocks in Bulgarian House Prices: A SVAR-Based Historical Decomposition," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 93-104, September, DOI: 10.37075/YB.2025.1.05.
• Hugh Miller & Juan-Pablo Martinez, 2025, "The changing dynamics in global metal markets: How the energy transition and geo-fragmentation may disrupt commodity prices," OECD Environment Working Papers, OECD Publishing, number 258, Apr, DOI: 10.1787/b0182773-en.
• Clara De Luigi & Markus Eller & Anna Stelzer, 2025, "Conditional dynamics of monetary policy shocks: the mitigating role of macroprudential policy in CESEE," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/25-2, pages 1-30.
• Nico Petz & Thomas Scheiber & Julia Wörz, 2025, "How do euro deposits in CESEE react to exchange rate shocks?," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/25-3, pages 1-24.
• Mario Forni & Luca Gambetti & Luca Sala, 2025, "Downside and Upside Uncertainty Shocks," Journal of the European Economic Association, European Economic Association, volume 23, issue 1, pages 159-189.
• Tilman Bletzinger & Wolfgang Lemke & Jean-Paul Renne, 2025, "Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 110-138.
• Anne Opschoor & André Lucas & Luca Rossini, 2025, "The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 177-190.
• Matei Demetrescu & Benjamin Hillmann, 2025, "Gaussian Inference in Predictive Regressions for Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 813-841.
• Matthias R Fengler & Jeannine Polivka, 2025, "Structural Volatility Impulse Response Analysis," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 951-971.
• Maksim Isakin & Phuong V Ngo, 2025, "The U.S. Treasury Term Premia in a Low Interest Rate Regime," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 1877-1905.
• Hui-Jhong Choi & Kyu Ho Kang, 2025, "Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 4, pages 1593-1636.
• Iulia Lupu & Adina Criste, 2025, "Geopolitical Risk and Economic Policy Uncertainty: A Regime-Dependent VAR Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 158-165, August.
• Bogdan-Andrei Bina & Emilia Titan & Mihaela Mihai, 2025, "The Influence of Foreign Direct Investment on the Inflation Rate in Romania: A VAR Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 19-30, August.
• Jesús Fernández-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," Economics Series Working Papers, University of Oxford, Department of Economics, number 1070, Feb.
• Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Saerkjaer, 2025, "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0328, Nov.
• László Bokor, 2025, "Investigating the nexus between sovereign green and vanilla bonds in the secondary market," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 753-767, December, DOI: 10.1057/s41260-025-00402-6.
• Filippo Arigoni & Miha Breznikar & Črt Lenarčič & Matjaž Maletič, 2025, "Impact of Fiscal Measures in Response to the COVID-19 Pandemic on Small-Open Economies: Lessons from Slovenia," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 51, issue 4, pages 553-582, October, DOI: 10.1057/s41302-025-00301-z.
• Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-003, Feb.
• Jesus Fernandez-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-005, Feb.
• Annika Mauer & Andreas Nastansky, 2025, "Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 58, Jan, DOI: 10.25932/publishup-66946.
• Hammed, Yinka S & Salisu, Afees & Akume, Michael, 2025, "The international spillover effects of US Quality of Political Signals: A Global VAR approach," MPRA Paper, University Library of Munich, Germany, number 123530, Jan.
• KOUAKOU, Thiédjé Gaudens-Omer & KAMALAN, Angbonon Eugène, 2025, "Développement financier et réduction des inégalités de revenus en Côte d’Ivoire : une approche par la régression quantile
  [Financial development and reduction of income inequalities in Côte d’Ivoire: a quantile regression approach]," MPRA Paper, University Library of Munich, Germany, number 123616, Feb.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2025, "A beta prime ARMA model for positive time series," MPRA Paper, University Library of Munich, Germany, number 123873, Feb.
• John Michael, Riveros-Gavilanes, 2025, "Metodología estándar de vectores autoregresivos (VAR) y de corrección del error (VEC)
  [Standard methodology of vector autoregression (VAR) and error correction (VEC)]," MPRA Paper, University Library of Munich, Germany, number 124015, Mar.
• Dayoro, Donatien, 2025, "Contribution à l’Optimisation des Prix Bord Champ en Côte d'Ivoire : Méthodologie Pratique et Recommandations
  [Contribution to the Optimization of Farm-Gate Prices in Côte d'Ivoire: Practical Methodology and Recommendations]," MPRA Paper, University Library of Munich, Germany, number 124038, Mar, revised 20 Mar 2025.
• Asuamah Yeboah, Samuel, 2025, "The Energy Demand–Economic Growth Dynamics Theory (ED-EGD Theory): Insights from Ghana (1970 - 2011)," MPRA Paper, University Library of Munich, Germany, number 124513, Mar, revised 08 Apr 2025.
• Abdulrahman, Abdulrahman & Al-Ghawi, Omar & Al-Ghoul, Youssef, 2025, "الناتج القومي ومحدداته الاقتصادية الكلية - GDP and Its Macroeconomics Deteminants," MPRA Paper, University Library of Munich, Germany, number 125084, May.
• Aguilar, José & Quineche, Ricardo, 2025, "Regional Inflation Spillovers and Monetary Policy Design: Evidence from Peru's Successful Inflation-Targeting Framework," MPRA Paper, University Library of Munich, Germany, number 125442, Jul.
• Saadaoui, Jamel, 2025, "Geopolitical Turning Points and Oil Price Responses: An IV-LP Approach," MPRA Paper, University Library of Munich, Germany, number 125586, Jan.
• Vîntu, Denis, 2025, "Modeling the Unemployment Rate with Simultaneous Equations," MPRA Paper, University Library of Munich, Germany, number 125708, Aug, revised 10 Aug 2025.
• Vîntu, Denis, 2025, "An Artificial Neural Network Experiment on the Prediction of the Unemployment Rate," MPRA Paper, University Library of Munich, Germany, number 125938, Aug, revised Aug 2025.
• Vîntu, Denis, 2025, "The Natural Rate of Unemployment and the NAIRU: Theoretical Foundations, Empirical Evidence, and Policy Debates," MPRA Paper, University Library of Munich, Germany, number 125939, Aug, revised Aug 2025.
• Vîntu, Denis, 2025, "Duration Structure of Unemployment Hazards and the Trend Unemployment Rate," MPRA Paper, University Library of Munich, Germany, number 125940, Aug, revised Aug 2025.
• Vîntu, Denis, 2025, "Estimation of the Unemployment Rate in Moldova: A Comparison of ARIMA and Machine Learning Models Including COVID-19 Pandemic Periods," MPRA Paper, University Library of Munich, Germany, number 125941, Aug, revised Aug 2025.
• Bauer, Dietmar & del Barrio Castro, Tomás, 2025, "The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data," MPRA Paper, University Library of Munich, Germany, number 126066, Sep.
• boughabi, houssam, 2025, "Ghanaian Inflation and Income Dynamics: Evidence on Volatility and Neutrality," MPRA Paper, University Library of Munich, Germany, number 126757, Oct.
• Mountford, Andrew, 2025, "Identifying the Shocks also Identifies the Constants: Implications for VAR analysis," MPRA Paper, University Library of Munich, Germany, number 126806, Nov.
• Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
• Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 127158, Dec.
• Ben Youssef, Slim, 2025, "The determinants of forest area in Brazil: U-shaped relationship for GDP per capita and for value of agricultural production per hectare," MPRA Paper, University Library of Munich, Germany, number 127216, Dec.
• Rahimi Kahkashi, Sanaz & Asharieen, Nasim & Adeli, OmidAli & Roudari, Soheil, 2025, "تحلیل پویای واکنش رشد اقتصادی ایران به شوک های تحریمی و اقتصادی؛ کاربرد مدل الگوهای خود رگرسیون برداری تعمیم یافته با پارامتر متغیر زمان
  [Dynamic Analysis of Iran's Economic Growth Response to Sanctions and Economic Shocks: Application of the Gene," MPRA Paper, University Library of Munich, Germany, number 127342, Jan, revised 22 Sep 2025.
• Kishor, N. Kundan, 2025, "Regime-Dependent Housing Valuations: Price-Rent Ratios, Volatility, and Structural Breaks in U.S. Markets," MPRA Paper, University Library of Munich, Germany, number 127472, Oct.
• Cassim, Lucius & Mallick, Debdulal, 2025, "Fiscal Regime in Least Developed Countries, Institutions and Implications for Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 127592.
• Ben Soltane, Bassem, 2025, "Transport Infrastructure, Foreign Direct Investment, and Economic Growth in Tunisia: Evidence from a VAR Model," MPRA Paper, University Library of Munich, Germany, number 127901.
• Cortes Quiñonez, Juan Camilo, 2025, "Crisis, debt and growth: lessons in fiscal and monetary policy: an analysis for the Colombian case," MPRA Paper, University Library of Munich, Germany, number 128611, Apr.
• Hunicken, Javier, 2025, "Expectativas devaluatorias y actividad: Análisis de un modelo ARDL para Argentina (2017-2023)
  [Devaluation expectations and output: An ARDL model analysis for Argentina (2017-2023)]," MPRA Paper, University Library of Munich, Germany, number 128685, Dec.
• Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 129519, Dec.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
• Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
• Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
• Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025, "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers, University of Pretoria, Department of Economics, number 202519, May.
• Mengting Li & Yu Wei & Rangan Gupta & Oguzhan Cepni, 2025, "Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain," Working Papers, University of Pretoria, Department of Economics, number 202527, Aug.
• Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025, "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202528, Aug.
• Onur Polat & Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2025, "Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments," Working Papers, University of Pretoria, Department of Economics, number 202532, Sep.
• Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
• Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2025, "Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202542, Nov.
• Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.
• Atif Jahanger & Mohd Ziaur Rehman & Md Mostafa Jalal & Md Emran Hossain, 2025, "Moving Towards Energy Transition: What Role Do Green Financing, Green Technology and Environmental Sustainability Play?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 4, pages 743-768, DOI: 10.18267/j.polek.1462.
• Gunwoo Lee, 2025, "An Empirical Analysis of the Disproportionality Theory of Crisis: A Sraffian Approach to the Economic Crisis," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 6, pages 1034-1063, DOI: 10.18267/j.polek.1475.
• Paulo M.M. Rodrigues & Daniel Abreu, 2025, "Large-dimensional cointegrated threshold factor models: The Global Term Structure of Interest Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w202528.
• Emanuelle A. Alemar Sanchez & Carlos A. Rodriguez Ramos, 2025, "The impact of US monetary policy on small and dollarized economies: the case of Puerto Rico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 22, issue 2, pages 7-36, July-Dece.
• Matthew Read & Dan Zhu, 2025, "Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-03, May, DOI: 10.47688/rdp2025-03.
• José Aguilar & Romina Garibay & Ricardo Quineche, 2025, "¿La Inflación en el Perú Presenta una Dinámica Asimétrica?: Un Enfoque Cuantílico," Working Papers, Banco Central de Reserva del Perú, number 2025-005, Aug.
• Delia Ruiz & Diego Franco & Walter Cuba, 2025, "Liquidity Regulation and the LCR Premium: Evidence from Repo Market Dynamics in Peru," Working Papers, Banco Central de Reserva del Perú, number 2025-014, Dec.