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

2025

• Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin & Obalade, Adefemi, 2025, "Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103856.
• Ren, Xiaohang & Fu, Chenjia & Jin, Yi, 2025, "Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102662.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
• Han, SeungOh, 2025, "Dynamic risk and hedging strategies in post-COVID digital asset sectors," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102742.
• Abakah, Emmanuel Joel Aikins & Odoom, Raphael & Abdullah, Mohammad & Lee, Chi-Chuan & Rehman, Mohd Ziaur, 2025, "Marketing tokens and marketing stocks: Tail risk connections with portfolio implications," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102784.
• Khan, Misbah & Karim, Sitara & Naz, Farah & Lucey, Brian M., 2025, "How do exchange rate and oil price volatility shape Pakistan’s stock market?," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102796.
• Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025, "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102814.
• Umar, Muhammad & Qin, Meng & Su, Chi-Wei, 2025, "Exploring the hedging performance of non-fungible token: Novel evidence from world uncertainty," Research in International Business and Finance, Elsevier, volume 77, issue PA, DOI: 10.1016/j.ribaf.2025.102931.
• Chen, Rui & Jiang, Haiqi & Guo, Tingyu & Fan, Chenyou, 2025, "Can Large Language Models forecast carbon price movements? Evidence from Chinese carbon markets," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102951.
• Xiao, Jihong & Zhang, Jingyu & Zheng, Yan, 2025, "Geopolitical risks and oil market fear: Country-specific spillover effects," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102985.
• Lee, Geon Hee & Kim, Young Min, 2025, "Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry," Research in International Business and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.ribaf.2025.102989.
• Xing, Xiaoyun & Xu, Zihan & Wang, Xiuya & Guo, Kun, 2025, "Climate risk performance and tail risk contagion in energy stock markets: Evidence from China," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103035.
• Billah, Mabruk & Elsayed, Ahmed H. & Rabbani, Mustafa Raza & Shaik, Muneer, 2025, "Decoding investment strategies across agricultural commodities, Islamic equities, and Sukuk markets," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103097.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2025, "Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103127.
• Algieri, Bernardina & Kornher, Lukas & von Braun, Joachim, 2025, "The changing drivers of inflation – the case of food: Macroeconomics, speculation, climate change and war," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 782-800, DOI: 10.1016/j.strueco.2025.10.006.
• Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025, "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, volume 210, issue C, DOI: 10.1016/j.techfore.2024.123863.
• Qin, Meng & Shao, Xuefeng & Hu, Chengming & Su, Chi Wei, 2025, "Can gold hedge against uncertainty in the cryptocurrency and energy markets?," Technological Forecasting and Social Change, Elsevier, volume 214, issue C, DOI: 10.1016/j.techfore.2025.124050.
• Palaios, Panagiotis & Triantafillou, Anna, 2025, "Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping," Transport Policy, Elsevier, volume 170, issue C, pages 75-91, DOI: 10.1016/j.tranpol.2025.05.006.
• Nicolas Groshenny & Naveed Javed, 2025, "Dornbusch Overshooting, UIP, and the Systematic Components of Domestic and Foreign Monetary Policy in SVARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-06, Jan.
• Yoosoon Chang & Soyoung Kim & Joon Y. Park, 2025, "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-07, Feb.
• Hilde C. Bjornland & Leif Brubakk & Nicolo Maffei-Faccioli, 2025, "Piecing the Puzzle: Real Exchange Rates and Long-Run Fundamentals," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-10, Feb.
• Jesus Fernandez-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-12, Feb.
• Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-19, Apr.
• James Morley & Benjamin Wong, 2025, "How Important Is Global R-Star for Open Economies?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-24, Apr.
• Kevin Lee & Viet Nguyen & Kalvinder Shields, 2025, "Learning, Heuristics and Anchored Inflation: How Do Different Types of Consumer Change Their Minds about Inflation?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-28, May.
• Pablo A. Guerron-Quintana & James M. Nason, 2025, "Bayesian Estimation of DSGE Models: An Update," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-52, Sep.
• Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025, "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-53, Sep.
• Ruben Aag & Hilde C. Bjornland & Peder Eliassen, 2025, "Forecasting Oil and Natural Gas Prices: A Model Combination Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-54, Oct.
• Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Sarkjar, 2025, "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-62, Nov.
• Yun Young Gwak, 2025, "Sectoral Spillovers in Inflation Dynamics: Empirical Evidence from Network Propagation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-63, Nov.
• Cen, Zetai & Lam, Clifford, 2025, "Tensor time series imputation through tensor factor modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127231, May.
• Campiglio, Emanuele & De Angelis, Luca & Neri, Paolo & Scalisi, Ginevra, 2025, "From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127807, Apr.
• Koukorinis, Andreas & Peters, Gareth W. & Germano, Guido, 2025, "Generative-discriminative machine learning models for high-frequency financial regime classification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128016, Jun.
• Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025, "Deep limit order book forecasting: a microstructural guide," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128950, Jul.
• Lam, Clifford & Cen, Zetai, 2025, "Matrix-valued factor model with time-varying main effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129557, Nov.
• Thibault Laurentjoye & Sebastian Valdecantos & Hamid Raza & Mikael Randrup Byrialsen & Simon Fløj Thomsenn, 2025, "Flexibility in design: the multiple applications of a medium-sized empirical model for Denmark," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 22, issue 3, pages 345-369, October.
• Noureddine Benlagha & Wael Hemrit, 2025, "Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 342-364, March, DOI: 10.1108/RBF-05-2024-0124.
• Karri Srinivasu & M. Prathyusha, 2025, "Stock Market Reactions to Union Budget Announcements: An Econometric Assessment," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 122-140.
• Tshilidzi Munzhelele & Ndamulelo Princess Ramavhoya, 2025, "Energy Crisis, Exchange Rates, and their Influence on South Africa's Gross Domestic Product," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 12-24.
• Mutiu Gbade Rasaki, 2025, "Evaluating the Effects of the US Monetary Policy Stance on Emerging Economies’ Monetary Policy Independence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 2, pages 197-221, June.
• Pinar Evrim Mandaci & Efe Caglar Cagli & Birce Tedik Kocakaya, 2025, "The Effects of Global Volatility Indices on Green and Fossil Energy Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 3, pages 277-302, September.
• Tereza Vesela & Jaromir Baxa, 2025, "Inflation Expectation Disagreement and Monetary Policy Transmission in a Small Open Economy: Evidence from the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/19, Oct, revised Oct 2025.
• Andrea Bastianin & Luca Rossini & Alessandra Testa, 2025, "Dams and Rural Conflict: Evidence from Brazil’s Hydropower Expansion," Working Papers, Fondazione Eni Enrico Mattei, number 2026.02, Jan.
• Chiara Casoli & Riccardo Lucchetti, 2025, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Fondazione Eni Enrico Mattei, number 2026.03, Jan.
• Bruno Paolo Bosco & Carlo Federico Bosco & Paolo Maranzano, 2025, "Income Tax Treatment and Labour Supply in a multi-level hierarchical Difference-in-Differences model," Working Papers, Fondazione Eni Enrico Mattei, number 2025.20, Oct.
• Francesco Ravazzolo & Luca Rossini & Andrea Viselli, 2025, "Modeling European electricity market integration during turbulent times," Working Papers, Fondazione Eni Enrico Mattei, number 2025.25, Nov.
• Andrea Bastianin & Luca Rossini & Lorenzo Tonni, 2025, "A Real-Time Framework for Forecasting Metal Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2025.34, Dec.
• Patrick C. Higgins, 2025, "Assessing the Role of Global Demand and Supply Shocks in the Recent US Inflation Experience Using a Cross-Country Panel Dataset of Professional Forecasts," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-10, Oct, DOI: 10.29338/wp2025-10.
• Danilo Leiva-León & Viacheslav Sheremirov & Jenny Tang & Egon Zakrajšek, 2025, "Parsing Out the Sources of Inflation," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-5, Mar.
• Danilo Leiva-León & Viacheslav Sheremirov & Jenny Tang & Egon Zakrajšek, 2025, "Inflation Factors," Working Papers, Federal Reserve Bank of Boston, number 25-5, Aug, DOI: 10.29412/res.wp.2025.05.
• Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2025, "Higher-order Moment Inequality Restrictions for SVARs," Working Papers, Federal Reserve Bank of Boston, number 25-3, Mar.
• Lutz Kilian, 2025, "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 2507, Feb, DOI: 10.24149/wp2507.
• Roberto Duncan & Enrique Martínez García & Luke Miller, 2025, "Tempting FAIT: Flexible Average Inflation Targeting and the Post-COVID U.S. Inflation Surge," Working Papers, Federal Reserve Bank of Dallas, number 2511, Apr, DOI: 10.24149/wp2511.
• Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2025, "Global Macro-Financial Cycles and Spillovers," Working Papers, Federal Reserve Bank of Dallas, number 2512, Apr, DOI: 10.24149/wp2512.
• Laura E. Jackson & Christopher Otrok & Michael T. Owyang & Nora Traum, 2025, "Tax Progressivity, Economic Booms and Trickle-Up Economics," Working Papers, Federal Reserve Bank of Dallas, number 2514, Apr, DOI: 10.24149/wp2514.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Maria Gadea & Òscar Jordà, 2025, "Local Projections Bootstrap Inference," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-21, Sep, DOI: 10.24148/wp2025-21.
• Vasco Curdia, 2025, "Monetary Policy and The Medium-Run Natural Rate," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-24, Oct, DOI: 10.24148/wp2025-24.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-03, Apr, DOI: 10.24148/wp2025-03.
• Robin Braun & George Kapetanios & Massimiliano Marcellino, 2025, "Nonparametric Time Varying IV-SVARs: Estimation and Inference," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-004, Jan, DOI: 10.17016/FEDS.2025.004.
• Vihar Dalal & Daniel A. Dias & Pinar Uysal, 2025, "From Bank Lending Standards to Bank Credit Conditions: An SVAR Approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-055, Aug, DOI: 10.17016/FEDS.2025.055.
• Edward P. Herbst & Benjamin K. Johannsen, 2025, "Discussion of "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly''," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-058, Aug, DOI: 10.17016/FEDS.2025.058.
• Manuel Gonzalez-Astudillo & Diego Vilán, 2025, "One Policy Rate, Many Stances: Evidence from the European Monetary Union," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-087, Sep, DOI: 10.17016/FEDS.2025.087.
• Dario Caldara & Matteo Iacoviello & David Yu, 2025, "Measuring Shortages since 1900," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1407, May, DOI: 10.17016/IFDP.2025.1407.
• Daniel O. Beltran & Julio L. Ortiz, 2025, "Core Inflation in the Advanced Economies: A Regional Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1421, Sep, DOI: 10.17016/IFDP.2025.1421.
• Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
• Hie Joo Ahn & Thomas R. Cook & Taeyoung Doh & Elias Kastritis & Jesse Wedewer, 2025, "Text Sentiment About Monetary Policy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-18, Nov, DOI: 10.18651/RWP2025-18.
• Sophia Cho & John C. Williams, 2025, "Are Financial Markets Good Predictors of R‑Star?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250825, Aug.
• Sophia Cho & John C. Williams, 2025, "Comparing Apples to Apples: “Synthetic Real‑Time” Estimates of R‑Star," Liberty Street Economics, Federal Reserve Bank of New York, number 20250303, Mar.
• Hannah O’Keeffe & Katerina Petrova, 2025, "Component-Based Dynamic Factor Nowcast Model," Staff Reports, Federal Reserve Bank of New York, number 1152, Apr, DOI: 10.59576/sr.1152.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2025, "A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 25-19, May, DOI: 10.21799/frbp.wp.2025.19.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2025, "Large SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 26-04, Jan, DOI: 10.21799/frbp.wp.2026.04.
• Giovani Generale, 2025, "Vertical and horizontal price transmission in the rice value chain: the case of Sri Lanka," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_11.rdf.
• Leonardo Bargigli, 2025, "How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_13.rdf.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Cosimo Magazzino & Marco Mele, 2025, "A new machine learning algorithm to explore the CO2 emissions-energy use-economic growth trilemma," Annals of Operations Research, Springer, volume 345, issue 2, pages 665-683, February, DOI: 10.1007/s10479-022-04787-0.
• Muneer M. Alshater & Ilias Kampouris & Hazem Marashdeh & Osama F. Atayah & Hasanul Banna, 2025, "Early warning system to predict energy prices: the role of artificial intelligence and machine learning," Annals of Operations Research, Springer, volume 345, issue 2, pages 1297-1333, February, DOI: 10.1007/s10479-022-04908-9.
• Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025, "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, volume 345, issue 2, pages 1035-1060, February, DOI: 10.1007/s10479-024-05893-x.
• Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
• Sabri Boubaker & Zhenya Liu & Ling Zhai, 2025, "Change-points and functional features of intraday volatility in China stock market," Annals of Operations Research, Springer, volume 352, issue 3, pages 563-582, September, DOI: 10.1007/s10479-022-05014-6.
• MeiChi Huang, 2025, "Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 1, pages 1-25, March, DOI: 10.1007/s00168-025-01366-6.
• Waqar Khalid & Ahmad Nawaz & Lamya Mohamed Aly Gadou & Saqib Ullah Khan & Huri Gül Aybudak, 2025, "Examining short-run and long-run nexus between economic growth, financial development, energy consumption and environmental degradation: empirical evidence for the Environmental Kuznets Curve Hypothesis in Egypt," Asia-Pacific Journal of Regional Science, Springer, volume 9, issue 2, pages 479-511, June, DOI: 10.1007/s41685-025-00371-z.
• Gian Piero Aielli & Davide Pirino, 2025, "Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 2061-2097, December, DOI: 10.1007/s10203-025-00521-0.
• Salha Ben Salem & Halilibrahim Gökgöz & Azza Béjaoui & Ahmed Jeribi, 2025, "Can Fintech indices hedge VIX and global banking volatility? Evidence from a dynamic short-term perspective," Digital Finance, Springer, volume 7, issue 4, pages 1013-1041, December, DOI: 10.1007/s42521-025-00152-5.
• Hiroshi Morita & Ryo Matsumoto & Taiki Ono, 2025, "Central bank information effects in Japan: the role of uncertainty channel," Empirical Economics, Springer, volume 68, issue 2, pages 855-877, February, DOI: 10.1007/s00181-024-02656-2.
• Mai Dao & Lam Nguyen, 2025, "Variable selection in macroeconomic stress test: a Bayesian quantile regression approach," Empirical Economics, Springer, volume 68, issue 3, pages 1113-1169, March, DOI: 10.1007/s00181-024-02668-y.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2025, "Current account determinants in a globalized world," Empirical Economics, Springer, volume 68, issue 4, pages 1497-1527, April, DOI: 10.1007/s00181-024-02686-w.
• Javier Hualde & Jose Olmo, 2025, "A novel test of economic convergence in time series," Empirical Economics, Springer, volume 68, issue 5, pages 2093-2118, May, DOI: 10.1007/s00181-024-02699-5.
• Ivan Stankevich, 2025, "Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models," Empirical Economics, Springer, volume 69, issue 3, pages 1383-1410, September, DOI: 10.1007/s00181-025-02771-8.
• W. Erwin Diewert & Koji Nomura & Chihiro Shimizu, 2025, "Estimating flexible functional forms using macroeconomic data," Empirical Economics, Springer, volume 69, issue 5, pages 2671-2697, November, DOI: 10.1007/s00181-025-02727-y.
• Etienne Vaccaro-Grange, 2025, "Quantitative easing, tightening, and the term premium channel in the Euro Area," Empirical Economics, Springer, volume 69, issue 6, pages 3089-3125, December, DOI: 10.1007/s00181-025-02816-y.
• Michele Andreani & Marco Tedeschi, 2025, "The illusion of golden slumbers: geopolitical turbulence and the shifting link between gold and interest rates," Empirical Economics, Springer, volume 69, issue 6, pages 3635-3662, December, DOI: 10.1007/s00181-025-02842-w.
• Biswabhusan Bhuyan & Ranjan Kumar Mohanty & Subhamitra Patra, 2025, "Impact of climate change on food security in India: an evidence from autoregressive distributed lag model," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 3, pages 6349-6369, March, DOI: 10.1007/s10668-023-04139-3.
• Manu Sharma & Geetilaxmi Mohapatra & Arun Kumar Giri & Albert Wijeweera & Clevo Wilson, 2025, "Examining the tourism-induced environmental Kuznets curve hypothesis for India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 4, pages 9107-9126, April, DOI: 10.1007/s10668-023-04270-1.
• Maria Cristina Barbieri Góes & Giovanna Ciaffi & Santiago José Gahn, 2025, "Le grandi Opere Pubbliche: fiscal multipliers of public infrastructure in Italy (1870–1998)," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 42, issue 1, pages 155-180, April, DOI: 10.1007/s40888-024-00353-y.
• Ugur Korkut Pata & Mustafa Tevfik Kartal & Zahoor Ahmed & Avik Sinha, 2025, "Relationship between green bonds and carbon neutrality: evidence from top five emitting countries’ sectoral CO2 emissions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00691-7.
• Chenyu Zhao & Misha Beek & Peter Spreij & Makhtar Ba, 2025, "Polynomial approximation of discounted moments," Finance and Stochastics, Springer, volume 29, issue 1, pages 63-95, January, DOI: 10.1007/s00780-024-00550-4.
• António Afonso & Eduardo Sá Fortes Leitão Rodrigues, 2025, "Consumption patterns of indebted households: unravelling the relevance of fiscal policy," International Journal of Economic Policy Studies, Springer, volume 19, issue 1, pages 31-57, February, DOI: 10.1007/s42495-024-00141-3.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu & Ndubuisi Eme Uguru, 2025, "Asymmetric cointegration between capital flight and domestic investment: threshold autoregressive-quintile regression perspective," International Journal of Economic Policy Studies, Springer, volume 19, issue 2, pages 255-274, August, DOI: 10.1007/s42495-025-00150-w.
• Mara Giua & Luca Salvatici & Cristina Vaquero-Piñeiro & Roberto Solazzo, 2025, "Do Territories with Geographical Indications Trade Better?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 1, pages 31-64, March, DOI: 10.1007/s40797-024-00269-3.
• H. Semih Yildirim & Mortaza Baky Haskuee, 2025, "The impact of monetary policy shocks on banks' systemic risk in canada," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 141-175, March, DOI: 10.1007/s12197-024-09700-y.
• Libo Xu, 2025, "Economic downturn and the yield curve: Evidence from Canada and the US," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 2, pages 536-567, June, DOI: 10.1007/s12197-025-09716-y.
• Jodonnis Rodriguez & James Saunoris, 2025, "The influence of macro-financial conditions on consumer spending through sentiment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 4, pages 963-985, December, DOI: 10.1007/s12197-025-09731-z.
• Kamil Fortuna & Janusz Szwabiński, 2025, "An unified framework for modeling credit cycles and systemic risk assessment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 20, issue 2, pages 519-546, April, DOI: 10.1007/s11403-024-00439-7.
• Mohammad Tarique & Zia Malik, 2025, "Asymmetric Impact of Digital Finance on Poverty and Income Inequality Using NARDL Approach: Evidence from Indonesia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 5, pages 16211-16236, November, DOI: 10.1007/s13132-024-02454-2.
• Madiha Kiran & Muhammad Abubakr Naeem & Mustafa Raza Rabbani, 2025, "Evolving Dynamics of Ecological Sustainability: Investigating ESG Investments and Governance Quality in G8 Nations," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 6, pages 17755-17783, December, DOI: 10.1007/s13132-024-02325-w.
• Çağlayan Aslan & Şenay Açikgöz, 2025, "Technology Level Exports, Global Economic Policy Uncertainty, and the Role of Government: A Panel Svar Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 6, pages 18805-18830, December, DOI: 10.1007/s13132-024-02389-8.
• Emiliano Magrini & El Mamoun Amrouk & Bing Qiao, 2025, "The dynamic response of the food import bill to global shipping costs," Journal of Shipping and Trade, Springer, volume 10, issue 1, pages 1-22, December, DOI: 10.1186/s41072-025-00218-y.
• Manu Sharma & Vinish Kathuria, 2025, "Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 2, pages 333-388, June, DOI: 10.1007/s40953-024-00421-x.
• Samahita Phul, 2025, "Effectiveness of Monetary Policy Transmission in Small Open Economy: An Empirical Exploration on India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 2, pages 521-560, June, DOI: 10.1007/s40953-024-00438-2.
• Ernanto & Sudarso Kaderi Wiryono & Taufik Faturohman, 2025, "Macro and micro factors on global copper pricing: a historical data analysis," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 38, issue 4, pages 845-867, December, DOI: 10.1007/s13563-025-00505-x.
• Antonis Tsitouras & Harry Papapanagos, 2025, "The relationships between economic freedom, income inequality, and economic growth: empirical evidence from an asymmetric analysis in the case of Greece," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 24, issue 3, pages 419-454, September, DOI: 10.1007/s10258-025-00269-w.
• Foday Daboh & Keghter Kelvin Kur & Terrence Laurel Knox-Goba, 2025, "Exchange rate volatility and macroeconomic stability in Sierra Leone: using EGARCH and Markov switching regression," SN Business & Economics, Springer, volume 5, issue 9, pages 1-24, September, DOI: 10.1007/s43546-025-00882-z.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2025, "VAR Models with Fat Tails and Dynamic Asymmetry," Springer Books, Springer, in: Stepan Mazur & Pär Österholm, "Recent Developments in Bayesian Econometrics and Their Applications", DOI: 10.1007/978-3-032-00110-8_5.
• Jingjing Lyu & Bernd Süssmuth, 2025, "Global linkages across sectors and frequency bands: a band spectral panel regression approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 161, issue 4, pages 1421-1462, November, DOI: 10.1007/s10290-025-00590-8.
• Lee & Cheng-Wen & Mendy & Patrick A., 2025, "A Bivariate Causality Analysis on the Impact of Foreign Direct Investment Inflows on the Economic Growth of The Gambia," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 4, pages 1-2.
• Cheng-Wen Lee & Patrick A Mendy & Makaireh Dampha & Augustine Sanyang, 2025, "Macroeconomic Dynamics and Growth in The Gambia: Evidence from Cointegration and Granger Causality Analyses," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 4, pages 1-4.
• Chien-Jung Ting & Hsing-Mei Juan, 2025, "Assessing the Association of Popular Attractions with Taiwan’s Inbound Tourist Numbers: The Case of Night-Market Keywords," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 6, pages 1-4.
• Somaiyah Alalmai, 2025, "Exploring the Nexus Between Financial Deepening and Economic Performance: Evidence from Saudi Arabia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 3, pages 1-4.
• Roger Hammersland & Dag Kolsrud, 2025, "Modeling exchange rate, inflation, and interest rate in a small open economy. A data-based approach to estimating a New Keynesian model with rational expectations," Discussion Papers, Statistics Norway, Research Department, number 1026, Aug.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025, "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 753-776, February, DOI: 10.1080/00036846.2024.2305622.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
• Michal Franta, 2025, "The application of multiple-output quantile regression to the US financial cycle," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 6, pages 696-714, July, DOI: 10.1080/07474938.2025.2454410.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2025, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 1, pages 27-43, January, DOI: 10.1080/07350015.2024.2322089.
• Dimitris Korobilis & Maximilian Schröder, 2025, "Probabilistic Quantile Factor Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 3, pages 530-543, July, DOI: 10.1080/07350015.2024.2396956.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2025, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 1119-1131, October, DOI: 10.1080/07350015.2025.2476699.
• Georgios Garafas, 2025, "Assessing the Causal Link Between Human Capital and GDP in Southern European Countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 18, issue 1, pages 27-33, November.
• Mirko Armillotta & Paolo Gorgi & André Lucas, 2025, "Copula tensor count autoregressions for modeling multidimensional integer-valued time series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-004/III, Feb.
• Marina Friedrich & Karim Moussa & Yuliya Shapovalova & David van der Straten, 2025, "Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-025/III, Apr.
• Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
• Yonas Khanna & André Lucas & Norman Seeger, 2025, "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-037/III, May.
• Yicong Lin & André Lucas & Shiqi Ye, 2025, "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-042/III, Jul.
• Etienne Wijler & Andre Lucas, 2025, "An Impartial Look at Asset Correlation Stability and Market Structure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-051/III, Sep.
• Ilka van de Werve & Siem Jan Koopman & Frank Weerman & Arjan Blokland, 2025, "Exploring the crime drop in European Union homicide rates using econometric modelling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-053/III, Sep.
• Kamel GARFA & Mayssa CHAIBI, 2025, "Modeling MENA economies using a GVAR approach: Domestic, regional and international factors," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 61, pages 5-27.
• Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
• Nozipho Sinenhlanhla DUBE & Simiso MSOMI, 2025, "The Exchange Rate Pass-Through: Evidence of South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 9, issue 1, pages 23-47, DOI: 10.1991/jefa.v9i1.a75.
• Mahlatse MABEBA, 2025, "Does Options Bolster Capital Markets in South Africa?," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 9, issue 1, pages 1-22, DOI: 10.1991/jefa.v9i1.a74.
• Fève, Patrick & Moura, Alban, 2025, "Measuring business cycles using vars," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1673, Oct.
• Tae-Hwy Lee & Saerom lee, 2025, "How to Summarize the Survey of Professional Forecasters?," Working Papers, University of California at Riverside, Department of Economics, number 202515, Oct.
• Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
• Jungbin Hwang & Gonzalo Valdés, 2025, "HAR Inference for Quantile Regression in Time Series," Working papers, University of Connecticut, Department of Economics, number 2025-03, Feb.
• Martín Sola & Fabio Spagnolo & Francisco Terfi, 2025, "Big swings in the data and perceived changes in the risk premia," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_02, Apr.
• Delfina Ricordi & Martín Sola & Fabio Spagnolo & Nicola Spagnolo, 2025, "Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_03, Apr.
• Martin Bruns & Helmut Lutkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2025-01, Feb.
• Olga Bondarenko, 2025, "Shockwaves from Ukraine: Trends and Gaps in Agricultural Commodity Prices," Working Papers, National Bank of Ukraine, number 02/2025, Jun, DOI: 10.26531/vnbu2025.wp02.
• Yoosoon Chang & J. Isaac Miller & Joon Y. Park, 2025, "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," Working Papers, Department of Economics, University of Missouri, number 2501, Jan.
• William A. Brock & J. Isaac Miller, 2025, "Polar Amplification Helps Forecast Northern Temperature Anomalies," Working Papers, Department of Economics, University of Missouri, number 2502, Feb.
• Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
• Ali Balkı & Serkan Göksu, 2025, "The Relationship Between Public Expenditures and Economic Growth in the Scope of Economic Classification: The Case of Turkiye," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 72, issue 4.
• Chang Tsangyao & Sheng-Tung Chen & Mei-Chih Wang, 2025, "Using Bootstrap Fourier Granger Causality Test in Quantiles to Re-examine Pollution Haven/Halo Hypotheses in China and G3 Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 72, issue 4, pages 483-499.
• Michalak Joanna, 2025, "Affect Indicators for Stock Market Forecasting," Central European Economic Journal, Sciendo, volume 12, issue 59, pages 412-432, DOI: 10.2478/ceej-2025-0024.
• Moussir Charaf-Eddine, 2025, "Morocco’s Economic Prospects: A Dynamic ARDL Simulation on Global Value Chain Integration," Economics, Sciendo, volume 13, issue 1, pages 179-196, DOI: 10.2478/eoik-2025-0009.
• Bimenyimana Jean-Claude & Mei-sheng Dong & Jallow Momodou Lamin, 2025, "Is the Stock Market A “Barometer” of the Economy? Based on South Africa Comprehensive Analysis," Economics, Sciendo, volume 13, issue 3, pages 409-427, DOI: 10.2478/eoik-2025-0072.
• Hechmi Soumaya, 2025, "Beyond Sunlight: How Co2 Emissions, Coal Lock-in, and Global Finance Shape Australia’s Solar Energy Consumption - An ARDL Analysis with Robustness Checks," Economics, Sciendo, volume 13, issue 4, pages 257-276, DOI: 10.2478/eoik-2025-0095.
• Neugebauer Jan & Vokoun Marek, 2025, "Symbiotic harmony: Exploring the interplay between investment strategies and insurance in the Czech Republic," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 2, pages 1-18, DOI: 10.2478/fiqf-2025-0008.
• Bouyacoub Brahim, 2025, "Examining the Volatility of Oil Revenue and its Impact on Algeria’s Macroeconomic Stability," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 73-94, DOI: 10.2478/foli-2025-0004.
• Doszyń Mariusz & Batóg Barbara & Majda Paweł & Pajor Mirosław & Rozkrut Dominik & Rozkrut Monika & Tarczyńska-Łuniewska Małgorzata, 2025, "Econometric Modelling of the Impact of Metrology on the Economy in Poland," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 95-113, DOI: 10.2478/foli-2025-0005.
• Kovalchuk Olha & Berezka Kateryna & Karpyshyn Natalia, 2025, "Model of Security-Economic Transformations: The Context of Contemporary International Conflicts. Preliminary Evaluations," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 2, pages 172-189, DOI: 10.2478/foli-2025-0028.
• Boğa Semra & Erkişi Kemal, 2025, "Financial Inclusion, Carbon Footprint and Human Development Nexus: The Case of Türkiye," South East European Journal of Economics and Business, Sciendo, volume 20, issue 1, pages 1-14, DOI: 10.2478/jeb-2025-0001.
• Grbić Milka & Ivanović Vladan & Atanasijević Jasna, 2025, "Long-Run and Short-Run Relationship between Agricultural Value Added and Economic Growth: Empirical Evidence from Serbia," South East European Journal of Economics and Business, Sciendo, volume 20, issue 2, pages 134-148, DOI: 10.2478/jeb-2025-0023.
• Aydın Atilla, 2025, "Testing The Prebisch-Singer Hypothesis for the Turkish Economy: Evidence from Recent Time Series Techniques," Zagreb International Review of Economics and Business, Sciendo, volume 28, issue 2, pages 155-176, DOI: 10.2478/zireb-2025-0020.
• Mehmet Burak Turgut & Grzegorz Wesołowski, 2025, "International spillovers of fiscal news shocks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-05.
• Yufei Sun, 2025, "A survey of statistical arbitrage pairs trading strategies with non-machine learning methods, 2016-2023," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-19.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Principal Component Analysis Methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-21.
• Olivier Niyitegeka & Sheunesu Zhou, 2025, "Reassessing the Fisher Effect in South Africa: A Dynamic Bivariate and Time-Frequency Approach to Regional Disparities in Monetary Policy Transmission," Economic Research Guardian, Mutascu Publishing, volume 15, issue 2, pages 268-293, December.
• Mohammed Merabet, 2025, "Reassessing the Fisher Effect in South Africa: A Dynamic Bivariate and Time-Frequency Approach to Regional Disparities in Monetary Policy Transmission," Economic Research Guardian, Mutascu Publishing, volume 15, issue 2, pages 294-313, December.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Kadie S. Clark & J. Isaac Miller, 2025, "Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado," Environmetrics, John Wiley & Sons, Ltd., volume 36, issue 3, April, DOI: 10.1002/env.70007.
• Emanuele Campiglio & Luca De Angelis & Paolo Neri & Ginevra Scalisi, 2025, "From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets," Environmetrics, John Wiley & Sons, Ltd., volume 36, issue 3, April, DOI: 10.1002/env.70012.
• Sophocles N. Brissimis & Michalis‐Panayiotis Papafilis, 2025, "The Credit Channel of Monetary Transmission in the US: Is It a Bank Lending Channel, a Balance Sheet Channel or Both or Neither?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 3521-3534, October, DOI: 10.1002/ijfe.3077.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2025, "Tracking Economic Activity With Alternative High‐Frequency Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 3, pages 270-290, April, DOI: 10.1002/jae.3104.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2025, "Dynamic Effects of Persistent Shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 380-394, June, DOI: 10.1002/jae.3115.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 395-410, June, DOI: 10.1002/jae.3113.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2025, "Dynamic Mixture Vector Autoregressions With Score‐Driven Weights," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 455-470, June, DOI: 10.1002/jae.3119.
• Daan Opschoor & Dick van Dijk, 2025, "Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 7, pages 829-845, November, DOI: 10.1002/jae.70007.
• Emile du Plessis & Ulrich Fritsche, 2025, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 1, pages 3-40, January, DOI: 10.1002/for.3184.
• Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
• Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2025, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 7, pages 1907-1929, October, DOI: 10.1111/jmcb.13197.
• Mario Forni & Alessandro Franconi & Luca Gambetti & Luca Sala, 2025, "Asymmetric transmission of oil supply news," Quantitative Economics, Econometric Society, volume 16, issue 3, pages 947-979, July, DOI: 10.3982/QE2548.
• Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024, "Higher-Order Moment Inequality Restrictions for SVARs," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1537.
• Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
• Flávio Alberti Docha & Carlos Enrique Carrasco-Gutierrez, 2025, "Comparing Consumption-based Asset Pricing Models: Evidence from Brazil," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-33, March, DOI: 10.1142/S201049522550006X.
• Joseph Chukwudi Odionye & Marius Ikpe & Augustine Chika Odo & Farah Yasin Farah Abdelkhair & Ndubuisi Agoh & Obianuju Fredrick Umelo, 2025, "Economic Policy Uncertainty and Foreign Capital Flows Dynamics: Accounting for Asymmetry and Multiple Structural Breaks in Panel Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 02, pages 1-41, June, DOI: 10.1142/S2010495225500095.
• Mehmet Metin Dam & Ahmet Faruk Aysan & Halil AltintaÅž & Mustafa Naimoglu, 2025, "A Novel Approach to Analyzing Nonlinear Effects of Decomposed Oil Shocks on Global Stock Market Indices: Evidence From Nardl and Wavelet Coherence," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 02, pages 1-48, June, DOI: 10.1142/S2010495225500113.
• Pham Tien Dat & Tran Thi Kim Oanh, 2025, "Linkage Between Financial Inclusion, Financial Development and Financial Stability: Perspectives From Developing and Developed Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 04, pages 1-28, December, DOI: 10.1142/S2010495225500228.
• Emmanuel Uche & Nicholas Ngepah & Chinegbonkpa Hope Nwakanma, 2025, "Geopolitical Tensions, Policy Uncertainties, and Human Misery in Developing Countries: Exploring Sustainable Development Paths in 17 Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-24, June, DOI: 10.1142/S1793993325500103.
• Toan Luu Duc Huynh & Mei Wang & Vinh Xuan Vo, 2025, "Economic Policy Uncertainty And The Bitcoin Market: An Investigation In The Covid-19 Pandemic With Transfer Entropy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 03, pages 647-673, June, DOI: 10.1142/S0217590821500119.
• Rajibur Reza & Gurudeo Anand Tularam & Bin Li, 2025, "Are Water Indices Cointegrated with the World Water Markets? Evidence Based on an ARDL Bounds Testing Approach," Water Economics and Policy (WEP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-44, June, DOI: 10.1142/S2382624X24500152.
• Pierre Perron, 2025, "Econometrics Volume 1:Basic Theory and Topics for Cross-Section Data," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14246, ISBN: ARRAY(0x606aa968), September.
• Hyeon-seung Huh & David Kim, 2025, "Dissecting Monetary Policy Shocks in Sign-Restricted SVAR Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-245, Jun.
• Hyeon-seung Huh & David Kim, 2025, "An empirical assessment of the influence of informative rotation prior in the sign-identified SVAR model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-246, Jun.
• Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
• Anttonen, Jetro & Lehmus, Markku, 2025, "Geopoliittisten shokkien välittyminen Suomen inflaatioon ja bruttokansantuotteeseen," BoF Economics Review, Bank of Finland, number 2/2025.
• Verona, Fabio, 2025, "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2025.
• Anttonen, Jetro & Lehmus, Markku, 2025, "Geopolitical surprises and macroeconomic shocks: A tale of two events," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2025.