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

• 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," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2025, Jan.
• Hilde C. Bjørnland & Jamie L. Cross & Jonas Hölz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2025, Mar.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2025, May.
• Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2025, Dec.
• Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025, "Convertible Bonds and Firm Value: Evidence from China and Beyond," Working Papers, University of Macau, Faculty of Business Administration, number 202522, Mar.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2025, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Working Papers, University of Macau, Faculty of Business Administration, number 202526, Mar.
• Xiaohu Wang & Weilin Xiao & Jun Yu & Chen Zhang, 2025, "Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data," Working Papers, University of Macau, Faculty of Business Administration, number 202527, Mar.
• Tom Doan, 2025, "BALCILARGUPTAMILLER_EE2015: RATS program to replicate Balcilar, Gupta, Miller(2015) Markov Switching VECM," Statistical Software Components, Boston College Department of Economics, number RTZ00192, revised .
• Tom Doan, 2025, "FARRANT_PEERSMAN_JMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's," Statistical Software Components, Boston College Department of Economics, number RTZ00200, revised .
• Tom Doan, 2025, "FRY_PAGAN_JEL2011: RATS program to demonstrate Fry-Pagan(2011) median target estimates for impulse response functions," Statistical Software Components, Boston College Department of Economics, number RTZ00201, revised .
• Pablo Guerron-Quintana & James M. Nason, 2025, "Bayesian estimation of DSGE models: An update," Boston College Working Papers in Economics, Boston College Department of Economics, number 1097, Sep.
• Georgios Palaiodimos & Dimitris Papageorgiou, 2025, "VAT rate shocks and inflation: a theoretical and empirical analysis for Greece," Economic Bulletin, Bank of Greece, issue 61, pages 7-32, July, DOI: 10.52903/econbull20256101.
• Stephen Hall & George Tavlas, 2025, "Quantifying Federal Reserve credibility," Working Papers, Bank of Greece, number 340, Apr, DOI: 10.52903/wp2025340.
• Giuseppe Cavaliere & Luca Fanelli & Marco Mazzali, 2025, "The Size and Uncertainty of Government Spending Multipliers in Italian Regions," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1216, Nov.
• Christian Bayer & Luis Calderon & Moritz Kuhn, 2025, "Distributional Dynamics," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_625, Jan.
• Anguiano-Pita Javier Emmanuel & Ruiz-Porras Antonio, 2025, "Regional Blocs and the Transmission of US Shocks: A GVAR Modeling Approach," Journal of Globalization and Development, De Gruyter, volume 16, issue 1, pages 75-104, DOI: 10.1515/jgd-2024-0066.
• Mattera Raffaele, 2025, "Forecasting High-Dimensional Portfolios," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 1, pages 35-67, DOI: 10.1515/jtse-2023-0011.
• Wang Yu, 2025, "Revisiting the Revenue-Spending Nexus in the United States: A Time-Frequency Perspective," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 119-140, DOI: 10.1515/jtse-2025-0004.
• Spanos Aris, 2025, "The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From?," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 69-117, DOI: 10.1515/jtse-2024-0008.
• Akçay Selçuk, 2025, "Time-Varying Causality Impact of Global Economic Conditions Index on Remittances in Lebanon," Review of Middle East Economics and Finance, De Gruyter, volume 21, issue 1, pages 73-90, DOI: 10.1515/rmeef-2025-0002.
• Ben Moussa Wided & Troudi Marwa, 2025, "ODA and Financial Inclusion: How is the Impact Transmitted in MENA Countries?," Review of Middle East Economics and Finance, De Gruyter, volume 21, issue 3, pages 269-294, DOI: 10.1515/rmeef-2025-0004.
• Herculano Miguel C. & Jacob Punnoose, 2025, "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 19-38, DOI: 10.1515/snde-2022-0115.
• Blazsek Szabolcs & Jörding August & Rai Simran, 2025, "Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 95-128, DOI: 10.1515/snde-2023-0019.
• Imran Zulfiqar A. & Ahad Muhammad & Ahmad Mobeen & Hameed Imran, 2025, "Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 3, pages 367-404, DOI: 10.1515/snde-2023-0083.
• Sanhaji Bilel, 2025, "A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 425-436, DOI: 10.1515/snde-2023-0109.
• Azad Nahiyan Faisal & Serletis Apostolos, 2025, "Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 447-467, DOI: 10.1515/snde-2023-0108.
• Berger Tino & Hienzsch Sebastian, 2025, "Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 541-559, DOI: 10.1515/snde-2023-0093.
• Sabu Anjana & Mohandas Vineeth, 2025, "The Impact of International Remittances on Public Debt Sustainability in Kerala: Evidence from the FMOLS Approach," Statistics, Politics and Policy, De Gruyter, volume 16, issue 3, pages 331-358, DOI: 10.1515/spp-2025-0004.
• Papastaikoudis, I. & Watson, J. & Lestas, I., 2025, "Misinformation and Market Dynamics: A Cyber-Physical Network Framework for Belief Formation, Consensus, and Welfare Implications," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2546, Jun.
• Xu, R. & Fan, Q., 2025, "Single-Index Quantile Factor Model with Observed Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2562, Sep.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2025, "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2569, Oct.
• Bachmair, K. & Schmitz, N., 2025, "Forecasting Macro with Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2574, Nov.
• Mugrabi, Farah & Rünstler, Gerhard, 2025, "Housing and Credit Cycles in Ireland," Research Technical Papers, Central Bank of Ireland, number 16/RT/25, Oct.
• Aydin Yakut, Dilan, 2025, "Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation," Research Technical Papers, Central Bank of Ireland, number 3/RT/25, May.
• Minford, Patrick & Xu, Yongdeng, 2025, "Indirect Inference for the Identification of Star Variables in Macroeconomic Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/8, Mar.
• Stephanie Ettmeier & Alexander Kriwoluzky & Moritz Schularick & Lucas ter Steege, 2025, "Fatal Austerity," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp801, Oct.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025, "Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants," CESifo Working Paper Series, CESifo, number 11667.
• Jesús Fernández-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," CESifo Working Paper Series, CESifo, number 11684.
• Marc Gronwald & Sania Wadud, 2025, "Green Bond Returns and the Dynamics of Green and Conventional Financial Markets: An Analysis Using a Thick Pen," CESifo Working Paper Series, CESifo, number 11773.
• Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Særkjær, 2025, "The Inflation Uncertainty Amplifier," CESifo Working Paper Series, CESifo, number 11853.
• Christina Anderl & Guglielmo Maria Caporale, 2025, "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series, CESifo, number 11924.
• Stefano Di Bucchianico & Mario Di Serio & Matteo Fragetta & Giovanni Melina, 2025, "Time-Varying Impacts of Government Spending on CO2 Emissions," CESifo Working Paper Series, CESifo, number 11960.
• Evžen Kočenda & Peter Albrecht & Daniel Pastorek, 2025, "Geopolitical Risk and Extreme Spillovers Among Oil-Based Energy Commodities," CESifo Working Paper Series, CESifo, number 12133.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach," CESifo Working Paper Series, CESifo, number 12143.
• Stefano Fasani & Giuseppe Pagano Giorgianni & Valeria Patella & Lorenza Rossi, 2025, "Belief Distortions and Uncertainty About Inflation," CESifo Working Paper Series, CESifo, number 12209.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks," CESifo Working Paper Series, CESifo, number 12225.
• Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Særkjær, 2025, "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," CESifo Working Paper Series, CESifo, number 12246.
• Maximilian Boeck & Zeno Enders & Michael Kleemann & Gernot Müller, 2025, "Dancing in the Dark: Sentiment Shocks and Economic Activity," CESifo Working Paper Series, CESifo, number 12252.
• Filippo Bontadini & Valentina Meliciani & Maria Savona & Ariel Wirkierman, 2025, "European Regional Resilience to Supply Shocks Diffused Through Global Value Chains," CESifo Working Paper Series, CESifo, number 12316.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness," CESifo Working Paper Series, CESifo, number 12333.
• Friederike Fourné & Lara Zarges, 2025, "Identifying Macroeconomic Shocks Using Firm-Level Data: Material Shortages in The German Manufacturing Sector," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 418.
• Zhimin Chen & Bryan T. Kelly & Semyon Malamud, 2025, "Limits To (Machine) Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-106, Dec.
• MD Nazmul Ahsan & Jean-Marie Dufour & Gabriel Rodriguez, 2025, "Modèles de volatilité stochastique à haute dimension: applications à l’incertitude macroéconomique au Québec et au Canada," CIRANO Project Reports, CIRANO, number 2025rp-19, Sep.
• Kevin Moran & Dalibor Stevanovic, 2025, "Chocs macroéconomiques et finances publiques au Canada et au Québec," CIRANO Project Reports, CIRANO, number 2025rp-29, Dec.
• Alain Guay & Dalibor Stevanovic, 2025, "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," CIRANO Working Papers, CIRANO, number 2025s-26, Sep.
• Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025, "Data-Driven Learning About Trend Productivity Growth," CIRANO Working Papers, CIRANO, number 2025s-29, Oct.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "Testing shock independence in Gaussian structural VARs," Working Papers, CEMFI, number wp2025_2532, Dec.
• Jan Janku & Simona Malovana & Josef Bajzik & Klara Moravcova & Ngoc Anh Ngo, 2025, "Credit Shocks Fade, Output Shocks Persist: A Meta-Analysis of 2,600 VAR Estimates Across 63 Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/12, Sep.
• Daniel Stodt, 2025, "Non-Linearity of Government Spending Multiplier: The Case of a Small Open Economy," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/3, Mar.
• Francesco Zanetti & Jesus Fernandez-Villaverde & Yiliang Li & Le Xu, 2025, "Charting the Uncharted: The (Un)Intended Consaequences of Oil Sanctions and Dark Shipping," CIGS Working Paper Series, The Canon Institute for Global Studies, number 25-009E, Feb.
• Aamir Aijaz Syed & Alka Singh, 2025, "Are Sustainable Cryptocurrencies Immune to Policy Uncertainties? Unveiling the Asymmetric Implications of Climate and Global Economic Policy Uncertainty for Green Cryptocurrencies
  [¿Las criptomonedas sostenibles son inmunes a la incertidumbre polí," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-35, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Ricardo Apolinar & Pavel Vidal & Víctor Giménez, 2025, "Inversión extranjera directa y desarrollo humano en América Latina: ¿dependencia extractiva o transferencia tecnológica?
  [Foreign Direct Investment and human development: the case of Latin America (1990-2021)]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-25, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• José Rodrigo Vélez Molano & María Inés Barbosa Camargo & Andrea Paola Andrade Molero & Michael Steven Ávila Calderón, 2025, "Transmisión entre los precios de los ADR y de las acciones colombianas que cotizan en bolsa: un análisis VAR-X y VEC-X
  [Transmission Between the Prices of ADRs and Colombian Stocks Listed on the Stock Exchange: a VAR-X and VEC-X Analysis]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-37, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Bauwens, Luc & Xu, Yongdeng, 2025, "DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3345, Jan, DOI: https://doi.org/10.1016/j.ijforecas.
• Bauwens, Luc & Otranto, Edoardo, 2025, "Realized covariance models with time-varying parameters and spillover effects," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3347, Mar, DOI: https://doi.org/10.1177/1471082X251.
• Bauwens, Luc & Xu, Yongdeng, 2025, "The contribution of realized variance–covariance models to the economic value of volatility timing," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3348, Jun, DOI: https://doi.org/10.1016/j.ijforecas.
• Bayer, Christian & Kuhn, Moritz & Calderon, Luis, 2025, "Distributional Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 19829, Jan.
• Chernov, Mikhail & Elenev, Vadim & Song, Dongho, 2025, "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," CEPR Discussion Papers, Centre for Economic Policy Research, number 19836, Jan.
• Gonzalez-Casasus, Oriol & Schorfheide, Frank, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," CEPR Discussion Papers, Centre for Economic Policy Research, number 19915, Feb.
• Ben Zeev, Nadav & Ramey, Valerie & Zubairy, Sarah, 2025, "Do Government Spending Multipliers Depend on the Sign of the Shock?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19941, Feb.
• Fernández-Villaverde, Jesús & Li, Yiliang & Xu, Le & Zanetti, Francesco, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," CEPR Discussion Papers, Centre for Economic Policy Research, number 20009, Mar.
• Inoue, Atsushi & Kilian, Lutz, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 20159, Apr.
• Caballero, Ricardo & Caravello, Tomás & Simsek, Alp, 2025, "FCI-star," CEPR Discussion Papers, Centre for Economic Policy Research, number 20362, Jun.
• Leiva-Leon, Danilo & Sheremirov, Slavik & Tang, Jenny & ZakrajÅ¡ek, Egon, 2025, "Inflation Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 20574, Aug.
• Marcellino, Massimiliano & Tornese, Tommaso, 2025, "An Empirical Investigation of the Effects of Monetary Policy Shocks on the Italian Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 20661, Sep.
• Gargiulo, Valeria & Inoue, Atsushi & Rossi, Barbara, 2025, "A New Approach to Fiscal Multipliers: Time Variation and High Frequency Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 20670, Sep.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2025, "Testing Shock Independence in Gaussian Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 20975, Dec.
• 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(0x52e58250).
• 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.
• Kliem, Martin & Metiu, Norbert, 2025, "Shaping the financial cycle through monetary policy," Discussion Papers, Deutsche Bundesbank, number 33/2025.
• Mokinski, Frieder & Roth, Markus, 2025, "Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions," Discussion Papers, Deutsche Bundesbank, number 35/2025, DOI: 10.71734/DP-2025-35.
• Fu, Bowen & Mendieta-Munoz, Ivan, 2025, "Trend inflation and structural shocks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 308793.
• Li, Mengheng & Mendieta-Munoz, Ivan, 2025, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 320299.
• Montano Pierina & Quineche, Ricardo & Tipo, Royer, 2025, "Distributional Patterns in US Monetary Transmission: Quantile Cointegration Evidence," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323756.
• Barrales-Ruiz, Jose & Kim, Gyeongho & Mendieta-Munoz, Ivan, 2025, "Time-varying endogenous productivity growth dynamics," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330302.
• Barrales-Ruiz, Jose & Mendieta-Munoz, Ivan, 2025, "Are macro-financial linkages stable or time-varying? Evidence from Bayesian vector autoregressions," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330707.
• Maridueña-Larrea, Ángel & Martín-Román, Ángel & Porras-Arena, Sylvina, 2025, "Heterogeneity and spatial dependence in Okun's law: a global view," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1597.
• Martín-Román, Javier & Martín-Román, Ángel L., 2025, "An Impact Evaluation of the Effects of Income Support Benefits on Aggregate Labour Supply," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1682.
• Hayo, Bernd & Zahner, Johannes, 2025, "Fiscal talks: Parliamentary debates and government expenditure," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 226.
• Centorrino, Samuele & Diakantoni, Antonia & Keck, Alexander & Ruta, Michele & Sztajerowska, Monika & Wei, Yuting, 2025, "Measuring global trade policy activity," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2025-07.
• 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, revised Jun 2026, DOI: 10.24149/wp2511r1.
• 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 M. 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.
• Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
• Bernadette Dia Kamgnia & Kan David N’Dri, 2025, "Hunger and Malnutrition in a COVID-19 Environment: What Are the Effects Amidst Rising Food Prices in Sub-Saharan Africa?," Economies, MDPI, volume 13, issue 6, pages 1-26, June.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2025, "Nowcasting Peru's GDP with Machine Learning Methods," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2025, Feb.
• Hassnae Hammou Ou Ali, 2025, "Monetary policy and real estate asset prices in Morocco," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2025, Feb, revised 04 Mar 2025.
• Olga Bondarenko, 2025, "Shockwaves from Ukraine: Trends and Gaps in Agricultural Commodity Prices," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2025, Feb.
• Delia Ruiz & Diego Franco & Walter Cuba, 2025, "The LCR Premium in Peru: Estimating the Impact of a Regulatory Supply Shock on LCR Ratio," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2025, Aug.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Business School - Economics, University of Glasgow, number 2025_09, May.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Business School - Economics, University of Glasgow, number 2025_12, Dec.
• Daniele Colombo & Francesco Toni, 2025, "Gas Prices and the Macroeconomy," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-20, May, revised Jul 2026.
• Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025, "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers, The George Washington University, The Center for Economic Research, number 2025-002, Apr.
• Oussama Houari & Hamza Bennani & Quentin Bro de Comères, 2025, "Climate risks and economic activity in France: Evidence from media coverage," Post-Print, HAL, number hal-05057381, May, DOI: 10.1016/j.jimonfin.2025.103340.
• Ally Manengu, 2025, "Public Expenditure, Governance And Economic Growth: An Empirical Analysis Applied To The Case Of The Democratic Republic Of Congo
  [Depenses Publiques, Gouvernance Et Croissance Economique : Une Analyse Empirique Appliquee Au Cas De La Republique D," Post-Print, HAL, number hal-05058391, May.
• Martin Faulques & Jean Bonnet & Sébastien Bourdin, 2025, "A comprehensive study of the effect of biogas units on real estate prices in France," Post-Print, HAL, number hal-05089177, May, DOI: 10.1016/j.eneco.2025.108488.
• Mamadou Dit Koro Sidibé & Mariama Sacko & Tahirou Tangara & Issa Sacko, 2025, "Access to electricity and human development in Mali: an empirical assessment based on the ARDL model
  [Accès à l'électricité et développement humain au Mali : une évaluation empirique fondée sur le modèle ARDL]," Post-Print, HAL, number hal-05242320, Sep, DOI: 10.5281/zenodo.17050639.
• Étienne Fakaba Sissoko, 2025, "COLLAPSE THROUGH CONTRADICTED RESILIENCE : Political Instability, Human Capital and Economic Growth in Mali and the Sahel
  [EFFONDREMENT PAR RÉSILIENCE CONTRARIÉE : Instabilité politique, capital humain et croissance économique au Mali et dans le S," Post-Print, HAL, number hal-05305758, DOI: 10.5281/zenodo.17282370.
• Christian Francq & Jean-Michel Zakoïan, 2025, "Finite moments testing in a general class of nonlinear time series models," Post-Print, HAL, number hal-05417035, Nov, DOI: 10.3150/24-BEJ1820.
• Christian Francq & Jean-Michel Zakoïan, 2025, "Inference on dynamic systemic risk measures," Post-Print, HAL, number hal-05417049, Jan, DOI: 10.1016/j.jeconom.2024.105936.
• Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025, "A General Equilibrium Approach to Carbon Permit Banking," Working Papers, HAL, number hal-04861311.
• Ayden Higgins & Koen Jochmans, 2025, "Learning Markov Processes with Latent Variables," Working Papers, HAL, number hal-04969515, Feb.
• Nesrine Mechri & Saker Sabkha, 2023, "Geopolitical Risk, Inflation, and Commodity Shocks in MENA: Evidence from a VECM-HAC-DCC Framework," Working Papers, HAL, number hal-05299155, Mar.
• Patrick Fève & Alban Moura, 2025, "Measuring business cycles using vars," Working Papers, HAL, number hal-05314678, Oct.
• Michel Lubrano & Pierre Michel, 2025, "Covid-19 vaccine benefit during the Omicron wave in France," Working Papers, HAL, number hal-05421436, Jun.
• Karlsson, Sune & Mazur, Stepan & Raftab, Mariya, 2025, "Identifying Useful Indicators for Nowcasting GDP in Sweden," Working Papers, Örebro University, School of Business, number 2025:4, Feb.
• Karlsson, Sune & Österholm, Pär, 2025, "On the Stability of Macroeconomic Relationships in Australia," Working Papers, Örebro University, School of Business, number 2025:15, Nov.
• Amira Benachour & Hanane Abdelmalek & Lamine Tarhlissia & Fella Bouchelghoum, 2025, "The Impact of Exports, Imports, and the Exchange Rate on Algeria's Economic Growth," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 121-134, March, DOI: 10.33146/2307-9878-2025-1(107)-121-.
• Larrahondo, Cristhian & Chávez, Augusto & Giles Álvarez, Laura & Andrian, Leandro Gaston, 2025, "The exchange rate passthrough to domestic prices, new evidence from Colombia," IDB Publications (Working Papers), Inter-American Development Bank, number 13959, Jan, DOI: http://dx.doi.org/10.18235/0013378.
• Afees A. Salisu & Nuruddeen Usman & Godday UWAWUNKONYE Ebuh, 2025, "Testing Fractional Inflation Persistence in the West African Monetary Zone," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 367-388, October, DOI: https://doi.org/10.59091/2460-9196..
• Todd E. Clark & Matthew V. Gordon & Saeed Zaman, 2025, "Forecasting Core Inflation and Its Goods, Housing, and Supercore Components," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 4, pages 351-403, October.
• Stefano Di Bucchianico & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2025, "Time-Varying Impacts of Government Spending on CO2 Emissions," IMF Working Papers, International Monetary Fund, number 2025/132, Jul.
• Samuele Centorrino & Antonia Diakantoni & Alexander Keck & Michele Ruta & Monika Sztajerowska & Yuting Wei, 2025, "Measuring Global Trade Policy Activity," IMF Working Papers, International Monetary Fund, number 2025/220, Oct.
• Josué Alan Cantú Esquivel & Salvador Cruz Aké & Ana Lorena Jiménez Preciado, 2025, "Evaluación de la consistencia de las betas en el modelo de CAPM mediante un análisis de bootstraps con memoria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Dilip M. Nachane, 2025, "Maximum entropy spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2025-020, Jul.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2025, "Robust Price Discovery to Heavy-Tailed Market Shocks," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2025-1, Dec.
• Yoosoon Chang & Soyoung Kim & Joon Park, 2025, "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-002 Classification- , Apr.
• Mateo Ljubisic, 2025, "Guiding through uncertainty: nowcasting the GDP of Croatia," Public Sector Economics, Institute of Public Finance, volume 49, issue 2, pages 185-211, DOI: 10.3326/pse.49.2.1.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025, "Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0366, Jan.
• Hugo Morão, 2025, "The Economic Effects of Tensions in Energy Transportation," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0384, Jul.
• Hugo Morão, 2025, "Uncertainty in climate policy and energy industry," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0393, Sep.
• Hugo Morão, 2025, "The macroeconomic effects of climate policy uncertainty: Evidence from Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0394, Sep.
• Shreya Pal & Mantu Kumar Mahalik, 2025, "The Role of Real Exchange Rate in India’s Service Export: Do Remittances Inflows Matter in Post Liberalization-Era?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 1, pages 19-39, March, DOI: 10.1007/s10690-023-09444-5.
• Nilotpal Sarma & Priyanshu Tiwari & Prabina Rajib, 2025, "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds- Where Soybean Leads, Others Follow," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 447-463, June, DOI: 10.1007/s10690-024-09458-7.
• Khyati Kathuria & Nand Kumar, 2025, "Examining the Dynamics of India’s Major Exchange Rates Using Fourier Nonlinear Quantile Unit Root Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 855-870, September, DOI: 10.1007/s10690-024-09473-8.
• Ha-Phuong Bui & Thai Hong Le, 2025, "Liquidity Connectedness Among Major Financial Asset Classes: Do Uncertainty Factors Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 997-1019, September, DOI: 10.1007/s10690-024-09478-3.
• Kwame Annin & Kofi Agyarko Ababio & Solomon Sarpong, 2025, "Dynamic Risk Spillover in International Real Estate Investment Trusts: Implications for Asset Investors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1519-1550, December, DOI: 10.1007/s10690-024-09496-1.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Rodolphe Buda, 2025, "Building an Annual Retrospective for French Labor Market (1959–1975) As a Complement of the INSEE’s Time Series (1975–2021)," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 1, pages 507-542, January, DOI: 10.1007/s10614-024-10661-x.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2025, "Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 2, pages 1083-1146, February, DOI: 10.1007/s10614-024-10772-5.
• Bhaskar Tripathi & Rakesh Kumar Sharma, 2025, "Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2649-2677, May, DOI: 10.1007/s10614-024-10655-9.
• Xiaoye Jin, 2025, "Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 3, pages 1877-1909, September, DOI: 10.1007/s10614-024-10779-y.
• Cristina Amado, 2025, "Outlier Robust Specification of Multiplicative Time-Varying Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4107-4135, November, DOI: 10.1007/s10614-024-10838-4.
• Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025, "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4727-4762, December, DOI: 10.1007/s10614-025-10867-7.
• Mustafa Ozan Yildirim & Özge Filiz Yildirim, 2025, "What drives house prices in Turkey? Evidence from Bayesian SVAR model," Economic Change and Restructuring, Springer, volume 58, issue 1, pages 1-24, February, DOI: 10.1007/s10644-024-09845-0.
• Xiaotian Dong & Xiaoqing Wong & Meng Qin & Oana-Ramona Lobont & Muhammad Umar, 2025, "Forest investment in China: an efficient way to climate and economic security?," Economic Change and Restructuring, Springer, volume 58, issue 1, pages 1-22, February, DOI: 10.1007/s10644-024-09853-0.
• Xiaotian Dong & Xiaoqing Wong & Meng Qin & Oana-Ramona Lobont & Muhammad Umar, 2025, "Correction: Forest investment in China: an efficient way to climate and economic security?," Economic Change and Restructuring, Springer, volume 58, issue 2, pages 1-2, April, DOI: 10.1007/s10644-025-09857-4.
• Jan Radovan & Igor Masten, 2025, "Nowcasting economic activity in a small open CESEE economy using mixed frequency data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 52, issue 4, pages 721-776, November, DOI: 10.1007/s10663-025-09656-0.
• Moayad Al Rasasi & Hussain Alramadan, 2025, "The Asymmetric Effects of Global Food Prices on Domestic Prices in Saudi Arabia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 1, pages 1-13, May, DOI: 10.1007/s11294-025-09929-1.
• Michał Rubaszek & Karol Szafranek, 2025, "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, volume 22, issue 1, pages 1-22, February, DOI: 10.1007/s10368-024-00636-6.
• William W. Chow, 2025, "Inflation cost of strategic goods export restriction: evidence from dynamic spatial panel data model," International Economics and Economic Policy, Springer, volume 22, issue 4, pages 1-25, October, DOI: 10.1007/s10368-025-00694-4.
• Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.