Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

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

2025

• Francq, Christian & Zakoïan, Jean-Michel, 2025, "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105936.
• Antoine, Bertille & Sun, Wenqian, 2025, "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105814.
• Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025, "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105971.
• Korobilis, Dimitris & Schröder, Maximilian, 2025, "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105730.
• Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver, 2025, "Estimating time-varying networks for high-dimensional time series," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105941.
• Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
• Chen, Han & Fei, Yijie & Yu, Jun, 2025, "Multivariate stochastic volatility models based on generalized Fisher transformation," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106041.
• Li, Dong & Qiao, Xinghao & Wang, Zihan, 2025, "Factor-guided estimation of large covariance matrix function with conditional functional sparsity," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106070.
• Artemova, Mariia, 2025, "An order-invariant score-driven dynamic factor model," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106073.
• Chen, Yi-Ting & Liu, Chu-An & Su, Jiun-Hua, 2025, "Bregman model averaging for forecast combination," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106076.
• Dzikowski, Daniel & Jentsch, Carsten, 2025, "Structural periodic vector autoregressions," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106099.
• Duffy, James A. & Mavroeidis, Sophocles & Wycherley, Sam, 2025, "Cointegration with occasionally binding constraints," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106103.
• Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
• Wróblewska, Justyna, 2025, "Bayesian analysis of seasonally cointegrated VAR models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 55-70, DOI: 10.1016/j.ecosta.2023.02.002.
• Bagliano, Fabio C. & Morana, Claudio, 2025, "Eurozone economic integration: Historical developments and new challenges ahead," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105023.
• De Santis, Roberto A. & Tornese, Tommaso, 2025, "Energy supply shocks’ nonlinearities on output and prices," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105037.
• De Santis, Roberto A. & Tornese, Tommaso, 2025, "Macroeconomic regime change and the size of supply chain disruption and energy supply shocks," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105077.
• Gunay, Samet & Dömötör, Barbara & Víg, Attila András, 2025, "Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101262.
• Jursa, Lukáš & Janků, Jan, 2025, "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101305.
• García-Figal, Alejandro & García-Borroto, Milton & Lage-Codorniu, Carlos & Mulet, Roberto & Lage-Castellanos, Alejandro, 2025, "Dynamics and predictability in informal currency markets: The case of the Cuban Peso," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101374.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
• Shen, Shulin & Zhang, Yixuan & Zivot, Eric, 2025, "Improving information leadership share for measuring price discovery," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101638.
• Antanas Laurinavicius & Chaleun Vongmileuth & Sonesavanh Vongmileuth & Algimantas Laurinavicius & Shin-Hung Pan & Bisharat Hussain Chang, 2025, "Energy demand response to the dynamics of the currency valuation: Evidence from G7 countries," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 1, pages 1-34, March.
• Kashif Ahmed Bhatty & Antanas Laurinavicius & Algimantas Laurinavicius & Bisharat Hussain Chang & Haitham M. ALZOUBI & Waseem Ahmed Channa, 2025, "Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 2, pages 1-35, June.
• ENNADIFI Imane & KADIL Ghizlane, 2025, "Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 3, pages 119-157, September.
• Talknice Saungweme & Glenda Maluleke & Nicholas M Odhiambo, 2025, "Asymmetric Impact of Interest Rate on Economic Growth in Kenya," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 1, pages 69-81, June.
• Osman Altay, 2025, "Sovereign Risk and Lending Behavior of Banking Industry: Evidence from Turkey’s Credit Market," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 1-20, October, DOI: https://doi.org/10.33203/mfy.165360.
• Bülent Yıldız, 2025, "The Relationship Between the Capital Market and Composite Leading Indicators Under Economic Uncertainty: An Examination of Bist," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 394-424, October, DOI: https://doi.org/10.33203/mfy.174667.
• Naime İrem Duran, 2025, "Time-Varying and Dynamic Effects of Uncertainties on Clean Energy Stocks: An Econometric Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 242-261, December, DOI: https://doi.org/10.33203/mfy.182864.
• Adjera Alitoska Kazaz & Sadi Uzunoğlu, 2025, "Foreign Direct Investments, Institutional Quality, and Economic Growth in Kosovo: A Vecm Analysis (2008-2024)," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 314-333, December, DOI: https://doi.org/10.33203/mfy.183689.
• Alejandro Herrera Jimenez & Beatriz Muriel, 2025, "Educación Financiera para la Planificación de la Jubilación: El caso de Productores de Quinua Orgánica Certificada en el Altiplano Sur de Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 05/2025, Jul.
• Javier Aliaga Lordemann & Ronaldo Terrazas, 2025, "Impacto macroeconómico de la eliminación del subsidio a los hidrocarburos en Bolivia: Análisis de reformas abruptas y graduales," Development Research Working Paper Series, Institute for Advanced Development Studies, number 06/2025, Sep.
• Beatriz Muriel Hernandez & Ronaldo Terrazas, 2025, "Equilibrio y desalineamientos del tipo de cambio nominal en Bolivia (1990-2024)," Development Research Working Paper Series, Institute for Advanced Development Studies, number 13/2025, Dec.
• Mario Forni & Luca Gambetti & Antonio Granese & Luca Sala & Stefano Soccorsi, 2025, "An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 3, pages 311-341, July, DOI: 10.1257/mac.20230295.
• Oscar Jorda & Alan M. Taylor, 2025, "Local Projections," Journal of Economic Literature, American Economic Association, volume 63, issue 1, pages 59-110, March, DOI: 10.1257/jel.20241521.
• Alexandra Stefan & Ileana Cosmina Pitulice & Georgiana Oana Stanila & Aurelia Stefanescu, 2025, "The Influence of Sustainability Reporting on the Profitability of Listed Companies in the European Union," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 70, pages 994-994, August.
• Fuinhas, José Alberto & Javed, Asif & Sciulli, Dario & Valentini, Edilio, 2025, "Skill-Biased Employment and the Stringency of Environmental Regulations in European Countries," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 349167, Jan, DOI: 10.22004/ag.econ.349167.
• Ravazzolo, Francesco & Rossini, Luca & Viselli, Andrea, 2025, "Modeling European electricity market integration during turbulent times," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 376266, Nov, DOI: 10.22004/ag.econ.376266.
• Bastianin, Andrea & Rossini, Luca & Tonni, Lorenzo, 2025, "A Real-Time Framework for Forecasting Metal Prices," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 386191, Dec, DOI: 10.22004/ag.econ.386191.
• Akçay, Selçuk, 2025, "Do Remittances Lead to Financial Instability? Evidence from Selected Asia–Pacific Countries," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 32, issue 2, DOI: 10.22004/ag.econ.401158.
• Jieyu Chen & Sebastian Lerch & Melanie Schienle & Tomasz Serafin & Rafal Weron, 2025, "Probabilistic intraday electricity price forecasting using generative machine learning," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/05.
• Cumali MARANGOZ, 2025, "Inflation Spillovers and Geopolitical Risks: Evidence from Euro Area Countries Using TVP-VAR and Quantile Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 140-159, DOI: https://doi.org/10.30784/epfad.1599.
• Pınar Evrim Mandacı & Birce Tedik Kocakaya & Efe Çağlar Çağlı & Dilvin Taşkın, 2025, "The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 444-466, DOI: 10.30784/epfad.1614216.
• Aslı Özen Atabey & Mustafa Karakuş, 2025, "The Relationship between the Sectoral Structure of Female Employment and Economic Growth and Income Distribution in Türkiye: Empirical Evidence from Fourier-Based Cointegration and Causality Analyses," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 677-708, DOI: 10.30784/epfad.1650858.
• Ayça Büyükyılmaz Ercan & Metehan Ercan, 2025, "The Nexus between Renewable Energy, Economic Growth, and Carbon Dioxide Emissions: Evidence from MS-VAR and MS-Granger Causality Methods," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 678-699, DOI: https://doi.org/10.30784/epfad.1514.
• Kenan İlarslan, 2025, "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 779-795, DOI: https://doi.org/10.30784/epfad.1581.
• Michel Lubrano & Pierre Michel, 2025, "Covid-19 vaccine benefit during the Omicron wave in France," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2528, Jun.
• Nazmun Nahar Shova, 2025, "The Causal Nexus between Bank Lending and Economic Growth in Bangladesh: The Vector Error Correction Model Approach," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 1, pages 125-151, DOI: https://doi.org/10.15826/vestnik.20.
• Oluwaseyi Joseph Tajudeen & Kafilah Lola Gold, 2025, "Assessing the Relationships between Fiscal Deficit, Economic and Social Infrastructure in Nigeria: Evidence from an ARDL Approach," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 3, pages 873-900, DOI: https://doi.org/10.15826/vestnik.20.
• Tony Azaanamaal & William Coffie & Samuel Fosu, 2025, "Growing the Global Economy through Climate Change Mitigation: A Causal Mediation Analysis of Environmental Taxes and Green Incentive," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 1, pages 121-148, DOI: https://doi.org/10.15826/jtr.2025.1.
• Bantyergu Engida Bati, 2025, "Determinants of Tax Revenue in East African Countries: Evidence from Sudan & Rwanda," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 1, pages 39-56, DOI: https://doi.org/10.15826/jtr.2025.1.
• Yossinomita Yossinomita & Rina Hartanti & Rosmeli & Junaidi Junaidi & Fathiyah Fathiyah & Arna Suryani, 2025, "The Impact of Tax Reform on Tax Ratios: A Comparative Analysis of the Transition from the Official Assessment System to the Self-Assessment System in Indonesia and Selected Asian Countries," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 2, pages 282-305, DOI: https://doi.org/10.15826/jtr.2025.1.
• Sanjeeb Kumar Dey, 2025, "Tax Buoyancy and Revenue Mobilization in Emerging Economies: Empirical Insights from India," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 3, pages 494-511, DOI: https://doi.org/10.15826/jtr.2025.1.
• Christian Bayer & Luis Calderon & Moritz Kuhn, 2025, "Distributional Dynamics," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 351, Jan.
• Lizzie Marcel & Natacha Liseras, 2025, "The informatization of Partido de Gral. Pueyrredon’s industry: Firm-level evidence for the 2018-2023 period," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), volume 19, issue 30, pages 9-39, June, DOI: https://doi.org/10.56503/repba.Nro..
• Ren, Xiyu & Marotta, Fulvia & Lafond, François, 2025, "Do common shocks drive changes in aggregate emissions intensity?," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2025-15, Jul, revised Feb 2026.
• Ayse Tuncer & Mehmet Ivrendi, 2025, "Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 11, issue 1, pages 39-62, June, DOI: 10.22440/wjae.11.1.3.
• Roberto Esposti, 2025, "Investigating commodity price interdependence with Granger causality networks," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 498, Jul.
• Daniel J. Lewis, 2025, "Identification Based on Higher Moments in Macroeconometrics," Annual Review of Economics, Annual Reviews, volume 17, issue 1, pages 665-693, August, DOI: 10.1146/annurev-economics-070124-05.
• Sidi Moh RACHIDI & Mohamed ELJIM, 2025, "Impact du budget d’investissement public dans les énergies renouvelables sur l’efficacité énergétique au Maroc : une approche économétrique," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 10, pages 495-520.
• Imane BOU-LAOUZ & Youssef SAMIHI, 2025, "Impact des dépenses publiques d’éducation sur la croissance économique au Maroc : une approche ARDL," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 4, pages 359-384.
• Malainine Mohamed VADEL, 2025, "Macroeconomic Factors of foreign direct investment in Mauritania: empirical study during the period (1991-2020)," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 4, pages 477-490.
• Sidi Moh RACHIDI & Mohamed ELJIM, 2025, "Contribution de l’intelligence artificielle à l’efficacité énergétique au Maroc : Analyse économétrique à l’aide du modèle ARDL," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 6, pages 432-458.
• Mamadou dit Koro SIDIBE & Mariama SACKO & Tahirou TANGARA & Issa SACKO, 2025, "Accès à l’électricité et développement humain au Mali : une évaluation empirique fondée sur le modèle ARDL," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 9, pages 234-251.
• Арнабекова Э. // Arnabekova E. & Бриншинов А. // Brinshinov A., 2025, "Влияние нефтяных шоков на макроэкономические показатели Казахстана // The Impact of Oil Shocks on Macroeconomic Indicators of Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 23-30.
• Ахмет А. // Akhmet А. & Айдынбек Мussa // Aidynbek Mussa, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 1-40.
• Жузбаев А. // Zhuzbayev А. & Сейдахметова Б. // Seidakhmetova B. & Шамар Б. // Shamar B. & Толегенова Ж. // Tolegenova Zh., 2025, "Инфляция – всегда и везде монетарный феномен: миф или реальность Казахстана? // Inflation – a Monetary Phenomenon Always and Everywhere: a Myth or Reality for Kazakhstan?," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 1-7.
• Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan & Шамар Бауыржан // Shamar Bauyrzhan & Толегенова Жибек // Tolegenova Zhibek, 2025, "Инфляция - Всегда И Везде Монетарный Феномен: Миф Или Реальность Казахстана?," Working Papers, National Bank of Kazakhstan, number #2025-1.
• Ахмет Алишер // Akhmet Alisher & Мусса Айдынбек // Mussa Aidynbek, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Working Papers, National Bank of Kazakhstan, number #2025-2.
• Faton Sulejmani & Dragan Tevdovski, 2025, "The Macroeconomic Effects Of Fiscal Consolidation After Crises: Evidence From A Small Open Economy," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 011, Dec.
• Marijana Cvetanoska & Biljana Tashevska & Predrag Trpeski, 2025, "Life Expectancy And Income Inequality In North Macedonia: An Empirical Analysis," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 027, Dec.
• Gjorgji Gockov & Goran Hristovski, 2025, "Dynamic Connectedness Of Eastern European Stock Markets: An Extended Joint Connectedness Approach," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 003, Dec.
• Kerry Loaiza-Marín & Jose Pablo Barquero-Romero, 2025, "Monetary Policy and the Credit Channel, 2008-2019," Documentos de Trabajo, Banco Central de Costa Rica, number 2504, May.
• Nwabisa Florence Ndzama, 2025, "Assessing the ability of output gap estimates to forecast inflation in emerging countries," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 144-167, June, DOI: 10.32609/j.ruje.11.126000.
• Maria S. Lymar & Henry I. Penikas, 2025, "Effectiveness of micro- and macroprudential measures in 2014–2022 in Russia: Endogenous treatment effects estimation," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 168-196, June, DOI: 10.32609/j.ruje.11.144107.
• Joshua D. Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh, 2025, "Instrumental Variables with Time-Varying Exposure: Dynamic Effects of Revascularization on Quality of Life," Papers, arXiv.org, number 2501.01623, Jan, revised Jul 2026.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2025, "Detecting Sparse Cointegration," Papers, arXiv.org, number 2501.13839, Jan, revised Mar 2026.
• Oriol Gonz'alez-Casas'us & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," Papers, arXiv.org, number 2502.03693, Feb, revised Aug 2026.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," Papers, arXiv.org, number 2503.17144, Mar, revised May 2025.
• Demian Pouzo & Martin Sola & Zacharias Psaradakis, 2025, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 2504.21669, Apr.
• Matteo Barigozzi & Claudio Lissona & Matteo Luciani, 2025, "Measuring the Euro Area Output Gap," Papers, arXiv.org, number 2505.05536, May, revised Nov 2025.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers, arXiv.org, number 2505.06649, May.
• Francesco Ravazzolo & Luca Rossini & Andrea Viselli, 2025, "Modeling European Electricity Market Integration during turbulent times," Papers, arXiv.org, number 2506.23289, Jun.
• Todd Clark & Florian Huber & Gary Koop, 2025, "A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors," Papers, arXiv.org, number 2508.13972, Aug, revised Jun 2026.
• Milov{s} Ciganovi'c & Elena Scola Gagliardi & Massimiliano Tancioni, 2025, "Disentangling the Distributional Effects of Financial Shocks in the Euro Area," Papers, arXiv.org, number 2510.11289, Oct.
• Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2025, "Implicit score-driven filters for time-varying parameter models," Papers, arXiv.org, number 2512.02744, Dec, revised Apr 2026.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers, arXiv.org, number 2512.03763, Dec.
• Andrea Bastianin & Luca Rossini & Lorenzo Tonni, 2025, "A Real-Time Framework for Forecasting Metal Prices," Papers, arXiv.org, number 2512.16521, Dec.
• Neville Francis & Peter Reinhard Hansen & Chen Tong, 2025, "Principled Identification of Structural Dynamic Models," Papers, arXiv.org, number 2512.17005, Dec, revised Apr 2026.
• Michel Grimm & Torben Klarl, 2025, "From Heatwaves to Cold Spells: How Extreme Temperature Events Shape Inflation in Germany," Bremen Papers on Economics & Innovation, University of Bremen, Faculty of Business Studies and Economics, number 2502, Aug, DOI: https://doi.org/10.26092/elib/4414.
• Tavakolian, Hossein, 2025, "The Relative Contribution of Macroeconomic Shocks to Inflation Volatility in Iran: Evidence from a Dynamic Stochastic General Equilibrium Model with an Interest-Rate Corridor Mechanism (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 30, issue 1, pages 3-44, May.
• Gulalai & NailaNazir, 2025, "Estimating the Nexus between Climate Change and Livestock Production in Pakistan," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 4, issue 2, pages 23-36, December, DOI: 10.55603/jes.v4i2.a2.
• Stoycho Rusinov, 2025, "Using Dynamic Convergence Clubs, Weak Convergence, and Machine Learning to Address Economic Convergence in the EU," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 40-65.
• Alain Guay & Dalibor Stevanovic, 2025, "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 25-03, Feb, revised Aug 2025.
• Joxe Mari Barrutiabengoa & Agustín García & Rodrigo Falbo & Juan Rubio, 2025, "Global | Unraveling the impact of a carbon price shock on macroeconomic variables," Working Papers, BBVA Bank, Economic Research Department, number 25/04, Apr.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025, "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers, Bank of Canada, number 25-14, May, DOI: 10.34989/swp-2025-14.
• Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2025, "Financial Shocks and the Output Growth Distribution," Staff Working Papers, Bank of Canada, number 25-25, Sep, DOI: 10.34989/swp-2025-25.
• Javier Ojea Ferreiro, 2025, "A Market-Based Approach to Reverse Stress Testing the Financial System," Staff Working Papers, Bank of Canada, number 25-32, Nov, DOI: 10.34989/swp-2025-32.
• Patrick Fève & Alban Moura, 2025, "Measuring business cycles using VARs," BCL working papers, Central Bank of Luxembourg, number 201, Oct.
• Emiliano Basco & Diego Elías & Maximiliano Gómez Aguirre & Luciana Pastore, 2025, "Soybean yield prediction in Argentina using climate data:Aspatial panel and time series approach," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2025117, May.
• Jorge E. Galán, 2025, "Macroprudential policy and the tail risk of credit growth," Working Papers, Banco de España, number 2509, Jan, DOI: https://doi.org/10.53479/38957.
• Matteo Mogliani & Florens Odendahl, 2025, "Density forecast transformations," Working Papers, Banco de España, number 2511, Feb, DOI: https://doi.org/10.53479/38959.
• Lucía López & Florens Odendahl & Susana Párraga & Edgar Silgado-Gómez, 2025, "The pass-through to inflation of gas price shocks," Working Papers, Banco de España, number 2512, Feb, DOI: https://doi.org/10.53479/39118.
• Luis Herrera & Mara Pirovano & Valerio Scalone, 2025, "From risk to buffer: Calibrating the positive neutral CCyB rate," Working Papers, Banco de España, number 2544, Nov, DOI: https://doi.org/10.53479/41506.
• Luigi Infante & Francesca Lilla & Michela E. Pasetto, 2025, "Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 926, Apr.
• Canio Benedetto & Sara Crestini & Alessandro de Gregorio & Marco de Leonardis & Andrea del Monaco & Daniele Gulino & Paolo Massaro & Francesca Monacelli & Lorenzo Rubeo, 2025, "Applying artificial intelligence to support regulatory reporting management: the experience at Banca d'Italia," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 927, Apr.
• Matteo Santi & Sefano Schiaffi, 2025, "The bank-based transmission of the 2024-25 monetary policy easing in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 964, Sep.
• Francesco Montaruli & Roberto Rinaldi, 2025, "The Cambridge School of Monetary Theory: an Empirical Analysis for Italy," Quaderni di storia economica (Economic History Working Papers), Bank of Italy, Economic Research and International Relations Area, number 56, Oct.
• Luca Rossi, 2025, "Uncovering the inventory-business cycle nexus," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1478, Feb.
• Stefano Neri, 2025, "Energy prices, inflation and the ECB's monetary policy during the 2021-22 energy crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1481, Mar.
• Luca Baldo & Marco Bernardini, 2025, "What drives policy rate expectations? Evidence from the post-pandemic monetary policy cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1500, Oct.
• Lenin Arango-Castillo & María José Orraca & Regina Briseño, 2025, "Inflation volatility across advanced and emerging economies during the COVID-19 pandemic," Working Papers, Banco de México, number 2025-13, Sep.
• Luis E. Arango & Juan José Ospina & Fernando Arias-Rodríguez & Jaime Collazos & Diana M. Cortázar & Juan P. Cote & Julio Escobar & Aaron Garavito & Franky Galeano & Eliana Gonzales & Camila Gómez & An, 2025, "Características cuantitativas de los ciclos económicos en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 110, pages 1-139, October, DOI: 10.32468/espe110.
• Joseph Chukwudi Odionye & Ndukwe O. Dibia & Ndubuisi Eme Uguru & Ndubuisi Agoh & Veronica Adaku Ihezukwu & Emeka Atuma & Chima Keneth Ifeanyi, 2025, "Evaluating The Heterogeneous Role Of Institutional Quality In Mitigating The Adverse Effects Of Capital Flight On Nigeria’S Economic Growth: Fresh Insights From A Quantile Nonlinear Ardl Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 244, pages 143-171, January –.
• Sazeda Akter & Jillur Rahman, 2025, "Exchange Rate Pass-Through And Inflationary Dynamics In Bangladesh: A Cointegration And Vecm Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 246, pages 37-67, July – Se.
• Jens Christensen & Sarah Mouabbi & Caroline Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, yet Undervalued," Working papers, Banque de France, number 1012.
• Mario Forni & Alessandro Franconi & Luca Gambetti & Luca Sala, 2025, "Asymmetric Transmission of Oil Supply News," Working papers, Banque de France, number 1020.
• Magali Marx & Christoph Grosse Steffen & Moaz Elsayed, 2025, "Global Sectoral Supply Shocks, Inflation, and Monetary Policy," Working papers, Banque de France, number 1026.
• Matteo Mogliani & Florens Odendahl, 2025, "Density Forecast Transformations," Working papers, Banque de France, number 1027.
• Régis Barnichon & Geert Mesters, 2025, "Policy evaluation with Sufficient Macro Statistics -a primer," Working Papers, Barcelona School of Economics, number 1474, Jan.
• Régis Barnichon & Geert Mesters, 2025, "Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro," Working Papers, Barcelona School of Economics, number 1475, Jan.
• Şerife Akıncı TOK, 2025, "Dynamic Connectedness among Australian Stock Market Sectors: A Time-Varying Parameter VAR Approach," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 151-165, June, DOI: https://doi.org/10.33399/biibfad.16.
• Alper Akpınar & Mahir Tosunoğlu, 2025, "Spatial Dynamics of the Triple Deficit Hypothesis: Empirical Evidence from EU Economies," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 9, issue 2, pages 287-303, December, DOI: 10.33399/biibfad.1720409.
• Harold Glenn A. Valera & Mark J. Holmes & Vic K. Delloro, 2025, "The Changing Effect of Energy and Rice Prices and Remittances on Overall Inflation in Emerging Markets: Evidence from the Philippines," BSP Discussion Paper Series, Bangko Sentral ng Pilipinas, number 202502, Apr.
• Joan Christine S. Allon-Pineda & Eduard Renzo D. Santos, 2025, "Second-Round Effects and Asymmetry in Oil and Food Price Shocks to Inflation," BSP Discussion Paper Series, Bangko Sentral ng Pilipinas, number 202506, Apr.
• Emiliano Basco & Diego Elías & Maximiliano Gómez Aguirre & Luciana Pastore, 2025, "Soybean yield prediction in Argentina using climate data," BIS Working Papers, Bank for International Settlements, number 1278, Jul.
• Gabor Pinter & Frank Smets & Semih Üslü, 2025, "Market whiplash after the 2025 tariff shock: an event-targeted VAR approach," BIS Working Papers, Bank for International Settlements, number 1282, Aug.
• Phan Duy Hiệp, 2025, "Tác động của FDI, thương mại và lãi suất đối với đầu tư tài sản cố định tại Việt Nam," Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 20, issue 11, pages 93-107, DOI: 10.46223/HCMCOUJS.econ.vi.20.11.441.
• Alexandra Chudaeva, 2025, "Analysis of Inflation Risk Factors in Russia," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 60-92, March.
• Ilya Zverev & Nadezhda Kislyak, 2025, "Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge-Nelson Filter," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 4, pages 22-46, December.
• Sergey Ivashchenko, 2025, "Do We Need Тaylor-type Rules in DSGE?," Bank of Russia Working Paper Series, Bank of Russia, number wps144, Jan.
• Denis Krylov & Nikita Pakhmutov, 2025, "Synchronisation of business cycles in Russia and China," Bank of Russia Working Paper Series, Bank of Russia, number wps150, May.
• Evžen Kočenda & Daniel Bartušek, 2025, "Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 58, issue 2, pages 65-90, June, DOI: 10.1111/1467-8462.12583.
• Richard Ashley & Randal Verbrugge, 2025, "The intermittent Phillips curve: Finding a stable (but persistence‐dependent) Phillips curve model specification," Economic Inquiry, Western Economic Association International, volume 63, issue 3, pages 926-944, July, DOI: 10.1111/ecin.13281.
• Robert Goodhead & Benedikt Kolb, 2025, "Monetary policy communication shocks and the macroeconomy," Economica, London School of Economics and Political Science, volume 92, issue 365, pages 173-198, January, DOI: 10.1111/ecca.12550.
• Luke Hartigan & Tom Rosewall, 2025, "Nowcasting Quarterly GDP Growth During the COVID‐19 Crisis Using a Monthly Activity Indicator," The Economic Record, The Economic Society of Australia, volume 101, issue 335, pages 456-484, December, DOI: 10.1111/1475-4932.70000.
• Roberto Leon‐Gonzalez & Blessings Majoni, 2025, "Exact likelihood for inverse gamma stochastic volatility models," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 4, pages 774-795, July, DOI: 10.1111/jtsa.12795.
• Gunnar Bårdsen & Ragnar Nymoen, 2025, "U.S. Wage‐Price Dynamics, Before, During and After COVID‐19, Through the Lens of an Empirical Econometric Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 87, issue 6, pages 1122-1145, December, DOI: 10.1111/obes.12686.
• Zacharias Psaradakis & Francisco Rapetti & Martin Sola & Patricio Yunis, 2025, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model With Threshold Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 87, issue 6, pages 1146-1157, December, DOI: 10.1111/obes.12682.
• Kamila Kuziemska‐Pawlak & Jakub Mućk, 2025, "Global Value Chains and Equilibrium Exchange Rate: Evidence From Central European Economies," Review of International Economics, Wiley Blackwell, volume 33, issue 3, pages 711-740, August, DOI: 10.1111/roie.12795.
• Yuvana Jaichand & Reneé van Eyden & Rangan Gupta, 2025, "Presidential Approval Ratings and Stock Market Performance in Latin America," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 4, September, DOI: 10.1111/sjpe.70011.
• 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.