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

• Somaiyah Alalmai, 2025, "Exploring the Nexus Between Financial Deepening and Economic Performance: Evidence from Saudi Arabia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 3, pages 1-4.
• Roger Hammersland & Dag Kolsrud, 2025, "Modeling exchange rate, inflation, and interest rate in a small open economy. A data-based approach to estimating a New Keynesian model with rational expectations," Discussion Papers, Statistics Norway, Research Department, number 1026, Aug.
• Robin Kunju Mol Raj & Marek Vochozka & Marek Vochozka & Jindřiška Vitvarová, 2025, "Entrepreneurship and regional economic dynamics: evidence from the Liberec region (2002–2024) using Granger causality and VAR models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 2, pages 77-94, December, DOI: 10.9770/n5249698324.
• Alicia Aguilar & Adriana Lojschová & Carlos Canizares Martınez, 2025, "Non-linear effects of monetary policy shocks on housing: evidence from a CESEE country," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2026, Dec.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2025, "Are input-output coefficients really fixed?," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 753-776, February, DOI: 10.1080/00036846.2024.2305622.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
• Michal Franta, 2025, "The application of multiple-output quantile regression to the US financial cycle," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 6, pages 696-714, July, DOI: 10.1080/07474938.2025.2454410.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2025, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 1, pages 27-43, January, DOI: 10.1080/07350015.2024.2322089.
• Dimitris Korobilis & Maximilian Schröder, 2025, "Probabilistic Quantile Factor Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 3, pages 530-543, July, DOI: 10.1080/07350015.2024.2396956.
• David Kohns & Galina Potjagailo, 2025, "Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 1034-1050, October, DOI: 10.1080/07350015.2025.2467898.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2025, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 1119-1131, October, DOI: 10.1080/07350015.2025.2476699.
• Georgios Garafas, 2025, "Assessing the Causal Link Between Human Capital and GDP in Southern European Countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 18, issue 1, pages 27-33, November.
• Stefano Fasani & Giuseppe Pagano Giorgianni & Valeria Patella & Lorenza Rossi, 2025, "Belief Distortions and Disagreement about Inflation," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 187, Feb.
• Andrea Recine & Massimiliano Tancioni, 2025, "Macroeconomic Effects of Government Defense and Non-Defense R&D," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 192, May.
• Mirko Armillotta & Paolo Gorgi & André Lucas, 2025, "Copula tensor count autoregressions for modeling multidimensional integer-valued time series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-004/III, Feb.
• Marina Friedrich & Karim Moussa & Yuliya Shapovalova & David van der Straten, 2025, "Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-025/III, Apr.
• Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
• Yonas Khanna & André Lucas & Norman Seeger, 2025, "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-037/III, May.
• Yicong Lin & André Lucas & Shiqi Ye, 2025, "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-042/III, Jul.
• Etienne Wijler & Andre Lucas, 2025, "An Impartial Look at Asset Correlation Stability and Market Structure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-051/III, Sep.
• Ilka van de Werve & Siem Jan Koopman & Frank Weerman & Arjan Blokland, 2025, "Exploring the crime drop in European Union homicide rates using econometric modelling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-053/III, Sep.
• Andre Lucas & Yicong Lin, 2025, "Testing for the Absence of Score-Driven Parameter Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-063/III, Oct.
• Simon Donker van Heel & Neil Shephard, 2025, "Exponentially weighted estimands and the exponential family: filtering, prediction and smoothing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-074/III, Dec, revised 05 May 2026.
• Kamel GARFA & Mayssa CHAIBI, 2025, "Modeling MENA economies using a GVAR approach: Domestic, regional and international factors," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 61, pages 5-27.
• Renato Faccini & Leonardo Melosi, 2025, "Job-to-Job Mobility and Inflation," The Review of Economics and Statistics, MIT Press, volume 107, issue 4, pages 1027-1041, July, DOI: 10.1162/rest_a_01312.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2025, "Bayesian Local Projections," The Review of Economics and Statistics, MIT Press, volume 107, issue 5, pages 1424-1438, September, DOI: 10.1162/rest_a_01334.
• Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
• Nozipho Sinenhlanhla DUBE & Simiso MSOMI, 2025, "The Exchange Rate Pass-Through: Evidence of South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 9, issue 1, pages 23-47, DOI: 10.1991/jefa.v9i1.a75.
• Mahlatse MABEBA, 2025, "Does Options Bolster Capital Markets in South Africa?," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 9, issue 1, pages 1-22, DOI: 10.1991/jefa.v9i1.a74.
• Fève, Patrick & Moura, Alban, 2025, "Measuring business cycles using vars," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1673, Oct.
• Celia Gil-Bermejo & Jorge Onrubia & A. Jesús Sánchez-Fuentes, 2025, "Revisiting traditional Welfare State taxonomies from an unsupervised clustering approach: the case of the European Union countries," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 2501.
• James Bushnell & Aaron Smith, 2025, "Modeling Uncertainty in Climate Policy: An Application to the US Inflation Reduction Act," Environmental and Energy Policy and the Economy, University of Chicago Press, volume 6, issue 1, pages 4-41, DOI: 10.1086/733355.
• Tae-Hwy Lee & Saerom lee, 2025, "How to Summarize the Survey of Professional Forecasters?," Working Papers, University of California at Riverside, Department of Economics, number 202515, Oct.
• Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
• Jungbin Hwang & Gonzalo Valdés, 2025, "HAR Inference for Quantile Regression in Time Series," Working papers, University of Connecticut, Department of Economics, number 2025-03, Feb, revised Mar 2026.
• Martín Sola & Fabio Spagnolo & Francisco Terfi, 2025, "Big swings in the data and perceived changes in the risk premia," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_02, Apr.
• Delfina Ricordi & Martín Sola & Fabio Spagnolo & Nicola Spagnolo, 2025, "Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_03, Apr.
• Martin Bruns & Helmut Lutkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2025-01, Feb.
• Olga Bondarenko, 2025, "Shockwaves from Ukraine: Trends and Gaps in Agricultural Commodity Prices," Working Papers, National Bank of Ukraine, number 02/2025, Jun, DOI: 10.26531/vnbu2025.wp02.
• Yoosoon Chang & J. Isaac Miller & Joon Y. Park, 2025, "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," Working Papers, Department of Economics, University of Missouri, number 2501, Jan.
• William A. Brock & J. Isaac Miller, 2025, "Polar Amplification Helps Forecast Northern Temperature Anomalies," Working Papers, Department of Economics, University of Missouri, number 2502, Feb.
• E.F. Kireeva & A.K. Karaev, 2025, "Government regulation on economic growth and innovation: The effect of public investment in defence R&D," Upravlenets, Ural State University of Economics, volume 16, issue 4, pages 2-18, September, DOI: 10.29141/2218-5003-2025-16-4-1.
• Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
• Ali Balkı & Serkan Göksu, 2025, "The Relationship Between Public Expenditures and Economic Growth in the Scope of Economic Classification: The Case of Turkiye," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 72, issue 4.
• Chang Tsangyao & Sheng-Tung Chen & Mei-Chih Wang, 2025, "Using Bootstrap Fourier Granger Causality Test in Quantiles to Re-examine Pollution Haven/Halo Hypotheses in China and G3 Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 72, issue 4, pages 483-499.
• Michalak Joanna, 2025, "Affect Indicators for Stock Market Forecasting," Central European Economic Journal, Paradigm, volume 12, issue 59, pages 412-432, DOI: 10.2478/ceej-2025-0024.
• Moussir Charaf-Eddine, 2025, "Morocco’s Economic Prospects: A Dynamic ARDL Simulation on Global Value Chain Integration," Economics, Paradigm, volume 13, issue 1, pages 179-196, DOI: 10.2478/eoik-2025-0009.
• Bimenyimana Jean-Claude & Mei-sheng Dong & Jallow Momodou Lamin, 2025, "Is the Stock Market A “Barometer” of the Economy? Based on South Africa Comprehensive Analysis," Economics, Paradigm, volume 13, issue 3, pages 409-427, DOI: 10.2478/eoik-2025-0072.
• Hechmi Soumaya, 2025, "Beyond Sunlight: How Co2 Emissions, Coal Lock-in, and Global Finance Shape Australia’s Solar Energy Consumption - An ARDL Analysis with Robustness Checks," Economics, Paradigm, volume 13, issue 4, pages 257-276, DOI: 10.2478/eoik-2025-0095.
• Neugebauer Jan & Vokoun Marek, 2025, "Symbiotic harmony: Exploring the interplay between investment strategies and insurance in the Czech Republic," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 21, issue 2, pages 1-18, DOI: 10.2478/fiqf-2025-0008.
• Bouyacoub Brahim, 2025, "Examining the Volatility of Oil Revenue and its Impact on Algeria’s Macroeconomic Stability," Folia Oeconomica Stetinensia, Paradigm, volume 25, issue 1, pages 73-94, DOI: 10.2478/foli-2025-0004.
• Doszyń Mariusz & Batóg Barbara & Majda Paweł & Pajor Mirosław & Rozkrut Dominik & Rozkrut Monika & Tarczyńska-Łuniewska Małgorzata, 2025, "Econometric Modelling of the Impact of Metrology on the Economy in Poland," Folia Oeconomica Stetinensia, Paradigm, volume 25, issue 1, pages 95-113, DOI: 10.2478/foli-2025-0005.
• Kovalchuk Olha & Berezka Kateryna & Karpyshyn Natalia, 2025, "Model of Security-Economic Transformations: The Context of Contemporary International Conflicts. Preliminary Evaluations," Folia Oeconomica Stetinensia, Paradigm, volume 25, issue 2, pages 172-189, DOI: 10.2478/foli-2025-0028.
• Boğa Semra & Erkişi Kemal, 2025, "Financial Inclusion, Carbon Footprint and Human Development Nexus: The Case of Türkiye," South East European Journal of Economics and Business, Paradigm, volume 20, issue 1, pages 1-14, DOI: 10.2478/jeb-2025-0001.
• Grbić Milka & Ivanović Vladan & Atanasijević Jasna, 2025, "Long-Run and Short-Run Relationship between Agricultural Value Added and Economic Growth: Empirical Evidence from Serbia," South East European Journal of Economics and Business, Paradigm, volume 20, issue 2, pages 134-148, DOI: 10.2478/jeb-2025-0023.
• Amaefule Joseph Nwabueze & Abuh Astor Idris, 2025, "From Demography to Development: Investigating the Manufacturing Pathway to Growth in Nigeria," Valahian Journal of Economic Studies, Paradigm, volume 16, issue 2, pages 33-42, DOI: 10.2478/vjes-2025-0014.
• Aydın Atilla, 2025, "Testing The Prebisch-Singer Hypothesis for the Turkish Economy: Evidence from Recent Time Series Techniques," Zagreb International Review of Economics and Business, Paradigm, volume 28, issue 2, pages 155-176, DOI: 10.2478/zireb-2025-0020.
• Mehmet Burak Turgut & Grzegorz Wesołowski, 2025, "International spillovers of fiscal news shocks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-05.
• Yufei Sun, 2025, "A survey of statistical arbitrage pairs trading strategies with non-machine learning methods, 2016-2023," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-19.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Principal Component Analysis Methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-21.
• Olivier Niyitegeka & Sheunesu Zhou, 2025, "Reassessing the Fisher Effect in South Africa: A Dynamic Bivariate and Time-Frequency Approach to Regional Disparities in Monetary Policy Transmission," Economic Research Guardian, Mutascu Publishing, volume 15, issue 2, pages 268-293, December.
• Mohammed Merabet, 2025, "Reassessing the Fisher Effect in South Africa: A Dynamic Bivariate and Time-Frequency Approach to Regional Disparities in Monetary Policy Transmission," Economic Research Guardian, Mutascu Publishing, volume 15, issue 2, pages 294-313, December.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.

2024

• Lianhong QIU & Haidan SU & Chi-Wei SU & Meng QIN, 2024, "The Essential Role of Big Data: Could it Effectively Mitigate Non-Performing Loans?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 140-160, October.
• Krzysztof DRACHAL, 2024, "Bayesian Symbolic Regression and Other Similar Methods as a Tool for Forecasting Commodities Prices," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 703-713, August.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 589, Dec, revised 20 Dec 2024.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1099, Nov.
• Fatiha El agri & Mounir Jerry & Ahlam Qafas & Youness Manzah, 2024, "Determinants of the Export Function in Morocco: Evidence from ARDL and Dynamic ARDL Models," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 1, pages 98-129, January, DOI: 10.1177/09749101231161231.
• Walid Gani, 2024, "Does Competition Spur Innovation in North Africa? Evidence from a Panel ARDL Approach," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 2, pages 212-230, May, DOI: 10.1177/09749101231209886.
• Hyunjoo Kim Karlsson & Kristofer MÃ¥nsson, 2024, "Revisiting the Nexus Between Oil Prices and Economic Activity for Asian Economies Using MIDAS," The Energy Journal, , volume 45, issue 4, pages 109-134, July, DOI: 10.1177/01956574241281160.
• Nahiyan Faisal Azad & Apostolos Serletis, 2024, "Oil Price Uncertainty and Consumer Sentiment in Advanced Economies," The Energy Journal, , volume 45, issue 6, pages 159-175, November, DOI: 10.1177/01956574241281163.
• Lingaraj Mallick & Smruti Ranjan Behera & Mita Bhattacharya, 2024, "Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach," Foreign Trade Review, , volume 59, issue 2, pages 279-308, May, DOI: 10.1177/00157325231158855.
• A. Enisan Akinlo, 2024, "Corruption and Misery Index in Nigeria: Is There a Link?," Journal of Interdisciplinary Economics, , volume 36, issue 1, pages 26-40, January, DOI: 10.1177/02601079221083484.
• Clement Oteng & Omowumi Iledare & Joshua Sebu, 2024, "Vulnerability of the Agricultural Commodity Markets in Ghana to Global Oil Price Fluctuations: An Empirical Analysis," SAGE Open, , volume 14, issue 1, pages 21582440231, March, DOI: 10.1177/21582440231219121.
• Qian Zhao & Chi-Wei Su & Jun-Mo Guo, 2024, "Does Technological Innovation Promote Renewable Energy Investment?," SAGE Open, , volume 14, issue 1, pages 21582440241, February, DOI: 10.1177/21582440241227760.
• Ata Ozkaya & Omer Altun, 2024, "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , volume 14, issue 2, pages 21582440241, April, DOI: 10.1177/21582440241243200.
• Jitender Singh & Arup Mitra, 2024, "Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 1, pages 53-69, June, DOI: 10.1177/22779787231209612.
• Samahita Phul, 2024, "Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 1, pages 70-99, June, DOI: 10.1177/22779787241245237.
• Anshul Kumar & Agnirup Sarkar & Bodhisattva Sengupta, 2024, "Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach," South Asian Journal of Macroeconomics and Public Finance, , volume 13, issue 2, pages 143-168, December, DOI: 10.1177/22779787241282730.
• Bouazza Elamine Zemri & Sidi Mohamed Boumediene Khetib, 2024, "Can Sustainable Economic Development Curtail Carbon Dioxide Emissions? Insights from Algeria’s Industry," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 70-83.
• Adam Andrzej Zając & Michał Wielechowski & Krzysztof Smoleń & Dariusz Karaś, 2024, "Macroeconomic Determinants of Investment Decisions for Medium and Large Enterprises in Poland’s Manufacturing Sector," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 74-92.
• Karol Szafranek & Michał Rubaszek, 2024, "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-099, Mar, DOI: 10.33119/kaewps2024099.
• Kamila Kuziemska-Pawlak & Jakub Mućk, 2024, "Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-100, Mar, DOI: 10.33119/kaewps2024100.
• Anna Sznajderska & Karol Szafranek & Alfred Haug, 2024, "The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-102, Nov, DOI: 10.33119/kaewps2024102.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024, "UK productivity: the long and the short of it," Working Papers, The University of Sheffield, Department of Economics, number 2024005, Jun.
• Milen Arro-Cannarsa & Rolf Scheufele, 2024, "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers, Swiss National Bank, number 2024-06.
• Rafael S. M. Ribeiro & Gilberto Tadeu Lima & Gustavo Pereira Serra & Marina Sanches, 2024, "Asymmetric transmission of monetary policy on disaggregated inflation: lessons from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_24, Oct.
• Enrico Campos de Mira & Wilfredo Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_08, Mar.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Mustafa Naimoglu & İsmail Kavaz & Ahmed Ihsan Simsek, 2024, "Effects of foreign direct investment, economic integration, industrialization and economic growth on energy intensity: case of India," Asia-Pacific Journal of Regional Science, Springer, volume 8, issue 1, pages 333-354, March, DOI: 10.1007/s41685-024-00329-7.
• Dirk G. Baur & Lai T. Hoang, 2024, "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, volume 6, issue 2, pages 203-224, June, DOI: 10.1007/s42521-023-00099-5.
• Parthajit Kayal & Sumanjay Dutta, 2024, "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, volume 6, issue 2, pages 319-340, June, DOI: 10.1007/s42521-023-00104-x.
• Takeshi Inuduka & Akihito Yokose & Shunsuke Managi, 2024, "Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices," Digital Finance, Springer, volume 6, issue 3, pages 379-426, September, DOI: 10.1007/s42521-024-00106-3.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024, "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, volume 66, issue 1, pages 279-299, January, DOI: 10.1007/s00181-023-02457-z.
• Cosimo Magazzino, 2024, "Ecological footprint, electricity consumption, and economic growth in China: geopolitical risk and natural resources governance," Empirical Economics, Springer, volume 66, issue 1, pages 1-25, January, DOI: 10.1007/s00181-023-02460-4.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024, "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, volume 66, issue 1, pages 369-404, January, DOI: 10.1007/s00181-023-02461-3.
• Saroja Selvanathan & Maneka Jayasinghe & Eliyathamby A. Selvanathan & Shashika D. Rathnayaka, 2024, "Dynamic modelling of consumption patterns using LA-AIDS: a comparative study of developed versus developing countries," Empirical Economics, Springer, volume 66, issue 1, pages 75-135, January, DOI: 10.1007/s00181-023-02465-z.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024, "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, volume 66, issue 2, pages 859-882, February, DOI: 10.1007/s00181-023-02468-w.
• Amelie Schischke & Patric Papenfuß & Andreas Rathgeber, 2024, "The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading," Empirical Economics, Springer, volume 66, issue 2, pages 883-925, February, DOI: 10.1007/s00181-023-02471-1.
• Kushal Banik Chowdhury, 2024, "Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study," Empirical Economics, Springer, volume 66, issue 2, pages 623-650, February, DOI: 10.1007/s00181-023-02473-z.
• Inwook Hwang & Jaebeom Kim, 2024, "Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?," Empirical Economics, Springer, volume 66, issue 3, pages 1103-1123, March, DOI: 10.1007/s00181-023-02484-w.
• Thomas F. P. Wiesen & Paul M. Beaumont, 2024, "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, volume 66, issue 4, pages 1553-1585, April, DOI: 10.1007/s00181-023-02496-6.
• Caglayan Aslan & Ferdi Akpiliç, 2024, "Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? New evidences from the panel SVAR analysis," Empirical Economics, Springer, volume 66, issue 4, pages 1587-1631, April, DOI: 10.1007/s00181-023-02497-5.
• Zhepeng Hu & Lei Yan, 2024, "Nonlinear responses of crude oil prices to the US dollar exchange rates: the role of inventories," Empirical Economics, Springer, volume 66, issue 4, pages 1491-1510, April, DOI: 10.1007/s00181-023-02502-x.
• Apostolos Serletis & Libo Xu, 2024, "Inflation uncertainty," Empirical Economics, Springer, volume 66, issue 5, pages 1903-1920, May, DOI: 10.1007/s00181-023-02512-9.
• Nopphol Witvorapong & Chak Hung Jack Cheng, 2024, "Health care policy uncertainty and state-level employment," Empirical Economics, Springer, volume 66, issue 6, pages 2501-2532, June, DOI: 10.1007/s00181-023-02532-5.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
• Huawei Niu & Tianyu Liu, 2024, "Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model," Empirical Economics, Springer, volume 67, issue 1, pages 75-96, July, DOI: 10.1007/s00181-023-02551-2.
• Robert Lehmann, 2024, "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, volume 67, issue 2, pages 817-838, August, DOI: 10.1007/s00181-024-02566-3.
• Sergio Destefanis & Matteo Fragetta & Emanuel Gasteiger, 2024, "Does one size fit all in the Euro Area? Some counterfactual evidence," Empirical Economics, Springer, volume 67, issue 4, pages 1615-1647, October, DOI: 10.1007/s00181-024-02597-w.
• Andre Harrison & Annika Segelhorst, 2024, "Do consumer price indices in oil-producing economies respond differently to oil market shocks? Evidence from Canada," Empirical Economics, Springer, volume 67, issue 5, pages 2039-2076, November, DOI: 10.1007/s00181-024-02606-y.
• Ernest Owusu Boakye & Kari Heimonen & Juha Junttila, 2024, "Commodity markets and the global macroeconomy: evidence from machine learning and GVAR," Empirical Economics, Springer, volume 67, issue 5, pages 1919-1965, November, DOI: 10.1007/s00181-024-02612-0.
• Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024, "Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents," Empirical Economics, Springer, volume 67, issue 5, pages 1891-1918, November, DOI: 10.1007/s00181-024-02614-y.
• Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024, "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, volume 67, issue 6, pages 2503-2538, December, DOI: 10.1007/s00181-024-02623-x.
• Zhizhen Chen & Guifen Shi & Boyang Sun, 2024, "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, volume 67, issue 6, pages 2463-2502, December, DOI: 10.1007/s00181-024-02628-6.
• Tural Yusifzada, 2024, "Evaluating the global impact of climate change on agricultural inflation: an innovative climate condition index approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 7, pages 18411-18438, July, DOI: 10.1007/s10668-023-03394-8.
• Mellouli Dhoha & Wael Dammak & Hind Alnafisah & Ahmed Jeribi, 2024, "Dynamic spillovers between natural gas and BRICS stock markets during health and political crises," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 2, pages 453-485, June, DOI: 10.1007/s40822-023-00254-8.
• Virender Kumar & Poonam, 2024, "An empirical examination of the effect of domestic monetary policy on external commercial borrowings to India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 641-661, September, DOI: 10.1007/s40822-024-00275-x.
• Biswajit Maitra & Dhritiman Ganguli, 2024, "Fiscal policy and real exchange rate variations in India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 619-640, September, DOI: 10.1007/s40822-024-00276-w.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
• Onur Polat, 2024, "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00581-4.
• Xiaoye Jin, 2024, "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-023-00582-3.
• Parisa Foroutan & Salim Lahmiri, 2024, "Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00596-x.
• Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo, 2024, "When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-38, December, DOI: 10.1186/s40854-024-00638-y.
• Mathias Beiglböck & George Lowther & Gudmund Pammer & Walter Schachermayer, 2024, "Faking Brownian motion with continuous Markov martingales," Finance and Stochastics, Springer, volume 28, issue 1, pages 259-284, January, DOI: 10.1007/s00780-023-00526-w.
• Yousra R. Obiedallah & Asmaa H. Abdelaziz, 2024, "Financial inclusion and Financial Performance: The interplay role of capital adequacy requirements in Egyptian Banks," Future Business Journal, Springer, volume 10, issue 1, pages 1-13, December, DOI: 10.1186/s43093-024-00383-9.
• Surbhi Mishra & Dukhabandhu Sahoo & Souryabrata Mohapatra, 2024, "Mapping Structural Break and Sectoral Movement on Female Employment in India Since 1991," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), volume 67, issue 3, pages 731-750, September, DOI: 10.1007/s41027-024-00512-6.
• Kai Carstensen & Felix Kießner & Thies Rossian, 2024, "Estimation of the TFP Gap for the Largest Five EMU Countries," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 243-296, July, DOI: 10.1007/s41549-024-00092-w.
• Viv B. Hall & Peter Thomson, 2024, "Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 193-217, July, DOI: 10.1007/s41549-024-00093-9.
• Simon Norden, 2024, "Output Gaps: Editor’s Introduction," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 151-154, July, DOI: 10.1007/s41549-024-00101-y.
• Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese, 2024, "Predicting Tail-Risks for the Italian Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 339-366, November, DOI: 10.1007/s41549-025-00106-1.
• Beatrice Bertelli & Costanza Torricelli, 2024, "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 298-322, June, DOI: 10.1007/s12197-023-09652-9.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
• Yanping Liu & Bo Yan, 2024, "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 563-591, September, DOI: 10.1007/s12197-024-09665-y.
• Vrinda Gupta & Amlendu Dubey, 2024, "US monetary policy, the global financial cycle and cross-country financial cycles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 999-1019, December, DOI: 10.1007/s12197-024-09680-z.
• Meriem Kouas & Maha Kalai & Kamel Helali, 2024, "Dutch Disease and Deindustrialization: Symmetrical and Asymmetrical Impact of Oil Rent on Value-Added Industry in China," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 4, pages 18202-18222, December, DOI: 10.1007/s13132-024-01866-4.
• Hippolyte d’Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024, "Covid-19 and mobility: determinant or consequence?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 77, issue 1, pages 261-282, February, DOI: 10.1007/s00199-023-01510-3.
• Marco Gallegati & Meghnad Desai, 2024, "Stagflation and inflationary regimes: Long cycles in historical perspective," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 709-737, December, DOI: 10.1007/s00191-024-00880-8.
• Saksham Sood & Bichitrananda Seth & Samir Ranjan Behera & Deba Prasad Rath, 2024, "Asymmetric Impact of Monetary Policy on 10-Year G-Sec Yield in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 615-629, September, DOI: 10.1007/s40953-024-00395-w.
• Muhammet Daştan & Kerem Karabulut & Ömer Yalçınkaya, 2024, "The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 2, pages 275-311, May, DOI: 10.1007/s10258-023-00239-0.
• Melina Dritsaki & Chaido Dritsaki, 2024, "Export-Led and Import-Led Growth Hypotheses: Empirical Evidence from Greece," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Applied Economic Research and Trends", DOI: 10.1007/978-3-031-49105-4_10.
• Hengzhen Lu & Qiujin Gao & Ling Xiao & Gurjeet Dhesi, 2024, "Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models," Review of Managerial Science, Springer, volume 18, issue 7, pages 1917-1943, July, DOI: 10.1007/s11846-023-00722-0.
• Diego Fresoli, 2024, "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 15, issue 2, pages 145-177, June, DOI: 10.1007/s13209-024-00297-3.
• Philipp Wegmueller & Christian Glocker, 2024, "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-17, December, DOI: 10.1186/s41937-024-00120-7.
• Riadh Trabelsi, 2024, "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, volume 4, issue 10, pages 1-28, October, DOI: 10.1007/s43546-024-00717-3.
• Nuruddeen Usman & Martins Apinran, 2024, "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, volume 4, issue 11, pages 1-15, November, DOI: 10.1007/s43546-024-00739-x.
• Eliphas Ndou & Nombulelo Gumata & Tebello Moletsane, 2024, "Exchange rate and GDP nexus in South Africa: the disconnect after the 2008 global recession," SN Business & Economics, Springer, volume 4, issue 2, pages 1-27, February, DOI: 10.1007/s43546-023-00613-2.
• Jamel Boukhatem, 2024, "The effects of financial risk components on local-currency bond markets: theory and empirical evidence," SN Business & Economics, Springer, volume 4, issue 4, pages 1-19, April, DOI: 10.1007/s43546-024-00642-5.
• Anthony Enisan Akinlo, 2024, "Asymmetric effects of world uncertainty index on the demand for money in Nigeria," SN Business & Economics, Springer, volume 4, issue 9, pages 1-18, September, DOI: 10.1007/s43546-024-00696-5.
• Paolo Chirico, 2024, "Iterative QML estimation for asymmetric stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 33, issue 3, pages 885-900, July, DOI: 10.1007/s10260-024-00747-z.
• Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs, 2024, "An heuristic scree plot criterion for the number of factors," Statistical Papers, Springer, volume 65, issue 6, pages 3991-4000, August, DOI: 10.1007/s00362-023-01517-x.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 4, pages 1543-1575, November, DOI: 10.1007/s10290-024-00538-4.
• Paulo Henrique Ângelo Souza & Mathias Schneid Tessmann & José Luiz Rossi Júnior & Marcelo de Oliveira Passos, 2024, "The Impacts of the Interest Rate, the Exchange Rate, and the Market Index on the Stock Returns of the Brazilian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-3.
• Luca Eduardo Fierro & Mario Martinoli, 2024, "An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/30, Nov.
• Julia Skretting, 2024, "The Role of Oil Prices in Norwegian Petroleum Investments. An Empirical Study," Discussion Papers, Statistics Norway, Research Department, number 1016, Nov.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024, "Getting Back on Track. Forecasting After Extreme Observations," Discussion Papers, Statistics Norway, Research Department, number 1018, Dec.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers, University of Sydney, School of Economics, number 2024-15, Jul.
• Ahmed H. Elsayed & Ricardo M. Sousa, 2024, "International monetary policy and cryptocurrency markets: dynamic and spillover effects," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 16, pages 1855-1875, November, DOI: 10.1080/1351847X.2022.2068375.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Higher-Order Expansions and Inference for Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 548, pages 2760-2771, October, DOI: 10.1080/01621459.2023.2277411.
• Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 984-997, July, DOI: 10.1080/07350015.2023.2273622.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1302-1317, October, DOI: 10.1080/07350015.2024.2310020.
• Chihiro Shimizu & Erwin Diewert & Koji Nomura, 2024, "Estimating Flexible Functional Forms using Macroeconomic Data," Working Papers, Tokyo Center for Economic Research, number e206, Apr.
• Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-030/III, May.
• Lucas P. Harlaar & Jacques J.F. Commandeur & Jan A. van den Brakel & Siem Jan Koopman & Niels Bos & Frits D. Bijleveld, 2024, "Statistical Early Warning Models with Applications," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-037/III, May.
• Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
• Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-062/III, Nov.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2024, "Tracking Weekly State-Level Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 483-504, March, DOI: 10.1162/rest_a_01171.
• Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1516, Mar.
• Fève, Patrick & Collard, Fabrice & Guay, Alain, 2024, "Believe it or not, it’s all about Beliefs!," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1539, May.
• Bagliano Fabio C. & Morana Claudio, 2024, "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 096, Dec.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2024, "Heterogeneity and Aggregate Fluctuations," Journal of Political Economy, University of Chicago Press, volume 132, issue 12, pages 4021-4067, DOI: 10.1086/731411.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_01, Apr.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_02, May.
• Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_04, Jun.
• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024, "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_05, Aug.
• Martin Bruns & Helmut Lutkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-05, Jul.
• Martin Bruns & Helmut Lutkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-06, Dec.
• Edson Roberto Vieira & Vinícius Alencar Moreira & Antonio Marcos de Queiroz, 2024, "Determinantes da Inflação Brasileira no Período Recente (2010-2022)," Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG, Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, number 103, Dec.
• Ivan Mendieta-Muñoz, 2024, "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2024_01.
• Zheng-Zheng Li & Chi Wei Su & Ran Tao, 2024, "No Longer a Safe Haven Currency? A Fresh Evidence of Japanese Yen under Uncertainty," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 119-134.
• Halim Can Avcı & Zafer Çalışkan, 2024, "The Effect of Health on Economic Growth: A Production Function Approach for Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 3, pages 373-393.
• Petar Ivanov, 2024, "Detecting Housing Bubbles Through the Assessment of House Price Deviations in Bulgaria," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 2, pages 40-53.
• Kharitonchik Anatoly, 2024, "Optimal Monetary Policy Framework in an Emerging Market Economy under Sanctions Pressure and Restrictions on Capital Flows," Central European Economic Journal, Paradigm, volume 11, issue 58, pages 329-345, DOI: 10.2478/ceej-2024-0022.
• Suproń Błażej, 2024, "Assessing the long-term asymmetric relationship between energy consumption and CO2 emissions: Evidence from the Visegrad Group countries," Economics and Business Review, Paradigm, volume 10, issue 1, pages 179-198, April, DOI: 10.18559/ebr.2024.1.1082.
• Türken Fatma & Yildirim Mustafa Ozan, 2024, "Second-round effects of food prices on core inflation in Turkey," Economics and Business Review, Paradigm, volume 10, issue 4, pages 32-55, DOI: 10.18559/ebr.2024.4.1485.
• Kuncoro Haryo & Pardede Josua, 2024, "Modelling the Demand for Indonesia’s Foreign Reserves," Economics, Paradigm, volume 12, issue 1, pages 131-151, April, DOI: 10.2478/eoik-2024-0005.
• Grozdanović Predrag & Nikolić Miloš & Šelmić Milica & Macura Dragana, 2024, "Prediction of the Freight Train Energy Consumption With the Time Series Models," Economic Themes, Paradigm, volume 62, issue 1, pages 1-17, DOI: 10.2478/ethemes-2024-0001.
• Barbić Tajana & Čondić-Jurkić Iva, 2024, "Viral Trends and Stock Markets: Spillover Between Meme Assets and Sectoral Returns," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 20, issue 4, pages 1-15, DOI: 10.2478/fiqf-2024-0023.
• Leshoro Temitope Lydia A., 2024, "Inflation Dynamics and Policy Mix in Ghana," Folia Oeconomica Stetinensia, Paradigm, volume 24, issue 1, pages 124-143, DOI: 10.2478/foli-2024-0008.
• Ssekitoleko Patrick & Manaliyo Jean Claude, 2024, "Investigating the Effects of Advancements in Information and Communication Technology and Financial Development on Tourism Growth: A Case of South Africa," Folia Oeconomica Stetinensia, Paradigm, volume 24, issue 2, pages 304-326, DOI: 10.2478/foli-2024-0027.
• Pisică Andrei & Davidescu Adriana AnaMaria & AgafiȚei Marina-Diana & BolboaȘă Maria-Bianca & Gheorghe Mihai, 2024, "Transition Trajectory: VAR Projections of Romania’s Shift to Renewable Energy," Journal of Social and Economic Statistics, Paradigm, volume 13, issue 1, pages 1-19, DOI: 10.2478/jses-2024-0004.
• de Salles André Assis & Lima Renato Barros, 2024, "Carbon Credits and Crude Oil: An Investigation of the Price Returns Interaction in the International Market," Naše gospodarstvo/Our economy, Paradigm, volume 70, issue 1, pages 1-12, March, DOI: 10.2478/ngoe-2024-0001.
• Abdić Adem & Abdić Ademir & Lazović-Pita Lejla & Kanlić Fahir, 2024, "Is There a Relationship between Macroeconomic Variables and Stock Market Indices in Bosnia and Herzegovina?," Naše gospodarstvo/Our economy, Paradigm, volume 70, issue 3, pages 48-70, DOI: 10.2478/ngoe-2024-0016.
• Senekovič Marko, 2024, "Economic Inequality and the Size of Government Expenditure Shocks: An Empirical Exercise," Naše gospodarstvo/Our economy, Paradigm, volume 70, issue 4, pages 1-11, DOI: 10.2478/ngoe-2024-0019.
• Gluszak Michal & Trojanek Radoslaw, 2024, "Supply, Demand and Asymmetric Adjustment of House Prices in Poland," Real Estate Management and Valuation, Paradigm, volume 32, issue 2, pages 31-45, DOI: 10.2478/remav-2024-0013.
• Mirescu Lucian & Popescu Liviu, 2024, "Forecasts on the Evolution of Human Resources in the Health System in Romania Using the Arima Method," Timisoara Journal of Economics and Business, Paradigm, volume 17, issue 1, pages 65-112, DOI: 10.2478/tjeb-2024-0004.