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

2024

• 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.
• 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, Sciendo, 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, Sciendo, 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, Sciendo, volume 17, issue 1, pages 65-112, DOI: 10.2478/tjeb-2024-0004.
• Onatunji Olufemi Gbenga & Adejumo Oluwabunmi Opeyemi & Olabode Oluwayinka Samuel, 2024, "A new perspective on the asymmetric Phillips curve: Fresh evidence from ECOWAS member countries," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 1, pages 115-135, DOI: 10.2478/zireb-2024-0006.
• Krišto Jakša & Kedžo Margareta Gardijan & Škrinjarić Tihana, 2024, "What Drives Property Insurance Demand in Croatia?," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 1, pages 155-176, DOI: 10.2478/zireb-2024-0008.
• Rashid Abdul & Jehan Zainab & Tahira Maria & Javed Amir, 2024, "Do Exchange Rates Respond Asymmetrically to Crude Oil Market Shocks? Insights from BRICS and Pakistan," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 1, pages 31-62, DOI: 10.2478/zireb-2024-0002.
• Sulkhan Chavleishvili & Simone Manganelli, 2024, "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 1, pages 66-85, January, DOI: 10.1002/jae.3009.
• Pawel M. Krolikowski & Kurt G. Lunsford, 2024, "Advance layoff notices and aggregate job loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 462-480, April, DOI: 10.1002/jae.3032.
• Jia Liu & John M. Maheu & Yong Song, 2024, "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 723-745, August, DOI: 10.1002/jae.3048.
• Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz, 2024, "Expecting the unexpected: Stressed scenarios for economic growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 926-942, August, DOI: 10.1002/jae.3060.
• Florian Huber & Gary Koop, 2024, "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1301-1320, November, DOI: 10.1002/jae.3087.
• Randal Verbrugge & Saeed Zaman, 2024, "Post‐COVID inflation dynamics: Higher for longer," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 871-893, July, DOI: 10.1002/for.3070.
• Peter McAdam & Anders Warne, 2024, "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1153-1172, August, DOI: 10.1002/for.3068.
• Mario Forni & Luca Gambetti & Nicolò Maffei‐Faccioli & Luca Sala, 2024, "Nonlinear Transmission of Financial Shocks: Some New Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 1, pages 5-33, February, DOI: 10.1111/jmcb.13099.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024, "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 7, pages 1675-1704, October, DOI: 10.1111/jmcb.13105.
• Lukas Hoesch & Adam Lee & Geert Mesters, 2024, "Locally robust inference for non‐Gaussian SVAR models," Quantitative Economics, Econometric Society, volume 15, issue 2, pages 523-570, May, DOI: 10.3982/QE2274.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
• Bisharat Hussain Chang & Ashish K. Saxena & Andrej Privara & Mohammed Ahmar Uddin & Sebastian Cruz, 2024, "Asymmetric Effects of Local and Global Variables on Domestic Food Prices in China: An Evidence from Quantile on Quantile Regression Technique," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-28, October, DOI: 10.1142/S1793993324500194.
• Joseph Chukwudi Odionye & Innocent Uchechukwu Duru & Innocent Chile Nzeh & Ndubuisi Eme Uguru & Kelechi Promise Uzoma, 2024, "Heterogeneous Influence of Capital Flight and Economic Policy Uncertainty on Domestic Investment in Nigeria: New Evidence from Quantile Nonlinear ARDL," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-33, October, DOI: 10.1142/S1793993324500248.
• T. T. Pham Trinh & P. A. Le Nhan & T. H. Vu Minh & L. L. Vo Dan & T. T. Bui My & T. H. Nguyen Vinh, 2024, "What Are Spillover Transmission Channels From China’S Monetary Policy To Asia: Bayesian Vector Autoregressive Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 813-835, March, DOI: 10.1142/S0217590821410071.
• Yuan-Ming Lee & Kuan-Min Wang, 2024, "Can The Narrow And Broad Money Supply Gap Be Used As An Investment Indicator For The Stock Market?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 727-749, March, DOI: 10.1142/S0217590823410011.
• Soumya Bhadury & Saurabh Ghosh & Pawan Gopalakrishnan, 2024, "In Quest For Policy €Œsilver Bullets†Towards Triggering A V-Shaped Recovery," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 03, pages 1023-1045, June, DOI: 10.1142/S0217590823500285.
• Qian Zhao & Chi-Wei Su, 2024, "Does Anti-Corruption Facilitate Or Hinder Technological Innovation?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 03, pages 1151-1169, June, DOI: 10.1142/S0217590823500297.
• Arthur Jin Lin, 2024, "Volatility Contagion Among Stock, Currency, And Bulk Shipping Market During The China’S Stock Market Crash Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1995-2012, September, DOI: 10.1142/S021759082140004X.
• Patterson C. Ekeocha & Jonathan E. Ogbuabor, 2024, "From Multilateralism To Multi-Polarism: A Study Of Trade Shock Transmission Between Selected African Economies, The Bric And The Rest Of The Global Economy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2445-2473, December, DOI: 10.1142/S0217590820500794.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Jin Seo Cho & Peter C.B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-232, Oct.
• Herbst, Tobias & Plaasch, Jannick & Stammwitz, Florian, 2024, "A price-at-risk approach for the German commercial real estate market," Technical Papers, Deutsche Bundesbank, number 08/2024.
• Wang, Shu, 2024, "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 436.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330303, DOI: 10.2139/ssrn.4875922.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341169, DOI: 10.3929/ethz-b-000680422.
• Ratcliff, Ryan D., 2024, "A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions"," I4R Discussion Paper Series, The Institute for Replication (I4R), number 160.
• Meyer-Gohde, Alexander, 2024, "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 207.
• Graña-Colella, Santiago & Silva Neira, Ignacio, 2024, "Export manufacture competitiveness and commodity dependence: An empirical analysis of the Dutch Disease on Argentina and Chile during the commodity price boom," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 232/2024.
• Heinisch, Katja, 2024, "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 22/2024.
• Schult, Christoph, 2024, "Analyse der Effekte des Atomausstiegs auf die deutschen Großhandelsstrompreise 2023," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 30, issue 3, pages 57-60.
• Blagov, Boris & Dirks, Maximilian & Funke, Michael, 2024, "Economic knock-on effects of Russia's geopolitical risk on advanced economies: A global VAR approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1061, DOI: 10.4419/96973231.
• Müller, Henrik & Blagov, Boris & Schmidt, Torsten & Rieger, Jonas & Jentsch, Carsten, 2024, "The macroeconomic impact of asymmetric uncertainty shocks," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1124, DOI: 10.4419/96973306.
• Berger, Tino & Ochsner, Christian, 2024, "A note on the synchronisation of the natural rates of interest in Germany and the Euro Area," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 03/2024.
• Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024, "Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302351, revised 2024.
• Zarges, Lara & Lehmann, Robert, 2024, "What Drives Trend German GDP Growth? A Disaggregated Sectoral View," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302409.
• Shun Maruyama & Toyo Hosoe & Kazuaki Miyachi, 2024, "A Framework for Macroeconomic Analysis focusing on Net Lending/Borrowing across the Government, Private, and Overseas Sectors," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 20, issue 3, pages 1-32, April, DOI: 10.57520/prippr.20-3-1.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2024, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/24, DOI: 10.26180/28757225.
• Ziyan Zhao & Pengyu Liu & Guoxin Song, 2024, "The Impact of Tax Policy on Economic Growth from Aggregate and Structural Tax Perspective in China: A LT-TVP-FAVAR Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2402, Feb.
• Miriam Braig & Sebastian K. Rüth & Wouter Van der Veken, 2024, "Exchange rate overshooting: unraveling the puzzles," Working Paper Research, National Bank of Belgium, number 455, Sep.
• Paweł Radwański, 2024, "Impact of tax changes on the risk premium of the WIG index," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 333-356.
• James Bushnell & Aaron Smith, 2024, "Modeling Uncertainty in Climate Policy: An Application to the US Inflation Reduction Act," NBER Chapters, National Bureau of Economic Research, Inc, "Environmental and Energy Policy and the Economy, volume 6".
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32166, Feb.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 32309, Apr.
• Thomas Drechsel, 2024, "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32461, May.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," NBER Working Papers, National Bureau of Economic Research, Inc, number 32495, May.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024, "Risky Oil: It's All in the Tails," NBER Working Papers, National Bureau of Economic Research, Inc, number 32524, May.
• Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024, "Dynamic Identification in VARs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32598, Jun.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024, "Filtering with Limited Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 32754, Jul.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 32822, Aug.
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2024, "Forecasting Natural Gas Prices in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 33156, Nov.
• Joshua Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh, 2024, "Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life," NBER Working Papers, National Bureau of Economic Research, Inc, number 33296, Dec.
• Teterin, M. & Peresetsky, A., 2024, "Google Trends and Bitcoin volatility forecast," Journal of the New Economic Association, New Economic Association, volume 65, issue 4, pages 118-135, DOI: 10.31737/22212264_2024_4_118-135.
• Roberto Leon-Gonzalez & Blessings Majon, 2024, "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-03, Apr.
• Chakraborty, Lekha, 2024, "RBI's Monetary Policy, Fiscal Deficits and Financial Crowding Out in India: An Empirical Investigation," Working Papers, National Institute of Public Finance and Policy, number 24/414, Jul.
• Iva Glišic, 2024, "A comparison of using MIDAS and LSTM models for GDP nowcasting," Working Papers Bulletin, National Bank of Serbia, number 22, Mar.
• A. Bourgeois & B. Favetto, 2024, "Construction d’intervalles de confiance et relecture du passe avec le modèle Mesange," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2024-07.
• Kostadinka Stanimirova, 2024, "Modern Trends in the Purchasing Power of the Bulgarian Population," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 148-156, March.
• Maximilian Böck & Alina Steshkova & Thomas Zörner, 2024, "The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy (Maximilian Boeck, Alina Steshkova, Thomas O. Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 258, Sep.
• Nathan S Balke & Xin Jin & Mine Yücel, 2024, "The Shale Revolution and the Dynamics of the Oil Market," The Economic Journal, Royal Economic Society, volume 134, issue 662, pages 2252-2289.
• Ke-Li Xu & Junjie Guo, 2024, "A New Test for Multiple Predictive Regression," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 119-156.
• Andréas Heinen & Mi Lim Kim & Malika Hamadi, 2024, "Geographic Dependence and Diversification in House Price Returns: The Role of Leverage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 297-334.
• Rafael P Alves & Diego S de Brito & Marcelo C Medeiros & Ruy M Ribeiro, 2024, "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 696-742.
• Zongwu Cai & Seong Yeon Chang, 2024, "A New Test on Asset Return Predictability with Structural Breaks," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1042-1074.
• Luca Mucciante & Alessio Sancetta, 2024, "Estimation of an Order Book Dependent Hawkes Process for Large Datasets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1098-1129.
• Yun Luo & Gloria González-Rivera, 2024, "A Truncated Mixture Transition Model for Interval-Valued Time Series," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1130-1169.
• Leonardo Bargigli & Giulio Cifarelli, 2024, "Endogenous Volatility in the Foreign Exchange Market," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 773-807.
• Karim M Abadir & Gabriel Talmain, 2024, "Beyond Co-integration: New Tools for Inference on Co-movements," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 839-867.
• Minseog Oh & Donggyu Kim, 2024, "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 954-1005.
• Donggyu Kim & Minseog Oh & Xinyu Song & Yazhen Wang, 2024, "Factor Overnight GARCH-Itô Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1209-1235.
• Thomas Giroux & Julien Royer & Olivier David Zerbib, 2024, "Empirical Asset Pricing with Score-Driven Conditional Betas†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1310-1344.
• Valentin Patilea & Hamdi Raïssi, 2024, "Powers Correlation Analysis of Returns with a Non-stationary Zero-Process," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1345-1371.
• A Ronald Gallant & Halbert L White, 2024, "Finite Lag Estimation of Non-Markovian Processes," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1656-1671.
• Massimiliano Caporin & Tommaso Di Fonzo & Daniele Girolimetto, 2024, "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1759-1784.
• Ricardo Alexander Apolinar Cárdenas & Pavel Vidal Alejandro & Javier Díaz Castro, 2024, "Inversión Extranjera Directa y desarrollo humano en Colombia: el caso del sector minero energético (1990-2021)
  [Foreign Direct Investment and human development in Colombia: the case of energy mining sector (1990-2021)]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-31, December, DOI: https://doi.org/10.46661/rev.metodo.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0314, Nov.
• Itamar Caspi & Amit Friedman & Sigal Ribon, 2024, "Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 3, pages 454-481, September, DOI: 10.1057/s41294-024-00236-y.
• Maria Teresa Medeiros Garcia & Simão Rodrigues Abreu, 2024, "Banking stability determinants: evidence from Portugal," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 2, pages 160-178, June, DOI: 10.1057/s41261-023-00222-x.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024, "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 217, Mar.
• Pablo Lorenzo Villacampa Portuguez, 2024, "Savings, Investment, Terms of Trade, and Sustainability of the Internal Approach: 1993 - 2019," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 47, issue 93, pages 89-124.
• Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024, "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-529, DOI: 10.18800/2079-8474.0529.
• Mauricio Alvarado & Gabriel Rodríguez, 2024, "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-531, DOI: 10.18800/2079-8474.0531.
• Gabriel Rodríguez & Luis Surco, 2024, "Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-533, DOI: 10.18800/2079-8474.0533.
• Gabriel Rodriguez & Paola Alvarado Silva & Moisés Cáceres Quispe, 2024, "Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-537, DOI: 10.18800/2079-8474.0537.
• Gabriel Rodriguez & Joseph Santisteban, 2024, "Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-539, DOI: 10.18800/2079-8474.0539.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-003, 02.
• Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024, "Filtering with Limited Information," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-016, Jul.
• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2024, "Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole
  [ROP, RIP, and R effects on RSP, symmetric or asymmetric? case of oil exporter and importer countries]," MPRA Paper, University Library of Munich, Germany, number 120938, May.
• Francq, Christian & Zakoian, Jean-Michel, 2024, "Finite moments testing in a general class of nonlinear time series models," MPRA Paper, University Library of Munich, Germany, number 121193, Jun.
• Ibanez, Francisco & Urga, Giovanni, 2024, "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper, University Library of Munich, Germany, number 121552, Jul.
• Bakari, Sayef, 2024, "Link among Domestic Investments, Exports and Economic Growth: New Evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 121604.
• Bakari, Sayef, 2024, "Causality between Domestic Investment and Economic Growth: New Evidence from Argentina," MPRA Paper, University Library of Munich, Germany, number 121799.
• C, Prasanth & Chakraborty, Lekha & K Shihab, Nehla, 2024, "Interest Rate Determination in India: Analyzing RBI’s Post-Covid Monetary Policy Stance Using High Frequency Data," MPRA Paper, University Library of Munich, Germany, number 122345, Oct.
• Dayoro, Donatien, 2024, "Hybrid Model Construction for Integrating Climate Risks into Côte d'Ivoire's Economic Policy: Theoretical Approach and Management Strategies," MPRA Paper, University Library of Munich, Germany, number 122877, Nov, revised 05 Dec 2024.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.
• Vîntu, Denis, 2024, "Heterogeneous Effects of Fiscal Rules Under the Maastricht Fiscal Criterion: Budget Fiscal Deficit and Debt Sustainability Analysis," MPRA Paper, University Library of Munich, Germany, number 125855, Oct, revised Oct 2024.
• Roudari, Soheil & Maghsoodi, Hamidreza & Ahmadian- Yazdi, Farzaneh, 2024, "تورم، نرخ ارز، مخارج دولت و نقدینگی: اثرپذیر یا اثرگذار؟ شواهدی جدید از رویکرد Tvp-Var-Sv
  [Inflation, Exchange Rate, Government Spending, and Liquidity: Effect to or Effect from?New Evidence of TVP-VAR-SV]," MPRA Paper, University Library of Munich, Germany, number 127037, Apr.
• Farahanifard, Saeed & Rahimi Kahkashi, Sanaz & Roudari, Soheil, 2024, "طراحی سبد بهینه پویای سرمایه گذاری با حداقل ریسک: شواهدی جدید از الگوی خودرگرسیون برداری متغیر در زمان
  [Dynamic Optimal Portfolio Design with Minimum Risk: New Evidence from the Time Varying Parameter Vector Autoregression Model]," MPRA Paper, University Library of Munich, Germany, number 127332, Oct, revised 16 Feb 2025.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Probabilistic Quantile Factor Analysis," MPRA Paper, University Library of Munich, Germany, number 128773, Aug.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," MPRA Paper, University Library of Munich, Germany, number 128774, Apr.
• Bahaa Aly, Tarek & Ahmed, El-Masry, 2024, "Directional Macroeconomic Forecasting: Robustness of KNN versus Flexibility of ANN and SVM on Limited Data," MPRA Paper, University Library of Munich, Germany, number 129067, Jan.
• Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
• Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
• Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
• Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
• Rangan Gupta & Christian Pierdzioch, 2024, "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers, University of Pretoria, Department of Economics, number 202428, Jun.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
• Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
• O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers, University of Pretoria, Department of Economics, number 202444, Oct.
• Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
• Arjun & Bibhuti Ranjan Mishra, 2024, "Testing the Balanced Growth Hypothesis in the Presence of Structural Breaks: Evidence from Developed and Developing Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 1, pages 1-35, DOI: 10.18267/j.pep.849.
• Oussama Ritahi & Abdellah Echaoui, 2024, "Budgetary policy and Macroeconomic resilience in Morocco: Assessment and Impact," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 357-379, DOI: 10.18267/j.pep.858.
• Georgiana Pleșa, 2024, "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 380-413, DOI: 10.18267/j.pep.872.
• Ayaz Zeynalov, 2024, "Impact of Oil Price Shocks on Russian Macroeconomic Performance," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 4, pages 676-701, DOI: 10.18267/j.polek.1412.
• Ahmet Tunc, 2024, "Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 6, pages 958-984, DOI: 10.18267/j.polek.1443.
• Serpil Kiliç Depren & Sinan Erdogan & Mustafa Tevfik Kartal & Ugur Korkut Pata, 2024, "Effect of Political Stability, Geopolitical Risk and R&D Investments on Environmental Sustainability: Evidence from European Countries by Novel Quantile Models," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue Spec.issu, pages 151-180, DOI: 10.18267/j.polek.1413.
• Nikolay Iskrev, 2024, "On the band spectral estimation of business cycle models," Working Papers, Banco de Portugal, Economics and Research Department, number w202419.
• Chotipong Charoensom, 2024, "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 217, Feb.
• Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024, "Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 220, Apr.
• Ernesto Gabriel Pizarro Levi, 2024, "Cambios en la dinamica inflacionaria de la Republica Argentina (2004-2020). Un analisis a traves del filtro de Kalman," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 2, pages 1-27, July-Dece.
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-04, Jul, DOI: 10.47688/rdp2024-04.
• Matthew Read, 2024, "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-05, Aug, DOI: 10.47688/rdp2024-05.
• Tenorio, Juan & Perez, Wilder, 2024, "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers, Banco Central de Reserva del Perú, number 2024-003, Apr.
• Jairo Flores & Bruno Gonzaga & Walter Ruelas-Huanca & Juan Tang, 2024, "Nowcasting Peruvian GDP with Machine Learning Methods," Working Papers, Banco Central de Reserva del Perú, number 2024-019, Dec.
• Ah-Hyun Jo & Seong-Hyun Cho & Bo-Kyung Kim & Kijin Kim & Ammielou Gaduena, 2024, "Measuring Port Activities and Lockdown Impact Using Automatic Identification System Data," ADB Economics Working Paper Series, Asian Development Bank, number 747, Oct.
• Adeolu Olusegun Adewuyi & Olusegun S. Adeboye & Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah, 2024, "A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 116-166.
• Polina Pogorelova, 2024, "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 74, pages 35-50.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Anton Skrobotov, 2024, "Time series forecasting under structural breaks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 120-139.
• Şenay Açıkgöz & Cem Onur Karatas, 2024, "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 15, issue 4, pages 331-354.
• Wongi Kim, 2024, "International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach," East Asian Economic Review, Korea Institute for International Economic Policy, volume 28, issue 1, pages 95-140, DOI: 10.11644/KIEP.EAER.2024.28.1.432.
• Ariel Dvoskin & Germán David Feldman & María Lorena Garegnani, 2024, "Distributive Effects of Balance-of-Payments Constraints: A Theoretical and Empirical Analysis of Argentina (2004-2022)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 77, issue 2, pages 233-264.
• Markos Farag & Oliver Ruhnau, 2024, "Decomposing Return and Volatility Connectedness in Northwest European Gas Markets: Evidence from the ?2 connectedness approach," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-6, Oct.
• Markos Farag, 2024, "Revisiting the Dynamics and Elasticities of the U.S. Natural Gas Market," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2024-8, Nov.
• Nosakhare Liberty Arodoye, 2024, "Public Finance Instruments And Output Growth In Nigeria," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 11, issue 1, pages 38-56.
• Farahnaz Peymaneh & Mohsen Zayanderoody & Seied Abdolmajid Jalaee, 2024, "Recognition and Explaining the Effect of Competitiveness and Knowledge-based Economics Indicators on the Resilience of Iran's Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 1, pages 207-240.
• Hamed Khezrzadegan, 2024, "Asymmetries in the Iran Stock Price – Exchange Rate Nexus: A Momentum Threshold Autoregressive (MTAR) Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 3, pages 227-252.
• Zoran Ivanovski & Nadica Ivanovska, 2024, "The Augmented Dickey-Fuller Test For The Stationarity Of The Final Public Consumption And Gdp Time Series Of The Republic Of North Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 15, issue 2, pages 109-124.
• 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.
• Bertholet Nicolás & Montes Rojas Gabriel & Toledo Fernando, 2024, "Estimación de curva de Phillips y cociente de sacrificio en Argentina. Un análisis empírico para el período 2003-2022," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4711, Nov.
• Fernanda Costa Souza & David Costa Correia Silva & Jorge Eduardo Macedo Simões & Marcos Rodrigues, 2024, "Assessing Short And Long-Term Effects On Brazilian Cocoa Exports," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 21, issue 1, pages 143-161, january-j, DOI: 10.5935/1808-2785/rem.v21n1p.143-16.