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. > Econometrics > Time Series Models > VAR Models > Sign Restrictions
2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
3. > Econometrics > Forecasting > Nowcasting
4. > Econometrics > Time Series Models > Dynamic Factor Models
5. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models
6. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models > Forecasting with DSGE Models

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This topic is covered by the following reading lists:

1. SOEP based publications

2024

• Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
• 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 24-037/III, Tinbergen Institute.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2024. "Tracking Weekly State-Level Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 106(2), pages 483-504, March.
  • Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," NBER Working Papers 29003, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Danilo Leiva-Leon & Eric Sims, 2021. "Tracking Weekly State-Level Economic Conditions," Working Papers 202151, University of Pretoria, Department of Economics.
  • Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric, 2021. "Tracking Weekly State-Level Economic Conditions," CEPR Discussion Papers 16317, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," CESifo Working Paper Series 9165, CESifo.
  • Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," Working Papers 2134, Banco de España.
  • Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," CAMA Working Papers 2021-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series 287, University of Bonn and University of Cologne, Germany.
  • Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers 24-1516, Toulouse School of Economics (TSE).
  • Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie J. Huber, 2024. "From Buzz to Bust: How Fake news Shapes the Business Cycle," ECONtribute Policy Brief Series 058, University of Bonn and University of Cologne, Germany.
• Fève, Patrick & Collard, Fabrice & Guay, Alain, 2024. "Believe it or not, it’s all about Beliefs!," TSE Working Papers 24-1539, Toulouse School of Economics (TSE).
• 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 2024_01, Universidad Torcuato Di Tella.
• 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 2024_02, Universidad Torcuato Di Tella.
• 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 2024_04, Universidad Torcuato Di Tella.
• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024. "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers 2024_05, Universidad Torcuato Di Tella.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2095, DIW Berlin, German Institute for Economic Research.
  • 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 2024-05, School of Economics, University of East Anglia, Norwich, UK..
• Li, Mengheng & Mendieta-Muñoz, Ivan, 2024. "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  • Ivan Mendieta-Muñoz, 2024. "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah 2024_01, University of Utah, Department of Economics.
• 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, vol. 71(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, vol. 71(3), pages 373-393.
• 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, Sciendo, vol. 10(1), pages 179-198, April.
• Kuncoro Haryo & Pardede Josua, 2024. "Modelling the Demand for Indonesia’s Foreign Reserves," Economics, Sciendo, vol. 12(1), pages 131-151, April.
• Leshoro Temitope Lydia A., 2024. "Inflation Dynamics and Policy Mix in Ghana," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 124-143.
• 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, Sciendo, vol. 70(1), pages 1-12, March.
• Gluszak Michal & Trojanek Radoslaw, 2024. "Supply, Demand and Asymmetric Adjustment of House Prices in Poland," Real Estate Management and Valuation, Sciendo, vol. 32(2), pages 31-45.
• Sulkhan Chavleishvili & Simone Manganelli, 2024. "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
  • Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
• Pawel M. Krolikowski & Kurt G. Lunsford, 2024. "Advance layoff notices and aggregate job loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 462-480, April.
  • Pawel Krolikowski & Kurt Graden Lunsford, 2020. "Advance Layoff Notices and Aggregate Job Loss," Working Papers 20-03R, Federal Reserve Bank of Cleveland, revised 02 Feb 2022.
• 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., vol. 39(5), pages 723-745, August.
  • Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
• Randal Verbrugge & Saeed Zaman, 2024. "Post‐COVID inflation dynamics: Higher for longer," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 871-893, July.
  • Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
• Peter McAdam & Anders Warne, 2024. "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
  • McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
• 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, vol. 56(1), pages 5-33, February.
  • Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2022. "Nonlinear transmission of financial shocks: Some new evidence," Working Paper 2022/3, Norges Bank.
• 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., vol. 69(02), pages 813-835, March.
• 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., vol. 69(02), pages 727-749, March.
• 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., vol. 69(03), pages 1023-1045, June.
• 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., vol. 69(03), pages 1151-1169, June.
• Jin Seo Cho & Peter C.B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers 2024rwp-232, Yonsei University, Yonsei Economics Research Institute.
• Ratcliff, Ryan D., 2024. "A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions"," I4R Discussion Paper Series 160, The Institute for Replication (I4R).
• Meyer-Gohde, Alexander, 2024. "Solving and analyzing DSGE models in the frequency domain," IMFS Working Paper Series 207, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• 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 232/2024, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Boris Blagov & Maximilian Dirks & Michael Funke, 2024. "Economic Knock-On Effects of Russia’s Geopolitical Risk on Advanced Economies: A Global VAR Approach," CESifo Working Paper Series 10880, CESifo.
  • 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 1061, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Berger, Tino & Ochsner, Christian, 2024. "A note on the synchronisation of the natural rates of interest in Germany and the Euro Area," Working Papers 03/2024, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
• Bjarni G. Einarsson, 2024. "Testing optimal monetary policy in a currency union," Economics wp96, Department of Economics, Central bank of Iceland.
• Satish Kumar & Amar Rao, 2024. "Assessing And Mitigating The Impact Of Geopolitical Risk Uncertainty On The Indian Financial Sector: A Policy Perspective," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 483-526, July.
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024. "Reinvigorating Gva Nowcasting In The Postpandemic Period: A Case Study For India," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 95-130, Februari.
• Vogelsang, Timothy J. & Wagner, Martin, 2024. "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series 53, Institute for Advanced Studies.
• Veldhuis, Sebastian & Wagner, Martin, 2024. "Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series 54, Institute for Advanced Studies.
• Roberto A. De Santis, 2024. "Supply Chain Disruption and Energy Supply Shocks: Impact on Euro-Area Output and Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 193-235, April.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 237-290, April.
  • Mahir Binici & Samuele Centorrino & Mr. Serhan Cevik & Gyowon Gwon, 2022. "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," IMF Working Papers 2022/241, International Monetary Fund.
• Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," Discussion Papers of DIW Berlin 2072, DIW Berlin, German Institute for Economic Research.
  • Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," IMF Working Papers 2024/013, International Monetary Fund.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024. "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series 2024-2, Inha University, Institute of Business and Economic Research.
• Enja Erker, 2024. "Forecasting medical inflation in the European Union using the ARIMA model," Public Sector Economics, Institute of Public Finance, vol. 48(1), pages 39-56.
• Ricardo Barradas & João Alcobia, 2024. "Determinants Of The Portuguese External Imbalances: The Lens Of Post-Keynesian Economics," Working Papers REM 2024/0334, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Mehmet Emre Ünsal, 2024. "Causalities Between Exports, Imports, and Total Factor Productivity in Developing Countries: The Case of Türkiye, Brazil, India, and South Africa," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 186-203, July.
• Nimet Melis Esenyel İçen, 2024. "Investigation of Parabolic Relationship Between Financial Development and Income Inequality using U Test: Analysis of Financial Curve in Türkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 355-369, July.
• Ekaterina Oparina & Christian Krekel & Sorawoot Srisuma, 2024. "Talking therapy: Impacts of a nationwide mental health service in England," CEP Discussion Papers dp1982, Centre for Economic Performance, LSE.
  • Oparina, Ekaterina & Krekel, Christian & Srisuma, Sorawoot, 2024. "Talking Therapy: Impacts of a Nationwide Mental Health Service in England," IZA Discussion Papers 16839, Institute of Labor Economics (IZA).
• Congregado, Emilio & Fossen, Frank M. & Rubino, Nicola & Troncoso, David, 2024. "Long-Term Effects of Shocks on New Opportunity and Necessity Entrepreneurship," IZA Discussion Papers 16930, Institute of Labor Economics (IZA).
• Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024. "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, vol. 20(1), pages 1-43, March.
• Libo Xu, 2024. "On the WTI-WCS Oil Price Differential," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 52(2), pages 67-77, September.
• Peter J. Zeitsch, 2024. "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 159-192, January.
• Jingbing Sun & Youmu Xie & Sheng Zhou & Jiali Dan, 2024. "RETRACTED ARTICLE: The role of solar energy in achieving net-zero emission and green growth: a global analysis," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-16, April.
• Wenqiang Zhu & Shouwei Li, 2024. "Nonlinear effects of climate risks on climate-sensitive sectors," Economic Change and Restructuring, Springer, vol. 57(5), pages 1-31, October.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024. "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 161-183, February.
• Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024. "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 529-558, May.
• Konstantinos N. Baltas & Robert Mann & Nicholaos C. Baltas, 2024. "The COVID-19 Pandemic and Unsustainable PPE Materials: A Correlation and Causality Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(6), pages 1651-1671, June.
• Kyriaki G. Louka & Nektarios A. Michail, 2024. "Oil prices and the euro exchange rate," International Economics and Economic Policy, Springer, vol. 21(4), pages 969-983, October.
• David Meenagh & Patrick Minford & Yongdeng Xu, 2024. "Indirect Inference and Small Sample Bias — Some Recent Results," Open Economies Review, Springer, vol. 35(2), pages 245-259, April.
  • Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023. "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers E2023/15, Cardiff University, Cardiff Business School, Economics Section.
• Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
• Haitham A. Al-Zoubi, 2024. "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, vol. 27(2), pages 151-201, July.
• Masahiko Shibamoto, 2024. "Measuring Trend Inflation Using Financial Condition: The Case of Japan," Discussion Paper Series DP2024-11, Research Institute for Economics & Business Administration, Kobe University.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers 32309, National Bureau of Economic Research, Inc.
  • Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series 06-24, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Yu-Ann Wang & Chia-Lin Chang, 2024. "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers 1108, Kyoto University, Institute of Economic Research.
• Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022. "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, vol. 98.
  • Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021. "Striking a bargain: narrative identification of wage bargaining shocks," Working Paper Series 2602, European Central Bank.
  • Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
• Federica Brenna & Zymantas Budrys, 2024. "The term structure of judgement: interpreting survey disagreement," Bank of Lithuania Working Paper Series 123, Bank of Lithuania.
• Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024. "Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents," Discussion Paper Series 2024_03, Department of Economics, University of Macedonia, revised Mar 2024.
• Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Working Paper series 24-09, Rimini Centre for Economic Analysis.
  • Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series 2024_04, Department of Economics, University of Macedonia, revised Apr 2024.
• Francesco Ferlaino, 2024. "Does the financial accelerator accelerate inequalities?," Working Papers 538, University of Milano-Bicocca, Department of Economics.
• Miriam Braig & Sebastian K. Rüth & Wouter Van der Veken, 2024. "Exchange rate overshooting: unraveling the puzzles," Working Paper Research 455, National Bank of Belgium.
• Paweł Radwański, 2024. "Impact of tax changes on the risk premium of the WIG index," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 333-356.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
• Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series 06-24, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers 32309, National Bureau of Economic Research, Inc.
• Thomas Drechsel, 2024. "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," NBER Working Papers 32461, National Bureau of Economic Research, Inc.
• 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 32495, National Bureau of Economic Research, Inc.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
• Paul Beaudry & Fabrice Collard & Patrick Feve & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers 22-08, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024. "Dynamic Identification in VARs," NBER Working Papers 32598, National Bureau of Economic Research, Inc.
  • Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," TSE Working Papers 22-1384, Toulouse School of Economics (TSE).
  • Beaudry, Paul & Collard, Fabrice & Feve, Patrick & Guay, Alain & Portier, Franck, 2022. "Dynamic Identification in VARs," CEPR Discussion Papers 17726, C.E.P.R. Discussion Papers.
  • Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2022. "Dynamic Identification in VARs," Working Papers hal-03863451, HAL.
• Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
• Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
  • Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
• Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 23-07, National Graduate Institute for Policy Studies.
  • Roberto Leon-Gonzalez & Blessings Majon, 2024. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 24-03, National Graduate Institute for Policy Studies.
  • Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.
• Chakraborty, Lekha, 2024. "RBI's Monetary Policy, Fiscal Deficits and Financial Crowding Out in India: An Empirical Investigation," Working Papers 24/414, National Institute of Public Finance and Policy.
• A. Bourgeois & B. Favetto, 2024. "Construction d’intervalles de confiance et relecture du passé avec le modèle Mésange," Documents de Travail de l'Insee - INSEE Working Papers 2024-07, Institut National de la Statistique et des Etudes Economiques.
• 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.
• Ke-Li Xu & Junjie Guo, 2024. "A New Test for Multiple Predictive Regression," Journal of Financial Econometrics, Oxford University Press, vol. 22(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, vol. 22(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, vol. 22(3), pages 696-742.
• 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, vol. 66(3), pages 454-481, September.
• Maria Teresa Medeiros Garcia & Simão Rodrigues Abreu, 2024. "Banking stability determinants: evidence from Portugal," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(2), pages 160-178, June.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024. "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series 217, University of Pavia, Department of Economics and Management.
• 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, vol. 47(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 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Mauricio Alvarado & Gabriel Rodríguez, 2024. "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-531, Departamento de Economía - Pontificia Universidad Católica del Perú.
• 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 2024-533, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
• Da Huo, Da, 2024. "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper 119731, University Library of Munich, Germany.
• 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 impor," MPRA Paper 120938, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2024. "Finite moments testing in a general class of nonlinear time series models," MPRA Paper 121193, University Library of Munich, Germany.
• Ibanez, Francisco & Urga, Giovanni, 2024. "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper 121552, University Library of Munich, Germany.
• Bakari, Sayef, 2024. "Link among Domestic Investments, Exports and Economic Growth: New Evidence from Australia," MPRA Paper 121604, University Library of Munich, Germany.
• Bakari, Sayef, 2024. "Causality between Domestic Investment and Economic Growth: New Evidence from Argentina," MPRA Paper 121799, University Library of Munich, Germany.
• 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, vol. 21(1), pages 143-161, january-j.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Working Papers 2024.09, Fondazione Eni Enrico Mattei.
  • Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers 343506, Fondazione Eni Enrico Mattei (FEEM).
  • Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers 2403.10907, arXiv.org, revised Apr 2024.
• Davide Bernardi & Roberto Ricciuti, 2024. "The economic consequences of Mr. Volpi: An analysis of “quota 90”," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, vol. 20(02), pages 33-42.
• Zeynep Özmen, 2024. "The Impact of Economic Factors on Public Health Expenditure in Türkiye: Principal Component Analysis Evaluation for the Period 2002-2022," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(2), pages 346-366.
• Sergei G. Belev & Evgenii O. Matveev, 2024. "The Consequences of Tax Changes: The Evidence on Tax Multiplier in Russia," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 10(1), pages 51-62.
• Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers 24-1516, Toulouse School of Economics (TSE).
  • Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series 287, University of Bonn and University of Cologne, Germany.
  • Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie J. Huber, 2024. "From Buzz to Bust: How Fake news Shapes the Business Cycle," ECONtribute Policy Brief Series 058, University of Bonn and University of Cologne, Germany.
• Fève, Patrick & Assenza, Tiziana & Collard, Fabrice & Huber, Stefanie, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," TSE Working Papers 24-1516, Toulouse School of Economics (TSE).
  • Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie J. Huber, 2024. "From Buzz to Bust: How Fake news Shapes the Business Cycle," ECONtribute Policy Brief Series 058, University of Bonn and University of Cologne, Germany.
  • Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series 287, University of Bonn and University of Cologne, Germany.
• Jakub Rybacki & Marcin Klucznik & Dawid Sułkowski, 2024. "The false start of disinflation – evidence from the major European economies," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 7-23.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers 2024.02, Fondazione Eni Enrico Mattei.
  • Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," Papers 2402.04828, arXiv.org, revised Feb 2024.
  • Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024. "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  • Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024. "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers 2402.07266, arXiv.org.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Papers 2402.08051, arXiv.org.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Working Papers 2024.09, Fondazione Eni Enrico Mattei.
  • Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers 2403.10907, arXiv.org, revised Apr 2024.
  • Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024. "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers 343506, Fondazione Eni Enrico Mattei (FEEM).
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin 2081, DIW Berlin, German Institute for Economic Research.
  • Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Papers 2404.11057, arXiv.org.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
• Laura Coroneo & Fabrizio Iacone, 2021. "Testing for equal predictive accuracy with strong dependence," Discussion Papers 21/03, Department of Economics, University of York.
  • Laura Coroneo & Fabrizio Iacone, 2024. "Testing for equal predictive accuracy with strong dependence," Papers 2409.12662, arXiv.org.
• Joel Abraham & Akeneta Vonoyauyau & Seema Wati Narayan, 2024. "Price Controlled Petroleum and LPG Prices and COVID-19 - Some Evidence From Fiji," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-4.
• Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Ahmad S. Al Humssi & Vladimir Z. Chapliuk & Larisa N. Sorokina & Liliya G. Akhmetshina, 2024. "Modelling the Impact of Macroeconomic Factors on Country’s Financial Stability: Evidence from the Russian Federation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 62-81.
• Fabrice Collard & Patrick Feve & Alain Guay, 2024. "Risk Scenarios and Macroeconomic Forecasts," Working Papers 24-03, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised May 2024.
• Grzegorz Halaj & Ruben Hipp, 2024. "Decomposing Systemic Risk: The Roles of Contagion and Common Exposures," Staff Working Papers 24-19, Bank of Canada.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
  • Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
• : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024. "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers WP2024/20, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
• Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024. "Asimetrías en la traslación de los incrementos y de los descensos de los precios de la energía a la inflación subyacente del área del euro y de España," Boletín Económico, Banco de España, issue 2024/T1.
• Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024. "Asymmetries in the transmission of energy price increases and decreases to underlying inflation in the euro area and Spain," Economic Bulletin, Banco de España, issue 2024/Q1.
• Mario Alloza & Jorge Martínez & Juan Rojas & Iacopo Varotto, 2024. "La dinámica de la deuda pública: una perspectiva estocástica aplicada al caso español," Occasional Papers 2420, Banco de España.
• Mikel Bedayo & Jorge E. Galán, 2024. "The impact of the Countercyclical Capital Buffer on credit: Evidence from its accumulation and release before and during COVID-19," Working Papers 2411, Banco de España.
• Luis Férnandez Lafuerza & Jorge E. Galán, 2024. "Should macroprudential policy target corporate lending? Evidence from credit standards and defaults," Working Papers 2413, Banco de España.
• Edgar Silgado-Gómez, 2024. "Sovereign uncertainty," Working Papers 2423, Banco de España.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Corinna Ghirelli & Javier J. Pérez, 2024. "“El Niño” and “La Niña”: Revisiting the impact on food commodity prices and euro area consumer prices," Working Papers 2432, Banco de España.
• Stefano Neri, 2024. "There has been an awakening. The rise (and fall) of inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 834, Bank of Italy, Economic Research and International Relations Area.
• Simone Auer & Antonio M. Conti, 2024. "Bank lending in an unprecedented monetary tightening cycle: evidence from the euro area," Questioni di Economia e Finanza (Occasional Papers) 856, Bank of Italy, Economic Research and International Relations Area.
• Davide Delle Monache & Claudia Pacella, 2024. "The drivers of inflation dynamics in Italy over the period 2021-2023," Questioni di Economia e Finanza (Occasional Papers) 873, Bank of Italy, Economic Research and International Relations Area.
• Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
  • Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
• Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
• Jens Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers 948, Banque de France.
• Douglas Kiarelly Godoy de Araujo, 2024. "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers 1181, Bank for International Settlements.
• Trương Ngọc Hảo & Lê Công Trứ & Trần Thanh Trúc, 2024. "Truyền dẫn giá trong chuỗi cung ứng xuất khẩu tôm thẻ chân trắng tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(1), pages 58-70.
• Shuonan Zhang, 2024. "State‐owned enterprises and entrusted lending: Economic growth and business cycles in China," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 197-222, January.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024. "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 154-162, March.
  • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
  • Temel Taskin & Franz Ulrich Ruch, 2023. "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers 23-37, Bank of Canada.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2024. "Political relations and trade: New evidence from Australia, China, and the United States," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(3), pages 253-275, July.
  • Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2023. "Political Relations and Trade: New Evidence from Australia, China and the United States," Working Papers of BETA 2023-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024. "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers 202415, University of Macau, Faculty of Business Administration.
• Acosta-Smith, Jonathan & Barunik, Jozef & Gerba, Eddie & Katsoulis, Petros, 2024. "Moderation or indulgence? Effects of bank distribution restrictions during stress," Bank of England working papers 1053, Bank of England.
• Simon Lloyd & Ed Manuel, 2024. "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers 2422, Centre for Macroeconomics (CFM).
  • Lloyd, Simon & Manuel, Ed, 2024. "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers 1079, Bank of England.
• Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
• Tatsuya Ozaki & Masahiro Jimbo & Tomoyuki Yagi & Akihito Yoshii, 2024. "Recent Developments in the Linkage between Wages and Prices," Bank of Japan Review Series 24-E-2, Bank of Japan.
• Toyoichiro Shirota & Satoshi Tsuchida, 2024. "Aggregate Implications of Changing Industrial Trends in Japan," Bank of Japan Working Paper Series 24-E-2, Bank of Japan.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
• Galimberti Jaqueson K., 2024. "Initial Beliefs Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 45-96, January.
  • Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Laumer Sebastian & Philipps Collin, 2024. "Government Spending Between Active and Passive Monetary Policy: An Invariance Result," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 561-590, January.
• Mendieta-Muñoz Ivan, 2024. "Time-varying Investment Dynamics in the USA," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-18.
• Xu Yongdeng, 2024. "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, vol. 16(1), pages 1-27.
• Angelini Giovanni & Costantini Mauro & Easaw Joshy, 2024. "Estimating uncertainty spillover effects across euro area using a regime dependent VAR model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 39-59, February.
• Celani Alessandro & Pagnottoni Paolo, 2024. "Matrix autoregressive models: generalization and Bayesian estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 227-248, April.
• Casarin Roberto & Peruzzi Antonio, 2024. "A Dynamic Latent-Space Model for Asset Clustering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 379-402, April.
• Szafranek Karol & Rubaszek Michał, 2024. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
  • Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
• Dainauskas, J. & Lastauskas, P., 2024. "Trade Shocks and the Transitional Dynamics of Markups," Cambridge Working Papers in Economics 2431, Faculty of Economics, University of Cambridge.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, vol. 136(C).
  • Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers E2024/15, Cardiff University, Cardiff Business School, Economics Section.
• Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024. "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG 674, Cedeplar, Universidade Federal de Minas Gerais.
• Oparina, Ekaterina & Krekel, Christian & Srisuma, Sorawoot, 2024. "Talking Therapy: Impacts of a Nationwide Mental Health Service in England," IZA Discussion Papers 16839, Institute of Labor Economics (IZA).
  • Ekaterina Oparina & Christian Krekel & Sorawoot Srisuma, 2024. "Talking therapy: Impacts of a nationwide mental health service in England," CEP Discussion Papers dp1982, Centre for Economic Performance, LSE.
• 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 1061, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Boris Blagov & Maximilian Dirks & Michael Funke, 2024. "Economic Knock-On Effects of Russia’s Geopolitical Risk on Advanced Economies: A Global VAR Approach," CESifo Working Paper Series 10880, CESifo.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Papers 2402.08051, arXiv.org.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
  • Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Working Papers 2024_01, Business School - Economics, University of Glasgow.
• Jingjing Lyu & Bernd Süssmuth, 2024. "Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach," CESifo Working Paper Series 10970, CESifo.
• Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series 10998, CESifo.
• Robert Lehmann & Lara Zarges, 2024. "What Drives German Trend Output Growth? A Sectoral View," CESifo Working Paper Series 11089, CESifo.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," NBER Working Papers 32754, National Bureau of Economic Research, Inc.
  • Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," CESifo Working Paper Series 11243, CESifo.
  • Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024. "Filtering with Limited Information," PIER Working Paper Archive 24-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Lloyd, Simon & Manuel, Ed, 2024. "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers 1079, Bank of England.
  • Simon Lloyd & Ed Manuel, 2024. "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers 2422, Centre for Macroeconomics (CFM).
• Markus Leippold & Michal Svaton, 2024. "Scheduling Processes and Inference of Scheduled Events From Price Data," Swiss Finance Institute Research Paper Series 24-12, Swiss Finance Institute.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024. "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series 24-47, Swiss Finance Institute.
• Valérie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2024. "Reconciling contrasting views on the growth effect of currency undervaluations," EconomiX Working Papers 2024-14, University of Paris Nanterre, EconomiX.
  • Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024. "Reconciling Contrasting Views on the Growth Effect of Currency Undervaluations," Working Papers 2024-06, CEPII research center.
  • Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024. "Reconciling contrasting views on the growth effect of currency undervaluations," Working Papers hal-04568924, HAL.
• Martín Almuzara & Víctor Sancibrián, 2024. "Micro responses to macro shocks," Working Papers wp2024_2412, CEMFI.
• Michal Franta & Jan Vlcek, 2024. "Wage-Price Spirals: A Risk-Based Approach," Working Papers 2024/1, Czech National Bank.
• Frantisek Brazdik & Tatiana Keseliova & Karel Musil & Radek Snobl & Jan Solc & Stanislav Tvrz & Jan Zacek, 2024. "Understanding Inflation Expectations: Data, Drivers and Policy Implications," Working Papers 2024/3, Czech National Bank.
• Natalie Dvorakova & Tomas Sestorad, 2024. "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers 2024/5, Czech National Bank.
• Jaromir Baxa & Tomas Sestorad, 2024. "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers IES 2024/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2024.
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• Gangopadhyay, Partha & Das, Narasingha & Kumar, Satish & Tanin, Tauhidul Islam, 2024. "Information warfare: Analyzing COVID-19 news and its economic fallout in the US," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
• Kashyap, Ravi, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Research in International Business and Finance, Elsevier, vol. 71(C).
• Montero, José-María & Naimy, Viviane & Farraj, Nermeen Abi & El Khoury, Rim, 2024. "Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
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• Pan, Changchun & Huang, Yuzhe & Lee, Chien-Chiang, 2024. "The dynamic effects of oil supply shock on China: Evidence from the TVP-Proxy-VAR approach," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
• Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Mukhtarov, Shahriyar, 2024. "Technological changes and carbon neutrality targets in European countries: A sustainability approach with Fourier approximations," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
• Ghosh, Indranil & Jana, Rabin K., 2024. "Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
• Qin, Meng & Zhu, Yujie & Xie, Xin & Shao, Xuefeng & Lobonţ, Oana-Ramona, 2024. "The impact of climate risk on technological progress under the fourth industrial era," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
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• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024. "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers 2024-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024. "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers 2024-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang, 2024. "Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 99-131, Emerald Group Publishing Limited.
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• Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Mark M. Spiegel, 2024. "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series 2024-12, Federal Reserve Bank of San Francisco.
• Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
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• Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
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• Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
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• Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
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• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," Papers 2402.08051, arXiv.org.
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• Tobias Eibinger & Hans Manner & Karl Steininger, 2024. "Shifting Gears? The Impact of Austria's Transport Policy Mix on CO2 Emissions from Passenger Cars," Graz Economics Papers 2024-10, University of Graz, Department of Economics.
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• Etienne Fakaba Sissoko & Khalid Dembele & Abdoulaye Maiga & Tahirou Tangara, 2024. "Challenges and Perspectives: Understanding the Labyrinth of Unemployment in Mali (1991-2022) [Défis et Perspectives : Comprendre le Labyrinthe du Chômage au Mali (1991 -2022)]," Post-Print hal-04511919, HAL.
• Etienne Fakaba Sissoko & Khalid Dembele & Abdoulaye Maiga & Tahirou Tangara, 2024. "CHALLENGES AND PERSPECTIVES: Understanding the Labyrinth of Unemployment in Mali (1991-2022) [Défis et Perspectives : Comprendre le Labyrinthe du Chômage au Mali (1991 -2022)]," Post-Print hal-04511937, HAL.
• Seiler, Volker, 2024. "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 160-179.
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• Valérie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2024. "Reconciling contrasting views on the growth effect of currency undervaluations," EconomiX Working Papers 2024-14, University of Paris Nanterre, EconomiX.
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• NAM, Deokwoo & LI, Xiaole, 2024. "The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 65(1), pages 1-31, June.
• Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
• Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024. "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, vol. 238(C).
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• 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 202407, University of Pretoria, Department of Economics.
• 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 202409, University of Pretoria, Department of Economics.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.
• 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 202415, University of Pretoria, Department of Economics.
• Vassilios Babalos & Elie Bouri & Rangan Gupta, 2024. "Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?," Working Papers 202416, University of Pretoria, Department of Economics.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
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• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
• Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
• 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 202424, University of Pretoria, Department of Economics.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023. "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers 2308.13346, arXiv.org, revised Sep 2024.
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• Rangan Gupta & Qiang Ji & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024. "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers 202432, University of Pretoria, Department of Economics.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
• 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 202437, University of Pretoria, Department of Economics.
• Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024. "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers 202438, University of Pretoria, Department of Economics.
• O-Chia Chuang & Rangan Gupta & Christian Pierdzioch, 2024. "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers 202441, University of Pretoria, Department of Economics.
• 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, vol. 2024(1), pages 1-35.
• Oussama Ritahi & Abdellah Echaoui, 2024. "Budgetary policy and Macroeconomic resilience in Morocco: Assessment and Impact," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(3), pages 357-379.
• Georgiana Pleșa, 2024. "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(4), pages 380-413.
• 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, vol. 2024(2), pages 151-180.
• Ayaz Zeynalov, 2024. "Impact of Oil Price Shocks on Russian Macroeconomic Performance," Politická ekonomie, Prague University of Economics and Business, vol. 2024(4), pages 676-701.
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• Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024. "Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?," PIER Discussion Papers 220, Puey Ungphakorn Institute for Economic Research.
• 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., vol. 21(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," Working Papers 2024-15, University of Sydney, School of Economics.
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• Matthew Read, 2024. "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers rdp2024-05, Reserve Bank of Australia.
• Tenorio, Juan & Perez, Wilder, 2024. "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers 2024-003, Banco Central de Reserva del Perú.
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• Liberty Arodoye, Nosakhare, 2024. "Public Finance Instruments And Output Growth In Nigeria," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 11(1), pages 38-56, June.
• Peymaneh, Farahnaz & Zayanderoody, Mohsen & Jalaee, Seied Abdolmajid, 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, vol. 11(1), pages 207-240, June.
• 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, vol. 16(1), pages 98-129, January.
• 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, vol. 16(2), pages 212-230, May.
• 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, , vol. 59(2), pages 279-308, May.
• A. Enisan Akinlo, 2024. "Corruption and Misery Index in Nigeria: Is There a Link?," Journal of Interdisciplinary Economics, , vol. 36(1), pages 26-40, January.
• 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, , vol. 14(1), pages 21582440231, March.
• Qian Zhao & Chi-Wei Su & Jun-Mo Guo, 2024. "Does Technological Innovation Promote Renewable Energy Investment?," SAGE Open, , vol. 14(1), pages 21582440241, February.
• Ata Ozkaya & Omer Altun, 2024. "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , vol. 14(2), pages 21582440241, April.
• Jitender Singh & Arup Mitra, 2024. "Productivity Shock and Labour Input: Evidence from Correlated Unobserved Component Model," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 53-69, June.
• Samahita Phul, 2024. "Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 70-99, June.
• Karol Szafranek & Michał Rubaszek, 2024. "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers 2024-099, Warsaw School of Economics, Collegium of Economic Analysis.
• Kamila Kuziemska-Pawlak & Jakub Mućk, 2022. "Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies," NBP Working Papers 354, Narodowy Bank Polski.
  • Kamila Kuziemska-Pawlak & Jakub Mućk, 2024. "Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies," KAE Working Papers 2024-100, Warsaw School of Economics, Collegium of Economic Analysis.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024. "UK productivity: the long and the short of it," Working Papers 2024005, The University of Sheffield, Department of Economics.
• Milen Arro-Cannarsa & Dr. Rolf Scheufele, 2024. "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers 2024-06, Swiss National Bank.
• Enrico Campos de Mira & Wilfredo Leiva Maldonado, 2024. "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," Working Papers, Department of Economics 2024_08, University of São Paulo (FEA-USP).
• 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, vol. 334(1), pages 497-520, March.
• 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, vol. 8(1), pages 333-354, March.
• Dirk G. Baur & Lai T. Hoang, 2024. "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, vol. 6(2), pages 203-224, June.
• 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, vol. 6(2), pages 319-340, June.
• 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, vol. 6(3), pages 379-426, September.
• 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, vol. 66(1), pages 279-299, January.
• Cosimo Magazzino, 2024. "Ecological footprint, electricity consumption, and economic growth in China: geopolitical risk and natural resources governance," Empirical Economics, Springer, vol. 66(1), pages 1-25, January.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
  • Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.
• 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, vol. 66(1), pages 75-135, January.
• 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, vol. 66(2), pages 859-882, February.
• 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, vol. 66(2), pages 883-925, February.
• Kushal Banik Chowdhury, 2024. "Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study," Empirical Economics, Springer, vol. 66(2), pages 623-650, February.
• Inwook Hwang & Jaebeom Kim, 2024. "Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?," Empirical Economics, Springer, vol. 66(3), pages 1103-1123, March.
• Thomas F. P. Wiesen & Paul M. Beaumont, 2024. "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, vol. 66(4), pages 1553-1585, April.
• 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, vol. 66(4), pages 1587-1631, April.
• Zhepeng Hu & Lei Yan, 2024. "Nonlinear responses of crude oil prices to the US dollar exchange rates: the role of inventories," Empirical Economics, Springer, vol. 66(4), pages 1491-1510, April.
• Apostolos Serletis & Libo Xu, 2024. "Inflation uncertainty," Empirical Economics, Springer, vol. 66(5), pages 1903-1920, May.
• Nopphol Witvorapong & Chak Hung Jack Cheng, 2024. "Health care policy uncertainty and state-level employment," Empirical Economics, Springer, vol. 66(6), pages 2501-2532, June.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024. "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, vol. 67(1), pages 31-45, July.
• 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, vol. 67(1), pages 75-96, July.
• Robert Lehmann, 2024. "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
• 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, vol. 26(7), pages 18411-18438, July.
• 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, vol. 14(2), pages 453-485, June.
• 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, vol. 14(3), pages 641-661, September.
• Biswajit Maitra & Dhritiman Ganguli, 2024. "Fiscal policy and real exchange rate variations in India," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 619-640, September.
• 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, vol. 10(1), pages 1-17, December.
  • Juncal Cunado & David Gabauer & Rangan Gupta, 2021. "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers 202180, University of Pretoria, Department of Economics.
• Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
• 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, vol. 10(1), pages 1-39, December.
• 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, vol. 10(1), pages 1-23, December.
• 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, vol. 10(1), pages 1-38, December.
• Mathias Beiglböck & George Lowther & Gudmund Pammer & Walter Schachermayer, 2024. "Faking Brownian motion with continuous Markov martingales," Finance and Stochastics, Springer, vol. 28(1), pages 259-284, January.
• 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, vol. 10(1), pages 1-13, December.
• 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, vol. 48(2), pages 298-322, June.
• 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, vol. 48(2), pages 323-344, June.
• 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), vol. 77(1), pages 261-282, February.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," Working Papers halshs-04146207, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," Post-Print halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," PSE-Ecole d'économie de Paris (Postprint) halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," PSE Working Papers halshs-04146207, HAL.
• 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), vol. 22(3), pages 615-629, September.
• 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, vol. 23(2), pages 275-311, May.
• Melina Dritsaki & Chaido Dritsaki, 2024. "Export-Led and Import-Led Growth Hypotheses: Empirical Evidence from Greece," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Applied Economic Research and Trends, chapter 0, pages 159-185, Springer.
• 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, vol. 18(7), pages 1917-1943, July.
• 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, vol. 15(2), pages 145-177, June.
• Philipp Wegmueller & Christian Glocker, 2024. "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-17, December.
• Riadh Trabelsi, 2024. "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, vol. 4(10), pages 1-28, October.
• 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, vol. 4(2), pages 1-27, February.
• Jamel Boukhatem, 2024. "The effects of financial risk components on local-currency bond markets: theory and empirical evidence," SN Business & Economics, Springer, vol. 4(4), pages 1-19, April.
• Anthony Enisan Akinlo, 2024. "Asymmetric effects of world uncertainty index on the demand for money in Nigeria," SN Business & Economics, Springer, vol. 4(9), pages 1-18, September.
• Paolo Chirico, 2024. "Iterative QML estimation for asymmetric stochastic volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 885-900, July.
• 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, vol. 65(6), pages 3991-4000, August.
• 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, vol. 14(2), pages 1-3.
• 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, vol. 11(4), pages 425-436, June.
• Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
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• Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 984-997, July.
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• Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," IMF Working Papers 2024/013, International Monetary Fund.
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• Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Papers 2404.11057, arXiv.org.
  • Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin 2081, DIW Berlin, German Institute for Economic Research.
• 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 2024-05, School of Economics, University of East Anglia, Norwich, UK..
  • Martin Bruns & Helmut Lütkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2095, DIW Berlin, German Institute for Economic Research.
• Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024. "Reconciling Contrasting Views on the Growth Effect of Currency Undervaluations," Working Papers 2024-06, CEPII research center.
  • Valérie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2024. "Reconciling contrasting views on the growth effect of currency undervaluations," EconomiX Working Papers 2024-14, University of Paris Nanterre, EconomiX.
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• María Gabriela CUEVA-JIMÉNEZ & Ronny CORREA-QUEZADA & Ana Belén TULCANAZA-PRIETO & Lucía CUEVA-RODRÍGUEZ, 2024. "Crecimiento Económico Y Gasto Militar En El Ecuador: Un Enfoque De Cointegración Y Causalidad, 1960-2019," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 24(1), pages 91-110.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2024. "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, vol. 115.
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• Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2024. "Shocked to the core: a new model to understand euro area inflation," Research Bulletin, European Central Bank, vol. 117.
• De Santis, Roberto A., 2024. "Supply chain disruption and energy supply shocks: impact on euro area output and prices," Working Paper Series 2884, European Central Bank.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024. "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series 2901, European Central Bank.
• De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
• Hałaj, Grzegorz & Hipp, Ruben, 2024. "Decomposing systemic risk: the roles of contagion and common exposures," Working Paper Series 2929, European Central Bank.
• Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
• López, Lucia & Odendahl, Florens & Parrága, Susana & Silgado-Gómez, Edgar, 2024. "The pass-through to inflation of gas price shocks," Working Paper Series 2968, European Central Bank.
• Andres Escayola, Erik & McQuade, Peter & Schroeder, Christofer & Tirpák, Marcel, 2024. "What shapes spillovers from monetary policy shocks in the United States to emerging market economies?," Working Paper Series 2973, European Central Bank.
• Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.
• Thomas Habanabakize & Zandri Dickason-Koekemoer, 2024. "A Comparative Analysis between Intrinsic and Extrinsic Drivers of Inflation," International Journal of Economics and Financial Issues, Econjournals, vol. 14(2), pages 36-44, March.
• Md. Monir Khan & Asif Ahmed, 2024. "The Effects of Exchange Rate Fluctuation on Bangladeshi Exports: An ARDL Bound Testing Technique," International Journal of Economics and Financial Issues, Econjournals, vol. 14(3), pages 125-131, May.
• Silky Vigg Kushwah & Shab Hundal & Payal Goel, 2024. "Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies," International Journal of Economics and Financial Issues, Econjournals, vol. 14(3), pages 132-139, May.
• Molobe Joyce Ramakgasha & Tshephi Kingsley Thaba & Nengovhela Rudzani, 2024. "Agricultural Production and Agricultural Employment Rate in South Africa: Time Series Analysis Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 148-153, July.
• Christos Christodoulou-Volos & Dikaios Tserkezos, 2024. "The Impact of COVID-19 on the Cypriot Stock Market Dynamics," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 214-221, July.
• à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024. "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 222-238, July.
• Loc Dong Truong & Nhien Tuyet Doan & Anh Thi Kim Nguyen, 2024. "The Effects of Geopolitical Risks on Oil Price Volatility," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 427-432, January.
• Raúl Clemente Ulloa-de Souza & Luis Adrián González-Quiñonez & Luis Jheovanny Reyna-Tenorio & Patricia Janella Salgado-Ortiz & Byron Fernando Chere-Quiñónez, 2024. "Renewable Energy Development and Employment in Ecuador’s Rural Sector: An Economic Impact Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 464-479, January.
• Nour Fakhreddine & Noura Najia & Abbas Mourad & Wafaa Nasser, 2024. "Asymmetric Effect of Oil Price on Economic Activity: Evidence from Lebanon Using NARDL Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 258-266, March.
• Aynur Pala, 2024. "The Evolution of Commodity Trios Prices and Causality Equation: In Structural Break Perspective," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 335-340, March.
• Bharat Kumar Meher & Abhishek Anand & Sunil Kumar & Ramona Birau & Manohar Sing, 2024. "Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 426-434, March.
• Yen Nguyen & Son Le & Nam Ngo & Huyen Nguyen, 2024. "Influence of Financial Development on Environmental Quality: Research Results from Developing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 93-101, May.
• Maitham A. Rodhan, 2024. "Macroeconomic Impacts of Oil Price Shocks: Evidence from Iraq by Using Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 162-170, May.
• Ahmad Monir Abdullah & Aini Aman, 2024. "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 216-234, May.
• Rui Dias & Mariana Chambino & Rosa Galvão & Paulo Alexandre & Mohammad Irfan, 2024. "Side Effects and Interactions: Exploring the Relationship between Dirty and Green Cryptocurrencies and Clean Energy Stock Indices," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 411-416, May.
• Mirna Geraldine Cevallos-Mina & Rosalba Mercedes Lara-Tambaco & Carlos Humberto Reyes-Vera & Erick Fabián Mosquera-Quiñonez & José Luis Castillo-Gámez, 2024. "The Effects of Oil Price on Energy Production and the Ecuadorian Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 38-50, May.
• Marwa Elsherif, 2024. "Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 51-69, May.
• Freddy Ronalde Camacho-Villagomez & Yanina Shegia Bajaña-Villagomez & Andrea Johanna Rodríguez-Bustos, 2024. "Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 371-376, July.
• Victor Hugo Puican Rodriguez & Liliana del Carmen Suárez Santa Cruz & Abel Salazar Asalde & Alejandro Alcántara Suyón & Freddy Manuel Camacho Delgado, 2024. "The Effect of Taxes and Tax Refunds on the Economic Activity of the Energy Industry in Peru," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 36-47, July.
• Moustfa Ismael Khaleel & Ahmed Younis Jabbar & Maha Kalai & Rima Aloulou & Kamel Helali, 2024. "An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 66-80, July.
• Dmitry Kulikov & Nicolas Reigl, 2024. "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers wp2023-06, Bank of Estonia, revised 23 Feb 2024.
• Dmitry Kulikov & Nicolas Reigl, 2024. "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers wp2023-6, Bank of Estonia, revised 23 Feb 2024.
• Mariam Camarero & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit, 2024. "Current account determinants in a globalized world," Working Papers 2410, Department of Applied Economics II, Universidad de Valencia.
• Kartal, Mustafa Tevfik & Kılıç Depren, Serpil & Ayhan, Fatih & Ulussever, Talat, 2024. "Quantile-based heterogeneous effects of nuclear energy and political stability on the environment in highly nuclear energy-consuming and politically stable countries," Applied Energy, Elsevier, vol. 365(C).
• Padha, Vimarsh & Chaubal, Aditi, 2024. "Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach," Journal of Asian Economics, Elsevier, vol. 90(C).
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• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Zhao, Mingguo & Park, Hail, 2024. "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024. "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, vol. 93(C).
• Zabavnik, Darja & Verbič, Miroslav, 2024. "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Ren, Xiaohang & Fu, Chenjia & Jin, Chenglu & Li, Yuyi, 2024. "Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis," International Review of Financial Analysis, Elsevier, vol. 95(PA).
• Marçal, Emerson Fernandes, 2024. "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah, 2024. "How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024. "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024. "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, vol. 95(PB).
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024. "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, vol. 59(C).
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024. "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, vol. 61(C).
  • Pérez, Rafaela & Ruiz, Jesús & Guinea, Laurentiu, 2023. "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," UC3M Working papers. Economics 36916, Universidad Carlos III de Madrid. Departamento de Economía.
• Gao, Ting & Wang, Huaiming & Du, Dongying, 2024. "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, vol. 62(PA).
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024. "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, vol. 62(PA).
• Chen, Jinyan & Nie, Chun-Xiao, 2024. "Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks," Finance Research Letters, Elsevier, vol. 62(PB).
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024. "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, vol. 63(C).
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024. "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, vol. 63(C).
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024. "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, vol. 63(C).
• Han, SeungOh, 2024. "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, vol. 65(C).
• Liu, Bingqi & Pang, Tianxiao & Cheng, Siang, 2024. "Estimation for generalized linear cointegration regression models through composite quantile regression approach," Finance Research Letters, Elsevier, vol. 65(C).
• Shen, Shulin & Sultan, Syed Galib & Zivot, Eric, 2024. "Price discovery share: An order invariant measure of price discovery," Finance Research Letters, Elsevier, vol. 67(PA).
• Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024. "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, vol. 67(PA).
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
• Yang, Jie & Feng, Yun & Yang, Hao, 2024. "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, vol. 67(PB).
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
• Galán, Jorge E., 2024. "The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk," Journal of Financial Stability, Elsevier, vol. 74(C).
• Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024. "Sowing the seeds of financial imbalances: The role of macroeconomic performance," Journal of Financial Stability, Elsevier, vol. 74(C).
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024. "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, vol. 60(C).
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024. "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, vol. 61(C).
• Chen, Zhang-Hangjian & Chu, Wei-Wei & Gao, Xiang & Koedijk, Kees G. & Xu, Yaping, 2024. "Extreme weather, climate risk, and the lead–lag role of carbon," Global Finance Journal, Elsevier, vol. 61(C).
• Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
• Carvalho, Alexandre & Valle e Azevedo, João & Pires Ribeiro, Pedro, 2024. "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Journal of International Economics, Elsevier, vol. 147(C).
  • Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro, 2021. "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Working Papers w202117, Banco de Portugal, Economics and Research Department.
• Ascari, Guido & Fosso, Luca, 2024. "The international dimension of trend inflation," Journal of International Economics, Elsevier, vol. 148(C).
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
• Günther, Sascha & Hieber, Peter, 2024. "Analyzing the interest rate risk of equity-indexed annuities via scenario matrices," Insurance: Mathematics and Economics, Elsevier, vol. 114(C), pages 15-28.
• Corsaro, Stefania & Marino, Zelda & Scognamiglio, Salvatore, 2024. "Quantile mortality modelling of multiple populations via neural networks," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 114-133.
• Gangopadhyay, Partha & Pradhan, Rudra P. & Das, Narasingha, 2024. "Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach," International Economics, Elsevier, vol. 179(C).
• Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024. "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
• Abid, Ilyes & Benkraiem, Ramzi & Mzoughi, Hela & Urom, Christian, 2024. "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024. "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  • Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024. "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers 2402.07266, arXiv.org.
• Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024. "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  • Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.

2023

• Konstantin A. Kholodilin & Malte Rieth, 2023. "Immobilienmarkt im Krisenmodus: Die Kaufpreise fallen, aber die Mieten steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 90(51/52), pages 753-762.
• Martin Bruns & Helmut Luetkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2023-03, School of Economics, University of East Anglia, Norwich, UK..
  • Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," DEM Working Papers Series 213, University of Pavia, Department of Economics and Management.
  • Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," Working Papers 789, DNB.
  • Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," School of Economics and Public Policy Working Papers 2023-07 Classification-C3, University of Adelaide, School of Economics and Public Policy.
  • Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," CAMA Working Papers 2023-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," Working Papers hal-04159825, HAL.
  • Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
• Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
  • Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," EconomiX Working Papers 2023-26, University of Paris Nanterre, EconomiX.
  • Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," Working Papers hal-04219283, HAL.
• Mignon, Valérie & Saadaoui, Jamel, 2024. "How do political tensions and geopolitical risks impact oil prices?," Energy Economics, Elsevier, vol. 129(C).
  • Valérie Mignon & Jamel Saadaoui, 2023. "How political tensions and geopolitical risks impact oil prices?," Working Papers 2023.07, International Network for Economic Research - INFER.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers 2023-28, University of Paris Nanterre, EconomiX.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Working Papers hal-04228303, HAL.
  • Valérie Mignon & Jamel Saadaoui, 2024. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Post-Print hal-04436186, HAL.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Political Tensions and Geopolitical Risks Impact Oil Prices?," Working Papers of BETA 2023-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Post-Print hal-04436183, HAL.
• László KÓNYA, 2023. "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(1), pages 33-56.
• Andres Escayola, Erik & McQuade, Peter & Schroeder, Christofer & Tirpák, Marcel, 2023. "What shapes spillovers from US monetary policy shocks to emerging market economies?," Economic Bulletin Boxes, European Central Bank, vol. 2.
• Motto, Roberto & Montes-Galdón, Carlos & Ristiniemi, Annukka & Saint Guilhem, Arthur & Zimic, Srečko & Darracq Pariès, Matthieu, 2023. "A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021," Economic Bulletin Boxes, European Central Bank, vol. 3.
• Hauptmeier, Sebastian & Holm-Hadulla, Fédéric, 2023. "Industry structure and the real effects of monetary policy," Economic Bulletin Boxes, European Central Bank, vol. 7.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The outlook is mixed: the asymmetric effects of weather shocks on inflation," Research Bulletin, European Central Bank, vol. 111.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023. "Using machine learning to measure financial risk in China," Working Paper Series 2767, European Central Bank.
• Warne, Anders, 2023. "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series 2768, European Central Bank.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series 2798, European Central Bank.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
  • Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
• Guillochon, Justine & Le Roux, Julien, 2023. "Unobserved components model(s): output gaps and financial cycles," Working Paper Series 2832, European Central Bank.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023. "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series 2833, European Central Bank.
• De Santis, Roberto A. & Tornese, Tommaso, 2023. "Energy supply shocks’ nonlinearities on output and prices," Working Paper Series 2834, European Central Bank.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023. "Labour at risk," Working Paper Series 2840, European Central Bank.
• Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023. "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series 2871, European Central Bank.
• Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023. "What drives core inflation? The role of supply shocks," Working Paper Series 2875, European Central Bank.
• Philomena Dadzie & Nicholas Bamegne Nambie & Belinda Ameh Obobi, 2023. "Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 73-82, January.
• Jorge Barrientos Marin & Laura Marquez Marulanda & Fernando Villada Duque, 2023. "Analyzing Electricity Demand in Colombia: A Functional Time Series Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 75-84, January.
• Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2023. "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 85-90, January.
• Miguel Angel Esquivias & Owais ibni Hassan & Aisha Sheikh, 2023. "Evidence-based Examination of the Consequences of Financial Development on Environmental Degradation in the Indian Setting, Using the ARDL Model," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 281-290, January.
• Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023. "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 529-543, January.
• Gelrud Yakov Davidovich & Cui Jianan & Festus Victor Bekun, 2023. "Analysis and Synthesis of Alternative Solutions to Environmental Problems Associated with Large-scale Projects," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 45-51, January.
• Arvian Triantoro & Muhammad Zaheer Akhtar & Shiraz Khan & Khalid Zaman & Haroon ur Rashid Khan & Abdul Wahab Pathath & Muhamad Amar Mahmad & Kamil Sertoglu, 2023. "Riding the Waves of Fluctuating Oil Prices: Decoding the Impact on Economic Growth," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 34-50, March.
• Nurkhodzha Akbulaev, 2023. "The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 433-440, March.
• Nyiko Worship Hlongwane & Olebogeng David Daw, 2023. "Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 197-206, May.
• Amine Mounir, 2023. "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 428-433, May.
• Dzulfikri Azis Muthalib & Abd Azis Muthalib & Ahmad Muhlis Nuryadi & Arifuddin Arifuddin & La Ode Muhammad Harafah & Murdjani Kamaluddin & La Ode Sahili & Muh. Irfandy Azis & Rince Tambunan, 2023. "The Effect of Crude Oil Price and Inflation on Algae Export in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 507-511, May.
• Yaya KEHO, 2023. "Does Globalization Cause Environmental Degradation in Developing Economies? Evidence from Cote d Ivoire Using Ecological Footprint," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 455-466, July.
• Afaq Aslanova & Simuzar Mammadova, 2023. "Econometric Analysis of the Effect of Energy Prices on Exchange Rates During War Period," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 496-502, July.
• Mimoun Benali & Laila Benabbou, 2023. "Carbon Emissions, Energy Consumption, and Economic Growth in Morocco," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 61-67, July.
• Nyiko Worship Hlongwane & Realeboga Mahapa & Tselane Confidence Nthebe, 2023. "The Nexus between Foreign Direct Investment and Electricity Consumption in South Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 213-220, September.
• Ruma Talukdar & Nibedita Mahanta, 2023. "Forecasting of Domestic Electricity Consumption in Assam, India," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 229-235, September.
• Festus Victor Bekun & Toyo Amegnonna Marcel Dossou & Kayode Kolawole Eluwole & Taiwo Temitope Lasisi & Gizem Uzuner, 2023. "Tourism and the Mediterranean Experience Amidst Environmental Issues: Fresh Insights from Panel Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 325-331, September.
• André Luis da Silva Leite & Marcus Vinicius Andrade de Lima, 2023. "A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 332-338, September.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame, 2023. "Testing Environmental Kuznets Curve Hypothesis in Somalia: Empirical Evidence from ARDL Technique," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 678-684, September.
• Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023. "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 203-210, November.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame & Galad Mohamed Barre & Mohamed Ahmed Salad, 2023. "The Nexus between Economic Growth, Energy Consumption, and Environmental Degradation in Kenya," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 220-226, November.
• Akhmad Akhmad & Ambo Asse & Nursalam Nursalam & Ibrahim Ibrahim & Bunyamin Bunyamin & Ansaar Ansaar & Sahajuddin Sahajuddin, 2023. "The Impact of the Increase of Oil Fuel Price and Government Subsidy on Indonesia’s Economic Performance," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 547-557, November.
• Spinola, Danilo, 2023. "Restricciones vinculadas a la inestabilidad y trampas del desarrollo: un análisis empírico de los ciclos de crecimiento y la volatilidad económica en América Latina y el Caribe," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Spinola, Danilo, 2023. "Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  • Sartorello Spinola, Danilo, 2018. "Instability constraints and development traps: An empirical analysis of growth cycles and economic volatility in Latin America," MERIT Working Papers 2018-002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Erdogan, Sinan & Sarkodie, Samuel Asumadu, 2023. "The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes," Applied Energy, Elsevier, vol. 342(C).
• van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023. "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
  • Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022. "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers 202256, University of Pretoria, Department of Economics.
• Li, Yicun & Teng, Yuanyang, 2023. "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023. "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
  • Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
• Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2023. "The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2020. "The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates," CEPR Discussion Papers 15605, C.E.P.R. Discussion Papers.
  • Francesco Bianchi & Giada Bianchi & Dongho Song, 2020. "The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates," NBER Working Papers 28304, National Bureau of Economic Research, Inc.
• McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Jmaes McNeil, 2020. "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers daleconwp2020-07, Dalhousie University, Department of Economics.
• Fu, Bowen, 2023. "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
• Kim, Kijin & Kim, Soyoung & Lee, Donghyun & Park, Cyn-Young, 2023. "Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
  • Kim, Kijin & Kim, Soyoung & Lee, Donghyun & Park, Cyn-Young, 2022. "Impacts of Social Distancing Policy and Vaccination During the COVID-19 Pandemic in the Republic of Korea," ADB Economics Working Paper Series 658, Asian Development Bank.
• Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023. "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  • Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022. "Share Buybacks and Corporate Tax Cuts," IEAS Working Paper : academic research 22-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
• Leong, Soon Heng & Urga, Giovanni, 2023. "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
• Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
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• Onur Şeyranlıoğlu, 2023. "Feldstein-Horioka Hipotezinin Türkiye Ekonomisi İçin Sınanması: RALS Yaklaşımından Kanıtlar," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 8(3), pages 498-518.
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• Hafner, Christian M. & Herwartz, Helmut, 2023. "Asymmetric volatility impulse response functions," LIDAM Reprints ISBA 2023029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Hafner, Christian M. & Herwartz, Helmut, 2023. "Correlation impulse response functions," LIDAM Reprints ISBA 2023030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Mugrabi, Farah Daniela, 2023. "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN 2023001, Université catholique de Louvain, Louvain Finance (LFIN).
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, vol. 55(PA).
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• Ignacio Galará, 2023. "A Measure of our Uncertainty: Households’ Inflation Expectation and Information Shocks," Working Papers 273, Red Nacional de Investigadores en Economía (RedNIE).
• Masa Soric & Petar Soric & Oscar Claveria, 2023. "Economic uncertainty and suicide mortality in post-pandemic England," IREA Working Papers 202320, University of Barcelona, Research Institute of Applied Economics, revised Dec 2023.
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• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
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• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
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• Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
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• Wei Tian & Seojeong Lee & Valentyn Panchenko, 2023. "Synthetic Controls with Multiple Outcomes," Papers 2304.02272, arXiv.org, revised Jul 2024.
• Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper 2023/9, Norges Bank.
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• Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
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• Jiti Gao & Bin Peng & Yayi Yan, 2023. "Time-Varying Vector Error-Correction Models: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers 11/23, Monash University, Department of Econometrics and Business Statistics.
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• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
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• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
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• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023. "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers 2308.13346, arXiv.org, revised Sep 2024.
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• Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 91-111.
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• Andrea Nocera & M. Hashem Pesaran, 2022. "Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure," CESifo Working Paper Series 9695, CESifo.
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• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  • Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
• Gadea Rivas, María Dolores & Gonzalo, Jesús & Ramos, Andrey, 2023. "Trends in temperature data: micro-foundations of their nature," UC3M Working papers. Economics 39045, Universidad Carlos III de Madrid. Departamento de Economía.
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• Tavassoli, Solaleh & Khiabani, Nasser, 2023. "Spatio-Temporal Diffusion of Housing Prices in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 28(3), pages 3-42, December.
• Zdravko Sergo & Jasmina Grzinic & Tatiana Zanini Gavranic, 2023. "Does The House Slave Effect Depress International Tourism Travelling?," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 32(2), pages 473-494, december.
• Miaomiao Tao & Lim Thye Goh, 2023. "The Road to Improve Energy Efficiency vs. the Role of Corruption - A Dynamic Quantile Exploration," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-5.
• Isiaka Akande Raifu, 2023. "Examining the Time-Varying Causality Between Oil Returns and Stock Returns in Norway," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-9.
• Jamiu Badmus & Sodiq Bisiriyu & Oluwadamilola Alawode, 2023. "Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(2), pages 1-5.
• Tommaso Tornese, 2023. "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers 23199, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2024. "Blended identification in structural VARs," Journal of Monetary Economics, Elsevier, vol. 146(C).
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• Ibrahim L. Awad, 2023. "A Comparative Study of Seigniorage: Egypt and Qatar," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 172-190.
• Cristina BALINT & Alexandra DERECICHEI, 2023. "The Effects Of The Macroeconomic Factors On The Bucharest Stock Exchange During The Covid-19 Pandemic," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Chinara Azizova & Bruno Feunou & James Kyeong, 2023. "Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency," Discussion Papers 2023-19, Bank of Canada.
• Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.
• Serdar Kabaca & Kerem Tuzcuoglu, 2023. "Supply Drivers of US Inflation Since the COVID-19 Pandemic," Staff Working Papers 23-19, Bank of Canada.
• Franz Ulrich Ruch & Temel Taskin, 2024. "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(2), pages 314-334, April.
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• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
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• Bruno Feunou & James Kyeong, 2023. "Finding the balance—measuring risks to inflation and to GDP growth," Staff Analytical Notes 2023-18, Bank of Canada.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
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• Fève, Patrick & Moura, Alban, 2023. "Frictionless house-price momentum," TSE Working Papers 23-1488, Toulouse School of Economics (TSE).
  • Patrick Fève & Alban Moura, 2023. "Frictionless house-price momentum," BCL working papers 177, Central Bank of Luxembourg.
• Javier García-Cicco & Lorena Garegnani & Maximiliano Gómez Aguirre & Ariel David Krysa & Luis Libonatti, 2023. "Empirical Regularities of Inflation in Latin America," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 5-54, May.
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• Tomás Marinozzi, 2023. "Forecasting Inflation in Argentina: A Probabilistic Approach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(81), pages 81-110, May.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023. "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023. "How to measure inFLAtion volatility. A note," Working Papers 2314, Banco de España.
• Höynck, Christian & Rossi, Luca, 2023. "The drivers of market-based inflation expectations in the euro area and in the US," Economics Letters, Elsevier, vol. 232(C).
  • Christian Hoynck & Luca Rossi, 2023. "The drivers of market-based inflation expectations in the euro area and in the US," Questioni di Economia e Finanza (Occasional Papers) 779, Bank of Italy, Economic Research and International Relations Area.
• Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
• Margherita Bottero & Antonio M. Conti, 2023. "In the thick of it: an interim assessment of monetary policy transmission to credit conditions," Questioni di Economia e Finanza (Occasional Papers) 810, Bank of Italy, Economic Research and International Relations Area.
• Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
• Filippo Natoli, 2023. "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers) 1407, Bank of Italy, Economic Research and International Relations Area.
• Fabrizio Ferriani & Andrea Gazzani & Filippo Natoli, 2023. "Flight to climatic safety: local natural disasters and global portfolio flows," Temi di discussione (Economic working papers) 1420, Bank of Italy, Economic Research and International Relations Area.
• Luigi Infante & Francesca Lilla & Francesco Vercelli, 2023. "The effects of the pandemic on households' financial savings: a Bayesian structural VAR analysis," Temi di discussione (Economic working papers) 1421, Bank of Italy, Economic Research and International Relations Area.
• Piergiorgio Alessandri & Fabrizio Venditti & Oscar JordÃ, 2023. "Decomposing the monetary policy multiplier," Temi di discussione (Economic working papers) 1422, Bank of Italy, Economic Research and International Relations Area.
• Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
• Alba Carlos & Cuadra Gabriel & Ibarra Raúl, 2023. "Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions," Working Papers 2023-03, Banco de México.
• Luis Fernando Melo-Velandia & Hernán Rincón-Castro & Jorge Hernán Toro-Córdoba, 2023. "Flujos brutos de capital de portafolio de no residentes y residentes y el rol de la política monetaria," Borradores de Economia 1224, Banco de la Republica de Colombia.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023. "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia 1225, Banco de la Republica de Colombia.
• Suleyman Kasal, 2023. "Analysing The Armey Curve Based On The Fourier Cointegration Approach For Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 68(236), pages 139-158, January –.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu, 2023. "Asymmetric Reactions Of Stock Prices And Industrial Output To Exchange Rate Shocks: Multiple Threshold Nonlinear Autoregressive Distributed Lag Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 68(237), pages 165-191, April – J.
• Jelena Rašković, 2023. "Ricardian Equivalence Or Twin Deficits Hypothesis? Evidence From Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 68(238), pages 87-113, July – Se.
• Justine Guillochon & Julien Le Roux, 2023. "Unobserved Components Model(s): Output Gaps and Financial Cycles," Working papers 926, Banque de France.
• Sanvi Avouyi-Dovi & Lorraine Chouteau & Lucas Devigne & Emmanuelle Politronacci, 2023. "Shadow Economy: What Factors Matter in the French Case?," Working papers 930, Banque de France.
• Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020. "Asymmetric monetary policy tradeoffs," Economics Working Papers 1742, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2023.
  • Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2023. "Asymmetric Monetary Policy Tradeoffs," Working Papers 1404, Barcelona School of Economics.
• Régis Barnichon & Geert Mesters, 2023. "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers 1873, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2023. "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers 1410, Barcelona School of Economics.
• Emre BULUT & Ahmed İhsan ŞİMŞEK, 2023. "The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 Index," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 121-135, June.
• Ercüment DOĞRU, 2023. "Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 7(2), pages 63-83, December.
• Nguyễn Lê Hoàng Thụy Tố Quyên & Trần Phạm Khánh Toàn, 2023. "Tác động của chất lượng thể chế đến quy mô kinh tế phi chính thức tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 18(4), pages 33-47.
• Trương Ngọc Hảo & Lê Công Trứ & Trần Thanh Trúc, 2023. "Tác động của đa dạng hóa xuất khẩu đến tăng trưởng xuất khẩu: Trường hợp ngành tôm Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 18(4), pages 48-62.
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• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.
• Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023. "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, vol. 39(3), pages 443-480, June.
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• Elstner, Steffen & Rujin, Svetlana, 2023. "The consequences of US technology changes for productivity in advanced economies," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 718-742, April.
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• Chan, Joshua C.C. & Wemy, Edouard, 2023. "An unobserved components model of total factor productivity and the relative price of investment," Macroeconomic Dynamics, Cambridge University Press, vol. 27(5), pages 1397-1423, July.
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• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023. "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, vol. 27(8), pages 2191-2228, December.
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• Nektarios A. Michail & Kyriaki G. LouKa, 2023. "The inefficiency of Quantitative Easing in the Euro Area," Working Papers 2023-3, Central Bank of Cyprus.
• Komain Jiranyakul, 2023. "Is the Thai government revenue-spending nexus asymmetric?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 28(2), pages 404-419, April.
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• F. Blasques & P. Gorgi & S. J. Koopman & J. Sampi, 2023. "Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model," Tinbergen Institute Discussion Papers 23-007/IVI, Tinbergen Institute.
• Daan Opschoor & Dick van Dijk, 2023. "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers 23-018/III, Tinbergen Institute.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023. "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers 23-021/III, Tinbergen Institute.
• Eric A. Beutner & Yicong Lin & Andre Lucas, 2023. "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers 23-051/III, Tinbergen Institute.
• Mirko Armillotta & Paolo Gorgi, 2023. "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers 23-054/III, Tinbergen Institute.
• Danilo Leiva-Leon & Luis Uzeda, 2023. "Endogenous Time Variation in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 105(1), pages 125-142, January.
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• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2023. "Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1314-1324, September.
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• Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Shock Identification with Economic Parameter Restrictions," Research Papers in Economics 2023-01, University of Trier, Department of Economics.
  • Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," Working Paper Series 2023-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Neuenkirch, Matthias & Repko, Maria & Weber, Enzo, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," IAB-Discussion Paper 202301, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  • Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series 2023-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  • Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023. "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Research Papers in Economics 2023-03, University of Trier, Department of Economics.
• Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," Working Paper Series 2023-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  • Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023. "(Almost) Recursive Shock Identification with Economic Parameter Restrictions," Research Papers in Economics 2023-01, University of Trier, Department of Economics.
• Felix Haase & Matthias Neuenkirch, 2023. "Macroeconomic Expectations and State-Dependent Factor Returns," CESifo Working Paper Series 10720, CESifo.
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• Patrick Fève & Alban Moura, 2023. "Frictionless house-price momentum," BCL working papers 177, Central Bank of Luxembourg.
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• Jacques Minlend, 2023. "European Low-Carbon Policy: Impact on fossil energy markets," Economics Working Paper Archive (University of Rennes & University of Caen) 2023-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Luca Benati & Thomas A. Lubik, 2023. "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften dp2306, Universitaet Bern, Departement Volkswirtschaft.
• Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
• Gloria Gonzalez-Rivera & Yun Luo, 2020. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202005, University of California at Riverside, Department of Economics.
  • Gloria Gonzalez-Rivera & Yun Luo, 2023. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202315, University of California at Riverside, Department of Economics.
• Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.
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• Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
• Jonathan J. Adams & Mr. Philip Barrett, 2023. "Identifying News Shocks from Forecasts," IMF Working Papers 2023/208, International Monetary Fund.
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• Olga Bondarenko, 2023. "Agricultural Commodity Price Dynamics: Evidence from BVAR Models," Working Papers 03/2023, National Bank of Ukraine.
• Guillaume Morel & Magali Jaoul-Grammare, 2023. "Do Pandemics Impact Macroeconomic Variables? A Cliometric Approach," Working Papers of BETA 2023-01, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Mignon, Valérie & Saadaoui, Jamel, 2024. "How do political tensions and geopolitical risks impact oil prices?," Energy Economics, Elsevier, vol. 129(C).
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  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers 2023-28, University of Paris Nanterre, EconomiX.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2024. "Political relations and trade: New evidence from Australia, China, and the United States," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(3), pages 253-275, July.
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• Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending," Working Papers of BETA 2023-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• William A. Brock & J. Isaac Miller, 2023. "Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing," Working Papers 2304, Department of Economics, University of Missouri.
• Kadie Clark & J. Isaac Miller, 2023. "Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado," Working Papers 2309, Department of Economics, University of Missouri.
• Régis Barnichon & Geert Mesters, 2023. "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers 1410, Barcelona School of Economics.
  • Régis Barnichon & Geert Mesters, 2023. "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers 1873, Department of Economics and Business, Universitat Pompeu Fabra.
• Bowen Fu, Ivan Mendieta-Muñoz, 2023. "Structural shocks and trend inflation," Working Paper Series, Department of Economics, University of Utah 2023_04, University of Utah, Department of Economics.
• Marc Jim M. Mariano & George Verikios & Kenneth W. Clements, 2023. "Are Input-Output Coefficients Really Fixed?," Economics Discussion / Working Papers 23-06, The University of Western Australia, Department of Economics.
• Antonio Paradiso, 2023. "A reconstruction of the time series of global technology from 5500 BC to the 2000s," Working Papers 2023:12, Department of Economics, University of Venice "Ca' Foscari".
• HYSAJ, Albina, 2023. "The Macroeconomic Determinants Of Credit Risk In The Albanian Banking Sector," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 11(1), pages 161-167, October.
• Aysegul Kırkpınar & Pınar Evrim Mandacı, 2023. "A Volatility Spillover Analysis Between Bond and Commodity Markets as an Indicator for Global Liquidity Risk," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 70(1), pages 71-100.
• Masuhr Andreas & Trede Mark, 2023. "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-15.
• Szczepocki Piotr, 2023. "Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(4), pages 44-58, December.
• Kaczmarek Tomasz & Grobelny Przemysław, 2023. "How to fly to safety without overpaying for the ticket," Economics and Business Review, Sciendo, vol. 9(2), pages 160-183, April.
• Nazir Noman & Bashir Zahid & Izhar Syed Usman & Jamshed Yasir, 2023. "Sources of uncertainty and their impact on stock prices evidence from emerging economies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 19(2), pages 49-67, June.
• Chenini Moussa & Ayad Hicham & Attouchi Manel & Dahmani Mohamed Driouche, 2023. "Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 42-63, June.
• Ghilous Azeddine & Ziat Adel, 2023. "Balance of Payments as a Monetary Phenomenon: An ARDL Bounds Test Method for Algeria," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 64-86, June.
• Dekkiche Djamal, 2023. "Tourism Demand in Tunisia: A VECM Approach," Naše gospodarstvo/Our economy, Sciendo, vol. 69(2), pages 50-59, June.
• Miteski Mite & Petrovska Magdalena & Sulejmani Artan, 2023. "Measuring the Natural Interest Rate for the Macedonian Economy: A Multi-Model Approach," South East European Journal of Economics and Business, Sciendo, vol. 18(1), pages 176-193, June.
• Havolli Berat, 2023. "Economic Consequences of the Cost of Government Borrowing in European Transition Economies," South East European Journal of Economics and Business, Sciendo, vol. 18(1), pages 194-210, June.
• Spahiu Muhamet J. & Durguti Esat A., 2023. "Impact of Financial Liberalization on Export: Evidence from Kosovo," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(2), pages 95-111, June.
• Hutter Christian & Weber Enzo, 2023. "Woher kam der deutsche Arbeitsmarktaufschwung? – Und wie kann es weitergehen?," Wirtschaftsdienst, Sciendo, vol. 103(9), pages 607-612, September.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2023. "Oil and US stock market shocks: Implications for Canadian equities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 247-287, February.
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• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
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• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023. "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
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• Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023. "Oil price volatility and stock returns: Evidence from three oil‐price wars," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3162-3182, July.
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• Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
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• Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
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• Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
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• Katarzyna Budnik & Gerhard Rünstler, 2023. "Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 186-201, March.
  • Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023. "The multifaceted impact of US trade policy on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
  • Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224529, Verein für Socialpolitik / German Economic Association.
  • Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
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• Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
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• William A. Barnett & Sohee Park, 2023. "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 331-346, March.
  • William Barnett & Sohee Park, 2021. "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202120, University of Kansas, Department of Economics, revised Oct 2021.
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• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
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• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
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• Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023. "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1690-1707, November.
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• Firmin Doko Tchatoka & Qazi Haque, 2023. "On bootstrapping tests of equal forecast accuracy for nested models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1844-1864, November.
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• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
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• Hafedh Bouakez & Laurent Kemoe, 2023. "News Shocks, Business Cycles, and the Disinflation Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2115-2151, December.
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• Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2023. "Monetary policy, external instruments, and heteroskedasticity," Quantitative Economics, Econometric Society, vol. 14(1), pages 161-200, January.
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• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023. "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
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• Rachana Jaiswal, 2023. "From Humble Beginnings to a Global Economic Powerhouse: A Comprehensive Study of India’s Economic Development Through the Lens of Selected Macroeconomic Indicators (1990–2020)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-42, September.
• Yuping Song & Yankun Sun & Yue Ma, 2023. "The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-24, June.
• To Trung Thanh & Le Thanh Ha & Nguyen Thi Thanh Huyen & Tran Anh Ngoc, 2023. "An Application of a TVP-VAR Extended Joint Connected Approach to Investigate Dynamic Spillover Interrelations of Cryptocurrency and Stock Market in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 1-20, February.
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• Benedict Foo & Deng Yao Koh & Juan Pang Tan & Wenjie Wang, 2023. "FORECASTING SINGAPORE’s ECONOMY USING STATISTICAL LEARNING AND FACTOR MODELS," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(02), pages 319-353.
• Dejan ŽIvkov & Marko Peä†Anac & Dajana Ercegovac, 2023. "Interdependence Between Stocks And Exchange Rate In East Asiaâ €” A Wavelet-Based Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(03), pages 917-939, June.
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• von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
• Kim, Jung-Wook & Kim, Jinkyeong, 2023. "Regulatory Sentiment and Economic Performance," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 45(1), pages 69-86.
• Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger & Giovanni Melina, 2022. "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions," CESifo Working Paper Series 9678, CESifo.
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• Grimme, Christian & Henzel, Steffen, 2023. "Uncertainty Shocks in Times of Low and High Uncertainty," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277629, Verein für Socialpolitik / German Economic Association.
• Steshkova, Alina & Böck, Maximilian & Zörner, Thomas, 2023. "The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277634, Verein für Socialpolitik / German Economic Association.
• Thorarinn G. Petursson, 2023. "Monetary transmission in Iceland - Evidence from a structural VAR model," Economics wp94, Department of Economics, Central bank of Iceland.
• Nipit Wongpunya, 2023. "Trend Infl Trend Inflation In Modera Tion In Moderate And L Te And Low Infl Ow Inflation Periods: The Implica Periods: The Implication Of Th Tion Of Thai Mone Ai Monetary Policy," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(3), pages 445-468, September.
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• Jonathan J Adams & Philip Barrett, 2023. "Identifying News Shocks from Forecasts," Working Papers 001010, University of Florida, Department of Economics.
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• Marisol Lara Maldonado & Belem Vásquez Galán & Cuauhtémoc Calderón Villarreal, 2023. "Estrategias de crecimiento económico en México y Corea del Sur, un análisis comparativo," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-25, Abril - J.
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• Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
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• Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Manuela Alcañiz & Marc Estévez & Miguel Santolino, 2023. ""Unveiling the underlying severity of multiple pandemic indicators"," IREA Working Papers 202312, University of Barcelona, Research Institute of Applied Economics, revised Oct 2023.
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• Veysel INAL & Serif CANBAY & Mustafa KIRCA, 2023. "Determinants of Food Prices in Türkiye: Fourier Engle-Granger Cointegration Test," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 133-156, January.
• Tacinur AKCA, 2023. "Causal Relationship Between Transport Inflation with Oil Prices and Exchange Rates," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 245-260, January.
• Ibrahim AYTEKIN & Seda BAYRAKDAR & Emre AKSOY, 2023. "Investigation of the Long and Short-Term Relationship Between Exchange Rate and Inflation in Türkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 87-112, January.
• Ahmet Usta, 2023. "How Does Digital Banking-Driven Financial Inclusion Affect Income Inequality in Türkiye?," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(2), pages 505-523, July.
• Betul Mutlugun & Ahmet Ä°ncekara, 2023. "Estimation of the Distribution and Demand Dynamics in Turkey: Structural Vector Autoregression Approach to a Post-Keynesian Model," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(73-1), pages 1-54, June.
• Bukre Yildirim Kulekci & Gulden Poyraz & Ismail Gur & Ozan Evkaya, 2023. "Dependence Analysis of the ISE100 Banking Sector Using Vine Copula," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(73-1), pages 55-81, June.
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• Zongwu Cai & Hongwei Mei & Rui Wang, 2023. "A Model Specification Test for Nonlinear Stochastic Diffusions with Delay," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202301, University of Kansas, Department of Economics, revised Jan 2023.
• Qi Zhao & Alexandra Chronopoulou, 2023. "Delta-hedging in fractional volatility models," Annals of Finance, Springer, vol. 19(1), pages 119-140, March.
• Mikhail Stolbov & Maria Shchepeleva, 2023. "Sentiment-based indicators of real estate market stress and systemic risk: international evidence," Annals of Finance, Springer, vol. 19(3), pages 355-382, September.
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• Bhaskar Tripathi & Rakesh Kumar Sharma, 2023. "Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1919-1945, December.
• Athanasia Stylianou Kalaitzi & Trevor W. Chamberlain, 2023. "Manufactured exports, disaggregated imports and economic growth: the case of Kuwait," Economic Change and Restructuring, Springer, vol. 56(2), pages 919-940, April.
• Mustafa Tevfik Kartal & Mustafa Kevser & Fatih Ayhan, 2023. "Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches," Economic Change and Restructuring, Springer, vol. 56(3), pages 1515-1535, June.
• Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023. "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, vol. 56(5), pages 3065-3093, October.
• Leping Huang & Yuning Cao & Yingfu Zhu, 2023. "Is there any recovery power for economic growth from green finance? Evidence from OECD member countries," Economic Change and Restructuring, Springer, vol. 56(6), pages 3909-3926, December.
• Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & Mark E. Wohar, 2023. "Housing price uncertainty and housing prices in the UK in a time-varying environment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 523-549, May.
• Bjørnar Karlsen Kivedal, 2023. "Long run non-linearity in CO2 emissions: the I(2) cointegration model and the environmental Kuznets curve," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(4), pages 899-931, November.
• Koutchogna Kokou Edem Assogbavi & Stéphane Dées, 2023. "Environmental Policy and the CO2 Emissions Embodied in International Trade," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(2), pages 507-527, February.
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• Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023. "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 379-401, December.
• Gan-Ochir Doojav & Munkhbayar Gantumur, 2023. "An estimated model of a commodity-exporting economy for the integrated policy framework: evidence from Mongolia," International Economics and Economic Policy, Springer, vol. 20(4), pages 651-708, October.
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• Michele Salvi & Christoph A. Schaltegger, 2023. "Tax more or spend less? Historical evidence from Switzerland’s federal budget plans," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 678-705, June.
• Jamie S. Spaulding & Keith B. Morris, 2023. "An open-source implementation of geographic profiling methods for serial crime analysis," Journal of Geographical Systems, Springer, vol. 25(4), pages 567-586, October.
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• Alexandros Skouralis, 2023. "The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy," Open Economies Review, Springer, vol. 34(5), pages 1079-1106, November.
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• Dimitrios Koutmos, 2023. "Investor sentiment and bitcoin prices," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 1-29, January.
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• Rene Santos, 2023. "Effect of remittances on GDP and the trade deficit in Honduras," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 99, pages 111-152, July-Dece.
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• Abeer Ibtisam Aziz, 2023. "Social Bots‘ Role in Online Political Communication – Evidence from German Federal Election 2021," MAGKS Papers on Economics 202309, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023. "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers 22/23, Monash University, Department of Econometrics and Business Statistics.
• Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Magne Mogstad, 2023. "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research 435, National Bank of Belgium.
• Kris Boud & Arno De Block & Geert Langenus & Peter Reusens, 2023. "Nowcasting GDP through the lens of economic states," Working Paper Research 445, National Bank of Belgium.
• Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
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• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023. "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
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• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
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  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," PSE Working Papers halshs-04146207, HAL.
• 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), vol. 77(1), pages 261-282, February.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," Working Papers halshs-04146207, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," Post-Print halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," PSE-Ecole d'économie de Paris (Postprint) halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," PSE Working Papers halshs-04146207, HAL.
• Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," AMSE Working Papers 2308, Aix-Marseille School of Economics, France.
  • Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," Working Papers hal-04064759, HAL.
• Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
  • Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," Working Papers hal-04159825, HAL.
• Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
  • Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," Working Papers hal-04219283, HAL.
  • Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023. "Uncertainty is bad for Business. Really?," EconomiX Working Papers 2023-26, University of Paris Nanterre, EconomiX.
• Mignon, Valérie & Saadaoui, Jamel, 2024. "How do political tensions and geopolitical risks impact oil prices?," Energy Economics, Elsevier, vol. 129(C).
  • Valérie Mignon & Jamel Saadaoui, 2023. "How political tensions and geopolitical risks impact oil prices?," Working Papers 2023.07, International Network for Economic Research - INFER.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Working Papers hal-04228303, HAL.
  • Valérie Mignon & Jamel Saadaoui, 2024. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Post-Print hal-04436186, HAL.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Political Tensions and Geopolitical Risks Impact Oil Prices?," Working Papers of BETA 2023-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Post-Print hal-04436183, HAL.
  • Valérie Mignon & Jamel Saadaoui, 2023. "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers 2023-28, University of Paris Nanterre, EconomiX.
• 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), vol. 77(1), pages 261-282, February.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," PSE Working Papers halshs-04146207, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," Post-Print halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2024. "Covid-19 and mobility: determinant or consequence?," PSE-Ecole d'économie de Paris (Postprint) halshs-04331269, HAL.
  • Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Dramane Coulibaly & Rodolphe Desbordes, 2023. "COVID-19 and Mobility: Determinant or Consequence?," Working Papers halshs-04146207, HAL.
• Karmen Vrhar & Vladimir Arčabić, 2023. "Prelijevanja Volatilnosti Između Tržišta Dobara I Financijskih Tržišta," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 74(3), pages 433-463.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2023. "Dynamic time series modelling and forecasting of COVID-19 in Norway," Memorandum 3/2023, Oslo University, Department of Economics.
• Andrey Zubarev & Maria Kirillova, 2023. "Building a GVAR Model for the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(1), pages 9-32.
• Artem Aganin & Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova, 2023. "Comparison of Cryptocurrency and Stock Market Volatility Forecast Models," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(1), pages 49-77.
• Artem Potapov & Marat Kurbangaleev, 2023. "Comparison of Central Counterparty Risk Assessment Approaches," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(2), pages 196-219.
• Yan Rudakouski, 2023. "Comparing Forecasting Accuracy between BVAR and VAR Models for the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, vol. 27(4), pages 506-526.
• NAKAJIMA, Jouchi & SUDO, Nao & HOGEN, Yoshihiko & TAKIZUKA, Yasutaka, 2023. "On the estimation of the natural yield curve," Discussion Paper Series 753, Institute of Economic Research, Hitotsubashi University.
• Imran HUSSAIN & Ramesh CHANDRA DAS, 2023. "Human Capital Formation And Economic Growth Relationships: Panel Data Insights For The Indian States," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(1), pages 57-71, June.
• Daniel Buncic & Adrian Pagan & Tim Robinson, 2023. "Recovering Stars in Macroeconomics," CAMA Working Papers 2023-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Daniel Buncic & Adrian Pagan & Tim Robinson, 2023. "Recovering stars in macroeconomics," Melbourne Institute Working Paper Series wp2023n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2022

• Lahiri, Kajal & Yang, Cheng, 2022. "Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York," International Journal of Forecasting, Elsevier, vol. 38(2), pages 545-566.
  • Kajal Lahiri & Cheng Yang, 2021. "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series 9365, CESifo.
• Jondeau, Eric & Khalilzadeh, Amir, 2022. "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, vol. 134(C).
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022. "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, vol. 134(C).
  • Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022. "The illusion of oil return predictability: The choice of data matters!," Post-Print hal-03519860, HAL.
• Golosnoy, Vasyl & Gribisch, Bastian, 2022. "Modeling and forecasting realized portfolio weights," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Afonso, António & Reimers, Max, 2022. "Does the introduction of stock exchange markets boost economic growth in African countries?," Journal of Comparative Economics, Elsevier, vol. 50(2), pages 627-640.
  • António Afonso & Max Reimers, 2021. "Does the Introduction of Stock Exchange Markets BoostEconomic Growth in African Countries?," Working Papers REM 2021/0160, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Casalis, André & Krustev, Georgi, 2022. "Cyclical drivers of euro area consumption: What can we learn from durable goods?," Journal of International Money and Finance, Elsevier, vol. 120(C).
  • Krustev, Georgi & Casalis, André, 2020. "Cyclical drivers of euro area consumption: what can we learn from durable goods?," Working Paper Series 2386, European Central Bank.
• Ductor, Lorenzo & Leiva-León, Danilo, 2022. "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, vol. 120(C).
• Biswas, Amit K. & von Hagen, Jürgen & Sarkar, Sandip, 2022. "FDI Mismatch, trade Mis-reporting, and hidden capital Movements: The USA - China case," Journal of International Money and Finance, Elsevier, vol. 120(C).
• Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
• Campos-Martins, Susana & Amado, Cristina, 2022. "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 123(C).
• Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022. "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, vol. 124(C).
• Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022. "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, vol. 124(C).
  • Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," AMSE Working Papers 1912, Aix-Marseille School of Economics, France.
  • Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," Working Papers halshs-02091035, HAL.
  • Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2022. "Potential growth and natural yield curve in Japan," Post-Print hal-03680259, HAL.
• Shibamoto, Masahiko & Hayaki, Shoka & Ogisu, Yoshitaka, 2022. "COVID-19 infection spread and human mobility," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
  • Masahiko Shibamoto & Shoka Hayaki & Yoshitaka Ogisu, 2021. "COVID-19 Infection Spread and Human Mobility," Discussion Paper Series DP2021-16, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2022.
• Koeda, Junko & Sekine, Atsushi, 2022. "Nelson–Siegel decay factor and term premia in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
  • Junko Koeda & Atushi Sekine, 2021. "Nelson-Siegel Decay Factor and Term Premia in Japan," Working Papers 2106, Waseda University, Faculty of Political Science and Economics.
• Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, vol. 72(C).
  • Luisa Corrado & Edgar Silgado-Gómez & Donghoon Yoo & Robert Waldmann, 2018. "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," CEIS Research Paper 443, Tor Vergata University, CEIS, revised 19 Sep 2019.
• Kang, Jihye & Kim, Soyoung, 2022. "Government spending news and surprise shocks: It’s the timing and persistence," Journal of Macroeconomics, Elsevier, vol. 73(C).
• Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022. "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, vol. 25(C).
• Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022. "Uncertainty-dependent and sign-dependent effects of oil market shocks," Journal of Commodity Markets, Elsevier, vol. 26(C).
  • Bao H. NGUYEN & OKIMOTO Tatsuyoshi & Trung Duc TRAN, 2019. "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers 19042, Research Institute of Economy, Trade and Industry (RIETI).
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
  • Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus, 2022. "The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices," Journal of Commodity Markets, Elsevier, vol. 28(C).
• Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022. "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
• Mandler, Martin & Scharnagl, Michael, 2022. "Financial cycles across G7 economies: A view from wavelet analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  • Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.
• Dou, Yue & Li, Yiying & Dong, Kangyin & Ren, Xiaohang, 2022. "Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?," Resources Policy, Elsevier, vol. 75(C).
• Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
• Mishra, Aswini Kumar & Ghate, Kshitish & Renganathan, Jayashree & Kennet, Joushita J. & Rajderkar, Nilay Pradeep, 2022. "Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market," Resources Policy, Elsevier, vol. 75(C).
• Chen, Xiangyu & Tongurai, Jittima, 2022. "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, vol. 75(C).
• Umechukwu, Chisom & Olayungbo, D.O., 2022. "US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource Analysis," Resources Policy, Elsevier, vol. 75(C).
• Korkmaz, Özge, 2022. "What is the role of the rents in energy connection with economic growth for China and the United States?," Resources Policy, Elsevier, vol. 75(C).
• Yan, Xiang & Bai, Jiancheng & Li, Xiafei & Chen, Zhonglu, 2022. "Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?," Resources Policy, Elsevier, vol. 75(C).
• Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022. "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, vol. 76(C).
• Zeinedini, Sh & Karimi, M. Sh & Khanzadi, A., 2022. "Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach," Resources Policy, Elsevier, vol. 76(C).
• Hong, Yanran & Wang, Lu & Liang, Chao & Umar, Muhammad, 2022. "Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework," Resources Policy, Elsevier, vol. 77(C).
• Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022. "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, vol. 77(C).
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, vol. 78(C).
  • Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper 113707, University Library of Munich, Germany.
• Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
• Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
  • Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers 202132, University of Pretoria, Department of Economics.
• Ha, Le Thanh, 2022. "Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market," Resources Policy, Elsevier, vol. 79(C).
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
• Zhao, Jing, 2022. "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, vol. 79(C).
• Wang, Zuyi & Kim, Man-Keun, 2022. "Price bubbles in oil & gas markets and their transfer," Resources Policy, Elsevier, vol. 79(C).
• Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
• Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022. "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
• Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022. "Economic theories and macroeconomic reality," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
  • Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021. "Economic theories and macroeconomic reality," Discussion Papers 56/2021, Deutsche Bundesbank.
• Doh, Taeyoung & Smith, A. Lee, 2022. "A new approach to integrating expectations into VAR models," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 24-43.
• Hassan, M. Kabir & Kamran, Muhammad & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy, 2022. "Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
• Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022. "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
• Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022. "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
• Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
• Alsamara, Mouyad, 2022. "Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 1-9.
• Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
• Aggarwal, Divya & Kalia, Deepali, 2022. "Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach," Research in Economics, Elsevier, vol. 76(2), pages 141-148.
• Cui, Lianbiao & Weng, Shimei & Nadeem, Abdul Majeed & Rafique, Muhammad Zahid & Shahzad, Umer, 2022. "Exploring the role of renewable energy, urbanization and structural change for environmental sustainability: Comparative analysis for practical implications," Renewable Energy, Elsevier, vol. 184(C), pages 215-224.
• Kartal, Mustafa Tevfik, 2022. "The role of consumption of energy, fossil sources, nuclear energy, and renewable energy on environmental degradation in top-five carbon producing countries," Renewable Energy, Elsevier, vol. 184(C), pages 871-880.
• Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
• Yahya, Muhammad & Dutta, Anupam & Bouri, Elie & Wadström, Christoffer & Uddin, Gazi Salah, 2022. "Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil," Renewable Energy, Elsevier, vol. 197(C), pages 594-605.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022. "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 341-358.
• Yépez, Carlos & Dzikpe, Francis, 2022. "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 476-492.
• Buesa, Alejandro & De Quinto, Alicia & Población, Javier, 2022. "Risky mortgages, credit shocks and cross-border spillovers," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 717-733.
  • Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021. "Risky mortgages, credit shocks and cross-border spillovers," ESRB Working Paper Series 123, European Systemic Risk Board.
• Shen, Jiancheng & Selover, David D. & Li, Chao & Yousefi, Hamed, 2022. "An ocean apart? The effects of US business cycles on Chinese business cycles," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 677-698.
• Martínez-Cañete, Ana R. & Márquez-de-la-Cruz, Elena & Pérez-Soba, Inés, 2022. "Non-linear cointegration between oil and stock prices: The role of interest rates," Research in International Business and Finance, Elsevier, vol. 59(C).
• Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022. "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, vol. 60(C).
• Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
• Neaime, Simon & Gaysset, Isabelle, 2022. "Macroeconomic and monetary policy responses in selected highly indebted MENA countries post Covid 19: A structural VAR approach," Research in International Business and Finance, Elsevier, vol. 61(C).
• González-Urteaga, Ana & Rubio, Gonzalo, 2022. "Guarantee requirements by European central counterparties and international volatility spillovers," Research in International Business and Finance, Elsevier, vol. 62(C).
• Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
• Bastías, Jaime & Ruiz, José L., 2022. "Equity fire sales and herding behavior in pension funds," Research in International Business and Finance, Elsevier, vol. 62(C).
• Soytas, Ugur & Magazzino, Cosimo & Mele, Marco & Schneider, Nicolas, 2022. "Economic and environmental implications of the nuclear power phase-out in Belgium: Insights from time-series models and a partial differential equations algorithm," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 241-256.
• Shahzad, Umer & Ferraz, Diogo & Nguyen, Huu-Huan & Cui, Lianbiao, 2022. "Investigating the spill overs and connectedness between financial globalization, high-tech industries and environmental footprints: Fresh evidence in context of China," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
• Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022. "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
• Edson Z. Monte & Lucas B. Defanti, 2022. "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 65(1), pages 52-73.
• James Morley & Trung Duc Tran & Benjamin Wong, 2024. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 665-680, April.
  • James Morley & Trung Duc Tran & Benjamin Wong, 2022. "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers 2022-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Mar 2023.
• Firmin Doko Tchatoka & Qazi Haque & Madison Terrell, 2022. "Monetary policy shocks and exchange rate dynamics in small open economies," CAMA Working Papers 2022-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023. "Monetary policy shocks and exchange rate dynamics in small open economies," School of Economics and Public Policy Working Papers 2023-04 Classification-C3, University of Adelaide, School of Economics and Public Policy.
• Lin Qi, 2022. "Investor sentiment, volatility and cross-market illiquidity dynamics: A threshold vector autoregression approach," CAMA Working Papers 2022-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
  • Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Vadim Ye. Zyamalov, 2022. "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series [Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
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