Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
This JEL code is mentioned in the following RePEc Biblio entries:
- Estimated DSGE Models
- Forecasting with DSGE Models
- Nowcasting
- Sign Restrictions
- Bayesian Vector autoregressions (BVARs)
- Dynamic Factor Models
2026
- Jaroslava Hlouskova & Ines Fortin, 2026, "Regime‐Dependent Nowcasting of the Austrian Economy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 4, pages 2078-2101, July, DOI: 10.1002/for.70123.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
- Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2026, "Oil and the stock market revisited: A mixed functional VAR approach," Quantitative Economics, Econometric Society, volume 17, issue 2, pages 541-589, May, DOI: 10.3982/QE2358.
- Pengfei Zhu & Tuantuan Lu & Yu Wei, 2026, "Estimating The Optimal Hedge Ratios Of Shanghai Crude Oil Futures Using A Denoising-Multifractal Dual Intelligent Integration Approach," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., volume 34, issue 07, pages 1-24, DOI: 10.1142/S0218348X26500489.
- Joseph Chukwudi Odionye & Innocent Uchechukwu Duru & Nnamdi Chinwendu Nwaeze & Ndubuisi Agoh, 2026, "Heterogeneous Influence Of Economic Policy Uncertainty On Foreign Direct Investment In Sub-Saharan African (Ssa) Countries: Moderating Role Of Institutional Quality," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-27, March, DOI: 10.1142/S2194565926500028.
- Qian Zhao & Chi-Wei Su & Meng Qin & Santiago Budrã A, 2026, "Does Technological Innovation Always Boost The Share Of Renewable Energy Investment? Evidence From China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 01, pages 441-460, March, DOI: 10.1142/S021759082550047X.
- Wei Jiang & Yeting Ma, 2026, "The Effects Of Chinese Policy Uncertainty On The Global Economic Output And Trade Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 02, pages 461-486, March, DOI: 10.1142/S0217590821500569.
- Arabinda Basistha, 2026, "The Role of Global Inflation in Estimation of US Output Components in the post Bretton Woods Era: Evidence from Multivariate Unobserved Components Models," Working Papers, Department of Economics, West Virginia University, number 26-04, Feb.
- Zhiwu Hong & Linlin Niu, 2026, "The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2026-01-28, Jan.
- Linlin Niu & Haoran Bai & Zhiwu Hong, 2026, "Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2025-09-25, Feb.
- Hyeon-seung Huh & David Kim, 2026, "Exact identification, robust inference, and shock masquerading in sign-restricted SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2026rwp-293, Jun.
- Gondauri, Davit, 2026, "Millennium Economics: Seven Mathematical Architectures for Measuring Global Economic Complexity," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 342001, June.
- Sarker, Provash Kumer, 2026, "Geopolitical risk, wartime economic policy uncertainty, and carbon intensity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 3, pages 202-214, DOI: 10.17811/ebl.15.3.2026.202-214.
- Mdhlalose, Dickson, 2026, "Regime-Dependent Asset Market Linkages and Portfolio Risk Management: Evidence from South Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341030.
- Pinjaman, Saizal, 2026, "A Simple Note on Augmented Autoregressive Distributed Lag Model (A-ARDL)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341087, DOI: 10.6084/m9.figshare.32304789.
- Gondauri, Davit, 2026, "Navier-Stokes-Inspired Global Liquidity-Flow and Systemic-Stress Modelling: A Nondimensional Macro-Financial Stress-Testing Framework," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341616.
- Gondauri, Davit, 2026, "Global Perelman-Ricci-Poincare-Inspired Inequality Diagnostics: Curvature, Entropy and Graph-Topological Modelling of Macro-Regional Pressure and Smoothing Capacity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341620.
- Gondauri, Davit, 2026, "Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341672.
- Roth, Felix, 2026, "Inflation and Public Support for the Euro," Hamburg Discussion Papers in International Economics, University of Hamburg, Department of Economics, number 21.
- Daniel J. Lewis & Karel Mertens, 2026, "Weak Instrument Bias in Impulse Response Estimators," Working Papers, Federal Reserve Bank of Dallas, number 2601, Jan, DOI: 10.24149/wp2601.
- Sílvia Gonçalves & Ana María Herrera & Iones Kelanemer Holban & Lutz Kilian & Elena Pesavento, 2026, "Semiparametric Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2616, Jun, DOI: 10.24149/wp2616.
- Lutz Kilian & Kunal Patel, 2026, "What the Iran War Teaches Us about the Price Elasticity of Oil Supply," Working Papers, Federal Reserve Bank of Dallas, number 2625, Aug, DOI: 10.24149/wp2625.
- Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
- Hyung Joo Kim & Dong Hwan Oh, 2026, "Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-049, Jul, DOI: 10.17016/FEDS.2026.049.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte & Antoine Lepetit, 2026, "Measuring Macroeconomic Stars: A Framework with Scarring Effects," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-054, Jun, DOI: 10.17016/FEDS.2026.054.
- Dario Caldara & Haroon Mumtaz & Molin Zhong, 2026, "Risk in a Data-Rich Model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1435, Mar, DOI: 10.17016/IFDP.2026.1435.
- Jonathan Adams & Christian Matthes, 2026, "How Ricardian Are We?," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 26-02, Mar, DOI: 10.18651/RWP2026-2.
- Martín Almuzara & Geert Mesters, 2026, "Seeing Through the Shutdown’s Missing Inflation Data," Liberty Street Economics, Federal Reserve Bank of New York, number 20260217, Feb, DOI: 10.59576/lse.20260217.
- Sophia Cho & John C. Williams, 2026, "The R*–Labor Share Nexus," Liberty Street Economics, Federal Reserve Bank of New York, number 20260415, Apr, DOI: 10.59576/lse.20260415.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2026, "Inference Based on Scale, Label, and Economic Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 26-36, Jul, DOI: 10.21799/frbp.wp.2026.36.
- Ángel Maridueña-Larrea & Ángel Martín-Román, 2026, "Cyclical Asymmetries and Spatial Dependence in Okun’s Law: Global Evidence from 163 Countries," Economies, MDPI, volume 14, issue 7, pages 1-33, July.
- Yongdeng Xu & Juyi Lyu & Wenna Lu, 2026, "Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting," Mathematics, MDPI, volume 14, issue 6, pages 1-14, March.
- Farrukh Nematov, 2026, "Developing a risk-based stress testing framework for microfinance banks in Uzbekistan: A SVAR approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2026, Apr.
- Junior Maih & Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Markov-Switching DSGE Modeling in RISE," Working Papers, Business School - Economics, University of Glasgow, number 2026_01, Jan.
- Salem Boubakri & Cyriac Guillaumin, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," Post-Print, HAL, number hal-05440504, Mar, DOI: 10.1016/j.inteco.2025.100667.
- Ayden Higgins & Koen Jochmans, 2026, "Learning markov processes with latent variables," Post-Print, HAL, number hal-05488665, DOI: 10.1017/S0266466625000027.
- Wafae Amrani & Saad Elouardirhi, 2026, "Financial Decentralization and Economic Growth in Morocco: An Empirical Analysis
[Décentralisation financière et croissance économique au Maroc : Analyse empirique]," Post-Print, HAL, number hal-05528506, DOI: 10.5281/zenodo.18460290. - Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Sciences Po Economics Publications (main), HAL, number hal-05459696, Jan.
- Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Working Papers, HAL, number hal-05459696, Jan.
- Alban Moura, 2026, "The effects of government spending endogeneity on estimated multipliers in the US," Working Papers, HAL, number hal-05528164, Feb.
- Romain Capliez & Carl Grekou & Emmanuel Hache & Valérie Mignon, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," Working Papers, HAL, number hal-05663766.
- Romain Capliez & Valérie Mignon & Carl Grekou & Emmanuel Hache, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," Working Papers, HAL, number hal-05664063.
- Safira, Dinda Ayu & Kuswanto, Heri & Ahsan, Muhammad & Sibbertsen, Philipp, 2026, "A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM2.5 Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-746, May.
- del Barrio Castro, Tomás & Escribano, Álvaro & Özer, Yeliz & Sibbertsen Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-749, Jun.
- István Boza & Dániel Horn, 2026, "From Mincer to AKM: Decomposing School Effects on Early-Career Wages," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2604, Mar.
- Fjærvik, Thomas Michael & Hølleland, Sondre Nedreås, 2026, "Managing downside risk and spatial allocation of offshore wind: Evidence from Norway’s 30gw expansion," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/1, Apr.
- Lenza, Michele & Pagano Giorgianni, Giuseppe & Rossi, Lorenza & Savoia, Ettore, 2026, "The Role of Firm Heterogeneity for the Transmission of Aggregate Shocks," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 465, Apr.
- OHASHI, Kazuhiko & WU, Hsiu & YAMAMOTO, Yohei, 2026, "Dynamic Effects of Supply and Demand on Electricity Prices during the Global Energy Crisis : Evidence from Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-161, Apr.
- DIEWERT, W. Erwin & SHIMIZU, Chihiro, 2026, "Quality Adjustment, Hedonic Regressions and the Extension Problem," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP26-7, Mar.
- Bjarni G. Einarsson;Thórarinn G. Pétursson, 2026, "What sets the trend? The evolution and drivers of Icelandic trend inflation," Economics, Department of Economics, Central bank of Iceland, number wp100, Mar.
- Chavez Condori, Paulo Alejandro & Beverinotti, Javier & Alzamora, Miguel, 2026, "Choques de confianza y precios de minerales: evidencia sobre la inversión minera y no minera en el Perú," IDB Publications (Working Papers), Inter-American Development Bank, number 14540, Mar, DOI: http://dx.doi.org/10.18235/0013980.
- Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
- Yusuke Oh & Mototsugu Shintani, 2026, "Forecasting Recessions Using Machine Learning on Text Data and Mixed-Frequency Predictors," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-07, Mar.
- Giovanna Ciaffi & Matteo Deleidi & Mariana Mazzucato, 2026, "Directed Innovation Policies and the Supermultiplier: New Evidence," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 122-2026.
- Kritika Sharma & Taniya Ghosh, 2026, "Food, headline, and core inflation: Horizon-dependent transmission in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2026-004, Apr.
- Frane Banic & Guzmán González-Torres, 2026, "Different strokes for different folks: untangling supply and demand shocks using survey-data to assess sectoral inflationary pressures in Croatia," Public Sector Economics, Institute of Public Finance, volume 50, issue 1, pages 5-37, DOI: 10.3326/pse.50.1.2.
- Mateus Maquiadi, 2026, "Inflation Responses to FX Demand and Supply Shocks under Exchange Rate Segmentation: Evidence from Angola," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0421, Jun.
- Saito,Jun, 2026, "Crisis-Specific Gulfization of Stock Markets: Multipolar Shock Sources in GCC Spillovers," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 1012, Aug.
- Zongwu Cai & Yifeng Chen & Seok Young Hong & Daniel Tsvetanov, 2026, "Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202609, Jan, revised Jan 2026.
- Zongwu Cai & Wei Long, 2026, "A Robust Inference for Predictive Expectile Regression: An IVX-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202610, Mar, revised Mar 2026.
- Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
- Thi Diem Huong Hoang & Thi Tuan Anh Tran & Nhan-Phu Chung, 2026, "Time-Varying Granger Causality Analysis: the Relationship Between Domestic Economic Policy Uncertainty and Stock Markets in Emerging Economies," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 997-1021, September, DOI: 10.1007/s10690-025-09530-w.
- Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
- Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
- Francesco Meglioli, 2026, "Measuring Contagion Within a Financial Network: A New Conditional Distance to Default Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 1159-1201, February, DOI: 10.1007/s10614-025-10906-3.
- Bhanu Pratap & Amit Pawar & Shovon Sengupta, 2026, "Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2301-2344, March, DOI: 10.1007/s10614-025-10942-z.
- Hitesh Kumar Sahu & Avishek Bhandari, 2026, "Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 3, pages 2261-2291, September, DOI: 10.1007/s10614-025-11116-7.
- Prakhar Pandey & Vishal Sharma & Rajnish Pande & Pushp Kumar & Vinay Joshi Chandniwala, 2026, "Is fiscal deficit stimulus or constraint for economic growth in India? Empirical evidence using asymmetric and thresholds approaches," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-39, August, DOI: 10.1007/s10644-026-10019-3.
- Abdhut Deheri & Sharvadharshi Ketharinath, 2026, "Is the relationship between remittances and financial development in India nonlinear?," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-24, August, DOI: 10.1007/s10644-026-10043-3.
- Zulfiqar Ali Imran & Mobeen Ahmad & Khurram Shahzad & Muhammad Ahad, 2026, "Global crude oil futures and international equity markets: portfolio diversification and rebalancing in the presence of Chinese crude oil future," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-38, August, DOI: 10.1007/s10644-026-10048-y.
- Madhur Bhatia, 2026, "Global shocks and exchange-rate multifractality: new evidence from BRICS," International Economics and Economic Policy, Springer, volume 23, issue 3, pages 1-25, July, DOI: 10.1007/s10368-026-00764-1.
- Justin Eloriaga & Carlos Pamittan & Vince San Juan & Annika Subido, 2026, "Are there Long-term consequences to China’s Deflationary Bout? The case of ASEAN," International Economics and Economic Policy, Springer, volume 23, issue 3, pages 1-36, July, DOI: 10.1007/s10368-026-00766-z.
- W. Erwin Diewert & Chihiro Shimizu, 2026, "Quality adjustment, hedonic regressions and the extension problem," Journal of Productivity Analysis, Springer, volume 65, issue 3, pages 1-21, September, DOI: 10.1007/s11123-026-00809-2.
- Nezir Köse & Emre Ünal & Ali Talih Süt, 2026, "The Effects of Oil Price Shocks: A Dynamic SVAR Analysis of the Terms of Trade, Industrial Production, and Inflation," Open Economies Review, Springer, volume 37, issue 2, pages 483-519, April, DOI: 10.1007/s11079-025-09834-4.
- Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
- Naoya Nagasaka, 2026, "Identifying Macro Shocks from Micro Evidence: A Mixed Autoregressive Approach," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2026-18, Jun.
- Emanuel Moench & Soroosh Soofi-Siavash, 2026, "Factor-Augmented VARs with Noisy Factor Proxies," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 142, Feb.
- Don Bredin & Stilianos Fountas & Paraskevi Tzika, 2026, "Economic Policy Uncertainty and Income Inequality across Europe," Discussion Paper Series, Department of Economics, University of Macedonia, number 2026_05, May, revised May 2026.
- Patrik Kupkovič, 2026, "Credit Supply or Demand? The Changing Role of Structural Market Forces in Bank Lending," Eastern European Economics, Taylor & Francis Journals, volume 64, issue 1, pages 126-158, January, DOI: 10.1080/00128775.2024.2407109.
- Parisa Pakrooh & Matteo Manera, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," Working Papers, University of Milano-Bicocca, Department of Economics, number 573, Apr.
- Rihab Belguith, 2026, "Dynamic Spillovers and Portfolio Construction: A TVP-VAR Analysis of the S&P 500, SSE, ESG ETFs, and Commodities," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 186-221.
- Hai Nguyen Duc & Hang Trinh Thi Thu, 2026, "The Transmission of U.S. Monetary Policy Shocks to Developing Economies: Evidence from Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 4, pages 1-24, December.
- Dumisani Pamba, 2026, "Regime Switching Dynamic Impact of Risk Management on Bank Profitability: Evidence from South Africa," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 8, issue 1, pages 161-173, June.
- Fabian Moodley & Bertha Chipo Bangara & Babatunde Lawrence, 2026, "Macroeconomic Determinants of BRICS Property Market Returns: A Regime-Switching Approach," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 8, issue 1, pages 174-189, June.
- Özge Dinç Cavlak, 2026, "Examining Carbon Efficient Stock Indices Using the Quantile Connectedness Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 277-298, April, DOI: https://doi.org/10.33203/mfy.183604.
- Zhiruo Zhang & Firmin Doko Tchatoka & Qazi Haque, 2026, "Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2026-05 Classification-C1, May.
- Salma Akter & Fakhrul Hasan, 2026, "Stocks as a Hedge against Inflation in Bangladesh: Evidence from Bangladesh Stock Market (DSE)," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 16, issue 1, pages 77-90.
- Bastianin, Andrea & Rossini, Luca & Testa, Alessandra, 2026, "Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 387620, Jan, DOI: 10.22004/ag.econ.387620.
- Casoli, Chiara & Lucchetti, Riccardo, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 388985, Jan, DOI: 10.22004/ag.econ.388985.
- Adel, Niloofar & Bastianin, Andrea & Pedini, Luca & Visconti, Marta, 2026, "Lifting Constraints: Venezuelan Oil and Global Market Adjustment," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396389, Mar, DOI: 10.22004/ag.econ.396389.
- Bastianin, Andrea & Casoli, Chiara & Kocenda, Evzen & Li, Xiao, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396404, Apr, DOI: 10.22004/ag.econ.396404.
- Pakrooh, Parisa & Manera, Matteo, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396442, Apr, DOI: 10.22004/ag.econ.396442.
- Hakan Kum, 2026, "FED Faiz Oranları ve Türkiye Ekonomisi: Zamanla Değişen Nedensellik Analizi (1975-2024)," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 200-216, DOI: 10.30784/epfad.1679503.
- Yüksel İltaş & İsmail Doğan & Hüseyin Nazmi Kartal Demirgüneş, 2026, "Borsadan Fabrikaya: Türkiye’de Reel ve Finansal Sektör Arasındaki Dinamik Etkileşim," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 326-348, DOI: 10.30784/epfad.1836725.
- Murat Beşer & İpek M. Yurttagüler & Sinem Kutlu Horvath, 2026, "Credit and Exchange Rate Channels of Monetary Transmission under Multiple Policy Regimes: Evidence from Türkiye, 2011–2025," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 398-433, DOI: 10.30784/epfad.1909100.
- Ece Kepenek & Erkan Ağaslan, 2026, "Economic Policy Uncertainty, Financial Factors, and BIST 100 Volatility in Türkiye: Evidence from A TVP-VAR Model," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 646-670, DOI: 10.30784/epfad.1953422.
- Aslan Aydoğdu & Umut Uyar, 2026, "Assessing the AI-ESG Nexus Through a Quantile-Wavelet Analysis," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 694-720, DOI: 10.30784/epfad.1936077.
- Ufuk Can & Harun Bal, 2026, "One Policy Rate, Different Sectoral Responses: Evidence on the Monetary Transmission Mechanism in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 769-788, DOI: 10.30784/epfad.1953772.
- Otabek Kasimov & Shohista Omonova & Makhamatjon Kasimov, 2026, "Digitalization, Government Revenue, and Structural Breaks: An ARDL Cointegration Approach for Uzbekistan," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 12, issue 1, pages 40-58, DOI: https://doi.org/10.15826/jtr.2026.1.
- Halilibrahim Gokgoz, 2026, "Artificial Intelligence and Volatility Connectedness in Energy Markets," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 12, issue 1, pages 1-19, June, DOI: 10.22440/wjae.12.1.1.
- Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 503, Jan.
- Ахмет Алишер // Alisher Akhmet, 2026, "Прогнозирование ВВП Казахстана на основе динамической факторной модели с регуляризацией // Forecasting Kazakhstan’s GDP Based on a Dynamic Factor Model with Regularization," Working Papers, National Bank of Kazakhstan, number #2026-1.
- Букенов Амантай // Bukenov Аmantay, 2026, "Эмпирическая оценка бюджетных мультипликаторов текущих и капитальных расходов для Казахстана // Empirical assessment of budget multipliers for current and capital expenditures in Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2026-3.
- Төлепберген Әлішер // Tolepbergen Alisher, 2026, "Новый индикатор базовой инфляции для Казахстана // A New Core Inflation Indicator for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2026-6.
- Сейдахметова Баян // Seidakhmetova Bayan & Шамшиев Мурат // Shamshiyev Murat & Шамар Бауыржан // Shamar Bauyrzhan & Жузбаев Адам // Zhuzbayev Adam, 2026, "Влияние Ставок Денежного Рынка И Рынка Гцб На Стоимость Основных Банковских Продуктов В Казахстане: Эмпирическая Оценка," Working Papers, National Bank of Kazakhstan, number #2026-7.
- Carlos Segura-Rodriguez, 2026, "An open economy model for estimating non-observable variables for Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2604, Jul.
- Susan Jiménez-Montero, 2026, "Short-term Inflation Forecasts as an Input for the Formulation of Monetary Policy," Ensayos de Política Económica, Banco Central de Costa Rica, number 2603, Jun.
- Jiti Gao & Fei Liu & Bin Peng, 2026, "Inference for High-Dimensional Local Projection," Papers, arXiv.org, number 2602.10415, Feb.
- Matthew Read & Dan Zhu, 2026, "Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions," Papers, arXiv.org, number 2603.27088, Mar, revised Jun 2026.
- Hilde C. Bjornland & Nicolas Hardy & Dimitris Korobilis, 2026, "Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach," Papers, arXiv.org, number 2604.12927, Apr.
- Firmin Ayivodji & Etienne Briand & Kevin Moran & Dalibor Stevanovic, 2026, "Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact," Papers, arXiv.org, number 2605.15092, May.
- Silvia Goncalves & Ana Maria Herrera & Lutz Kilian & Elena Peavento & Iones Kelanemer Holban, 2026, "Semiparametric Local Projections," Papers, arXiv.org, number 2606.13519, Jun.
- Meng Tsin & Chi Wei Su, 2026, "Geopolitics and the Planet: Does Geopolitical Risk Drive Carbon Emissions?," Internal Auditing & Risk Management, Athenaeum University of Bucharest, volume 73, issue 1, pages 19-37, March, DOI: 10.5281/zenodo.19352831.
- Latif Zeynalli & Ramil Huseyn & Agil Asadov & Abdulrahim Dadashov, 2026, "Exploring The Nexus Between Emissions, Economic Growth, And Employment: Evidence From Azerbaijan," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 35, issue 1, pages 277-298, june, DOI: 10.17818/EMIP/2025/44.
- Daniel Lewis & Karel Mertens, 2026, "Weak instrument bias in impulse response estimators," CeMMAP working papers, Institute for Fiscal Studies, number 01/26, Jan, DOI: 10.47004/wp.cem.2026.0126.
- Asli Guler & Ibrahim Al, 2026, "When Stability Matters: Long-Run and Dynamic Effects of Public and Private Fixed-Capital Investments on Economic Growth in Turkey," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-26.
- Gamze Gocmen Yagcilar & Zuhal Arslan & Mehmet Levent Erdas, 2026, "Do Green Investments, Bank Loans, Savings and Capital Formation Support Sustainable Development in the United States?," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 88-106.
- Firmin Ayivodji & Etienne Briand & Kevin Moran & Dalibor Stevanovic, 2026, "Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 26-03, May.
- Tatjana Dahlhaus & Barbara Sadaba, 2026, "Climate Change and Socio-economic Inequality in the US," Staff Working Papers, Bank of Canada, number 26-16, May, DOI: 10.34989/swp-2026-16.
- Gabriel Rodriguez Rondon & Jean-Marie Dufour, 2026, "Monte Carlo Likelihood-Ratio Tests for Markov Switching Models," Staff Working Papers, Bank of Canada, number 26-23, Jul, DOI: 10.34989/swp-2026-23.
- Tatjana Dahlhaus & Alexander Ueberfeldt & Malik Shukayev, 2026, "Balancing Act: Monetary Policy Responses to Natural Disasters," Staff Working Papers, Bank of Canada, number 26-28, Jul, DOI: 10.34989/swp-2026-28.
- Danilo Leiva-León & Rodrigo Sekkel & Luis Uzeda, 2026, "Do Monetary Policy Shocks Affect the Neutral Rate of Interest?," Staff Working Papers, Bank of Canada, number 26-6, Mar, DOI: 10.34989/swp-2026-6.
- Carlos Cañizares Martínez & Adriana Lojschová & Alicia Aguilar, 2026, "Non-linear effects of monetary policy shocks on housing: evidence from a CESEE country," BCL working papers, Central Bank of Luxembourg, number 202, Jan.
- Rubén Domínguez-Díaz & Marta García-Rodríguez & Javier Quintana & Rubén Veiga-Duarte, 2026, "Estimación del crecimiento potencial de la economía española: una revisión metodológica," Occasional Papers, Banco de España, number 2604, Feb, DOI: https://doi.org/10.53479/42465.
- Carlos Cañizares Martínez & Adriana Lojschová & Alicia Aguilar, 2026, "Non-linear effects of monetary policy shocks on housing: Evidence from a CESEE country," Working Papers, Banco de España, number 2602, Jan, DOI: https://doi.org/10.53479/42325.
- Marta García-Rodríguez & Clemente Pinilla-Torremocha, 2026, "The role of confidence measures in European unemployment dynamics," Working Papers, Banco de España, number 2616, Jun, DOI: https://doi.org/10.53479/43425.
- Andrea Del Monaco & Luigi Longo & Juri Marcucci & Irene Tafani, 2026, "Reddit's 'pulse' on US inflation: forecasting with large language models," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Jun.
- Michela Eugenia Pasetto, 2026, "A method for forecasting unquoted shares of non-financial corporations in the Italian financial accounts," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1037, Jul.
- Donato Ceci & Claudia Pacella & Fabrizio Venditti, 2026, "Consumption and saving in the euro area after COVID: a scenario analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1047, Jul.
- Kevin Pallara & Luca Rossi & Fabrizio Venditti, 2026, "Macroeconomic shocks and the term premium in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1520, Mar.
- Simone Auer & Antonio Maria Conti & Paolo Farroni, 2026, "Deposit funding, market power and monetary policy transmission," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1533, Apr.
- Filippo Natoli, 2026, "Heat, cold and the macroeconomy: temperature shocks are not all alike," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1541, Jul.
- Andrea Gazzani & Filippo Natoli, 2026, "The macroeconomic effects of AI technology shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1542, Jul.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2026, "Friend, Not Foe? Monetary Policy and Energy Prices," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0102, Jul, DOI: 10.48462/opus4-6295.
- Diego Vásquez-Escobar, 2026, "Hechos Complementarios sobre el Ciclo Económico en Colombia: Una Perspectiva desde el Ciclo de Crecimiento," Borradores de Economia, Banco de la Republica de Colombia, number 1352, May.
- Alessandro Franconi & Lucas Hack, 2026, "Import Tariffs and the Systematic Response of Monetary Policy Perspective," Working papers, Banque de France, number 1035.
- Jean-Paul Renne & Sarah Mouabbi & Adrien Tschopp, 2026, "Inflation and Growth Risk: Balancing the Scales with Surveys," Working papers, Banque de France, number 1036.
- Etienne Farvaque & Jean-Baptiste Gossé & Camille Jehle, 2026, "Income Smoothing Across EU Regions: a Panel Decomposition of Adjustment Channels," Working papers, Banque de France, number 1037.
- Meltem DUĞRU & Enver ERDİNÇ DİNÇSOY, 2026, "The Relationship Between Bank Credit Channel and Economic Growth in Türkiye: Analysis for the Period 2006: Q1-2021: Q2," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 196-225, June, DOI: https://doi.org/10.33399/biibfad.17.
- Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "BISTRO: a general purpose oracle for macroeconomic time series," BIS Quarterly Review, Bank for International Settlements, March.
- Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series," BIS Working Papers, Bank for International Settlements, number 1337, Mar.
- Nguyen Thi Hong & Nguyen Tra My & Nguyen Thi Minh Trang, 2026, "The impact of geopolitical risks and financial development on renewable energy consumption in Vietnam," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 16, issue 3, pages 121-143, DOI: 10.46223/HCMCOUJS.econ.en.16.3.4377.
- Phan Duy Hiệp, 2026, "Các nhân tố kinh tế vĩ mô ảnh hưởng đến phát triển Chính phủ điện tử: Bằng chứng ngắn hạn và dài hạn tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 21, issue 1, pages 107-120, DOI: 10.46223/HCMCOUJS.econ.vi.21.1.4718.
- Sergey Ivashchenko, 2026, "Structural seasonality," Bank of Russia Working Paper Series, Bank of Russia, number wps160, Jan.
- Ting Wang & Chi‐Wei Su & Hsuling Chang & Oana‐Ramona Lobonţ, 2026, "Green Finance Under Climate Risks: A Comparative Analysis of Hedging Effects Between Green Bonds and Green Stocks," Australian Economic Papers, Wiley Blackwell, volume 65, issue 1, pages 83-93, March, DOI: 10.1111/1467-8454.70013.
- Sune Karlsson & Pär Österholm, 2026, "On the Stability of Macroeconomic Relationships in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 59, issue 2, pages 208-225, June, DOI: 10.1111/1467-8462.70060.
- Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
- Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2026, "Macroeconomic Spillovers of Weather Shocks Across U.S. States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 1, pages 141-156, February, DOI: 10.1111/obes.70011.
- Roberto A. De Santis & Wouter Van der Veken, 2026, "Deflationary Financial Shocks and Inflationary Uncertainty Shocks: An SVAR Investigation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 1, pages 157-171, February, DOI: 10.1111/obes.70010.
- Jesús Gonzalo & Jean‐Yves Pitarakis, 2026, "Detecting Sparse Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 726-741, August, DOI: 10.1111/obes.70085.
- Martin Bruns & Helmut Lütkepohl, 2026, "Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 834-846, August, DOI: 10.1111/obes.70063.
- Hilde C. Bjørnland & Nicolás Hardy & Dimitris Korobilis, 2026, "Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2026, Apr.
- Han Chen & Yijie Fei & Yiren Wang & Jun Yu, 2026, "Clustering for Block Correlation Models," Working Papers, University of Macau, Faculty of Business Administration, number 202639, Apr.
- Degui Li & Yuying Sun & Boyao Wu, 2026, "Time-Varying Model Averaging of Multi-layer Network Vector Autoregressions," Working Papers, University of Macau, Faculty of Business Administration, number 202640, Jun.
- Yi Ding & Songze Shi, 2026, "A Fine Lens on Common Trading Flows," Working Papers, University of Macau, Faculty of Business Administration, number 202641, Jun.
- Tom Doan, 2026, "FARRANTPEERSMANJMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's," Statistical Software Components, Boston College Department of Economics, number RTJ00013, revised .
- Tom Doan, 2026, "GLOBALVAR: RATS program to demonstrate estimation of a global VAR," Statistical Software Components, Boston College Department of Economics, number RTJ00036, revised .
- Tom Doan, 2026, "LANNELUTKEPOHLJMCB2008: RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts," Statistical Software Components, Boston College Department of Economics, number RTJ00050, revised .
- Tom Doan, 2026, "MOUNTFORDUHLIGJAE2009: RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR," Statistical Software Components, Boston College Department of Economics, number RTJ00058, revised .
- Tom Doan, 2026, "PEERSMANJAE2005: RATS program to replicates Peersman JAE 2005 VAR analysis," Statistical Software Components, Boston College Department of Economics, number RTJ00062, revised .
- Davide Brignone & Michele Piffer, 2026, "Structural forecast analysis," Bank of England Staff Working Paper series, Bank of England, number 1165, Jan.
- Federico D'Amario & Sebastian de-Ramon & William Francis, 2026, "The economic effects of changes to bank capital regulation: evidence from the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 1172, Feb.
- Marta Garcia-Rodriguez & Clemente Pinilla-Torremocha, 2026, "The role of confidence measures in European unemployment dynamics," Bank of England Staff Working Paper series, Bank of England, number 1182, May.
- Michael Ellington & Costas Milas & Ryland Thomas, 2026, "Are the effects of quantitative easing and tightening state contingent?," Bank of England Staff Working Paper series, Bank of England, number 1185, May.
- Georgios Gatopoulos & Alexandros Louka & Arsenios-Georgios Prelorentzos & Evangelia Valavanioti & Nikolaos Vettas, 2026, "The role of economic uncertainty in the investment and employment gap in the Greek economy," Economic Bulletin, Bank of Greece, issue 63, pages 47-84, July, DOI: 10.52903/econbull20266303.
- Zacharias Bragoudakis & Alexandros Karakitsios & Evangelia Kasimati, 2026, "Short-term inflation projections: Τhe new BOG’STIP model," Working Papers, Bank of Greece, number 363, Jun, DOI: 10.52903/wp2026363.
- Dimitrios Karamanis & Dimitrios P. Louzis & Evangelia Papapetrou & Anastasia Theofilakou, 2026, "Modelling house price dynamics in Greece," Working Papers, Bank of Greece, number 365, Jun, DOI: 10.52903/wp2026365.
- Dimitrios P. Louzis, 2026, "The econometrics of the euro-area natural rate of interest," Working Papers, Bank of Greece, number 366, Jul, DOI: 10.52903/wp2026366.
- Kaori Ochi, 2026, "Understanding Post-Pandemic Inflation in Japan and the U.S.: A Narrative Sign Restriction Approach," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-4, Mar.
- Shunsuke Haba & Ryuichiro Hirano & Yuichiro Ito & Sohei Kaihatsu, 2026, "Changes in Perceptions about Monetary Policy: Estimating the Policy Reaction Function Using Market Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-5, Mar.
- Marco Brianti & Mario Forni & Luca Gambetti & Antonio Granese, 2026, "Nonlinear Business-Cycle Anatomy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1221, Apr.
- Hwang Inwook & Kim Jaebeom & Zhu Xiaoyang, 2026, "Business Cycle State-Dependent Effects of Oil Price Uncertainty on the U.S. Economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 26, issue 1, pages 349-384, DOI: 10.1515/bejm-2026-0004.
- Korkos Ioannis, 2026, "Wage–Price Links and Inflation Expectations: Time-Varying Evidence from the US and UK," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 20, issue 1, pages 1-30, DOI: 10.1515/econ-2025-0197.
- Sola Martin & Spagnolo Fabio & Terfi Francisco, 2026, "Big Swings in the Data and Perceived Changes in the Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 349-369, DOI: 10.1515/snde-2024-0118.
- Franjic Domenic & Mößler Markus & Schweikert Karsten, 2026, "Multiple Structural Breaks in Vector Error Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 409-430, DOI: 10.1515/snde-2025-0009.
- Psaradakis Zacharias & Sola Martin & Spagnolo Nicola & Yunis Patricio, 2026, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 431-441, DOI: 10.1515/snde-2024-0053.
- Huang MeiChi, 2026, "Uncertainty Unpacked: State-Level Housing Market Dynamics in the Face of Shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 503-510, DOI: 10.1515/snde-2025-0032.
- Bae, W. & Linton, O. B. & Whang, Y-J, 2026, "Uniform Inference for Almost Stochastic Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2654, Jul.
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula & Zopounidis, Constantin, 2026, "Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/3, Mar.
- Xu, Yongdeng & Lyu, Juyi & Lu, Wenna, 2026, "Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/4, Mar.
- Peter A. Zadrozny, 2026, "Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models," CESifo Working Paper Series, CESifo, number 12380.
- Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2026, "State Dependence of Monetary Policy During Global Supply Chain Disruptions," CESifo Working Paper Series, CESifo, number 12451.
- Guillermo Verduzco-Bustos & Francesco Zanetti, 2026, "The Effects of Geopolitical Oil Price Shocks," CESifo Working Paper Series, CESifo, number 12606.
- Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
- Michaela Paffenholz & Gerome Wolf, 2026, "The Economic Costs of Health Protection During COVID-19: A Sign-Restricted Var Analysis Across Countries," CESifo Working Paper Series, CESifo, number 12677.
- Harald Badinger & Christian Glocker & Stefan Schiman-Vukan, 2026, "The Link Between Monetary Policy and the Labor Share - New Empirical Evidence and Theoretical Considerations," CESifo Working Paper Series, CESifo, number 12709.
- Marc Gronwald & Luyao Zhu, 2026, "One Great Pool or Many? Measuring Global Oil Market Integration Using a Dynamic Time Warping-Hierarchical Cluster Approach," CESifo Working Paper Series, CESifo, number 12723.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
- Lovisa Reiche & Nicolò Maffei-Faccioli, 2026, "Divergent Perceptions, Divergent Pay: Inflation and the Gender Wage Gap," CESifo Working Paper Series, CESifo, number 12835.
- Marco Gallegati & Solomos Solomou & Kun Tian, 2026, "The Inflationary Effects of the El Niño-Southern Oscillation," CESifo Working Paper Series, CESifo, number 12896.
- Didier Sornette & Yishan Luo & Sandro Claudio Lera, 2026, "HawkesRank: Event-Driven Centrality for Real-Time Importance Ranking," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-28, Mar.
- Romain Capliez & Carl Grekou & Emmanuel Hache & Valérie Mignon, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," Working Papers, CEPII research center, number 2026-06, Jul.
- Kevin Moran & Dalibor Stevanovic, 2026, "Les finances publiques face aux aléas de la conjoncture macroéconomique," CIRANO Papers, CIRANO, number 2026pj-03, Feb.
- Alain Guay & Dalibor Stevanovic, 2026, "A spectral framework for non-gaussian SVARs," CIRANO Working Papers, CIRANO, number 2026s-02, Mar.
- Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.
- Francesco Zanetti & Guillermo Verduzco-Bustos, 2026, "The Effects of Geopolitical Oil Price Shocks," CIGS Working Paper Series, The Canon Institute for Global Studies, number 26-005E, Apr.
- Francesco Zanetti & Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li, 2026, "State Dependence of Monetary Policy During Global Supply Chain Disruptions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 26-007E, May.
- Marianna Henriques Ferreira Lima & Herlander Costa Alegre da Gama Afonso, 2026, "Factors determining the price of the Decarbonization Credit (CBIO) and implications for Brazil's RenovaBio Policy," Revista Tendencias, Universidad de Narino, volume 27, issue 02, pages 174-200, July, DOI: 10.22267/rtend.26272.301.
- Lewis, Daniel & Mertens, Karel, 2026, "Weak Instrument Bias in Impulse Response Estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 20990, Jan.
- Canova, Fabio & Fosso, Luca, 2026, "Low Frequency Movements and SVAR Analyses," CEPR Discussion Papers, Centre for Economic Policy Research, number 21205, Feb.
Printed from https://ideas.repec.org/j/C32.html