Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2024

• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for regression with variables generated from unstructured data," CeMMAP working papers, Institute for Fiscal Studies, number 10/24, May, DOI: 10.47004/wp.cem.2024.1024.
• Aifer Baimukhametova & Madina Tulegenova & Zhansaya Temerbulatova & Dinara Rakhmatullayeva, 2024, "Transformation of Innovative Business Models through the Digitalization of the Economic Space," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 48-60.
• Antoine Poulin-Moore & Kerem Tuzcuoglu, 2024, "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach," Staff Working Papers, Bank of Canada, number 24-10, Mar, DOI: 10.34989/swp-2024-10.
• Grzegorz Halaj & Ruben Hipp, 2024, "Decomposing Systemic Risk: The Roles of Contagion and Common Exposures," Staff Working Papers, Bank of Canada, number 24-19, May, DOI: 10.34989/swp-2024-19.
• Walter Engert & Oleksandr Shcherbakov & André Stenzel, 2024, "CBDC in the Market for Payments at the Point of Sale: Equilibrium Impact and Incumbent Responses," Staff Working Papers, Bank of Canada, number 24-52, Dec, DOI: 10.34989/swp-2024-52.
• Walter Engert & Oleksandr Shcherbakov & André Stenzel, 2024, "The impact of a central bank digital currency on payments at the point of sale," Staff Analytical Notes, Bank of Canada, number 2024-27, Dec, DOI: 10.34989/san-2024-27.
• Walter Engert & Oleksandr Shcherbakov & André Stenzel, 2024, "L’effet d’une monnaie numérique de banque centrale sur les paiements aux points de vente," Staff Analytical Notes, Bank of Canada, number 2024-27fr, Dec, DOI: 10.34989/san-2024-27.
• Zeynep ERYILMAZ & Mehmet SARI, 2024, "Testing the Effect of House Price and Economic Outlook Indexes on Non-Performing Housing Loans by Quantile Regression Model," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 1, pages 1-18.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024, "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 53, Oct.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024, "Sectoral uncertainty," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Anastasiia Pankratova, 2024, "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 1, pages 32-52, March.
• Margarita Lyakhnova & Yuri Kolenko, 2024, "Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 2, pages 26-53, June.
• Sergey Ivashchenko, 2024, "Sector-Specific Supply and Demand Shocks: Joint Identification," Bank of Russia Working Paper Series, Bank of Russia, number wps129, Jun.
• Suqin Ge & João Macieira, 2024, "Unobserved Worker Quality and Inter‐Industry Wage Differentials," Journal of Industrial Economics, Wiley Blackwell, volume 72, issue 1, pages 459-515, March, DOI: 10.1111/joie.12361.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024, "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 5, pages 1089-1121, October, DOI: 10.1111/obes.12601.
• Hilde C. Bjørnland & Malin C. Jensen & Leif Anders Thorsrud, 2023, "Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 15/2023, Dec.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2024, Jan.
• Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2024, May.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024, "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers, University of Macau, Faculty of Business Administration, number 202421, Nov.
• Sadhna Bagchi & Shradha Gupta & Debasis Mohanty, 2024, "Comprehensive Analysis of Volatility Spillover and Investment Efficiency of Stocks of Electrical Vehicles," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 27, issue 3, pages 67-80, DOI: 10.32725/acta.2024.013.
• Yoshihiko Hogen & Naoya Kishi, 2024, "On the Balassa-Samuelson Effect in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-22, Dec.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
• Hylton Keith N. & Kim Sanghoon, 2024, "Trial Selection and Estimating Damages Equations," Review of Law & Economics, De Gruyter, volume 20, issue 1, pages 1-20, DOI: 10.1515/rle-2023-0020.
• Huynh Kim P. & Molnar Jozsef & Shcherbakov Oleksandr & Yu Qinghui (Jerry), 2024, "Demand for Payment Services and Consumer Welfare: The Introduction of a Central Bank Digital Currency," Review of Network Economics, De Gruyter, volume 23, issue 4, pages 199-230, DOI: 10.1515/rne-2024-0056.
• Yang Lixiong, 2024, "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 83-117, February, DOI: 10.1515/snde-2021-0047.
• Celani Alessandro & Pagnottoni Paolo, 2024, "Matrix autoregressive models: generalization and Bayesian estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 227-248, April, DOI: 10.1515/snde-2022-0093.
• Timothy R. Wojan & Stephan J. Goetz & Zheng Tian & Luyi Han, 2024, "Grassroots Design Meets Grassroots Innovation: Rural Design Orientation and Firm Performance," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 24-17, Mar.
• Odran Bonnet & Étienne Fize & Tristan Loisel & Lionel Wilner, 2024, "Compensation against Fuel Inflation: Temporary Tax Rebates or Transfers?," CESifo Working Paper Series, CESifo, number 10917.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series, CESifo, number 11082.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series, CESifo, number 11119.
• Zhiyang Jia & Thor O. Thoresen & Trine E. Vattø & Thor Olav Thoresen, 2024, "Explaining the Declining Labor Supply Responsiveness of Married Women," CESifo Working Paper Series, CESifo, number 11176.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Proxy-identification of a structural MGARCH model for asset returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-55, Oct.
• Andrea Margarita Bele√±o Hern√°ndez & Carlos Daniel Casas Bautista, 2024, "Evaluaci√≥n del impacto de los subsidios a la demanda de energ√≠a el√©ctrica sobre el consumo de electricidad de los hogares vulnerables. An√°lisis de alternativas al esquema," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21153, Jun.
• David Sebastián Figueroa Campoverde & Pamela Gabriela Ávila Villacís & César Andrés Mendoza Valencia, 2024, "Vulnerabilidad e informalidad: ¿Los trabajadores vulnerables son más propensos a la informalidad? Evidencia empírica para el Ecuador," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 97, issue 2, pages 33-58.
• Maria José Urigüen García & Silvia Raquel Mejía-Matute, 2024, "Relación entre autonomía económica y violencia de género contra las mujeres en Ecuador," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 98, issue 2, pages 27-43.
• Helmuth Yesid Arias & Gabriela Antosová, 2024, "Agricultural Production Conditions in Boyacá," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 43, issue 77, pages 243-269, DOI: 10.19053/uptc.01203053.v43.n77.2024.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul & Waggoner, Daniel, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18837, Feb.
• Battaglia, Laura & Christensen, Tim & Hansen, Stephen & Sacher, Szymon, 2024, "Inference for Regression with Variables Generated from Unstructured Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19115, May.
• Yuan, Zhe & Barwick, Panle, 2024, "Network Competition in the Airline Industry: An Empirical Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19423, Sep.
• Odran Bonnet & Etienne Fize & Tristan Loisel & Lionel Wilner, 2024, "Compensation against fuel inflation: Temporary tax rebates or transfers?," Working Papers, Center for Research in Economics and Statistics, number 2024-05, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
• Daniel Casado Ginard, 2024, "Econometric analysis of the share premium evolution of Oil and Natural Gas Corporation Limited," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 61-78, Abril.
• Shi, Ruoyao, 2024, "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, volume 40, issue 3, pages 652-687, June.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, volume 19, issue 1, pages 64-91, February.
• Alexandre Magno Andrade REIS & Mathias Schneid TESSMANN & Gustavo José De Guimarão ve SOUZA & Marcelo De Oliveira PASSOS, 2024, "Is there a conflict of interest between Brazilian investment advisors and their clients? An econometric analysis from the perspective of the principal-agent problem," Journal of Economics and Political Economy, EconSciences Journals, volume 11, issue 3, pages 87-103, September.
• Edoardo Ciscato & Marion Goussé, 2024, "Matching on Gender and Sexual Orientation," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1213.
• GUISAN, Maria-Carmen, 2024, "Farewell Message From The Editor Of Aeid: 24 Years Of Econometric Studies On World Development, 2001-2024," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 24, issue 2, pages 255-268.
• Thomas H.W. ZIESEMER, 2024, "Estimation Of A Production Function Of Brazil With Domestic And Foreign Capital Stock, 1991-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 24, issue 2, pages 103-128.
• d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024, "Satellites turn “concrete”: tracking cement with satellite data and neural networks," Working Paper Series, European Central Bank, number 2900, Jan.
• Hałaj, Grzegorz & Hipp, Ruben, 2024, "Decomposing systemic risk: the roles of contagion and common exposures," Working Paper Series, European Central Bank, number 2929, Apr.
• Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
• Adler Haymans Manurung & Nera Marinda Machdar & Jadongan Sijabat & Amran Manurung, 2024, "The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 1, pages 233-241, January.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024, "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 203-210, September.
• Sunitha, K., 2024, "Targeting behavior and capital structure theories: An empirical analysis of gulf cooperation council countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100944.
• Liu, Biao & Li, Yanfeng & Liu, Jipeng & Hou, Yufei, 2024, "Does urban innovation policy accelerate the digital transformation of enterprises? Evidence based on the innovative City pilot policy," China Economic Review, Elsevier, volume 85, issue C, DOI: 10.1016/j.chieco.2024.102167.
• Aboagye, Ernest & Ko, Stanley Iat-Meng & Lo, Chia Chun & Hsiao, Cody Yu-Ling & Peng, Liang, 2024, "A contagion test with unspecified heteroscedastic errors," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104804.
• Kilian, Lutz, 2024, "How to construct monthly VAR proxies based on daily surprises in futures markets," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104966.
• Ha, Le Thanh, 2024, "Dynamic spill-over influences of FinTech innovation development on renewable energy volatility during the time of war in pandemic: A novel insight from a wavelet model," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 515-529, DOI: 10.1016/j.eap.2024.03.018.
• Zhao, Zhiqi & Tang, Yunjie, 2024, "What does housing collateral mean for Hong Kong economy? From the perspective of modelling and policy implication," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 667-684, DOI: 10.1016/j.eap.2024.07.009.
• Duguleană, Constantin & Duguleană, Liliana & Deszke, Klára-Dalma, 2024, "Financial performance and capital structure – an econometric approach for Romanian e-commerce companies during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 786-812, DOI: 10.1016/j.eap.2024.05.024.
• Wang, Li-Hui & Li, Fu-An, 2024, "Regulatory Effects of the Combinations of Aggregate and Structural Monetary Policy Instruments: an application of New Keynesian DSGE model to China," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 1120-1143, DOI: 10.1016/j.eap.2024.10.002.
• Guo, Lin & Zhu, Huzhou & Zhang, Chunyuan & Liu, Ying & Yang, Chunxiao, 2024, "Does improved credit access promote pollution reduction? The role of bank proximity," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 78-97, DOI: 10.1016/j.eap.2024.08.019.
• Wei, Rongrong & Xia, Yueming, 2024, "Digital transformation and corporate green total factor productivity: Based on double/debiased machine learning robustness estimation," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 808-827, DOI: 10.1016/j.eap.2024.09.023.
• Tuzcuoglu, Kerem, 2024, "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106805.
• Tarkocin, Coskun & Donduran, Murat, 2024, "Constructing early warning indicators for banks using machine learning models," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102018.
• Ji, Hongyun & Zhang, Han, 2024, "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102060.
• Zhao, Wensha & Guo, Qingbin, 2024, "Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102184.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• Rodriguez, Belicia & Huynh, Kim P. & Jacho-Chávez, David T. & Sánchez-Aragón, Leonardo, 2024, "Abstract readability: Evidence from top-5 economics journals," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111541.
• Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024, "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111798.
• Tu, Yundong & Wang, Siwei, 2024, "Selection inconsistency for factor-augmented regressions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111840.
• Han, Qingyang, 2024, "Estimating labor market monopsony power from a forward-looking perspective," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112022.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105546.
• Tommasi, Denni & Zhang, Lina, 2024, "Bounding program benefits when participation is misreported," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105556.
• Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024, "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105577.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024, "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105604.
• Casini, Alessandro, 2024, "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105625.
• Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024, "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.01.004.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024, "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105645.
• Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024, "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105685.
• Funovits, Bernd, 2024, "Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105766.
• Oh, Dong Hwan & Patton, Andrew J., 2024, "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105767.
• Jeong, Hanbat & Lee, Lung-fei, 2024, "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105790.
• Casini, Alessandro & Perron, Pierre, 2024, "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105794.
• Hu, Yingyao & Xin, Yi, 2024, "Identification and estimation of dynamic structural models with unobserved choices," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105806.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024, "State-dependent local projections," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105702.
• Brock, William A. & Miller, J. Isaac, 2024, "Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105885.
• Antoine, Bertille & Renault, Eric, 2024, "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 36-59, DOI: 10.1016/j.ecosta.2021.10.010.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 57-72, DOI: 10.1016/j.ecosta.2021.07.008.
• Bilgin, Doga & Ellwanger, Reinhard, 2024, "A simple model of global fuel consumption," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107254.
• Pierre, Erwan & Schneider, Lorenz, 2024, "Intermittently coupled electricity markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107327.
• Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024, "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107398.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
• Tselika, Kyriaki & Tselika, Maria & Demetriades, Elias, 2024, "Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107471.
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024, "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107466.
• Yang, Jinyu & Dong, Dayong & Liang, Chao & Cao, Yang, 2024, "Monetary policy uncertainty and the price bubbles in energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107503.
• Hasanli, Mübariz, 2024, "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107510.
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107591.
• Apergis, Nicholas & Fahmy, Hany, 2024, "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107975.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• French, Joseph J. & Shin, Seungho & Gurdgiev, Constantin & Naka, Atsuyuki, 2024, "Uncertainty and international fund flows: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103282.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
• Ben Hamida, Amal & de Peretti, Christian & Belkacem, Lotfi, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103517.
• Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024, "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103607.
• Ma, Li & Sang, Di, 2024, "Would carbon tax policy promote real estate prices?," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103668.
• Tong, Chen, 2024, "Pricing CBOE VIX in non-affine GARCH models with variance risk premium," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105115.
• Zhao, Guoqing & Bi, Xiaohan & Zhai, Kun & Yuan, Xuemei, 2024, "Influence of digital transformation on banks’ systemic risk in China," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105358.
• Wang, Haibo, 2024, "Decoding herding dynamics in the generative AI investment amid key technological advancements: A timeline perspective," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105432.
• Zhang, Aoran & Zhou, Chunyang, 2024, "A closed-form solution for spot volatility from options under limited data," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105841.
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024, "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106053.
• Huang, Xirong & Geng, Chen & Li, Xiuting & Dong, Jichang, 2024, "Multiple factor flows and heterogeneous premium of urban house prices: Empirical evidence from Chinese cities," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106287.
• Vinod, H.D., 2024, "Portfolio choice algorithms, including exact stochastic dominance," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101196.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie, 2024, "Does asset-based uncertainty drive asymmetric return connectedness across regional ESG markets?," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100972.
• Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024, "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101017.
• Zhang, Yaojun & Ji, Lanpeng & Aivaliotis, Georgios & Taylor, Charles, 2024, "Bayesian CART models for insurance claims frequency," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 108-131, DOI: 10.1016/j.insmatheco.2023.11.005.
• Doojav, Gan-Ochir & Purevdorj, Munkhbayar & Batjargal, Anand, 2024, "The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100475.
• Keil, Sascha, 2024, "Assessing the role of non-price factors: Shedding new light on the European competitiveness puzzle," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100495.
• You, Kefei & Raju Chinthalapati, V.L. & Mishra, Tapas & Patra, Ramakanta, 2024, "International trade network and stock market connectedness: Evidence from eleven major economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101939.
• Gardner, Jesse & Sloan, Richard G. & Yoon, Joon Sang, 2024, "Distinguishing between recurring and nonrecurring components of earnings using unobserved components modeling," Journal of Accounting and Economics, Elsevier, volume 78, issue 1, DOI: 10.1016/j.jacceco.2024.101687.
• García-Monleón, Fernando & González-Rodrigo, Elena & Bordonado-Bermejo, María-Julia, 2024, "Coexistence of sustainability and growth in different economies," Journal of Business Research, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbusres.2023.114352.
• Nguimkeu, Pierre, 2024, "Credit constraints and delayed entrepreneurship," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 156-180, DOI: 10.1016/j.jebo.2024.05.023.
• Rendón, Juan F. & Cortés, Lina M. & Perote, Javier, 2024, "Basel III countercyclical bank capital buffer estimation and its relation to monetary policy," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106173.
• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024, "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100435.
• Haralambides, Hercules & Bastanifar, Iman & Khan, Kashif Hasan & Shahryari, Zahra, 2024, "Asymmetric distance and business cycles (ΑDBC): A new understanding of distance in international trade models through the example of Iran's trade corridors," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00389.
• Georgalos, Konstantinos, 2024, "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, volume 105, issue C, DOI: 10.1016/j.joep.2024.102760.
• Yi, Chongyan & Ma, Hong chao & Zhao, Kexu, 2024, "Impacts of digital economic transformation and green growth on trade flows of mineral resources," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104664.
• Priya, Pragati & Pal, Debdatta, 2024, "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, volume 92, issue C, DOI: 10.1016/j.resourpol.2024.105029.
• Li, Dongxia, 2024, "Green finance, fossil fuel efficiency, and sustainable development in OECD," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105306.
• Peña, Juan Ignacio, 2024, "A note on hydropower as a marginal price setter for Spain's electricity market in 2021–2022," Utilities Policy, Elsevier, volume 87, issue C, DOI: 10.1016/j.jup.2024.101726.
• Durand, Luigi & Fornero, Jorge Alberto, 2024, "Estimating the output gap in times of COVID-19," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 4, DOI: 10.1016/j.latcb.2024.100129.
• Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2024, "Unusual shocks in our usual models," Journal of Monetary Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.jmoneco.2024.103598.
• Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024, "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, master's student. Research Interests: option pricing, v," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102386.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024, "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102392.
• Hanemann, Michael & Labandeira, Xavier & Labeaga, José M. & Vásquez-Lavín, Felipe, 2024, "Discrete-continuous models of residential energy demand: A comprehensive review," Resource and Energy Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.reseneeco.2024.101426.
• Joshi, Aparna & Pani, Agnivesh & Sahu, Prasanta K. & Majumdar, Bandhan Bandhu & Tavasszy, Lóránt, 2024, "Gender and generational differences in omnichannel shopping travel decisions: What drives consumer choices to pick up in-store or ship direct?," Research in Transportation Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.retrec.2023.101403.
• Li, Guangchen & Shen, Z.Y. & Song, Malin & Wei, Weixian, 2024, "Exploring the interconnectedness of China's new energy and stock markets: A study on volatility spillovers and dynamic correlations," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 471-484, DOI: 10.1016/j.iref.2023.10.030.
• Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 469-484, DOI: 10.1016/j.iref.2024.03.045.
• 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, volume 93, issue PA, pages 789-810, DOI: 10.1016/j.iref.2024.03.054.
• Bhattacherjee, Purba & Mishra, Sibanjan & Bouri, Elie & Wee, Jung Bum, 2024, "ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103375.
• Magkonis, Georgios & Rudkin, Simon & Zhang, Shuonan, 2024, "Re-examining international spillovers: An Asian perspective," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103581.
• Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024, "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102194.
• Kanno, Masayasu, 2024, "Assessing the impact of the COVID-19 crisis on sovereign default risk," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102198.
• Bailly, Hugo & Mortier, Frédéric & Giraud, Gaël, 2024, "Empirical analysis of a debt-augmented Goodwin model for the United States," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 619-633, DOI: 10.1016/j.strueco.2024.05.020.
• Bassi, Federico, 2024, "Excess capacity and hysteresis in EU Countries. A structural approach," Structural Change and Economic Dynamics, Elsevier, volume 71, issue C, pages 116-134, DOI: 10.1016/j.strueco.2024.07.002.
• Shen, Lihua & Zhou, Jianan, 2024, "The role of biodiversity and energy transition in shaping the next techno-economic era," Technological Forecasting and Social Change, Elsevier, volume 208, issue C, DOI: 10.1016/j.techfore.2024.123700.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-04, Jan.
• Roshen Fernando, 2024, "Global Economic Impacts of Physical Climate Risks on Agriculture and Energy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-37, Jun.
• Roshen Fernando, 2024, "Impact of Physical Climate Risks on Financial Assets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-38, Jun.
• Roshen Fernando & Warwick McKibbin, 2024, "Global Economic Impacts of Antimicrobial Resistance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-41, Jun.
• Stefan Hohberger, 2024, "Germany's Macroeconomic Drivers Through the COVID-19 Pandemic and Recovery Period," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-48, Jul.
• Hammed Musibau & Joaquin Vespignani & Maria Belen Yanotti, 2024, "Education Quality and Economic Growth: A New International Measure of Quality of Education," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-72, Dec.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119379, Jan.
• Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024, "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125580, Sep.
• Brokmann, Xavier & Itkin, David & Muhle-Karbe, Johannes & Schmidt, Peter, 2025, "Tackling nonlinear price impact with linear strategies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125888, Apr.
• Flores-Xolocotzi, Ramiro, 2024, "Relación del PIB per cápita con emisiones agrícolas de metano y óxido nitroso en 26 países latinoamericanos y del Caribe (1990-2019)," El Trimestre Económico, Fondo de Cultura Económica, volume 91, issue 361, pages 79-114, enero-mar, DOI: https://doi.org/10.20430/ete.v91i36.
• Pearl Seyram Kumah & Joseph Antwi Baafi, 2024, "Spillover effects among cryptocurrencies in a pandemic: a time frequency approach," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 151-166, November, DOI: 10.1108/JEBDE-08-2024-0027.
• Ly Ho, 2024, "Liquidity and dynamic leverage: the moderating impacts of leverage deviation and target instability," Journal of Economics and Development, Emerald Group Publishing Limited, volume 26, issue 3, pages 206-223, April, DOI: 10.1108/JED-12-2023-0244.
• Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Vinícius Braga, 2024, "Connectivity among the returns of sectoral indices of the Brazilian capital market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 655-672, July, DOI: 10.1108/JES-08-2023-0442.
• Le Thanh Ha, 2024, "Gauging the dynamic interlinkage level between Fintech and the global blue economy performance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 55-71, May, DOI: 10.1108/JES-10-2023-0613.
• Onur Özdil, 2024, "A multi-period model for assessing the reinforcing dependence between climate transition and physical risks of non-life insurers," Journal of Risk Finance, Emerald Group Publishing Limited, volume 26, issue 1, pages 98-121, December, DOI: 10.1108/JRF-04-2024-0121.
• José González-Nuñez & Salomón Domínguez & Karl J. Zimmermann, 2024, "Characterizing uninsured population in Mexico: a multinomial analysis," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 83-99, November, DOI: 10.1108/RBF-11-2023-0313.
• Wing-Keung Wong & Zhihui Lv & Christian Espinosa & João Paulo Vieito, 2024, "The crude oil spot and futures prices dynamics: cointegration, linear and nonlinear causality," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 532-552, December, DOI: 10.1108/SEF-12-2023-0738.
• Jakob Vanschoonbeek, 2024, "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 750408, Oct.
• Igor Sergeevich Ivanchenko, 2024, "Prospects for Creating a Reserve Currency by the Shanghai Cooperation Organization Countries," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 128-153, DOI: https://dx.doi.org/10.14530/se.2024.
• Georgiana Plesa, 2024, "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 105-140, March.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Working Papers, Fondazione Eni Enrico Mattei, number 2024.15, Jun.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2024-4, Mar, DOI: 10.29338/wp2024-04.
• Francesco Furlanetto & Antoine Lepetit, 2024, "The Slope of the Phillips Curve," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-043, Jun, DOI: 10.17016/FEDS.2024.043.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro Responses to Macro Shocks," Staff Reports, Federal Reserve Bank of New York, number 1090, Mar, DOI: 10.59576/sr.1090.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-05, Feb, DOI: 10.21799/frbp.wp.2024.05.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-18, Nov, DOI: 10.21799/frbp.wp.2024.18.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2024, "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2024/03, Dec.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_05.rdf.
• Konstantinos Kofidis & Cătălina Lucia Cocianu, 2024, "Comparative analysis of RF, SVR with Gaussian kernel and LSTM for predicting loan defaults," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 17, pages 91-106, November, DOI: 10.55654/JFS.2024.9.17.06.
• Prodosh Eugene Simlai, 2024, "Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method," JRFM, MDPI, volume 17, issue 5, pages 1-9, May.
• Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
• Norbert Pfeifer & Miriam Steurer, 2024, "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions - An Application to Residential Property Prices," Graz Economics Papers, University of Graz, Department of Economics, number 2024-11, Apr.
• Matias Quiroz & Laleh Tafakori & Hans Manner, 2024, "Forecasting Realized Covariances Using HAR-Type Models," Graz Economics Papers, University of Graz, Department of Economics, number 2024-20, Dec.
• Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024, "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 2401.
• Amal Ben Hamida & Christian de Peretti & Lotfi Belkacem, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," Post-Print, HAL, number hal-04875454, Oct, DOI: 10.1016/j.irfa.2024.103517.
• Alexandre d'Aspremont & Simon Ben Arous & Jean-Charles Bricongne & Benjamin Lietti & Baptiste Meunier, 2024, "Satellites turn “concrete”: Tracking cement with satellite data and neural networks," Post-Print, HAL, number hal-05104995, DOI: 10.1016/j.jeconom.2024.105923.
• Gaëlle Aymeric & Brice Magdalou, 2024, "Does the Gini index represent people's views on inequality?," Working Papers, HAL, number hal-04783034, Nov.
• del Barrio Castro, Tomas & Escribano, Alvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-722, Jun.
• Elena Fedorova & Polina Salnikova, 2024, "Impact of Environmental Initiative Disclosures on Share Prices of Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 28, issue 2, pages 223-247.
• Karun Adusumilli & Francesco Agostinelli & Emilio Borghesan, 2024, "Heterogeneity and Endogenous Compliance: Implications for Scaling Class Size Interventions," Working Papers, Human Capital and Economic Opportunity Working Group, number 2024-007, Apr.
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024, "Reinvigorating GVA Nowcasting in the Post-pandemic Period: A Case Study for India," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue Spesial I, pages 95-130, February, DOI: https://doi.org/10.59091/2460-9196..
• Luis Quintana Romero & Miguel Ángel Mendoza Gónzalez & Marcos Valdivia López, 2024, "An Application of the Kaldor-Dixon-Thirlwall Model for Regional Economic Growth in Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 3, pages 1-16, Julio - S.
• Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024, "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, volume 72, issue 4, pages 1615-1629, July, DOI: 10.1287/opre.2022.2424.
• Brice Magdalou & Gaëlle Aymeric, 2024, "Does the Gini index represent people's views on inequality?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 678, Nov.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024, "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-001 Classification-1, Jan.
• Ciscato, Edoardo & Goussé, Marion, 2024, "Matching on Gender and Sexual Orientation," IZA Discussion Papers, IZA Network @ LISER, number 17420, Oct.
• Zongwu Cai & Ying Fang & Dingshi Tian, 2024, "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202403, Jan, revised Jan 2024.
• Sreekha Pullaykkodi & Rajesh H. Acharya, 2024, "The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 497-542, September, DOI: 10.1007/s10690-023-09424-9.
• Stuti Saria, 2024, "Dynamic Models of Photovoltaic System Installations and Upgrades," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 52, issue 4, pages 249-251, December, DOI: 10.1007/s11293-024-09811-1.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.