Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2025

• Yannick van Etten & Jan Magnus & Tetsuya Matsubayashi, 2025, "Do shocks divide or unite: Evidence from the Netherlands," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-056/III, Sep.
• Delfina Ricordi & Martín Sola & Fabio Spagnolo & Nicola Spagnolo, 2025, "Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_03, Apr.
• Peshev Petar Ilkov & Stamenova Radostina Asenova, 2025, "Panel Investigation of the Factors Determining the Supply of Bank Loans in Bulgaria Using Microeconomic Data," Economics, Sciendo, volume 13, issue 3, pages 493-520, DOI: 10.2478/eoik-2025-0076.
• Ergenç Cansu & Aktaş Rafet, 2025, "Sector-specific financial forecasting with machine learning algorithm and SHAP interaction values," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 1, pages 42-66, DOI: 10.2478/fiqf-2025-0004.
• Doszyń Mariusz & Batóg Barbara & Majda Paweł & Pajor Mirosław & Rozkrut Dominik & Rozkrut Monika & Tarczyńska-Łuniewska Małgorzata, 2025, "Econometric Modelling of the Impact of Metrology on the Economy in Poland," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 95-113, DOI: 10.2478/foli-2025-0005.
• Grbić Milka & Ivanović Vladan & Atanasijević Jasna, 2025, "Long-Run and Short-Run Relationship between Agricultural Value Added and Economic Growth: Empirical Evidence from Serbia," South East European Journal of Economics and Business, Sciendo, volume 20, issue 2, pages 134-148, DOI: 10.2478/jeb-2025-0023.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Sophocles N. Brissimis & Michalis‐Panayiotis Papafilis, 2025, "The Credit Channel of Monetary Transmission in the US: Is It a Bank Lending Channel, a Balance Sheet Channel or Both or Neither?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 3521-3534, October, DOI: 10.1002/ijfe.3077.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2025, "Model Averaging and Double Machine Learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 3, pages 249-269, April, DOI: 10.1002/jae.3103.
• Christophe Gouel & Nicolas Legrand, 2025, "The role of storage in commodity markets: Indirect inference based on grain data," Quantitative Economics, Econometric Society, volume 16, issue 2, pages 705-747, May, DOI: 10.3982/QE2329.
• Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1541.
• Joseph Chukwudi Odionye & Marius Ikpe & Augustine Chika Odo & Farah Yasin Farah Abdelkhair & Ndubuisi Agoh & Obianuju Fredrick Umelo, 2025, "Economic Policy Uncertainty and Foreign Capital Flows Dynamics: Accounting for Asymmetry and Multiple Structural Breaks in Panel Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 02, pages 1-41, June, DOI: 10.1142/S2010495225500095.
• Ebru ÇaÄŸlayan-Akay & Kadriye Hilal Topal & Åžaban Kızılarslan & HoÅŸeng Bülbül, 2025, "A Comparison Study of Single and Hybrid ARIMA, RF, SVR and ANN Models: The Turkish Residential Property Price Index," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-28, September, DOI: 10.1142/S2010495225500034.
• Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
• Juvonen, Petteri & Lindblad, Annika, 2025, "Nowcasting in real time: Large Bayesian vector autoregression in a test," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2025.
• Juvonen, Petteri & Sariola, Mikko, 2025, "DSGE model meets data gently: The importance of trend modelling," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2025.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025, "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-01.
• Silva Lopes, Artur, 2025, "Introduction to the Univariate Analysis of Trends in Economic Time Series," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323383.
• Barrales-Ruiz, Jose & Kim, Gyeongho & Mendieta-Munoz, Ivan, 2025, "Time-varying endogenous productivity growth dynamics," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330302.
• Barrales-Ruiz, Jose & Mendieta-Munoz, Ivan, 2025, "Are macro-financial linkages stable or time-varying? Evidence from Bayesian vector autoregressions," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330707.
• Chowdhury, Sumit & Marjit, Sugata & Das, Gouranga, 2025, "Free Trade Agreement (FTA) and Employment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1557.
• Fidanoski, Filip & Dixit, Vinayak & Ortmann, Andreas, 2025, "Risky Intertemporal Choices Have A Common Value Function, But A Separate Choice Function," I4R Discussion Paper Series, The Institute for Replication (I4R), number 205.
• Francis, Joseph, 2025, "A Replication of "Comparative Politics and the Synthetic Control Method" by Abadie et al. (2015)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 271.
• Haveresch, Nils & Ankel-Peters, Jörg & Bensch, Gunther, 2025, "A Slippery Slope: Topographic Variation as an Instrument," I4R Discussion Paper Series, The Institute for Replication (I4R), number 278.
• Demetrescu, Matei & Frondel, Manuel & Tomberg, Lukas & Vance, Colin, 2025, "Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1151, DOI: 10.4419/96973334.
• Metz-Peeters, Maike & Patragst, Jil-Laurel, 2025, "Exploratory analysis of crash determinants," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1157, DOI: 10.4419/96973341.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger Causality in the Presence of Instability," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325369.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.
• Fossati Roman & Romero Agustina & Rachinger Heiko & Porto Natalia, 2025, "New evidence on tourism and quality of life for Argentinean jurisdictions," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4802, Dec.
• Nicoleta Cristache & Nicoleta Valentina Florea & Marian Nastase & Gabriel Croitoru & Costinela Fortea & Manuela-Violeta Tureatca, 2025, "The Influence of Political, Social, and Economic Factors on the Acceptance of Technology in the Workplace in the Context of Industrial Revolution 4.0," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 68, pages 1-76, February.
• Thi Lan LE & Minh Thuy DO & Thi Man DO & Anh Vu MAI, 2025, "Determinants of investment decisions of enterprises to economic zone in Vietnam," Access Journal, Access Press Publishing House, volume 6, issue 1, pages 103-121, November, DOI: 10.46656/access.2025.6.1(6).
• Ranjan Kumar DASH & Anatolijs KRIVINS & Valters KAZE, 2025, "Economic Evaluation of Land in Agribusiness: Soil Fertility Factor," Access Journal, Access Press Publishing House, volume 6, issue 1, pages 25-45, November, DOI: 10.46656/access.2025.6.1(2).
• Thuy Linh LE & Van Cuong LE & Thi Lan LE, 2025, "The impact of artificial intelligence on e-commerce entrepreneurship: the mediating role of business opportunity awareness," Access Journal, Access Press Publishing House, volume 6, issue 2, pages 452-463, April, DOI: 10.46656/access.2025.6.2(12).
• Yossinomita Yossinomita & Rina Hartanti & Rosmeli & Junaidi Junaidi & Fathiyah Fathiyah & Arna Suryani, 2025, "The Impact of Tax Reform on Tax Ratios: A Comparative Analysis of the Transition from the Official Assessment System to the Self-Assessment System in Indonesia and Selected Asian Countries," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 2, pages 282-305, DOI: https://doi.org/10.15826/jtr.2025.1.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series, Monash University, number 2025-01, Jan.
• Арнабекова Э. // Arnabekova E. & Бриншинов А. // Brinshinov A., 2025, "Влияние нефтяных шоков на макроэкономические показатели Казахстана // The Impact of Oil Shocks on Macroeconomic Indicators of Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 23-30.
• Ахмет А. // Akhmet А. & Айдынбек Мussa // Aidynbek Mussa, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 1-40.
• Ахмет Алишер // Akhmet Alisher & Мусса Айдынбек // Mussa Aidynbek, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Working Papers, National Bank of Kazakhstan, number #2025-2.
• Rodrigo García Arancibia & Ignacio Girela & Daniela Agostina Gonzalez, 2025, "Global Multidimensional Poverty Prediction using World Development Indicators," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 350, Jan.
• Heba Helmy, 2025, "Probing the exchange rate's asymmetric reaction to oil price changes in the new BRICS Plus group," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 123-143, June, DOI: 10.32609/j.ruje.11.146303.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2025, "Detecting Sparse Cointegration," Papers, arXiv.org, number 2501.13839, Jan, revised Mar 2026.
• Oriol Gonz'alez-Casas'us & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," Papers, arXiv.org, number 2502.03693, Feb.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Papers, arXiv.org, number 2502.20917, Feb, revised Sep 2025.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Inference on effect size after multiple hypothesis testing," Papers, arXiv.org, number 2503.22369, Mar, revised Dec 2025.
• Pascal Michaillat, 2025, "Recession Detection Using Classifiers on the Anticipation-Precision Frontier," Papers, arXiv.org, number 2506.09664, Jun, revised Dec 2025.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2025, "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," Papers, arXiv.org, number 2508.02310, Aug.
• Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025, "Macroeconomic Forecasting and Machine Learning," Papers, arXiv.org, number 2510.11008, Oct.
• Adriatik Kotorri & Blisard Zani, 2025, "Assessing the Dynamics of Nominal and Real Interest Rates in Long-Run: A Comprehensive Analysis of Albanian Interest Rates," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 116-131.
• Denis Kuster & Aleksandar Majstorovic & Veljko Dmitrovic, 2025, "A logistic regression approach to long-term bankruptcy prediction: The role of financial and non-financial indicators," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 28, issue 2, pages 165-179, June, DOI: 10.15240/tul/001/2025-5-010.
• Omar Abdelrahman & David Chen & Cameron MacDonald & Adi Mordel & Guillaume Ouellet Leblanc, 2025, "Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool," Technical Reports, Bank of Canada, number 128, DOI: 10.34989/tr-128.
• Francesca Carta & Domenico Depalo, 2025, "Country demographic and socio-economic structure and household consumption," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 920, Apr.
• Domenico Depalo & Claire Giordano, 2025, "Demography and the current account: a case-study of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 969, Oct.
• Wilmer Martínez-Rivera & Edgar Caicedo-García & Juan Bonilla-Pérez, 2025, "Instantaneous Inflation as a Predictor of Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 1296, Jan, DOI: 10.32468/be.1296.
• Joseph Chukwudi Odionye & Ndukwe O. Dibia & Ndubuisi Eme Uguru & Ndubuisi Agoh & Veronica Adaku Ihezukwu & Emeka Atuma & Chima Keneth Ifeanyi, 2025, "Evaluating The Heterogeneous Role Of Institutional Quality In Mitigating The Adverse Effects Of Capital Flight On Nigeria’S Economic Growth: Fresh Insights From A Quantile Nonlinear Ardl Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 244, pages 143-171, January –.
• Dmitry Pozhidaev, 2025, "Determinants of urban economic resilience: Insights from the COVID-19 lockdown experience in sixteen cities of the global south," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 245, pages 101-132, April – J.
• Radovan Kovačević, 2025, "The impact of public debt on economic growth in Serbia: An empirical study using the ARDL approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 245, pages 7-42, April – J.
• Urmat Dzhunkeev, 2025, "MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 4, pages 63-84, December.
• GROSU Alexandra Claudia, 2025, "Public Debt Sustainability In Post-2000 Eu Member States With Euro Adoption: A Penalized Spline Regression Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 69-84, May, DOI: 10.56043/reveco-2025-0006.
• Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025, "Convertible Bonds and Firm Value: Evidence from China and Beyond," Working Papers, University of Macau, Faculty of Business Administration, number 202522, Mar.
• Tom Doan, 2025, "WEST_CHO_JOE1995: RATS program to replicate West and Cho(1995) analysis of GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00233, revised .
• Antonio Gutiérrez-Lythgoe & José María Labeaga & José Alberto Molina, 2025, "The Distributional and Environmental Dilemma of Energy Price Shocks," Boston College Working Papers in Economics, Boston College Department of Economics, number 1091, Jul.
• Mitton Todd, 2025, "De-emphasizing Statistical Significance," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 15, issue 1, pages 99-104, DOI: 10.1515/ael-2022-0100.
• Qu Zhongjun & Oka Tatsushi & Messer Samuel, 2025, "QR.break: An R Package for Structural Breaks in Quantile Regression," Journal of Econometric Methods, De Gruyter, volume 14, issue 1, pages 21-34, DOI: 10.1515/jem-2025-0010.
• Orujov Samir & Elvira Victor & Poterie Audrey & Rajabov Farid & Septier Francois, 2025, "VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 1, pages 1-34, DOI: 10.1515/jtse-2023-0035.
• Spanos Aris, 2025, "The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From?," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 69-117, DOI: 10.1515/jtse-2024-0008.
• Herculano Miguel C. & Jacob Punnoose, 2025, "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 19-38, DOI: 10.1515/snde-2022-0115.
• Blazsek Szabolcs & Jörding August & Rai Simran, 2025, "Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 95-128, DOI: 10.1515/snde-2023-0019.
• Blazsek Szabolcs & Licht Adrian & Ayala Astrid & Liu Su-Ping, 2025, "Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 177-212, DOI: 10.1515/snde-2023-0042.
• Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
• Sanhaji Bilel, 2025, "A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 425-436, DOI: 10.1515/snde-2023-0109.
• Berger Tino & Hienzsch Sebastian, 2025, "Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 541-559, DOI: 10.1515/snde-2023-0093.
• Goulet Coulombe Philippe, 2025, "To Bag is to Prune," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 669-697, DOI: 10.1515/snde-2023-0030.
• Xu Wen & Aschakulporn Pakorn & Zhang Jin E., 2025, "Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 769-785, DOI: 10.1515/snde-2024-0013.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2025, "Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/22, Nov.
• Minford, Patrick & Xu, Yongdeng, 2025, "Indirect Inference for the Identification of Star Variables in Macroeconomic Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/8, Mar.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series, CESifo, number 11651.
• Sumit Chowdhury & Sugata Marjit & Gouranga Das, 2025, "Free Trade Agreement (FTA) and Employment," CESifo Working Paper Series, CESifo, number 11657.
• Katja Gehr & Michael Pflüger, 2025, "Cities, Aggregate Welfare, and Growth," CESifo Working Paper Series, CESifo, number 11716.
• Tom L. Dudda & Lars Hornuf, 2025, "The Perks and Perils of Machine Learning in Business and Economic Research," CESifo Working Paper Series, CESifo, number 11721.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025, "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-04, Jan.
• Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "Testing shock independence in Gaussian structural VARs," Working Papers, CEMFI, number wp2025_2532, Dec.
• Sona Benecka, 2025, "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/2, Mar.
• Juan Jos√© Rinc√≥n Brice√±o, 2025, "Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21388, Jun.
• Jorge Rodríguez-Arenas & Jesús Daniel Cañizares Osorio & María C. Jiménez Nicholls, 2025, "Impacto del retorno progresivo a los colegios en el desempeño de los estudiantes de educación media: un estudio pospandemia en Colombia
  [Impact of the gradual return to schools on the performance of high school students: A post-pandemic study in C," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 101, issue 4, pages 75-98, September, DOI: 10.13043/DYS.101.4.
• José Rodrigo Vélez Molano & María Inés Barbosa Camargo & Andrea Paola Andrade Molero & Michael Steven Ávila Calderón, 2025, "Transmisión entre los precios de los ADR y de las acciones colombianas que cotizan en bolsa: un análisis VAR-X y VEC-X
  [Transmission Between the Prices of ADRs and Colombian Stocks Listed on the Stock Exchange: a VAR-X and VEC-X Analysis]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-37, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," CEPR Discussion Papers, Centre for Economic Policy Research, number 19880, Jan.
• Gonzalez-Casasus, Oriol & Schorfheide, Frank, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," CEPR Discussion Papers, Centre for Economic Policy Research, number 19915, Feb.
• Inoue, Atsushi & Kilian, Lutz, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 20159, Apr.
• Monti, Francesca & Van Keirsbilck, Leila, 2025, "The Transmission of Shocks across Sectors and the Dynamics of Sectoral Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 20621, Sep.
• Chi, Ta-Chung & Fan, Ting-Han & Ghigliazza, Raffaele & Giannone, Domenico & Wang, Zixuan (Kevin), 2025, "Macroeconomic Forecasting and Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 20727, Oct.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2025, "Testing Shock Independence in Gaussian Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 20975, Dec.
• Sascha Becker & David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2502, Jan.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025, "Detecting sparse cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45708, Jan.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47734, Jul.
• Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 48471, Nov.
• Tatjana Spaseska & Ilija Hristoski & Dragica Odzaklieska, 2025, "Profitability Puzzles: Insights from North Macedonian Banks," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 5-24.
• Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025, "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series, European Central Bank, number 377, Nov.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Chen, Chuanglian & Liu, Xiaobin & Yu, Jun & Zeng, Tao, 2025, "The time-varying zone-like and asymmetric preference of central banks: Evidence from China," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102517.
• Bitetto, Alessandro & Filomeni, Stefano & Modina, Michele, 2025, "Machine Learning for the Unlisted: Enhancing MSME Default Prediction with Public Market Signals," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102830.
• Pellegrino, Filippo, 2025, "Selecting time-series hyperparameters with the artificial jackknife," Computational Statistics & Data Analysis, Elsevier, volume 209, issue C, DOI: 10.1016/j.csda.2025.108173.
• Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025, "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105095.
• Meléndez, Alexander & Rodríguez, Gabriel, 2025, "Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1135-1158, DOI: 10.1016/j.eap.2024.12.019.
• Wang, Xiaotong & Wang, Yuezhu & Li, Gujie, 2025, "The impact of FDI on the development of China's low-carbon economy in the context of the “Dual Circulation” policy," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 321-335, DOI: 10.1016/j.eap.2025.03.012.
• Qiu, Yue & Qu, Shaoguang & Shi, Zhentao & Xie, Tian, 2025, "Predicting cryptocurrency volatility: The power of model clustering," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106986.
• Hernández, Juan R., 2025, "Covered interest parity: A forecasting approach to estimate the neutral band," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107076.
• Rodríguez, Gabriel & Castillo B., Paul & Guevara Ruiz, Brenda & Yamuca Salvatierra, Leonela, 2025, "Time-varying transmission of external shocks in Peru: Reassessing the role of monetary policy," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107241.
• Qian, Yihe & Zhang, Yang, 2025, "Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102423.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "A hybrid model for intraday volatility prediction in Bitcoin markets," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102426.
• Grobys, Klaus, 2025, "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102476.
• Younker, James, 2025, "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112137.
• Tu, Yundong & Wang, Siwei, 2025, "Consistent model selection for factor-augmented regressions," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112331.
• Kilian, Lutz, 2025, "Impulse response diagnostics for priors on parameters in structural vector autoregressions," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112390.
• Sun, Chuanping, 2025, "A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112480.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Fitter, Krischan & Sibbertsen, Philipp, 2025, "A CUSUM test for breaks in fractional cointegration," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112616.
• Tu, Yundong & Zheng, Jinsha, 2025, "Consistent model selection for factor-augmented regression within hierarchical factor structures," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112697.
• Spoelstra, Peter & Stolp, Tom & Golsteyn, Bart H.H. & Cornelisz, Ilja & van Klaveren, Chris, 2025, "Truncated History Framework for Synthetic Control Approaches," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112701.
• Gonçalves, Sílvia & McCracken, Michael W. & Yao, Yongxu, 2025, "Bootstrapping out-of-sample predictability tests with real-time data," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105916.
• Francq, Christian & Zakoïan, Jean-Michel, 2025, "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105936.
• Antoine, Bertille & Sun, Wenqian, 2025, "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105814.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2025, "Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105821.
• Budanova, Sofya, 2025, "Penalized estimation of finite mixture models," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105958.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Lin, Tzu-Chi & Liu, Chu-An, 2025, "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105994.
• Tu, Yundong & Wang, Siwei, 2025, "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105999.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Ouyang, Fu & Yang, Thomas T., 2025, "High dimensional binary choice model with unknown heteroskedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106069.
• Sun, Yixiao, 2025, "Support vector decision making," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106087.
• Shimizu, Yuya, 2025, "Nonparametric regression under cluster sampling," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106102.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Martins, Luis F. & Gabriel, Vasco J., 2025, "GMM Model Averaging Using Higher Order Approximations," Econometrics and Statistics, Elsevier, volume 36, issue C, pages 37-54, DOI: 10.1016/j.ecosta.2022.09.004.
• Simionescu, Mihaela, 2025, "Inflation, financial development, and income/wealth inequality in the European Union," Economic Systems, Elsevier, volume 49, issue 4, DOI: 10.1016/j.ecosys.2025.101316.
• Diwambuena, Josué & Fonseca, Raquel & Schubert, Stefan, 2025, "Labor market institutions, productivity, and the business cycle: An application to Italy," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105048.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2025, "Density forecasts of inflation: A quantile regression forest approach," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105079.
• Fok, Dennis & Paap, Richard, 2025, "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, volume 54, issue C, DOI: 10.1016/j.jocm.2024.100531.
• Li, Chen Xu & Li, Chenxu & Li, Chun, 2025, "Implied local volatility models," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101567.
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025, "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101575.
• Paschalidou, Eleftheria G. & Thomaidis, Nikolaos S., 2025, "Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108102.
• Costantini, Valeria & Martini, Chiara & Mina, Benedetta & Zoli, Mariangela, 2025, "The welfare impact of climate action: A distributional analysis for Italy," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108181.
• Hasanov, Fakhri J. & Aliyeva, Heyran & Almozaini, Majed S. & Bollino, Carlo Andrea, 2025, "Evaluating hypothetical carbon pricing for Saudi Arabia using a macroeconometric modeling framework," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108437.
• Zhou, Xiaoxiao & Zhao, Yongan & Chen, Dengsheng, 2025, "Emissions trading scheme's effect on enterprises' sustainable development in China: A differential game and a quasi-natural experiment," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108554.
• Gravina, Antonio Francesco & Lanzafame, Matteo, 2025, "‘What's your shape?’ A data-driven approach to estimating the Environmental Kuznets Curve," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108649.
• Goodell, John W. & Muckley, Cal B. & Neelakantan, Parvati & Ryan, Darragh & Yu, Pei-Shan, 2025, "AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103980.
• Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025, "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106371.
• Blazsek, Szabolcs & Kong, Dejun & Shadoff, Samantha R., 2025, "Within-regime volatility dynamics for observable- and Markov-switching score-driven models," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106631.
• Awartani, Basel & Maghyereh, Aktham, 2025, "The value of cross market volatility in improving the forecast accuracy of risk in the gold, the dollar and the oil futures markets," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107668.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Ariefianto, Moch Doddy & French, Joseph J. & Gurdgiev, Constantin, 2025, "Green regulation, market power, and geopolitical risk: the case of Indonesian banks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108243.
• Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2025, "How do EU banks’ funding costs respond to the CRD IV? An assessment based on the banking union directives database," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101416.
• Jones, Callum & Rabanal, Pau, 2025, "Credit Cycles, fiscal policy, and global imbalances," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104063.
• Koike, Takaaki & Chen, Cathy W.S. & Lin, Edward M.H., 2025, "Forecasting and backtesting gradient allocations of expected shortfall," Insurance: Mathematics and Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.insmatheco.2025.103130.
• Asongu, Simplice A. & Nchofoung, Tii N., 2025, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100622.
• Samartzis, Panagiotis, 2025, "Predicting the relative performance among financial assets: A comparative analysis of different approaches," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1428-1449, DOI: 10.1016/j.ijforecast.2024.12.008.
• Zaharieva, Martina Danielova & Virbickaitė, Audronė & Santos, André Portela, 2025, "Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100496.
• Awijen, Haithem & Ben Zaied, Younes & Ben Jabeur, Sami, 2025, "Mobilizing FDI in natural resources in the post-COP28 era: Spatial drivers, natural capital, and sustainability dynamics," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105638.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "Power of decomposition in volatility forecasting for Bitcoins," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102839.
• Babaei, Golnoosh & Giudici, Paolo & Neelakantan, Parvati, 2025, "Explainability, fairness and the Simpson’s paradox in credit lending," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 680, issue C, DOI: 10.1016/j.physa.2025.131030.
• Yoshida, Valter T. & Schiozer, Rafael & de Genaro, Alan & dos Santos, Toni R.E., 2025, "A novel credit model risk measure: Do more data lead to lower model risk?," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101960.
• Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
• Zhang, Hao & Wang, Feng & Fan, Wenna & Jiang, Hongfei & Ling, Rui & Liu, Juan, 2025, "Estimation of capital stock and the elasticity of capital-labor substitution in provincial industries in China," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104407.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025, "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102723.
• Thomas Persson, 2025, "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 2, pages 106-129.
• Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.

2024

• Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024, "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 2, pages 35-65, June.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA)., The Association for Promoting Women in Research and Development in Africa (ASPROWORDA), number 24/004, Jan.
• Alban Moura & Olivier Pierrard, 2024, "Bayesian Evaluation of DSGE Models with Housing and Collateral Effects," Annals of Economics and Statistics, GENES, issue 155, pages 91-124, DOI: 10.2307/48795038.
• Gabrielli Florencia & Culós Verónica & Herrera Gómez Marcos & Willington Manuel, 2024, "Market power in the liquid fuels wholesale chain in Argentina: an empirical analysis," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4732, Nov.
• Marian Nastase & Gabriel Croitoru & Nicoleta Valentina Florea & Nicoleta Cristache & Ramona Lile, 2024, "The Perceptions of Employees from Romanian Companies on Adoption of Artificial Intelligence in Recruitment and Selection Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 66, pages 421-421, Aprilie.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 24/001, Jan.
• Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024, "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 24/017, Jan.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024006, May, DOI: https://doi.org/10.1017/jwe.2024.3.
• Merve Kılınç Yılmaz & Yusuf Şahin & Kenan Oğuzhan Oruç, 2024, "Price Forecasting of Feed Raw Materials Used in Dairy Farming: A Methodological Comparison," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 249-280, December, DOI: https://doi.org/10.17093/alphanumer.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024, "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers, National Bank of Kazakhstan, number #2024-13.
• Alberto Vindas-Quesada & Carlos Brenes-Soto & Adriana Sandí-Esquivel & Susan Jiménez-Montero, 2024, "Univariate inflation forecasts in Costa Rica: model evaluation and selection," Notas Técnicas, Banco Central de Costa Rica, number 2405, Oct.
• Jose Pablo Barquero-Romero, 2024, "The Transmission of the Monetary Policy Rate in Costa Rica, 2018-2024," Notas Técnicas, Banco Central de Costa Rica, number 2406, Dec.
• Anna A. Maigur, 2024, "Machine learning algorithms for predicting unemployment duration in Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 4, pages 365-384, December, DOI: 10.32609/j.ruje.10.128611.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024, "Model Averaging and Double Machine Learning," Papers, arXiv.org, number 2401.01645, Jan, revised Sep 2024.
• Takaaki Koike & Cathy W. S. Chen & Edward M. H. Lin, 2024, "Forecasting and Backtesting Gradient Allocations of Expected Shortfall," Papers, arXiv.org, number 2401.11701, Jan, revised Jun 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Bryan Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2024, "Large and Deep Factor Models," Papers, arXiv.org, number 2402.06635, Jan, revised Feb 2026.
• Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
• Daniele Ballinari, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers, arXiv.org, number 2403.01585, Mar, revised Jun 2024.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Papers, arXiv.org, number 2403.08753, Mar, revised Nov 2025.
• Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
• Igor Martins & Hedibert Freitas Lopes, 2024, "What events matter for exchange rate volatility ?," Papers, arXiv.org, number 2411.16244, Nov.
• Manuel Benazic & Dean Uckar, 2024, "The Impact Of Selected Macroeconomic Variables On House Prices In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 65-88, june, DOI: 10.17818/EMIP/2024/1.4.
• Ivana Bekic & Jadranka Ivanković & Magdalena Bednjanec, 2024, "Extroversion-Introversion Dimension Of The Hult Prize Participants Due To Creative Innovation Process," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 2, pages 405-424, December, DOI: 10.17818/EMIP/2024/2.3.
• Xiaohang Ren & Kang Yuan & Lizhu Tao & Cheng Yan, 2024, "Carbon Prices Forecasting Using Group Information," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-6, DOI: 2024/07/09.
• Liyang Sun, 2024, "Empirical welfare maximization with constraints," CeMMAP working papers, Institute for Fiscal Studies, number 19/24, Oct, DOI: 10.47004/wp.cem.2024.1924.
• Svetoslav Borisov, 2024, "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
• Rizwan Raheem Ahmed & Dalia Streimikiene & Justas Streimikis & Indre Siksnelyte-Butkiene, 2024, "A comparative analysis of multivariate approaches for data analysis in management sciences," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 1, pages 192-210, March, DOI: 10.15240/tul/001/2024-5-001.
• Musrrat Parveen & Amal Awadh Hadi Alshehri, 2024, "Factors influencing career sustainability in Saudi Arabian banks: A PLS-SEM analysis," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 154-171, September, DOI: 10.15240/tul/001/2024-5-010.