Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2025

• Jose Barrales-Ruiz & Gyeongho Kim & Ivan Mendieta-Munoz, 2025, "Time-varying endogenous productivity growth dynamics," Working Papers, New School for Social Research, Department of Economics, number 2515, Nov.
• Stephane Jacobzone & Silvia Picalarga & Laurence Dynes & Eleanor Williams & Harry Greenwell & Peter Bowers, 2025, "Unleashing the policy potential of rigorous impact evaluation and randomised trials," OECD Working Papers on Public Governance, OECD Publishing, number 87, Dec, DOI: 10.1787/5c135873-en.
• Hassan Faghani & Steven VanOmmeren, 2025, "Staggered Difference-in-Differences Estimation for Antitrust Analysis: A Review of Literature and Recommendations for Practitioners*," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 1, pages 44-80.
• Hannes Wallimann & Solange Emmenegger & Marc Pouly & Philipp Wegelin, 2025, "Where is the Limit? Assessing the Potential of Algorithm-Based Cartel Detection," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 2, pages 210-225.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025, "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 31-53.
• Hui-Jhong Choi & Kyu Ho Kang, 2025, "Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 4, pages 1593-1636.
• Darwin Choi & Wenxi Jiang & Chao Zhang, 2025, "Alpha Go Everywhere: Machine Learning and International Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 288-331.
• Pedro Cuesta-Valiño & Sergey Kazakov & Patricia Durán-à lamo & Pablo Gutiérrez-Rodríguez, 2025, "El impacto de los agentes de IA en las decisiones de compra, la satisfacción y la felicidad del consumidor," DOCFRADIS Working Papers, Catedra Fundación Ramón Areces de Distribución Comercial, number 2505, Jul, revised Jul 2025.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-003, Feb.
• Lutero, Giancarlo & Piovani, Alessandro, 2025, "Several seasonal adjustment strategies in problematic contexts," MPRA Paper, University Library of Munich, Germany, number 123354, Jan.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Joshi, Satyadhar, 2025, "Model Risk Management in the Era of Generative AI: Challenges, Opportunities, and Future Directions," MPRA Paper, University Library of Munich, Germany, number 125221, revised 2025.
• Pal, Hemendra, 2025, "Enhancing Tariff Shock Analysis in East and South Asia through Empirically Grounded Delayed Differential Equations," MPRA Paper, University Library of Munich, Germany, number 125680, Jul.
• Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Forecasting household-level inflation in Greece," MPRA Paper, University Library of Munich, Germany, number 127228, Oct.
• Stelios Arvanitis, 2025, "Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach," Working Paper, Economics Department, Queen's University, number 1535, Mar.
• Nina Belikova & Tatiana Ratnikova, 2025, "Some approaches to estimating treatment effects and empirical investigation of the robustness of the estimates to sampling design," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 78, pages 5-27.
• Samir Saissi-Hassani, 2025, "Précisions importantes sur le backtesting comparatif de la VaR
  [Important facts on comparative backtesting of Value at Risk]," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-06, Oct.
• Junianto Fachira Haneinanda & Fernandes Adji Achmad Rinaldo & Solimun Solimun & Astuti Ani Budi, 2025, "Monte Carlo-Based Bayesian Path Analysis for Modeling Indirect Financial Effects on Literacy in Emerging Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 40, issue 4, pages 677-696, December, DOI: 10.11130/jei.2025009.
• Jong Ha Jeon & Zoonky Lee & Dojoon Park, 2025, "Reinforcement Learning Based Dynamic Asset Allocation with Technical and Macro-Economic Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 3, pages 123-145, September, DOI: 10.35866/caujed.2024.50.3.006.
• Zacharias Bragoudakis & Ioannis Krompas, 2025, "Greek GDP Forecasting Using Bayesian Multivariate Models," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 2, pages 63-76.
• Ilaria Rossi & Stefano d'Addona, 2025, "The impact of Airbnb on long-term rentals, population, and college enrollments: Empirical evidence from an Italian university town," Tourism Economics, , volume 31, issue 8, pages 1674-1701, December, DOI: 10.1177/13548166251314063.
• Aleksander Welfe & Emilia Gosinska & Katarzyna Leszkiewicz-Kedzior, 2025, "Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 45-56.
• Szymon Chudziak, 2025, "Economic dynamics may be different than it seems: multiplicity of relevant economic cycles," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-107, Jan, DOI: 10.33119/kaewps2025107.
• Robert Dyrcz & Artur Holda, 2025, "Wykorzystanie branzowego wskaznika ryzyka kredytu kupieckiego w polskich realiach gospodarczych w latach 2013–2023," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 43, pages 94-120, DOI: 10.7172/1733-9758.2025.43.7.
• Ruthira Naraidoo & Juan Paez-Farrell, 2025, "Business cycle models with labour market frictions: the role of the matching function," Working Papers, The University of Sheffield, Department of Economics, number 2025006, Jul.
• Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025, "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, volume 345, issue 2, pages 1035-1060, February, DOI: 10.1007/s10479-024-05893-x.
• Richard A. Ashley & Faezeh Najafi, 2025, "The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited," Annals of Operations Research, Springer, volume 346, issue 1, pages 567-584, March, DOI: 10.1007/s10479-024-06355-0.
• Shengwen Li & Xinyue Ye & Xiao Huang & Junfang Gong & Jay Lee & Suzhen Huang & Ling Wu, 2025, "Estimation of global and regional patterns of flows," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 4, pages 1-18, December, DOI: 10.1007/s00168-025-01419-w.
• Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.
• Giovanna Bimonte & Maria Russolillo & Han Lin Shang & Yang Yang, 2025, "Mortality models ensemble via Shapley value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1131-1159, December, DOI: 10.1007/s10203-024-00455-z.
• Rizwan Ullah & Muhammad Naveed Jan & Muhammad Tahir, 2025, "Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms," Future Business Journal, Springer, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s43093-025-00560-4.
• Aomar Ibourk & Zakaria Elouaourti & Mohammed-Ali Bougzime, 2025, "Impact evaluation of the ‘IDMAJ’ wage subsidy program on employment quality in Morocco," International Journal of Economic Policy Studies, Springer, volume 19, issue 1, pages 135-158, February, DOI: 10.1007/s42495-024-00146-y.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu & Ndubuisi Eme Uguru, 2025, "Asymmetric cointegration between capital flight and domestic investment: threshold autoregressive-quintile regression perspective," International Journal of Economic Policy Studies, Springer, volume 19, issue 2, pages 255-274, August, DOI: 10.1007/s42495-025-00150-w.
• C Balaganesh & R K Amit & R P Sundarraj, 2025, "Beyond Trial and Error: A Search Strategy to Discover Technological Complementarities," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 1, pages 27-41, December, DOI: 10.1007/s42943-025-00127-8.
• Joost Bosker & Marc Gürtler & Marvin Zöllner, 2025, "Machine learning-based variable selection for clustered credit risk modeling," Journal of Business Economics, Springer, volume 95, issue 4, pages 617-652, May, DOI: 10.1007/s11573-024-01213-8.
• Lydia Simon, 2025, "A generalised comparison of Pareto/NBD based forecasts using MCMC, maximum likelihood, and heuristics," Journal of Business Economics, Springer, volume 95, issue 8, pages 1079-1105, November, DOI: 10.1007/s11573-025-01237-8.
• Anthony Strittmatter & Conny Wunsch, 2025, "Labor market sorting and the gender pay gap revisited," Journal of Population Economics, Springer;European Society for Population Economics, volume 38, issue 3, pages 1-41, September, DOI: 10.1007/s00148-025-01115-1.
• Lekharani Gohain & Amit K. Biswas, 2025, "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 159-174, March, DOI: 10.1007/s40953-024-00418-6.
• Burak Korkusuz, 2025, "Beyond the S&P 500: examining the role of external volatilities in market forecasting," Review of Economic Design, Springer;Society for Economic Design, volume 29, issue 4, pages 767-794, December, DOI: 10.1007/s10058-024-00373-x.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2025, "VAR Models with Fat Tails and Dynamic Asymmetry," Springer Books, Springer, in: Stepan Mazur & Pär Österholm, "Recent Developments in Bayesian Econometrics and Their Applications", DOI: 10.1007/978-3-032-00110-8_5.
• Ulysses Araújo Bispo & Mathias Schneid Tessmann, 2025, "Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 4, pages 1-1.
• Eric Iversen & Arvid Raknerud & Marit Klemetsen & Brita Bye, 2025, "Innovation outcomes of public R&D support. A new approach to identifying output additionality," Discussion Papers, Statistics Norway, Research Department, number 1020, Jan.
• Ondrej Kusenda & Michal Marencak, 2025, "Attention to food prices and the upward bias in inflation expectations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 9/2025, Jul.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
• Dimitris Korobilis & Maximilian Schröder, 2025, "Probabilistic Quantile Factor Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 3, pages 530-543, July, DOI: 10.1080/07350015.2024.2396956.
• Justin C. Contat & William M. Doerner & Robert N. Renner & Malcolm J. Rogers, 2025, "Measuring Price Effects from Disasters Using Public Data: A Case Study of Hurricane Ian," Journal of Real Estate Research, Taylor & Francis Journals, volume 47, issue 2, pages 170-217, April, DOI: 10.1080/08965803.2024.2391213.
• Fethi Ogunc & Orhun Ozel, 2025, "Buyuk Kur Soklari ve Kur Geciskenliginde Dogrusal Olmayan Etkiler," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2505.
• Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
• 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), Paradigm, 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, Paradigm, 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, Paradigm, 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.
• Naghibzadeh, Fatemeh & Hojabr Kiani, Kambiz & Rajaei, Yadolah & Rahimzadeh, Ashkan, 2025, "Investigating the Effects of Asymmetric Exchange Rate Fluctuations on the Added Value of Different Sectors of Iran\'s Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 30, issue 3, pages 59-91, December.
• 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.
• Mingli Chen & Rama Cont & Andreas Joseph & Michael Kumhof & Xinlei Pan & Wei Xiong & Xuan Zhou, 2025, "Deep reinforcement learning in a monetary model," Bank of England Staff Working Paper series, Bank of England, number 1142, Sep.
• 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.
• Demetrescu, Matei & Frondel, Manuel & Tomberg, Lukas & Vance, Colin, 2025, "Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks," Political Analysis, Cambridge University Press, volume 33, issue 4, pages 378-392, October.
• 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.