Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2024

• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024, "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1166-1178, DOI: 10.1016/j.ijforecast.2023.10.005.
• Cox, James C. & Sadiraj, Vjollca & Walker, James M., 2024, "Power asymmetry in repeated play of provision and appropriation games," Journal of Economic Behavior & Organization, Elsevier, volume 220, issue C, pages 222-236, DOI: 10.1016/j.jebo.2024.02.006.
• Cao, Cong, 2024, "How to better predict the effect of urban traffic and weather on air pollution? Norwegian evidence from machine learning approaches," Journal of Economic Behavior & Organization, Elsevier, volume 221, issue C, pages 544-569, DOI: 10.1016/j.jebo.2024.03.018.
• Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024, "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106786.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103945.
• Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki, 2024, "Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100442.
• Cavicchioli, Maddalena, 2024, "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00349.
• Auteri, Monica & Cremaschini, Alessandro, 2024, "Ownership or procurement, which matters? exploring asymmetries in local public transportation in Italy through a semi-parametric approach," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00377.
• Georgalos, Konstantinos, 2024, "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, volume 105, issue C, DOI: 10.1016/j.joep.2024.102760.
• Potts, Todd B. & Yerger, David B., 2024, "The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104772.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024, "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103571.
• Chuang, O-Chia & Chuang, Hui-Ching & Wang, Zixuan & Xu, Jin, 2024, "Profitability of technical trading rules in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102278.
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2024, "Extrapolation and option-implied kurtosis in volatility forecasting," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102286.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1385-1403, DOI: 10.1016/j.iref.2023.08.021.
• Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2024, "Forecasting the effect of extreme sea-level rise on financial market risk," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 1-27, DOI: 10.1016/j.iref.2024.03.079.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024, "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 673-711, DOI: 10.1016/j.iref.2024.05.008.
• Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024, "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102155.
• Esparcia, Carlos & López, Raquel, 2024, "Performance of crypto-Forex portfolios based on intraday data," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102217.
• Coleman, Thomas S., 2024, "Re-evaluating John Snow's 1856 south London study," Social Science & Medicine, Elsevier, volume 344, issue C, DOI: 10.1016/j.socscimed.2024.116612.
• Bailly, Hugo & Mortier, Frédéric & Giraud, Gaël, 2024, "Empirical analysis of a debt-augmented Goodwin model for the United States," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 619-633, DOI: 10.1016/j.strueco.2024.05.020.
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024, "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, volume 202, issue C, DOI: 10.1016/j.techfore.2024.123344.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119379, Jan.
• Adao, Rodrigo & Costinot, Arnaud & Donaldson, Dave, 2024, "Putting quantitative models to the test: an application to Trump's trade war," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126756, Jun.
• Kwame Asiam Addey & John Baptist D. Jatoe, 2024, "Implications of crop yield distributions for multiperil crop insurance rating in Ghana: a lasso model application," Agricultural Finance Review, Emerald Group Publishing Limited, volume 84, issue 2/3, pages 246-265, August, DOI: 10.1108/AFR-05-2024-0078.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Time-varying parameters in monetary policy rules: a GMM approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 9, pages 148-176, January, DOI: 10.1108/JES-06-2023-0289.
• Daria Wotzka & Pawel Fracz & Jolanta Staszewska & Joachim Foltys & Malgorzata Smolarek & Krzysztof Orzechowski, 2024, "The Application of Selected Supervised Machine Learning Methods in the Classification of Family Businesses in the Context of Cluster Formation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 248-272.
• Jakob Vanschoonbeek, 2024, "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 750408, Oct.
• Meilian ZHANG & Ting YIN & Emiko USUI & Takashi OSHIO & Yi ZHANG, 2024, "Unraveling the Determinants of Overemployment and Underemployment among Older Workers in Japan: A machine learning approach," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 24034, Mar.
• Francesca D'Auria & Christophe Planas & Rafal Raciborski & Alessandro Rossi & Anna Thum-Thysen, 2024, "Robustness of the Trend-Cycle Decomposition of Total Factor Productivity in EUCAM," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 198, Jan.
• James C. Cox & Vjollca Sadiraj & James M. Walker, 2024, "Power Asymmetry in Repeated Play of Provision and Appropriation Games," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2024-01, Jul.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), 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, European Xtramile Centre of African Studies (EXCAS), number 24/017, Jan.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16b, Feb, DOI: 10.29338/wp2022-16b.
• Atsushi Inoue & Lutz Kilian, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers, Federal Reserve Bank of Dallas, number 2404, Jul, DOI: 10.24149/wp2404.
• Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.
• Michael B. Gordy & Alexander J. McNeil, 2024, "Spectral backtests unbounded and folded," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-060, Aug, DOI: 10.17016/FEDS.2024.060.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-075, Sep, DOI: 10.17016/FEDS.2024.075.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2024, "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2024/03, Dec.
• Ștefan Rusu & Marcel Ioan Boloș & Marius Leordeanu, 2024, "Comparative analysis of regression models for stock price prediction: Linear, support vector, polynomial, and LASSO," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 17, pages 143-156, November, DOI: 10.55654/JFS.2024.9.17.09.
• Davaasukh Damdinjav & Dulamzaya Batjargal & Ninjin Batmunkh, 2024, "Distress Prediction and Stress Testing of Nonfinancial Firms: Case of Mongolia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2024, Aug.
• Alpha Nur Setyawan Pudjono, 2024, "Examining the Causal Relationships of Balanced Scorecard Perspectives on Organizational Performance Improvement: A Case Study from the Indonesian Public Sector," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr232, Mar, DOI: https://doi.org/10.35609/afr.2024.8.
• Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024, "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 2401.
• Gary Cornwall & Marina Gindelsky, 2024, "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2024-003, Sep.
• Dr. Marc Ingo Wolter & Florian Bernardt & Jannik Daßler & Saskia Reuschel & Dr. Britta Stöver, 2024, "Klimafolgen und Anpassung – 2024," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 24-2.
• Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024, "Forecasting realized volatility: Does anything beat linear models?," Post-Print, HAL, number hal-04835657, Sep, DOI: 10.1016/j.jempfin.2024.101524.
• Michele Lenza & Inès Moutachaker & Joan Paredes, 2024, "Density forecasts of inflation: a quantile regression forest approach
  [Prévisions de densité de l'inflation : une approche par forêt de régressions quantile]," Working Papers, HAL, number hal-05329662, Jun.
• Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024, "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-728, Nov.
• Kreye, Tom Jannik & Sibbertsen, Philipp, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-729, Nov.
• Justin Contat & William M. Doerner & Robert N. Renner & Malcolm J. Rogers, 2024, "Measuring Price Effects from Disasters using Public Data: A Case Study of Hurricane Ian," FHFA Staff Working Papers, Federal Housing Finance Agency, number 24-04, May.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024, "US Interest Rates: Are Relations Stable?," Working Papers, Örebro University, School of Business, number 2024:3, Mar.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
• Lenza, Michele & Savoia, Ettore, 2024, "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 438, Jul.
• Bischof, Stephan, 2024, "Test-based measurement of skill mismatch: a validation of five different measurement approaches using the NEPS," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, issue , pages 1-011, DOI: 10.1186/s12651-024-00370-1.
• Arranz, José María & García-Serrano, Carlos, 2024, "You'll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, issue , pages 1-020, DOI: 10.1186/s12651-024-00378-7.
• Bischof, Stephan, 2024, "Test-based measurement of skill mismatch: a validation of five different measurement approaches using the NEPS," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, pages 1-11, DOI: 10.1186/s12651-024-00370-1.
• Arranz, José María & García-Serrano, Carlos, 2024, "You'll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, pages 1-20, DOI: 10.1186/s12651-024-00378-7.
• Bjarni G. Einarsson, 2024, "Online Monitoring of Policy Optimality," Economics, Department of Economics, Central bank of Iceland, number wp95, Apr.
• Gabriel, Stefan & Kunst, Robert M., 2024, "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series, Institute for Advanced Studies, number 52, Mar.
• Erwis Melchor Pérez & Moisés Emmanuel Ramírez Guzmán & Araceli Hernández Jiménez & Agustín Santiago Alvarado, 2024, "Predicción del riesgo crediticio a microfinanciera usando aprendizaje computacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 4, pages 1-16, Octubre -.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024, "Predicting Bond Return Predictability," Management Science, INFORMS, volume 70, issue 2, pages 931-951, February, DOI: 10.1287/mnsc.2023.4713.
• Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E & Wiemann, Thomas, 2024, "Model Averaging and Double Machine Learning," IZA Discussion Papers, IZA Network @ LISER, number 16714, Jan.
• Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202410, Aug.
• Ali Mehrabani, 2024, "Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202414, Oct.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024, "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, volume 20, issue 1, pages 1-43, March, DOI: 10.1007/s10436-023-00436-z.
• Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• Jinshun Wu & Luyao Wu, 2024, "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2437-2476, October, DOI: 10.1007/s10614-023-10478-0.
• Sharif Mozumder & Mohammad Zoynul Abedin & Raad Lalon & Amjad Hossain, 2024, "Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3049-3086, November, DOI: 10.1007/s10614-023-10545-6.
• Mark T. Plaat & Laura Spierdijk, 2024, "Do Different Bank-Level Securitization Variables Measure The Same Thing? A Confirmatory Factor Analysis," De Economist, Springer, volume 172, issue 4, pages 339-363, December, DOI: 10.1007/s10645-024-09439-1.
• Dejan Glavas, 2024, "Determinants of CO2 Emissions: A Machine Learning Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 2, pages 215-217, May, DOI: 10.1007/s11294-024-09892-3.
• Kevin Credit & Matthew Lehnert, 2024, "A structured comparison of causal machine learning methods to assess heterogeneous treatment effects in spatial data," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 483-510, October, DOI: 10.1007/s10109-023-00413-0.
• Batuhan Kilic & Onur Can Bayrak & Fatih Gülgen & Mert Gurturk & Perihan Abay, 2024, "Unveiling the impact of machine learning algorithms on the quality of online geocoding services: a case study using COVID-19 data," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 601-622, October, DOI: 10.1007/s10109-023-00435-8.
• Emre Tepe, 2024, "A random forests-based hedonic price model accounting for spatial autocorrelation," Journal of Geographical Systems, Springer, volume 26, issue 4, pages 511-540, October, DOI: 10.1007/s10109-024-00449-w.
• Raffaele Marchi & Alessandro Moro, 2024, "Forecasting Fiscal Crises in Emerging Markets and Low-Income Countries with Machine Learning Models," Open Economies Review, Springer, volume 35, issue 1, pages 189-213, February, DOI: 10.1007/s11079-023-09722-9.
• David Meenagh & Patrick Minford & Yongdeng Xu, 2024, "Indirect Inference and Small Sample Bias — Some Recent Results," Open Economies Review, Springer, volume 35, issue 2, pages 245-259, April, DOI: 10.1007/s11079-023-09731-8.
• Günter J. Hitsch & Sanjog Misra & Walter W. Zhang, 2024, "Heterogeneous treatment effects and optimal targeting policy evaluation," Quantitative Marketing and Economics (QME), Springer, volume 22, issue 2, pages 115-168, June, DOI: 10.1007/s11129-023-09278-5.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2024, "Can we trust machine learning to predict the credit risk of small businesses?," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 925-954, October, DOI: 10.1007/s11156-024-01278-0.
• Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-06, Apr.
• Nikunj Patel & Aakruti Patel & Bhavesh Patel, 2024, "The Role of Institutional Investors in The Indian Stock Markets During the Pandemic," Capital Markets Review, Malaysian Finance Association, volume 32, issue 1, pages 75-99.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32166, Feb.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 32309, Apr.
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2024, "Forecasting Natural Gas Prices in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 33156, Nov.
• M. Lenza & I. Moutachaker & I. Moutachaker, 2024, "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2024-12.
• Vessela Dimitrova, 2024, "Hidden Economy in Bulgaria Estimated by the MIMIC Approach," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 35-51, December.
• Jian Chen & Michael P Clements & Andrew Urquhart, 2024, "Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 743-772.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024, "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 84-118.
• Todd Mitton, 2024, "Economic Significance in Corporate Finance," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 38-79.
• Patricia Hernandez Medina & Gabriel Ramírez-Torres & Diego E. Pinilla-Rodríguez & Luis Morales La Paz, 2024, "Impacto del financiamiento educativo en la movilidad social de graduados universitarios: Un análisis de regresiones discontinuas
  [Impact of educational financing on the social mobility of university graduates: An analysis using regression disconti," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 37, pages 1-27, June, DOI: https://doi.org/10.46661/rev.metodo.
• Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024, "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-529, DOI: 10.18800/2079-8474.0529.
• Gabriel Rodriguez & Paola Alvarado Silva & Moisés Cáceres Quispe, 2024, "Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-537, DOI: 10.18800/2079-8474.0537.
• Gabriel Rodriguez & Joseph Santisteban, 2024, "Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-539, DOI: 10.18800/2079-8474.0539.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-003, 02.
• Balcombe, Kelvin & Fraser, Iain, 2024, "A Note on an Alternative Approach to Experimental Design of Lottery Prospects," MPRA Paper, University Library of Munich, Germany, number 119743, Jan.
• Aknouche, Abdelhakim & Rabehi, Nadia, 2024, "Inspecting a seasonal ARIMA model with a random period," MPRA Paper, University Library of Munich, Germany, number 120758, Apr.
• Vanschoonbeek, Jakob, 2024, "The Spatial Political Economy of Discontent," MPRA Paper, University Library of Munich, Germany, number 122310, Jun.
• ALAMI CHENTOUFI, Reda, 2024, "Penalized Convex Estimation in Dynamic Location-Scale models," MPRA Paper, University Library of Munich, Germany, number 123283, Dec.
• Rodriguez, A.E. & Kucsma, Kristen, 2024, "On the Use of the Bass Model for Forecasting Pecuniary Damages: a Reappraisal," MPRA Paper, University Library of Munich, Germany, number 124948, Nov.
• Georgiana Pleșa, 2024, "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 380-413, DOI: 10.18267/j.pep.872.
• Nikolay Iskrev, 2024, "On the band spectral estimation of business cycle models," Working Papers, Banco de Portugal, Economics and Research Department, number w202419.
• Tenorio, Juan & Perez, Wilder, 2024, "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers, Banco Central de Reserva del Perú, number 2024-003, Apr.
• Foteini Kyriazi & Efthymios Xylangouras & Theodoros Papadogonas, 2024, "On the Forecastability of Agricultural Output," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 16, issue 4, pages 443-467, December, DOI: https://doi.org/10.15353/rea.v16i4..
• Antonio Francesco Gravina & Matteo Lanzafame, 2024, "“What’s Your Shape?” A Data-Driven Approach to Estimating the Environmental Kuznets Curve," ADB Economics Working Paper Series, Asian Development Bank, number 731, Jun.
• Ntombiyesibini Matonana & Andrew Phiri, 2024, "Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 77, issue 3, pages 417-444.
• Márcio Bruno Ribeiro, 2024, "Uma avaliação dos impactos do Fundo Constitucional de Financiamento do Nordeste na agricultura familiar," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 18, issue 3, pages 409-436.
• Corina SÂMAN & Bianca PĂUNA & Alina Mirela STĂNICĂ, 2024, "Linkage Between Pollution and Growth: The Role of Inequality," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 146-157, July.
• Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024, "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-30, December.
• Ronak Paul & Rashmi Rashmi, 2024, "Do Unwanted Births Affect the Educational Well-Being of Indian Children? Evidence from a Panel Study," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 18, issue 3-4, pages 310-335, November, DOI: 10.1177/00252921241309732.
• Mehmet Muzaffer Sandalc?, 2024, "The Modelling of Potential Evapotranspiration Based on Climate Data Using Empirical and Heuristic Methods," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 14816441, Oct.
• Leonardo Barros Torres & Gilberto Tadeu Lima & Jaylson Jair da Silveira, 2024, "Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_10, Mar.
• Luis A. F. Alvarez & Bruno Ferman, 2024, "On "Imputation of Counterfactual Outcomes when the Errors are Predictable": Discussions on Misspecification and Suggestions of Sensitivity Analyses," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_16, May.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 108, issue 3, pages 577-609, September, DOI: 10.1007/s10182-023-00489-5.
• L. Schneider & B. Tavin, 2024, "Seasonal volatility in agricultural markets: modelling and empirical investigations," Annals of Operations Research, Springer, volume 334, issue 1, pages 7-58, March, DOI: 10.1007/s10479-021-04241-7.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024, "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, volume 334, issue 1, pages 919-939, March, DOI: 10.1007/s10479-023-05165-0.
• Gianna Figà-Talamanca & Marco Patacca, 2024, "An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk," Annals of Operations Research, Springer, volume 342, issue 3, pages 2095-2117, November, DOI: 10.1007/s10479-022-05129-w.
• Dario Musolino & Balazs Kotosz, 2024, "A new territorial attractiveness index at the international scale: design, application and patterns in Italy," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 4, pages 1159-1187, April, DOI: 10.1007/s00168-023-01239-w.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2024, "What factors contribute to uneven suburbanisation? Predicting the number of migrants from Warsaw to its suburbs with machine learning," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 4, pages 1353-1382, April, DOI: 10.1007/s00168-023-01245-y.
• Jingru Xu & Xiangjing Tong & Baochen Yang, 2024, "The spatial spillover effect of carbon emission trading scheme on green innovation in China’s cities," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 2, pages 639-669, August, DOI: 10.1007/s00168-024-01285-y.
• Heng Chen & Cheng Peng & Shuang Guo & Zhi Yang & Wei Lu, 2024, "A decision-support framework for industrial green transformation: empirical analysis of the northeast industrial district in China," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 4, pages 1917-1958, December, DOI: 10.1007/s00168-024-01300-2.
• Patrick Oliver Schenk & Christoph Kern, 2024, "Connecting algorithmic fairness to quality dimensions in machine learning in official statistics and survey production," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 18, issue 2, pages 131-184, June, DOI: 10.1007/s11943-024-00344-2.
• Rogelio Mercado & Victor Pontines, 2024, "Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach," Empirical Economics, Springer, volume 67, issue 2, pages 609-654, August, DOI: 10.1007/s00181-024-02559-2.
• Antonio Aguirre & Ignacio N. Lobato, 2024, "Evidence of non-fundamentalness in OECD capital stocks," Empirical Economics, Springer, volume 67, issue 2, pages 761-772, August, DOI: 10.1007/s00181-024-02564-5.
• Fameliti Stavroula & Skintzi Vasiliki, 2024, "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, volume 67, issue 5, pages 1967-2007, November, DOI: 10.1007/s00181-024-02613-z.
• Sharif Mozumder & M. Kabir Hassan & M. Humayun Kabir, 2024, "An evaluation of the adequacy of Lévy and extreme value tail risk estimates," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00614-6.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2024, "The second-order bias and mean squared error of quantile regression estimators," Indian Economic Review, Springer, volume 59, issue 1, pages 11-68, October, DOI: 10.1007/s41775-023-00197-6.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024, "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 323-344, June, DOI: 10.1007/s12197-023-09657-4.
• Meilian Zhang & Ting Yin & Emiko Usui & Takashi Oshio & Yi Zhang, 2024, "Unraveling the determinants of overemployment and underemployment among older workers in Japan: A machine learning approach," The Japanese Economic Review, Springer, volume 75, issue 4, pages 691-737, December, DOI: 10.1007/s42973-024-00173-6.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024, "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 144-179, March, DOI: 10.1007/s13132-022-01055-1.
• Stephan Bischof, 2024, "Test-based measurement of skill mismatch: a validation of five different measurement approaches using the NEPS," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 58, issue 1, pages 1-17, December, DOI: 10.1186/s12651-024-00370-1.
• José María Arranz & Carlos García-Serrano, 2024, "You’ll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 58, issue 1, pages 1-19, December, DOI: 10.1186/s12651-024-00378-7.
• Janna Hinz & Andreas Nicklisch & Mey-Ling Sommer, 2024, "Reciprocity models revisited: intention factors and reference values," International Journal of Game Theory, Springer;Game Theory Society, volume 53, issue 2, pages 299-324, June, DOI: 10.1007/s00182-024-00898-z.
• Irina Georgescu & Jani Kinnunen, 2024, "Dynamic interactions between GDP, renewable energy, innovation, and CO2 emissions in Finland: a fourier-augmented ARDL analysis," Letters in Spatial and Resource Sciences, Springer, volume 17, issue 1, pages 1-23, December, DOI: 10.1007/s12076-024-00391-x.
• Jinia Mukerjee & Roy Thurik & Olivier Torrès & Annelot Wismans, 2024, "Measuring organizational play in small businesses," Management Review Quarterly, Springer, volume 74, issue 4, pages 2443-2476, December, DOI: 10.1007/s11301-023-00363-3.
• Tim Leung & Hyungbin Park & Heejun Yeo, 2024, "Robust long-term growth rate of expected utility for leveraged ETFs," Mathematics and Financial Economics, Springer, number 5, June, DOI: 10.1007/s11579-024-00371-1.
• Marta Małecka & Radosław Pietrzyk, 2024, "A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 5, pages 4533-4567, October, DOI: 10.1007/s11135-024-01866-1.
• Martina Rechbauer & Silke Rünger, 2024, "Measuring the impact of tax loss carryforwards on capital structure choice: the accuracy of earnings-based proxies," Review of Managerial Science, Springer, volume 18, issue 6, pages 1681-1708, June, DOI: 10.1007/s11846-023-00673-6.
• Riadh Trabelsi, 2024, "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, volume 4, issue 10, pages 1-28, October, DOI: 10.1007/s43546-024-00717-3.
• Andrea Beccarini, 2024, "Testing omitted variables in VARs," Statistical Papers, Springer, volume 65, issue 5, pages 3093-3109, July, DOI: 10.1007/s00362-023-01513-1.
• Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs, 2024, "An heuristic scree plot criterion for the number of factors," Statistical Papers, Springer, volume 65, issue 6, pages 3991-4000, August, DOI: 10.1007/s00362-023-01517-x.
• Ioannis N. Kallianiotis, 2024, "Fed’s Dual Mandate: Maximum Employment and Price Stability," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 3, pages 1-3.
• Paolo Zagaglia, 2024, "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-5.
• Teshome Hailemeskel Abebe, 2024, "Regression Analysis: A Theoretical Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 13, issue 1, pages 1-1.
• Hao Hao & Bai Huang & Tae-hwy Lee, 2024, "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, volume 51, issue 1, pages 53-69, January, DOI: 10.1080/02664763.2022.2114432.
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024, "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 109-121, January, DOI: 10.1080/07350015.2022.2154778.
• Luis A. F. Alvarez & Bruno Ferman, 2024, "On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1123-1127, October, DOI: 10.1080/07350015.2024.2359594.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Timothy G. Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2024, "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," Journal of Political Economy, University of Chicago Press, volume 132, issue 3, pages 824-866, DOI: 10.1086/726902.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2024, "Heterogeneity and Aggregate Fluctuations," Journal of Political Economy, University of Chicago Press, volume 132, issue 12, pages 4021-4067, DOI: 10.1086/731411.
• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024, "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_05, Aug.
• Dullien Sebastian, 2024, "European Industrial Policy in the 2020s: Rationale, Challenges and Limitations," Intereconomics: Review of European Economic Policy, Sciendo, volume 59, issue 5, pages 249-253, DOI: 10.2478/ie-2024-0051.
• Wisniewski Radoslaw & Wiśniewski Dawid, 2024, "Management and Valuation in Real Estate Cycle a Decade of Experience," Real Estate Management and Valuation, Sciendo, volume 32, issue 3, pages 31-52, DOI: 10.2478/remav-2024-0023.
• Szymon Lis & Robert Slepaczuk & Paweł Sakowski, 2024, "Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-18.
• Peter McAdam & Anders Warne, 2024, "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1153-1172, August, DOI: 10.1002/for.3068.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1835-1858, September, DOI: 10.1002/for.3081.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2298-2321, September, DOI: 10.1002/for.3129.
• Joseph Chukwudi Odionye & Innocent Uchechukwu Duru & Innocent Chile Nzeh & Ndubuisi Eme Uguru & Kelechi Promise Uzoma, 2024, "Heterogeneous Influence of Capital Flight and Economic Policy Uncertainty on Domestic Investment in Nigeria: New Evidence from Quantile Nonlinear ARDL," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-33, October, DOI: 10.1142/S1793993324500248.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306605, DOI: 10.1007/s10182-023-00489-5.
• Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2024, "How do EU banks' funding costs respond to the CRD IV? An assessment based on the Banking Union directives database," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2024.
• Heinisch, Katja, 2024, "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 22/2024.

2023

• Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023, "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/07, Jan.
• Ådne Cappelen & Pierre Mohnen & Arvid Raknerud & Marina Rybalka, 2023, "A new approach to estimating private returns to R&D," Discussion Papers, Statistics Norway, Research Department, number 1005, Aug.
• Ikefuji, Masako & Magnus, Jan R. & Vasnev, Andrey L., 2023, "The role of data and priors in estimating climate sensitivity," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2023-02, Nov.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023, "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 97-102, January, DOI: 10.1080/13504851.2021.1983127.
• Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2023, "Saddlepoint Approximations for Spatial Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 542, pages 1164-1175, April, DOI: 10.1080/01621459.2021.1981913.
• Joshua C. C. Chan, 2023, "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 890-905, July, DOI: 10.1080/07350015.2022.2080683.
• Frédéric Vrins & Linqi Wang, 2023, "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 2, pages 279-295, February, DOI: 10.1080/14697688.2022.2156384.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023, "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, volume 18, issue 4, pages 530-551, October, DOI: 10.1080/17421772.2023.2199034.
• Mirko Armillotta & Paolo Gorgi, 2023, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-054/III, Oct.
• Thomas H. Jørgensen, 2023, "Sensitivity to Calibrated Parameters," The Review of Economics and Statistics, MIT Press, volume 105, issue 2, pages 474-481, March, DOI: 10.1162/rest_a_01054.
• Stanca Lorenzo, 2023, "Robust Bayesian Choice," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 079, Jan.
• Luca Benati & Thomas A. Lubik, 2023, "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2306, Jun.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2023, "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers, University of California at Riverside, Department of Economics, number 202313, Aug.
• Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023, "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers, University of Connecticut, Department of Economics, number 2023-07, Oct.
• Vladimir M. Markovic & Nikola Radivojevic & Tatjana Ivanovic & Slobodan Radisic & Nenad Novakovic, 2023, "The quantum harmonic oscillator expected shortfall model," Estudios de Economia, University of Chile, Department of Economics, volume 50, issue 2 Year 20, pages 233-261, December.
• Alejo Estavillo & Gabriela Mordecki, 2023, "Nowcasting del PIB para Uruguay en base a un modelo de ecuaciones puente," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 23-26, Dec.
• Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023, "Uncovering the semantics of concepts using GPT-4 and Other recent large language models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1864, Jun.
• Berezka Kateryna & Kovalchuk Olha, 2023, "The Application of Association Rules to Detect the Effects of Vaccinations against Covid-19 in the EU-27. Preliminary Estimates," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 27, issue 1, pages 1-16, March, DOI: 10.15611/eada.2023.1.01.
• Węcel Krzysztof & Sawiński Marcin & Stróżyna Milena & Lewoniewski Włodzimierz & Księżniak Ewelina & Stolarski Piotr & Abramowicz Witold, 2023, "Artificial intelligence—friend or foe in fake news campaigns," Economics and Business Review, Sciendo, volume 9, issue 2, pages 41-70, April, DOI: 10.18559/ebr.2023.2.736.
• Volvach Olena, 2023, "Assessment of the efficiency of use of EPS by business," Economics, Sciendo, volume 11, issue 1, pages 233-249, June, DOI: 10.2478/eoik-2023-0003.
• Berezka Kateryna M. & Kovalchuk Olha Ya., 2023, "Associative Rules for Modeling International Security Decisions in the Context of the Ukrainian-Russian War. Preliminary Evaluations," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 67-85, December, DOI: 10.2478/foli-2023-0019.
• Moretti Melita, 2023, "Validating a Scale for Innovation in Sustainable Water Management in the Manufacturing Sector: A Slovenian Study," Naše gospodarstvo/Our economy, Sciendo, volume 69, issue 4, pages 12-25, December, DOI: 10.2478/ngoe-2023-0020.
• Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023, "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 3, pages 40-63, December, DOI: 10.2478/subboec-2023-0014.
• Marcin Chlebus & Artur Nowak, 2023, "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-13.
• Jesus Crespo Cuaresma & Oscar Fernandez, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp344, Jul.
• Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 344, Jul.
• Gilles Duranton & Diego Puga, 2023, "Urban Growth and Its Aggregate Implications," Econometrica, Econometric Society, volume 91, issue 6, pages 2219-2259, November, DOI: 10.3982/ECTA17936.
• Gary Koop & Dimitris Korobilis, 2023, "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 3, pages 1047-1074, August, DOI: 10.1111/iere.12623.
• Pär Österholm & Aubrey Poon, 2023, "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4707-4716, October, DOI: 10.1002/ijfe.2672.
• Aaron J. Amburgey & Michael W. McCracken, 2023, "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 137-163, March, DOI: 10.1002/jae.2943.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023, "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 6, pages 968-976, September, DOI: 10.1002/jae.2983.
• Josefine Quast & Maik H. Wolters, 2023, "The Federal Reserve's output gap: The unreliability of real‐time reliability tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 7, pages 1101-1111, November, DOI: 10.1002/jae.3003.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023, "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 514-529, April, DOI: 10.1002/for.2948.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023, "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 543-565, April, DOI: 10.1002/for.2946.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023, "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, volume 14, issue 2, pages 511-569, May, DOI: 10.3982/QE1626.
• Quast, Josefine & Wolters, Maik H., 2023, "The Federal Reserve's output gap: The unreliability of real-time realiability tests," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 179.
• Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2023, "Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 991, DOI: 10.4419/96973157.
• Bensch, Gunther & Ankel-Peters, Jörg & Vance, Colin, 2023, "Spotlight on Researcher Decisions – Infrastructure Evaluation, Instrumental Variables, and Specification Screening," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277703.