Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2024

• Jeffrey Mollins & Rachit Lumb, 2024, "Seasonal Adjustment of Weekly Data," Discussion Papers, Bank of Canada, number 2024-17, Nov, DOI: 10.34989/sdp-2024-17.
• Esther Cáceres, 2024, "The predictive power of house price imbalance indicators," Economic Bulletin, Banco de España, issue 2024/Q3, DOI: https://doi.org/10.53479/37605.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024, "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 53, Oct.
• Gary Cornwall & Marina Gindelsky, 2024, "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," BEA Papers, Bureau of Economic Analysis, number 0130, Sep.
• Juan R. Hernández, 2024, "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers, Bank for International Settlements, number 1206, Aug.
• Urmat Dzhunkeev, 2024, "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 1, pages 53-76, March.
• Alexandra Bozhechkova & Urmat Dzhunkeev, 2024, "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 3, pages 45-69, September.
• Matteo Picchio & Michele Ubaldi, 2024, "Unemployment and health: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 4, pages 1437-1472, September, DOI: 10.1111/joes.12588.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024, "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 5, pages 1089-1121, October, DOI: 10.1111/obes.12601.
• PARTACHI Ion & MIJA Simion, 2024, "Moldova Gdp Forecasting Using Bayesian Multivariate Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 85-93, March, DOI: 10.56043/reveco-2024-0008.
• PARTACHI Ion & MIJA Simion & HERTELIU Claudiu, 2024, "Analysis Of The Impact Of Covid-19 On Key Demographic Indicators In Romania And Moldova Using Econometric Modeling," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 132-139, December, DOI: 10.56043/reveco-2024-0038.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024, "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers, University of Macau, Faculty of Business Administration, number 202421, Nov.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
• Cummins Joseph & Miller Douglas L. & Smith Brock & Simon David, 2024, "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 67-95, January, DOI: 10.1515/jem-2021-0019.
• Xu Yongdeng, 2024, "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, DOI: 10.1515/jtse-2022-0018.
• Yang Lixiong, 2024, "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 83-117, February, DOI: 10.1515/snde-2021-0047.
• Chernis Tony, 2024, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 293-317, April, DOI: 10.1515/snde-2022-0108.
• Jacobi Liana & Kwok Chun Fung & Ramírez-Hassan Andrés & Nghiem Nhung, 2024, "Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 403-434, April, DOI: 10.1515/snde-2022-0116.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024, "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 785-805, DOI: 10.1515/snde-2022-0085.
• Delgado, M. A. & Vainora, J., 2024, "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2440, Jul.
• Jemesa Landers & Tom Coupé & Andrea Menclova, 2024, "The Long-Term Impact of Experiencing War on Life Satisfaction: Evidence from the Life in Transition Survey," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 24/12, Aug.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/15, Jul.
• Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2024, "Putting quantitative models to the test: An application to Trump's trade war," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2002, Jun.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "The information matrix test for Gaussian mixtures," Working Papers, CEMFI, number wp2024_2401, Feb.
• Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 18995, Apr.
• Danieli, Oren & Nevo, Daniel & Walk, Itai & Weinstein, Bar & Zeltzer, Dan, 2024, "Negative Control Falsification Tests for Instrumental Variable Designs," CEPR Discussion Papers, Centre for Economic Policy Research, number 19127, Jun.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19227, Jul.
• Baumeister, Christiane & Huber, Florian & Lee, Thomas K. & Ravazzolo, Francesco, 2024, "Forecasting Natural Gas Prices in Real Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 19669, Nov.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024, "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, volume 40, issue 1, pages 98-161, February.
• Shi, Ruoyao, 2024, "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, volume 40, issue 3, pages 652-687, June.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, volume 19, issue 1, pages 64-91, February.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/001, Jan.
• Cheikh T. Ndour & Simplice A. Asongu, 2024, "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/003, Jan.
• Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024, "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 24/004, Jan.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024, "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series, European Central Bank, number 2901, Feb.
• Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
• Siphat Lim & Edman Flores & Casey Barnett, 2024, "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 156-166, September.
• Ilyes Abidi & Mariem Nsaibi, 2024, "Assessing the Impact of Renewable Energy in Mitigating Climate Change: A Comprehensive Study on Effectiveness and Adaptation Support," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 442-454, May.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024, "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 203-210, September.
• Dmitry Kulikov & Nicolas Reigl, 2024, "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers, Bank of Estonia, number wp2023-6, Feb, revised 23 Feb 2024.
• Barde, Sylvain, 2024, "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, volume 196, issue C, DOI: 10.1016/j.csda.2024.107972.
• Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024, "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104852.
• Wu, Frank C.Z., 2024, "A high-dimensional additive nonparametric model," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104916.
• Sethi, Chandan & Mishra, Bibhuti Ranjan & Sethi, Dinabandhu, 2024, "Exploring the nexus between inflation targeting and exchange market pressure: Evidence from the global financial crisis," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 1359-1369, DOI: 10.1016/j.eap.2024.10.027.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024, "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106684.
• Arbués, Ignacio & Matilla-García, Mariano, 2024, "Multibenchmark reality checks," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106848.
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024, "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102093.
• Canepa, Alessandra, 2024, "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102135.
• Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe, 2024, "Addressing the financial impact of natural disasters in the era of climate change," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102152.
• Zhao, Jing, 2024, "Impact of green finance on low-carbon transformation: Spatial spillover effects in China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102202.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• Ballinari, Daniele, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111838.
• Tu, Yundong & Wang, Siwei, 2024, "Selection inconsistency for factor-augmented regressions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111840.
• Cerulli, Giovanni, 2024, "Optimal initial donor selection for the synthetic control method," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111976.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105546.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024, "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105604.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105494.
• Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024, "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105547.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024, "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105645.
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024, "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105748.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024, "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105803.
• Armillotta, Mirko & Gorgi, Paolo, 2024, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105894.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024, "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105900.
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024, "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 15-35, DOI: 10.1016/j.ecosta.2021.08.006.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Quainoo, Ruth & Howard, Gregory & Gaur, Vasundhara & Lang, Corey, 2024, "Model choice and framing effects: Do discrete choice modeling decisions affect loss aversion estimates?," Journal of choice modelling, Elsevier, volume 53, issue C, DOI: 10.1016/j.jocm.2024.100524.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024, "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101524.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
• Tselika, Kyriaki & Tselika, Maria & Demetriades, Elias, 2024, "Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107471.
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024, "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107466.
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107591.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107750.
• Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024, "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107805.
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024, "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107867.
• Çağlayan-Akay, Ebru & Topal, Kadriye Hilal, 2024, "Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132115.
• Michalski, Lachlan & Low, Rand Kwong Yew, 2024, "Determinants of corporate credit ratings: Does ESG matter?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103228.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024, "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103287.
• Heger, Julia & Min, Aleksey & Zagst, Rudi, 2024, "Analyzing credit spread changes using explainable artificial intelligence," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103315.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
• Jing, Zhongbo & Li, Qin & Zhao, Hongyi & Zhao, Yang, 2024, "Predicting stock price crash risk in China: A modified graph WaveNet model," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105468.
• Zhang, Aoran & Zhou, Chunyang, 2024, "A closed-form solution for spot volatility from options under limited data," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105841.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024, "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106053.
• Jiang, Fuwei & Ma, Tian & Zhu, Feifei, 2024, "Fundamental characteristics, machine learning, and stock price crash risk," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100908.
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
• 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.
• 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.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Probabilistic Quantile Factor Analysis," MPRA Paper, University Library of Munich, Germany, number 128773, Aug.
• 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.