Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2025

• Zhang, Hao & Wang, Feng & Fan, Wenna & Jiang, Hongfei & Ling, Rui & Liu, Juan, 2025, "Estimation of capital stock and the elasticity of capital-labor substitution in provincial industries in China," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104407.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025, "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102723.
• Thomas Persson, 2025, "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 2, pages 106-129.
• Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.
• Hamzah Mohammed Kadhim & Nidaa Saleh Mahdi & Anne-Marie Sassenberg & Karen Trimmer, 2025, "Evaluating the Use of National Standards for the Educational Programs of Management and Economics Colleges in Iraq Using Performance Matrix - Case Study," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 4, pages 25-40.
• Sebastian Sobczuk & Anna Borucka & Pawel Kler, 2025, "Application of Selected Mathematical Models for Analysis and Evaluation of the Functioning of Transport Processes in Crisis Situations," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1175-1193.
• Kseniya Bortnikova & Josef Bajzik & Evzen Kocenda, 2025, "How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/01, Jan, revised Jan 2025.
• Palladino, Marco G. & Bertheau, Antoine & Hijzen, Alexander & Kunze, Astrid & Barreto, Cesar & Gülümser, Dogan & Lachowska, Marta & Lassen, Anne Sophie & Lattanzio, Salvatore & Lochner, Benjamin & Lom, 2025, "Firms and the Gender Wage Gap: A Comparison of Eleven Countries," Working Papers, VATT Institute for Economic Research, number 181.
• Prosper Dovonon & Nikolay Gospodinov, 2025, "A Uniformly Valid Test for Instrument Exogeneity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-9, Sep, DOI: 10.29338/wp2025-09.
• Nikolay Gospodinov & Esfandiar Massoumi, 2025, "On Model Aggregation and Forecast Combination," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-12, Oct, DOI: 10.29338/wp2025-12.
• Lutz Kilian, 2025, "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 2507, Feb, DOI: 10.24149/wp2507.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Edward P. Herbst & Benjamin K. Johannsen, 2025, "Discussion of "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly''," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-058, Aug, DOI: 10.17016/FEDS.2025.058.
• César Barreto & Antoine Bertheau & Dogan Gulumser & Alexander Hijzen & Astrid Kunze & Marta Lachowska & Anne Sophie Lassen & Salvatore Lattanzio & Benjamin Lochner & Stefano Lombardi & Jordy Meekes & , 2025, "Firms and the Gender Wage Gap: A Comparison of Eleven Countries," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-24, Dec, DOI: 10.21033/wp-2025-24.
• Amaze Lusompa, 2025, "Regression Model Selection Under General Conditions," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-12, Oct, DOI: 10.18651/RWP2025-12.
• Amaze Lusompa, 2025, "A Note on the Finite Sample Bias in Time Series Cross-Validation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-17, Nov, revised 08 Dec 2025, DOI: 10.18651/RWP2025-17.
• Sílvia Gonçalves & Michael W. McCracken & Yongxu Yao, 2025, "Out-of-Sample Inference with Annual Benchmark Revisions," Working Papers, Federal Reserve Bank of St. Louis, number 2025-020, Sep, DOI: 10.20955/wp.2025.020.
• Richard K. Crump & Nikolay Gospodinov, 2025, "How Uncertain Is the Estimated Probability of a Future Recession?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250529, May.
• Shakhzod Abdullaevich Makhmudov, 2025, "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2025, Feb, revised 17 Feb 2025.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2025, "On the time-varying causal relationships that drive bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2501.
• Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025, "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers, The George Washington University, The Center for Economic Research, number 2025-002, Apr.
• Ally Manengu Manengu, 2025, "Analysis Of The Non-Linear Effects Of The Volatile Exchange Rate On Inflation In The Democratic Republic Of Congo From 1970 To 2022
  [Analyse Des Effets Non-Lineaires De La Volatilite Du Taux De Change Sur L'Inflation En Republique Democratique Du ," Post-Print, HAL, number hal-05083768, May.
• Christophe C. Gouel & Nicolas Legrand, 2025, "The role of storage in commodity markets: Indirect inference based on grain data," Post-Print, HAL, number hal-05108587, DOI: 10.3982/QE2329.
• Christian Francq & Jean-Michel Zakoïan, 2025, "Inference on dynamic systemic risk measures," Post-Print, HAL, number hal-05417049, Jan, DOI: 10.1016/j.jeconom.2024.105936.
• Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025, "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Working Papers in Economics, University of Gothenburg, Department of Economics, number 851, Mar.
• Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025, "Inference on effect size after multiple hypothesis testing," Working Papers in Economics, University of Gothenburg, Department of Economics, number 852, Apr.
• Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025, "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers, Örebro University, School of Business, number 2025:12, Nov.
• WATANABE, Toshiaki, 2025, "Bayesian Analysis of Business Cycles in Japan by Extending the Markov Switching Model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-148, Aug.
• Drechsler, Jörg & Ludsteck, Johannes, 2025, "Imputation strategies for rightcensored wages in longitudinal datasets," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 59, issue , pages 1-019, DOI: 10.1186/s12651-025-00410-4.
• Larrahondo, Cristhian & Chávez, Augusto & Giles Álvarez, Laura & Andrian, Leandro Gaston, 2025, "The exchange rate passthrough to domestic prices, new evidence from Colombia," IDB Publications (Working Papers), Inter-American Development Bank, number 13959, Jan, DOI: http://dx.doi.org/10.18235/0013378.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers, IZA Network @ LISER, number 17651, Jan.
• Muffert, Johanna & Winkler, Erwin, 2025, "Using Machine Learning to Understand the Heterogeneous Earnings Effects of Exports," IZA Discussion Papers, IZA Network @ LISER, number 17667, Feb.
• Lillebø, Otto Sevaldson & Markussen, Simen & Røed, Knut, 2025, "The Effects of Maternity Leave Benefits on Mothers and Children. A Reexamination," IZA Discussion Papers, IZA Network @ LISER, number 18193, Oct.
• João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025, "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1169-1189, March, DOI: 10.1007/s10614-024-10593-6.
• Yousung Park & Tae Yeon Kwon, 2025, "Ensemble with Divisive Bagging for Feature Selection in Big Data," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1321-1354, August, DOI: 10.1007/s10614-024-10741-y.
• Belma Ozturkkal & Ranik Raaen Wahlstrøm, 2025, "Explaining Mortgage Defaults Using SHAP and LASSO," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 4, pages 3291-3325, October, DOI: 10.1007/s10614-024-10763-6.
• Cristina Amado, 2025, "Outlier Robust Specification of Multiplicative Time-Varying Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4107-4135, November, DOI: 10.1007/s10614-024-10838-4.
• Jan Radovan & Igor Masten, 2025, "Nowcasting economic activity in a small open CESEE economy using mixed frequency data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 52, issue 4, pages 721-776, November, DOI: 10.1007/s10663-025-09656-0.
• Ging-Ginq Pan & Yung-Ming Shiu & Tu-Cheng Wu, 2025, "Time-varying predictability of TAIEX volatility," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-28, July, DOI: 10.1007/s11147-025-09212-9.
• Marco Zanotti, 2025, "Do global forecasting models require frequent retraining?," Working Papers, University of Milano-Bicocca, Department of Economics, number 551, Apr.
• Marco Zanotti, 2025, "On the stability of global forecasting models," Working Papers, University of Milano-Bicocca, Department of Economics, number 553, Jun.
• Marco Zanotti, 2025, "The cost of ensembling: is it always worth combining?," Working Papers, University of Milano-Bicocca, Department of Economics, number 554, Jun.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-01, Feb.
• Ratbek Dzhumashev & Ainura Tursunalieva, 2025, "A test for instrumental variable validity using a correlation restriction," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-06, May.
• Stephen J. Cole, 2025, "How Does the FOMC Form Forecasts? An Adaptive Learning Approach Utilizing SEP Data," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2025-02, Jun.
• Yuying Sun & Feng Chen & Jiti Gao, 2025, "Model Averaging for Time-Varying Vector Autoregressions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/25.
• Wojciech Skwirz, 2025, "Feature selection methods for Cox proportional hazards model. Comparative study for financial and medical survival data," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 1, pages 113-138.
• Zhouyu Shen & Dacheng Xiu, 2025, "Can Machines Learn Weak Signals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33421, Jan.
• Oriol González-Casasús & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33474, Feb.
• Susan Athey & Raj Chetty & Guido Imbens, 2025, "The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 33817, May.
• Pascal Michaillat, 2025, "Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier," NBER Working Papers, National Bureau of Economic Research, Inc, number 34015, Jul.
• Jose Barrales-Ruiz & Gyeongho Kim & Ivan Mendieta-Munoz, 2025, "Time-varying endogenous productivity growth dynamics," Working Papers, New School for Social Research, Department of Economics, number 2515, Nov.
• Stephane Jacobzone & Silvia Picalarga & Laurence Dynes & Eleanor Williams & Harry Greenwell & Peter Bowers, 2025, "Unleashing the policy potential of rigorous impact evaluation and randomised trials," OECD Working Papers on Public Governance, OECD Publishing, number 87, Dec, DOI: 10.1787/5c135873-en.
• Chiotan Radu, 2025, "Measuring Risk for FDI Research in MENA: A Transparent Protocol for Proxy Selection and Robustness," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Hassan Faghani & Steven VanOmmeren, 2025, "Staggered Difference-in-Differences Estimation for Antitrust Analysis: A Review of Literature and Recommendations for Practitioners*," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 1, pages 44-80.
• Hannes Wallimann & Solange Emmenegger & Marc Pouly & Philipp Wegelin, 2025, "Where is the Limit? Assessing the Potential of Algorithm-Based Cartel Detection," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 2, pages 210-225.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025, "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 31-53.
• Hui-Jhong Choi & Kyu Ho Kang, 2025, "Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 4, pages 1593-1636.
• Darwin Choi & Wenxi Jiang & Chao Zhang, 2025, "Alpha Go Everywhere: Machine Learning and International Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 288-331.
• Matthew D Cocci & Mikkel Plagborg-Møller, 2025, "Standard Errors for Calibrated Parameters," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 5, pages 2952-2978.
• Pedro Cuesta-Valiño & Sergey Kazakov & Patricia Durán-Álamo & Pablo Gutiérrez-Rodríguez, 2025, "El impacto de los agentes de IA en las decisiones de compra, la satisfacción y la felicidad del consumidor," DOCFRADIS Working Papers, Catedra Fundación Ramón Areces de Distribución Comercial, number 2505, Jul, revised Jul 2025.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-003, Feb.
• Lutero, Giancarlo & Piovani, Alessandro, 2025, "Several seasonal adjustment strategies in problematic contexts," MPRA Paper, University Library of Munich, Germany, number 123354, Jan.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Joshi, Satyadhar, 2025, "Model Risk Management in the Era of Generative AI: Challenges, Opportunities, and Future Directions," MPRA Paper, University Library of Munich, Germany, number 125221, revised 2025.
• Pal, Hemendra, 2025, "Enhancing Tariff Shock Analysis in East and South Asia through Empirically Grounded Delayed Differential Equations," MPRA Paper, University Library of Munich, Germany, number 125680, Jul.
• Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Forecasting household-level inflation in Greece," MPRA Paper, University Library of Munich, Germany, number 127228, Oct.
• Stelios Arvanitis, 2025, "Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach," Working Paper, Economics Department, Queen's University, number 1535, Mar.
• Siniša Bogdan & Natali Brmalj & Bojana Olgić Draženović, 2025, "Unlocking the pension fund performance: A systematic literature review approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 43, issue 1, pages 33-62.
• Nina Belikova & Tatiana Ratnikova, 2025, "Some approaches to estimating treatment effects and empirical investigation of the robustness of the estimates to sampling design," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 78, pages 5-27.
• Samir Saissi-Hassani, 2025, "Précisions importantes sur le backtesting comparatif de la VaR
  [Important facts on comparative backtesting of Value at Risk]," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-06, Oct.
• Junianto Fachira Haneinanda & Fernandes Adji Achmad Rinaldo & Solimun Solimun & Astuti Ani Budi, 2025, "Monte Carlo-Based Bayesian Path Analysis for Modeling Indirect Financial Effects on Literacy in Emerging Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 40, issue 4, pages 677-696, December, DOI: 10.11130/jei.2025009.
• Jong Ha Jeon & Zoonky Lee & Dojoon Park, 2025, "Reinforcement Learning Based Dynamic Asset Allocation with Technical and Macro-Economic Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 3, pages 123-145, September, DOI: 10.35866/caujed.2024.50.3.006.
• Zacharias Bragoudakis & Ioannis Krompas, 2025, "Greek GDP Forecasting Using Bayesian Multivariate Models," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 2, pages 63-76.
• Ilaria Rossi & Stefano d'Addona, 2025, "The impact of Airbnb on long-term rentals, population, and college enrollments: Empirical evidence from an Italian university town," Tourism Economics, , volume 31, issue 8, pages 1674-1701, December, DOI: 10.1177/13548166251314063.
• Aleksander Welfe & Emilia Gosinska & Katarzyna Leszkiewicz-Kedzior, 2025, "Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 45-56.
• Szymon Chudziak, 2025, "Economic dynamics may be different than it seems: multiplicity of relevant economic cycles," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2025-107, Jan, DOI: 10.33119/kaewps2025107.
• Robert Dyrcz & Artur Holda, 2025, "Wykorzystanie branzowego wskaznika ryzyka kredytu kupieckiego w polskich realiach gospodarczych w latach 2013–2023," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 43, pages 94-120, DOI: 10.7172/1733-9758.2025.43.7.
• Ruthira Naraidoo & Juan Paez-Farrell, 2025, "Business cycle models with labour market frictions: the role of the matching function," Working Papers, The University of Sheffield, Department of Economics, number 2025006, Jul.
• Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025, "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, volume 345, issue 2, pages 1035-1060, February, DOI: 10.1007/s10479-024-05893-x.
• Richard A. Ashley & Faezeh Najafi, 2025, "The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited," Annals of Operations Research, Springer, volume 346, issue 1, pages 567-584, March, DOI: 10.1007/s10479-024-06355-0.
• Shengwen Li & Xinyue Ye & Xiao Huang & Junfang Gong & Jay Lee & Suzhen Huang & Ling Wu, 2025, "Estimation of global and regional patterns of flows," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 4, pages 1-18, December, DOI: 10.1007/s00168-025-01419-w.
• Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.
• Giovanna Bimonte & Maria Russolillo & Han Lin Shang & Yang Yang, 2025, "Mortality models ensemble via Shapley value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1131-1159, December, DOI: 10.1007/s10203-024-00455-z.

2024

• 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/wp2022-16.
• 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.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports, Federal Reserve Bank of New York, number 1132, Oct, DOI: 10.59576/sr.1132.
• 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, revised 01 Apr 2026.
• 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.
• Roberto Leon-Gonzalez & Blessings Majon, 2024, "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-02, Apr.
• 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.
• 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.
• Adeola Oyenubi & Martin Wittenberg, 2020, "Does the choice of balance-measure matter under Genetic Matching?," ERSA Working Paper Series, Economic Research Southern Africa, number 114, May.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, number 41, Feb.
• 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.