Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2023

• Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023, "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2023-03, Apr.
• Petra E. Todd & Kenneth I. Wolpin, 2023, "The Best of Both Worlds: Combining Randomized Controlled Trials with Structural Modeling," Journal of Economic Literature, American Economic Association, volume 61, issue 1, pages 41-85, March, DOI: 10.1257/jel.20211652.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023, "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 63, pages 463-463, April.
• Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023, "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 23/002, Jan.
• Awa Traoré & Simplice A. Asongu, 2023, "Diffusion of Green technology, Governance and CO2 emissions in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 23/054, Jan.
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2023, "A Statistical Study On Key Performance Indicators In Health System," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, volume 0, issue 1, pages 25-35, May.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023, "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023004, Jun.
• Алимбаева Лаура // Alimbayeva Laura, 2023, "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2023-11.
• Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023, "Synthetic Difference In Differences Estimation," Papers, arXiv.org, number 2301.11859, Jan, revised Feb 2023.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2023, "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers, arXiv.org, number 2302.02866, Feb, revised Oct 2023.
• Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," Papers, arXiv.org, number 2305.06618, May.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers, arXiv.org, number 2312.15494, Dec, revised Jul 2024.
• Oren Danieli & Daniel Nevo & Itai Walk & Bar Weinstein & Dan Zeltzer, 2023, "Negative Control Falsification Tests for Instrumental Variable Designs," Papers, arXiv.org, number 2312.15624, Dec, revised Apr 2025.
• Jalali Naeini, Seyyed Ahmad Reza & Seighalani, Shahbod, 2023, "External Shocks, Cost Push and Stagflation in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 2, pages 45-89, September.
• Naghibzadeh, Fatemeh & Hojabr kiani, Kambiz & Rajaei, Yadollah & Rahimzadeh, Ashkan, 2023, "Asymmetric Effects of Exchange Rate on the Value Added of Industrial Sector in Iran: Evidence of Non-linear Co-accumulation of NARDL (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 3, pages 133-160, December.
• Donald Coletti, 2023, "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers, Bank of Canada, number 2023-23, Oct, DOI: 10.34989/sdp-2023-23.
• Tony Chernis, 2023, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers, Bank of Canada, number 23-45, Aug, DOI: 10.34989/swp-2023-45.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023, "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 764, Apr.
• Raffaele De Marchi & Alessandro Moro, 2023, "Forecasting fiscal crises in emerging markets and low-income countries with machine learning models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1405, Mar.
• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023, "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia, Banco de la Republica de Colombia, number 1241, Jun, DOI: 10.32468/be.1241.
• Wilmer Martínez-Rivera & Eliana R. González-Molano & Edgar Caicedo-García, 2023, "Forecasting Inflation from Disaggregated Data: The Colombian case," Borradores de Economia, Banco de la Republica de Colombia, number 1251, Oct, DOI: 10.32468/be.1251.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu, 2023, "Asymmetric Reactions Of Stock Prices And Industrial Output To Exchange Rate Shocks: Multiple Threshold Nonlinear Autoregressive Distributed Lag Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 68, issue 237, pages 165-191, April – J.
• Guillem Pros & Balász Kovács & Michael T. Hannan & Gaël Le Mens, 2023, "Uncovering the Semantics of Concepts Using GPT-4 and Other Recent Large Language Models," Working Papers, Barcelona School of Economics, number 1394, Jun.
• Andrey Bedin & Alexander Kulikov & Andrey Polbin, 2023, "Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 3, pages 87-109, September.
• Viacheslav Kramkov, 2023, "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series, Bank of Russia, number wps112, Mar.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
• Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023, "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 1, pages 95-122, February, DOI: 10.1111/obes.12521.
• Sune Karlsson & Pär Österholm, 2023, "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 1, pages 287-314, January, DOI: 10.1111/sjoe.12508.
• Rishabh Kumar & Adriano Koshiyama & Kleyton da Costa & Nigel Kingsman & Marvin Tewarrie & Emre Kazim & Arunita Roy & Philip Treleaven & Zac Lovell, 2023, "Deep learning model fragility and implications for financial stability and regulation," Bank of England working papers, Bank of England, number 1038, Sep.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023, "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers, Bank of Greece, number 314, Feb, DOI: 10.52903/wp2023314.
• Zacharias Bragoudakis & Ioannis Krompas, 2023, "Greek GDP forecasting using Bayesian multivariate models," Working Papers, Bank of Greece, number 321, Jun, DOI: 10.52903/wp2023321.
• Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023, "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-13, Aug.
• Yin Shou-Yung & Lin Chang-Ching & Chang Ming-Jen, 2023, "Interest Rate Persistence and Monetary Policy Rule in Light of Model Uncertainty," German Economic Review, De Gruyter, volume 24, issue 2, pages 145-190, May, DOI: 10.1515/ger-2022-0076.
• Blazsek Szabolcs & Blazsek Virag & Kobor Adam, 2023, "Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 2, pages 237-264, April, DOI: 10.1515/snde-2021-0066.
• Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023, "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 449-484, September, DOI: 10.1515/snde-2021-0102.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023, "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 589-634, September, DOI: 10.1515/snde-2021-0101.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023, "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 5, pages 705-731, December, DOI: 10.1515/snde-2022-0107.
• Dimitri Tchakounté & Loïc Molambo Sambi, 2023, "Impact des conflits armés sur la santé des enfants en République centrafricaine," Revue d’économie du développement, De Boeck Université, volume 33, issue 2, pages 41-96.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023, "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/15, May.
• Alena Skolkova, 2023, "Model Averaging with Ridge Regularization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp758, Jul.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series, CESifo, number 10223.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series, CESifo, number 10451.
• Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023, "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," CESifo Working Paper Series, CESifo, number 10484.
• Sören Blomquist, 2023, "Evaluating the Discrete Choice and BN Methods to Estimate Labor Supply Functions," CESifo Working Paper Series, CESifo, number 10827.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
• Michal Andrle & Jan Bruha, 2023, "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/13, Nov.
• Santiago Torres, 2023, "The Oracle Local Polynomial Estimator," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20937, Nov.
• Diana Marcela Jiménez & Lina Alejandra Zarama Valdes & Juan Camilo Urbano & Daniel Giron & Estefano Castillo & Aura Mar�a Barber�n & �lvaro Jos� Pretel & Esneyder Cortes Salina, 2023, "Entre la reinvención y la reactivación: el caso del Plan Reactívate Fundación WWB Colombia como estrategia de recuperación económica enfocada en emprendimientos por necesidad," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 93, issue 4, pages 139-176.
• Liliana Narváez & Yadira Diaz, 2023, "Más y mejores transferencias monetarias en tiempos de COVID-19," Documentos de trabajo, Escuela de Gobierno - Universidad de los Andes, number 20987, Dec.
• Peter B. Dixon & Maureen T. Rimmer, 2023, "What do GTAP databases tell us about technologies for industries and regions?," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-340, Jun.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023, "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18298, Jul.
• Bjoern Schulte-Tillmann & Mawuli Segnon & Timo Wiedemann, 2023, "A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10523, Jun.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023, "Deep Dynamic Factor Models," Working Papers, Center for Research in Economics and Statistics, number 2023-08, May.
• Alban Moura & Olivier Pierrard, 2023, "How well do DSGE models with real estate and collateral constraints fit the data?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2023007, Feb.
• Lee, Ji Hyung & Shin, Youngki, 2023, "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, volume 39, issue 1, pages 146-188, February.
• Таня Горчева & Здравко Любенов & Ивайло Петров, 2023, "Европейската Зелена Сделка – Предпоставка За Генериране На Устойчив И Приобщаващ Растеж В Българската Икономика," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 31, issue 1 Year 20, pages 103-132.
• Awa Traoré & Simplice A. Asongu, 2023, "Diffusion of Green technology, Governance and CO2 emissions in Sub-Saharan Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 23/014, Jan.
• Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023, "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 23/018, Jan.
• Masako Ikefuji & Jan Magnus & Andrey Vasnev, 2023, "The role of data and priors in estimating climate sensitivity," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1217, Nov.
• László KÓNYA, 2023, "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 33-56.
• Maria-Carmen GUISAN, 2023, "International Comparisons Of World Development: 2 Ebooks On Education, Production, Poverty And Quality Of Life For The Periods 1960-2000 And 2021-2023," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 2, pages 153-176.
• Bańbura, Marta & Bobeica, Elena & Bodnár, Katalin & Fagandini, Bruno & Healy, Peter & Paredes, Joan, 2023, "Underlying inflation measures: an analytical guide for the euro area," Economic Bulletin Boxes, European Central Bank, volume 5.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023, "Forecasting euro area inflation with machine-learning models," Research Bulletin, European Central Bank, volume 112.
• Warne, Anders, 2023, "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series, European Central Bank, number 2768, Jan.
• Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023, "Forecasting housing investment," Working Paper Series, European Central Bank, number 2807, Apr.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023, "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series, European Central Bank, number 2830, Jul.
• Nicholas Adoboe-Mensah & Hussein Salia & Emmanuel Budu Addo, 2023, "Using the Beneish M-score Model to Detect Financial Statement Fraud in the Microfinance Industry in Ghana," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 4, pages 47-57, July.
• Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023, "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 467-480, July.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023, "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104725.
• Zhang, Ming & Du, Panpan & Tu, Xianjin, 2023, "The role of intangible assets in promoting the sustainability of agri-food enterprises: Evidence from China," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 928-939, DOI: 10.1016/j.eap.2022.12.028.
• Amin, Sakib Bin & Taghizadeh-Hesary, Farhad, 2023, "Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 153-167, DOI: 10.1016/j.eap.2023.06.018.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• García, Jaume & Suárez, María José, 2023, "The relevance of specification assumptions when analyzing the drivers of physical activity practice," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106127.
• Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023, "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106275.
• Qiu, Yue & Zheng, Yuchen, 2023, "Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106349.
• Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
• Li, Houjian & Zhou, Deheng & Hu, Jiayu & Li, Junwen & Su, Mengying & Guo, Lili, 2023, "Forecasting the realized volatility of Energy Stock Market: A multimodel comparison," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101895.
• Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023, "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101965.
• Wang, Yide & Chen, Zan & Ji, Xiaodong, 2023, "Cross-market information transmission and stock market volatility prediction," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101977.
• Agarwal, Shivam & Muckley, Cal B. & Neelakantan, Parvati, 2023, "Countering racial discrimination in algorithmic lending: A case for model-agnostic interpretation methods," Economics Letters, Elsevier, volume 226, issue C, DOI: 10.1016/j.econlet.2023.111117.
• Cavicchioli, Maddalena, 2023, "Impulse response function analysis for Markov switching var models," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111357.
• Choi, In & Lin, Rui & Shin, Yongcheol, 2023, "Canonical correlation-based model selection for the multilevel factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 22-44, DOI: 10.1016/j.jeconom.2021.09.008.
• Guo, Xiao & Chen, Yu & Tang, Cheng Yong, 2023, "Information criteria for latent factor models: A study on factor pervasiveness and adaptivity," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 237-250, DOI: 10.1016/j.jeconom.2022.03.005.
• Cai, Zongwu & Chen, Haiqiang & Liao, Xiaosai, 2023, "A new robust inference for predictive quantile regression," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 227-250, DOI: 10.1016/j.jeconom.2021.10.012.
• Todorov, Viktor & Zhang, Yang, 2023, "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 53-81, DOI: 10.1016/j.jeconom.2021.12.001.
• Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023, "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 105-132, DOI: 10.1016/j.jeconom.2021.12.013.
• Zhang, Xinyu & Liu, Chu-An, 2023, "Model averaging prediction by K-fold cross-validation," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 280-301, DOI: 10.1016/j.jeconom.2022.04.007.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023, "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1355-1377, DOI: 10.1016/j.jeconom.2022.09.007.
• Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023, "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1394-1418, DOI: 10.1016/j.jeconom.2022.11.001.
• Boot, Tom, 2023, "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1542-1563, DOI: 10.1016/j.jeconom.2023.01.006.
• Chen, Le-Yu & Lee, Sokbae, 2023, "Sparse quantile regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2195-2217, DOI: 10.1016/j.jeconom.2023.02.014.
• Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae, 2023, "Testing stochastic dominance with many conditioning variables," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 507-527, DOI: 10.1016/j.jeconom.2022.05.002.
• Perera, Indeewara & Silvapulle, Mervyn J., 2023, "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 949-971, DOI: 10.1016/j.jeconom.2022.08.006.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023, "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105476.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023, "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105479.
• Tu, Yundong & Xie, Xinling, 2023, "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105509.
• Gorgi, P. & Koopman, S.J., 2023, "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.06.010.
• Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik, 2023, "Evaluating forecast performance with state dependence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.07.015.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Proietti, Tommaso & Pedregal, Diego J., 2023, "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 62-82, DOI: 10.1016/j.ecosta.2022.02.001.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Healy, Paul J. & Park, Hyoeun, 2023, "Model selection accuracy in behavioral game theory: A simulation," European Economic Review, Elsevier, volume 152, issue C, DOI: 10.1016/j.euroecorev.2022.104362.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023, "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101433.
• Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023, "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106475.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023, "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2023.106522.
• Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023, "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106602.
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• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
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• Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023, "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 23/002, Jan.
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• Evzen Kocenda & Shivendra Rai, 2023, "Drivers of Private Equity Activity across Europe: An East-West Comparison," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/14, May, revised May 2023.
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