Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2026

• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2026, "Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 18, issue 1, pages 102-148, January, DOI: 10.1257/mac.20220076.
• Francesco Columba & Manuel Cugliari & Stefano Di Virgilio, 2026, "Credit Risk Assessment with Stacked Machine Learning," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 73, Jan.
• Francesco Columba & Manuel Cugliari & Marco Orlandi & Federica Vassalli, 2026, "The Cyber Risk Of Non-Financial Firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 75, Jan.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2026, "Large and Deep Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-20, Feb.
• Hong, Yi & Xu, Maochun & Wen, Conghua, 2026, "On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101542.
• Chironna, Gianpiero & Orlando, Giuseppe, 2026, "Predicting bank defaults in Italy: A comparative analysis of conventional and machine learning approaches," Economic Analysis and Policy, Elsevier, volume 89, issue C, pages 788-833, DOI: 10.1016/j.eap.2025.12.002.
• Sun, Hongye, 2026, "Educational mismatch and wages: Evidence from a cross-country comparison," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107448.
• Schling, Maja & Guerrero Compeán, Roberto & Pazos, Nicolás & Bailey, Allison & Arkema, Katie & Ruckelshaus, Mary, 2026, "The economic impact of Sargassum: Evidence from the Mexican coast," Ecological Economics, Elsevier, volume 241, issue C, DOI: 10.1016/j.ecolecon.2025.108877.
• Barde, Sylvain, 2026, "Large-scale model comparison with fast model confidence sets," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106123.
• Sun, Liyang, 2026, "Empirical welfare maximization with constraints," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106169.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Todorov, Viktor & Zhang, Yang, 2026, "Intraday volatility patterns from short-dated options," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105732.
• Escobar-Anel, Marcos & Pan, Kaize & Stentoft, Lars, 2026, "A mean reverting affine GARCH model for commodities," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109075.
• Fazekas, Mihály & Tóth, Bence & Wachs, Johannes & Abdou, Aly, 2026, "Public procurement cartels: A large-sample testing of screens using machine learning," International Journal of Industrial Organization, Elsevier, volume 104, issue C, DOI: 10.1016/j.ijindorg.2025.103228.
• Li, Xingyi & Liu, Zhuang & Liu, Yujun & Zhu, Shushang & Yan, Jingzhou, 2026, "Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103033.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Debnath, Pabitra & Dinda, Soumyananda, 2026, "Driving factors of renewable energy consumption growth: Dynamic panel data analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 226, issue PE, DOI: 10.1016/j.rser.2025.116456.
• Arteaga-Molina, Luis A. & Rodriguez-Poo, Juan M., 2026, "A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors," Statistics & Probability Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.spl.2025.110606.
• Timothy R. Wojan, 2026, "Arts avocations and the ‘Leonardo effect’: Does artistic imagination fuel innovation?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 50, issue 1, pages 35-51, March, DOI: 10.1007/s10824-025-09553-1.
• Hui Chen & Yuhan Cheng & Yanchu Liu & Ke Tang, 2026, "Teaching Economics to the Machines," NBER Working Papers, National Bureau of Economic Research, Inc, number 34713, Jan.
• Kumar, Labesh, 2026, "The Output Gap: Method Choice, Data Revisions, and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 127829, Jan.
• Sidney M. Caetano & João H. G. Mazzeu, 2026, "Short-term inflation expectations evaluation in the presence of instabilities," Empirical Economics, Springer, volume 70, issue 2, pages 1-27, February, DOI: 10.1007/s00181-025-02850-w.
• Alena Skolkova, 2026, "Model averaging with ridge regularization," Empirical Economics, Springer, volume 70, issue 2, pages 1-19, February, DOI: 10.1007/s00181-025-02866-2.
• Ioannis N. Kallianiotis & Iordanis Petsas & Aram R. Balagyozyan, 2026, "Ethics in International Trade," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 2, pages 1-1.

2025

• 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 & Jody Meekes & B, 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.
• Silvia Goncalves & 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.
• 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.
• 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 1, pages 1-19, 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.
• Hassan Faghani & Steven VanOmmeren, 2025, "Staggered Difference-in-Differences Estimation for Antitrust Analysis: A Review of Literature and Recommendations for Practitioners*," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 1, pages 44-80.
• Hannes Wallimann & Solange Emmenegger & Marc Pouly & Philipp Wegelin, 2025, "Where is the Limit? Assessing the Potential of Algorithm-Based Cartel Detection," Journal of Competition Law and Economics, Oxford University Press, volume 21, issue 2, pages 210-225.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025, "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 31-53.
• Hui-Jhong Choi & Kyu Ho Kang, 2025, "Finding Inflation Uncertainty Factors: A Sparse Stochastic Volatility Approach," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 4, pages 1593-1636.
• Darwin Choi & Wenxi Jiang & Chao Zhang, 2025, "Alpha Go Everywhere: Machine Learning and International Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 288-331.
• Pedro Cuesta-Valiño & Sergey Kazakov & Patricia Durán-à lamo & Pablo Gutiérrez-Rodríguez, 2025, "El impacto de los agentes de IA en las decisiones de compra, la satisfacción y la felicidad del consumidor," DOCFRADIS Working Papers, Catedra Fundación Ramón Areces de Distribución Comercial, number 2505, Jul, revised Jul 2025.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-003, Feb.
• Lutero, Giancarlo & Piovani, Alessandro, 2025, "Several seasonal adjustment strategies in problematic contexts," MPRA Paper, University Library of Munich, Germany, number 123354, Jan.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Joshi, Satyadhar, 2025, "Model Risk Management in the Era of Generative AI: Challenges, Opportunities, and Future Directions," MPRA Paper, University Library of Munich, Germany, number 125221, revised 2025.
• Pal, Hemendra, 2025, "Enhancing Tariff Shock Analysis in East and South Asia through Empirically Grounded Delayed Differential Equations," MPRA Paper, University Library of Munich, Germany, number 125680, Jul.
• Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Forecasting household-level inflation in Greece," MPRA Paper, University Library of Munich, Germany, number 127228, Oct.
• Stelios Arvanitis, 2025, "Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach," Working Paper, Economics Department, Queen's University, number 1535, Mar.
• Nina Belikova & Tatiana Ratnikova, 2025, "Some approaches to estimating treatment effects and empirical investigation of the robustness of the estimates to sampling design," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 78, pages 5-27.
• Samir Saissi-Hassani, 2025, "Précisions importantes sur le backtesting comparatif de la VaR
  [Important facts on comparative backtesting of Value at Risk]," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 25-06, Oct.
• Junianto Fachira Haneinanda & Fernandes Adji Achmad Rinaldo & Solimun Solimun & Astuti Ani Budi, 2025, "Monte Carlo-Based Bayesian Path Analysis for Modeling Indirect Financial Effects on Literacy in Emerging Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 40, issue 4, pages 677-696, December, DOI: 10.11130/jei.2025009.
• Jong Ha Jeon & Zoonky Lee & Dojoon Park, 2025, "Reinforcement Learning Based Dynamic Asset Allocation with Technical and Macro-Economic Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 3, pages 123-145, September, DOI: 10.35866/caujed.2024.50.3.006.
• Zacharias Bragoudakis & Ioannis Krompas, 2025, "Greek GDP Forecasting Using Bayesian Multivariate Models," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 2, pages 63-76.
• Ilaria Rossi & Stefano d'Addona, 2025, "The impact of Airbnb on long-term rentals, population, and college enrollments: Empirical evidence from an Italian university town," Tourism Economics, , volume 31, issue 8, pages 1674-1701, December, DOI: 10.1177/13548166251314063.
• Aleksander Welfe & Emilia Gosinska & Katarzyna Leszkiewicz-Kedzior, 2025, "Progowy skointegrowany model VAR ze zmianą strukturalną. Zastosowanie do analizy procesów cenotwórczych dóbr żywnościowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 45-56.
• Ruthira Naraidoo & Juan Paez-Farrell, 2025, "Business cycle models with labour market frictions: the role of the matching function," Working Papers, The University of Sheffield, Department of Economics, number 2025006, Jul.
• Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025, "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, volume 345, issue 2, pages 1035-1060, February, DOI: 10.1007/s10479-024-05893-x.
• Richard A. Ashley & Faezeh Najafi, 2025, "The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited," Annals of Operations Research, Springer, volume 346, issue 1, pages 567-584, March, DOI: 10.1007/s10479-024-06355-0.
• Shengwen Li & Xinyue Ye & Xiao Huang & Junfang Gong & Jay Lee & Suzhen Huang & Ling Wu, 2025, "Estimation of global and regional patterns of flows," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 4, pages 1-18, December, DOI: 10.1007/s00168-025-01419-w.
• Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.
• Giovanna Bimonte & Maria Russolillo & Han Lin Shang & Yang Yang, 2025, "Mortality models ensemble via Shapley value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1131-1159, December, DOI: 10.1007/s10203-024-00455-z.
• Rizwan Ullah & Muhammad Naveed Jan & Muhammad Tahir, 2025, "Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms," Future Business Journal, Springer, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s43093-025-00560-4.
• Aomar Ibourk & Zakaria Elouaourti & Mohammed-Ali Bougzime, 2025, "Impact evaluation of the ‘IDMAJ’ wage subsidy program on employment quality in Morocco," International Journal of Economic Policy Studies, Springer, volume 19, issue 1, pages 135-158, February, DOI: 10.1007/s42495-024-00146-y.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu & Ndubuisi Eme Uguru, 2025, "Asymmetric cointegration between capital flight and domestic investment: threshold autoregressive-quintile regression perspective," International Journal of Economic Policy Studies, Springer, volume 19, issue 2, pages 255-274, August, DOI: 10.1007/s42495-025-00150-w.
• C Balaganesh & R K Amit & R P Sundarraj, 2025, "Beyond Trial and Error: A Search Strategy to Discover Technological Complementarities," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 1, pages 27-41, December, DOI: 10.1007/s42943-025-00127-8.
• Joost Bosker & Marc Gürtler & Marvin Zöllner, 2025, "Machine learning-based variable selection for clustered credit risk modeling," Journal of Business Economics, Springer, volume 95, issue 4, pages 617-652, May, DOI: 10.1007/s11573-024-01213-8.
• Lydia Simon, 2025, "A generalised comparison of Pareto/NBD based forecasts using MCMC, maximum likelihood, and heuristics," Journal of Business Economics, Springer, volume 95, issue 8, pages 1079-1105, November, DOI: 10.1007/s11573-025-01237-8.
• Anthony Strittmatter & Conny Wunsch, 2025, "Labor market sorting and the gender pay gap revisited," Journal of Population Economics, Springer;European Society for Population Economics, volume 38, issue 3, pages 1-41, September, DOI: 10.1007/s00148-025-01115-1.
• Lekharani Gohain & Amit K. Biswas, 2025, "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 159-174, March, DOI: 10.1007/s40953-024-00418-6.
• Burak Korkusuz, 2025, "Beyond the S&P 500: examining the role of external volatilities in market forecasting," Review of Economic Design, Springer;Society for Economic Design, volume 29, issue 4, pages 767-794, December, DOI: 10.1007/s10058-024-00373-x.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2025, "VAR Models with Fat Tails and Dynamic Asymmetry," Springer Books, Springer, in: Stepan Mazur & Pär Österholm, "Recent Developments in Bayesian Econometrics and Their Applications", DOI: 10.1007/978-3-032-00110-8_5.
• Ulysses Araújo Bispo & Mathias Schneid Tessmann, 2025, "Does Deep Learning with Multilayer Perceptron Perform Well in Predicting Credit Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 4, pages 1-1.
• Eric Iversen & Arvid Raknerud & Marit Klemetsen & Brita Bye, 2025, "Innovation outcomes of public R&D support. A new approach to identifying output additionality," Discussion Papers, Statistics Norway, Research Department, number 1020, Jan.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
• Justin C. Contat & William M. Doerner & Robert N. Renner & Malcolm J. Rogers, 2025, "Measuring Price Effects from Disasters Using Public Data: A Case Study of Hurricane Ian," Journal of Real Estate Research, Taylor & Francis Journals, volume 47, issue 2, pages 170-217, April, DOI: 10.1080/08965803.2024.2391213.
• Fethi Ogunc & Orhun Ozel, 2025, "Buyuk Kur Soklari ve Kur Geciskenliginde Dogrusal Olmayan Etkiler," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2505.
• Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
• Delfina Ricordi & Martín Sola & Fabio Spagnolo & Nicola Spagnolo, 2025, "Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_03, Apr.
• Peshev Petar Ilkov & Stamenova Radostina Asenova, 2025, "Panel Investigation of the Factors Determining the Supply of Bank Loans in Bulgaria Using Microeconomic Data," Economics, Sciendo, volume 13, issue 3, pages 493-520, DOI: 10.2478/eoik-2025-0076.
• Ergenç Cansu & Aktaş Rafet, 2025, "Sector-specific financial forecasting with machine learning algorithm and SHAP interaction values," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 1, pages 42-66, DOI: 10.2478/fiqf-2025-0004.
• Doszyń Mariusz & Batóg Barbara & Majda Paweł & Pajor Mirosław & Rozkrut Dominik & Rozkrut Monika & Tarczyńska-Łuniewska Małgorzata, 2025, "Econometric Modelling of the Impact of Metrology on the Economy in Poland," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 95-113, DOI: 10.2478/foli-2025-0005.
• Grbić Milka & Ivanović Vladan & Atanasijević Jasna, 2025, "Long-Run and Short-Run Relationship between Agricultural Value Added and Economic Growth: Empirical Evidence from Serbia," South East European Journal of Economics and Business, Sciendo, volume 20, issue 2, pages 134-148, DOI: 10.2478/jeb-2025-0023.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Sophocles N. Brissimis & Michalis‐Panayiotis Papafilis, 2025, "The Credit Channel of Monetary Transmission in the US: Is It a Bank Lending Channel, a Balance Sheet Channel or Both or Neither?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 3521-3534, October, DOI: 10.1002/ijfe.3077.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2025, "Model Averaging and Double Machine Learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 3, pages 249-269, April, DOI: 10.1002/jae.3103.
• Christophe Gouel & Nicolas Legrand, 2025, "The role of storage in commodity markets: Indirect inference based on grain data," Quantitative Economics, Econometric Society, volume 16, issue 2, pages 705-747, May, DOI: 10.3982/QE2329.
• Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1541.
• Joseph Chukwudi Odionye & Marius Ikpe & Augustine Chika Odo & Farah Yasin Farah Abdelkhair & Ndubuisi Agoh & Obianuju Fredrick Umelo, 2025, "Economic Policy Uncertainty and Foreign Capital Flows Dynamics: Accounting for Asymmetry and Multiple Structural Breaks in Panel Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 02, pages 1-41, June, DOI: 10.1142/S2010495225500095.
• Ebru ÇaÄŸlayan-Akay & Kadriye Hilal Topal & Åžaban Kızılarslan & HoÅŸeng Bülbül, 2025, "A Comparison Study of Single and Hybrid ARIMA, RF, SVR and ANN Models: The Turkish Residential Property Price Index," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-28, September, DOI: 10.1142/S2010495225500034.
• Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
• Juvonen, Petteri & Lindblad, Annika, 2025, "Nowcasting in real time: Large Bayesian vector autoregression in a test," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2025.
• Juvonen, Petteri & Sariola, Mikko, 2025, "DSGE model meets data gently: The importance of trend modelling," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2025.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025, "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-01.
• Silva Lopes, Artur, 2025, "Introduction to the Univariate Analysis of Trends in Economic Time Series," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323383.
• Barrales-Ruiz, Jose & Kim, Gyeongho & Mendieta-Munoz, Ivan, 2025, "Time-varying endogenous productivity growth dynamics," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330302.
• Barrales-Ruiz, Jose & Mendieta-Munoz, Ivan, 2025, "Are macro-financial linkages stable or time-varying? Evidence from Bayesian vector autoregressions," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330707.
• Chowdhury, Sumit & Marjit, Sugata & Das, Gouranga, 2025, "Free Trade Agreement (FTA) and Employment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1557.
• Fidanoski, Filip & Dixit, Vinayak & Ortmann, Andreas, 2025, "Risky Intertemporal Choices Have A Common Value Function, But A Separate Choice Function," I4R Discussion Paper Series, The Institute for Replication (I4R), number 205.
• Francis, Joseph, 2025, "A Replication of "Comparative Politics and the Synthetic Control Method" by Abadie et al. (2015)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 271.
• Haveresch, Nils & Ankel-Peters, Jörg & Bensch, Gunther, 2025, "A Slippery Slope: Topographic Variation as an Instrument," I4R Discussion Paper Series, The Institute for Replication (I4R), number 278.
• Demetrescu, Matei & Frondel, Manuel & Tomberg, Lukas & Vance, Colin, 2025, "Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1151, DOI: 10.4419/96973334.
• Metz-Peeters, Maike & Patragst, Jil-Laurel, 2025, "Exploratory analysis of crash determinants," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1157, DOI: 10.4419/96973341.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger Causality in the Presence of Instability," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325369.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.
• Fossati Roman & Romero Agustina & Rachinger Heiko & Porto Natalia, 2025, "New evidence on tourism and quality of life for Argentinean jurisdictions," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4802, Dec.
• Nicoleta Cristache & Nicoleta Valentina Florea & Marian Nastase & Gabriel Croitoru & Costinela Fortea & Manuela-Violeta Tureatca, 2025, "The Influence of Political, Social, and Economic Factors on the Acceptance of Technology in the Workplace in the Context of Industrial Revolution 4.0," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 68, pages 1-76, February.
• Thi Lan LE & Minh Thuy DO & Thi Man DO & Anh Vu MAI, 2025, "Determinants of investment decisions of enterprises to economic zone in Vietnam," Access Journal, Access Press Publishing House, volume 6, issue 1, pages 103-121, November, DOI: 10.46656/access.2025.6.1(6).
• Ranjan Kumar DASH & Anatolijs KRIVINS & Valters KAZE, 2025, "Economic Evaluation of Land in Agribusiness: Soil Fertility Factor," Access Journal, Access Press Publishing House, volume 6, issue 1, pages 25-45, November, DOI: 10.46656/access.2025.6.1(2).
• Thuy Linh LE & Van Cuong LE & Thi Lan LE, 2025, "The impact of artificial intelligence on e-commerce entrepreneurship: the mediating role of business opportunity awareness," Access Journal, Access Press Publishing House, volume 6, issue 2, pages 452-463, April, DOI: 10.46656/access.2025.6.2(12).
• Yossinomita Yossinomita & Rina Hartanti & Rosmeli & Junaidi Junaidi & Fathiyah Fathiyah & Arna Suryani, 2025, "The Impact of Tax Reform on Tax Ratios: A Comparative Analysis of the Transition from the Official Assessment System to the Self-Assessment System in Indonesia and Selected Asian Countries," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 2, pages 282-305, DOI: https://doi.org/10.15826/jtr.2025.1.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2025-01, Jan.
• Арнабекова Э. // Arnabekova E. & Бриншинов А. // Brinshinov A., 2025, "Влияние нефтяных шоков на макроэкономические показатели Казахстана // The Impact of Oil Shocks on Macroeconomic Indicators of Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 23-30.
• Ахмет А. // Akhmet А. & Айдынбек Мussa // Aidynbek Mussa, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 1-40.
• Ахмет Алишер // Akhmet Alisher & Мусса Айдынбек // Mussa Aidynbek, 2025, "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Working Papers, National Bank of Kazakhstan, number #2025-2.
• Rodrigo García Arancibia & Ignacio Girela & Daniela Agostina Gonzalez, 2025, "Global Multidimensional Poverty Prediction using World Development Indicators," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 350, Jan.
• Heba Helmy, 2025, "Probing the exchange rate's asymmetric reaction to oil price changes in the new BRICS Plus group," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 123-143, June, DOI: 10.32609/j.ruje.11.146303.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2025, "Detecting Sparse Cointegration," Papers, arXiv.org, number 2501.13839, Jan.
• Oriol Gonz'alez-Casas'us & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," Papers, arXiv.org, number 2502.03693, Feb.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Papers, arXiv.org, number 2502.20917, Feb, revised Sep 2025.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025, "Inference on effect size after multiple hypothesis testing," Papers, arXiv.org, number 2503.22369, Mar, revised Dec 2025.
• Pascal Michaillat, 2025, "Recession Detection Using Classifiers on the Anticipation-Precision Frontier," Papers, arXiv.org, number 2506.09664, Jun, revised Dec 2025.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2025, "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," Papers, arXiv.org, number 2508.02310, Aug.
• Adriatik Kotorri & Blisard Zani, 2025, "Assessing the Dynamics of Nominal and Real Interest Rates in Long-Run: A Comprehensive Analysis of Albanian Interest Rates," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 116-131.
• Denis Kuster & Aleksandar Majstorovic & Veljko Dmitrovic, 2025, "A logistic regression approach to long-term bankruptcy prediction: The role of financial and non-financial indicators," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 28, issue 2, pages 165-179, June, DOI: 10.15240/tul/001/2025-5-010.
• Omar Abdelrahman & David Chen & Cameron MacDonald & Adi Mordel & Guillaume Ouellet Leblanc, 2025, "Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool," Technical Reports, Bank of Canada, number 128, DOI: 10.34989/tr-128.
• Francesca Carta & Domenico Depalo, 2025, "Country demographic and socio-economic structure and household consumption," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 920, Apr.
• Domenico Depalo & Claire Giordano, 2025, "Demography and the current account: a case-study of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 969, Oct.
• Wilmer Martínez-Rivera & Edgar Caicedo-García & Juan Bonilla-Pérez, 2025, "Instantaneous Inflation as a Predictor of Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 1296, Jan, DOI: 10.32468/be.1296.
• Joseph Chukwudi Odionye & Ndukwe O. Dibia & Ndubuisi Eme Uguru & Ndubuisi Agoh & Veronica Adaku Ihezukwu & Emeka Atuma & Chima Keneth Ifeanyi, 2025, "Evaluating The Heterogeneous Role Of Institutional Quality In Mitigating The Adverse Effects Of Capital Flight On Nigeria’S Economic Growth: Fresh Insights From A Quantile Nonlinear Ardl Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 244, pages 143-171, January –.
• Dmitry Pozhidaev, 2025, "Determinants of urban economic resilience: Insights from the COVID-19 lockdown experience in sixteen cities of the global south," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 245, pages 101-132, April – J.
• Radovan Kovačević, 2025, "The impact of public debt on economic growth in Serbia: An empirical study using the ARDL approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 70, issue 245, pages 7-42, April – J.
• Urmat Dzhunkeev, 2025, "MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 4, pages 63-84, December.
• GROSU Alexandra Claudia, 2025, "Public Debt Sustainability In Post-2000 Eu Member States With Euro Adoption: A Penalized Spline Regression Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 69-84, May, DOI: 10.56043/reveco-2025-0006.
• Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025, "Convertible Bonds and Firm Value: Evidence from China and Beyond," Working Papers, University of Macau, Faculty of Business Administration, number 202522, Mar.
• Tom Doan, 2025, "WEST_CHO_JOE1995: RATS program to replicate West and Cho(1995) analysis of GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00233, revised .
• Antonio Gutiérrez-Lythgoe & José María Labeaga & José Alberto Molina, 2025, "The Distributional and Environmental Dilemma of Energy Price Shocks," Boston College Working Papers in Economics, Boston College Department of Economics, number 1091, Jul.
• Mitton Todd, 2025, "De-emphasizing Statistical Significance," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 15, issue 1, pages 99-104, DOI: 10.1515/ael-2022-0100.
• Qu Zhongjun & Oka Tatsushi & Messer Samuel, 2025, "QR.break: An R Package for Structural Breaks in Quantile Regression," Journal of Econometric Methods, De Gruyter, volume 14, issue 1, pages 21-34, DOI: 10.1515/jem-2025-0010.
• Orujov Samir & Elvira Victor & Poterie Audrey & Rajabov Farid & Septier Francois, 2025, "VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 1, pages 1-34, DOI: 10.1515/jtse-2023-0035.
• Spanos Aris, 2025, "The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From?," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 69-117, DOI: 10.1515/jtse-2024-0008.
• Herculano Miguel C. & Jacob Punnoose, 2025, "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 19-38, DOI: 10.1515/snde-2022-0115.
• Blazsek Szabolcs & Jörding August & Rai Simran, 2025, "Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 95-128, DOI: 10.1515/snde-2023-0019.
• Blazsek Szabolcs & Licht Adrian & Ayala Astrid & Liu Su-Ping, 2025, "Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 177-212, DOI: 10.1515/snde-2023-0042.
• Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
• Sanhaji Bilel, 2025, "A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 425-436, DOI: 10.1515/snde-2023-0109.
• Berger Tino & Hienzsch Sebastian, 2025, "Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 541-559, DOI: 10.1515/snde-2023-0093.
• Goulet Coulombe Philippe, 2025, "To Bag is to Prune," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 669-697, DOI: 10.1515/snde-2023-0030.
• Xu Wen & Aschakulporn Pakorn & Zhang Jin E., 2025, "Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 769-785, DOI: 10.1515/snde-2024-0013.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2025, "Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/22, Nov.
• Minford, Patrick & Xu, Yongdeng, 2025, "Indirect Inference for the Identification of Star Variables in Macroeconomic Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/8, Mar.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series, CESifo, number 11651.
• Sumit Chowdhury & Sugata Marjit & Gouranga Das, 2025, "Free Trade Agreement (FTA) and Employment," CESifo Working Paper Series, CESifo, number 11657.
• Katja Gehr & Michael Pflüger, 2025, "Cities, Aggregate Welfare, and Growth," CESifo Working Paper Series, CESifo, number 11716.
• Tom L. Dudda & Lars Hornuf, 2025, "The Perks and Perils of Machine Learning in Business and Economic Research," CESifo Working Paper Series, CESifo, number 11721.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025, "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-04, Jan.
• Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet, 2025, "Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-66, Jul.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "Testing shock independence in Gaussian structural VARs," Working Papers, CEMFI, number wp2025_2532, Dec.