Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2025

• 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.
• Yongdeng Xu, 2025, "The exponential HEAVY model: an improved approach to volatility modeling and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 727-748, August, DOI: 10.1007/s11156-024-01358-1.
• Yingwei Han & Ping Li & Jie Li & Sanmang Wu, 2025, "Diversification benefits of green bonds in China: a dynamic robust optimization approach," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1297-1325, November, DOI: 10.1007/s11156-024-01379-w.
• Pierre Rostan, Alexandra Rostan, 2025, "How the post-COVID-19 US economy lost and then regained momentum against the Eurozone economy," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 22, issue 1, pages 129-174, June.
• 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.
• 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.
• Li Chen & Jiti Gao & Farshid Vahid, 2025, "Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/25.
• Tomasz P. Kostyra, 2025, "Predictive power of the sentiment of the Monetary Policy Council," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 5, pages 543-556.
• Mikhail Chernov & Vadim Elenev & Dongho Song, 2025, "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," NBER Working Papers, National Bureau of Economic Research, Inc, number 33339, Jan.
• 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.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025, "Asset Embeddings," NBER Working Papers, National Bureau of Economic Research, Inc, number 33651, Apr.
• Kenneth D. West & Kurt G. Lunsford, 2025, "Random Walk Forecasts of Stationary Processes Have Low Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 34112, Aug.
• Junting Duan & Markus Pelger, 2025, "Imputation-Powered Inference for Missing Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34535, Dec.
• Susie McKenzie, 2025, "Vector Autoregressive Models for Tax Forecasting," Treasury Analytical Notes Series, New Zealand Treasury, number an25/03, Jul.
• Magaletti, Nicola & Caponio, Giancarlo & Amodio, Angelo & Nortarnicola, Valeria & Di Molfetta, Mauro & Leogrande, Angelo, 2025, "A Decision-Support Model for Managing Outbound Logistics: Forecasting, Simulation, and Real-Time Operational Control," SocArXiv, Center for Open Science, number tnhz5_v1, Nov, DOI: 10.31219/osf.io/tnhz5_v1.
• Francesca Loria & Christian Matthes & Donghai Zhang, 2025, "Assessing Macroeconomic Tail Risk," The Economic Journal, Royal Economic Society, volume 135, issue 665, pages 264-284.
• 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.
• Konstantin Boss & Andre Groeger & Tobias Heidland & Finja Krueger & Conghan Zheng, 2025, "Forecasting bilateral asylum seeker flows with high-dimensional data and machine learning techniques," Journal of Economic Geography, Oxford University Press, volume 25, issue 1, pages 3-19.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2025, "Graph-Based Methods for Forecasting Realized Covariances," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1977-2016.
• 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.
• Paolo Giordani, 2025, "SMARTboost Learning for Tabular Data," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 929-985.
• Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2025, "Inflation-overshooting commitment: an analysis using a macroeconomic model," Oxford Economic Papers, Oxford University Press, volume 77, issue 1, pages 213-233.
• Sulkhan Chavleishvili & Manfred Kremer, 2025, "CISS of death: measuring financial crises in real time," Review of Finance, European Finance Association, volume 29, issue 3, pages 685-710.
• Zo Andriantomanga, 2025, "The role of survey-based expectations in real-time forecasting of US inflation," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 60, issue 2, pages 77-98, April, DOI: 10.1057/s11369-025-00398-2.
• Diana Zigraiova & Aitor Erce, 2025, "Quantifying Risks to Sovereign Market Access," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 73, issue 4, pages 1302-1364, December, DOI: 10.1057/s41308-024-00244-z.
• Natalia Nehrebecka, 2025, "Zombie firms and credit risk: a micro–macro-analysis based on supervisory data," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-63, December, DOI: 10.1057/s41283-025-00172-w.
• Jennifer Priefer & Jan-Peter Kucklick & Daniel Beverungen & Oliver Müller, 2025, "Elucidating the Predictive Power of Search and Experience Qualities for Pricing of Complex Goods: A Machine Learning-based Study on Real Estate Appraisal," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 138, May.
• 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.
• Tatiana Dănescu & Alexandru Diana-Karina, 2025, "Assessing the Integrity of Financial Reporting in Romanian Real Estate Companies: an Integrated Approach Based on Statistical Models," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 59-72, December.
• Spătăcean Ioan-Ovidiu & Sárdi Tamara, 2025, "Trading Algorithm Based on Technical Indicators and Artificial Intelligence," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 89-96, December.
• Li, Chenxing & Yang, Qiao, 2025, "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 123200, Jan.
• Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
• Harashima, Taiji, 2025, "Numerical Simulation of Economic Inequality Widened by the Persistent Effects of Temporary Rent Income," MPRA Paper, University Library of Munich, Germany, number 123557, Feb.
• NEIFAR, MALIKA & Gharbi, Leila, 2025, "The country ICT level and the Fintech firm Performance: Evidence from BRICS ‎Countries ‎," MPRA Paper, University Library of Munich, Germany, number 123778, Feb, revised 25 Feb 2025.
• Magaletti, Nicola & Notarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025, "Data-Driven Welding Quality Assessment: Leveraging IoT and Machine Learning in Industrial Practice," MPRA Paper, University Library of Munich, Germany, number 124548, Apr.
• Bahaa Aly, Tarek, 2025, "Deep Impulse Response Functions for Macroeconomic Dynamics: A Hybrid LSTM-Wavelet Approach Compared to an ANN-Wavelet and VECM Models," MPRA Paper, University Library of Munich, Germany, number 124905, May.
• Frank, Luis, 2025, "Evaluación del método de corriente de bienes frente a un enfoque de demanda para estimar el gasto mensual de los hogares en Argentina
  [Evaluation of the flow of goods method versus a demand approac," MPRA Paper, University Library of Munich, Germany, number 125194, Jul.
• Tony Paul, Nitin, 2025, "GARCH-FX: A Modular Framework for Stochastic and Regime-Aware GARCH Forecasting," MPRA Paper, University Library of Munich, Germany, number 125321, Jul.
• Polbin, Andrey & Shumilov, Andrei, 2025, "Наукастинг И Прогнозирование Ввп России И Его Компонентов С Помощью Квантильных Моделей
  [Nowcasting and forecasting Russian GDP and its components using quantile models]," MPRA Paper, University Library of Munich, Germany, number 125440.
• Lee, David, 2025, "Robust Parameter Estimation for Financial Data Simulation," MPRA Paper, University Library of Munich, Germany, number 125703, Aug.
• Pinto, Claudio, 2025, "Combining machine learning techniques with NDEA methodology: the use of R.F. and A.N.N," MPRA Paper, University Library of Munich, Germany, number 126539, Sep.
• Frank, Luis, 2025, "Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
  [Nowcasting Argentine's GDP through a flexible error correction model]," MPRA Paper, University Library of Munich, Germany, number 126543, Oct.
• Ramaharo, Franck M., 2025, "Nowcasting Malagasy real GDP using energy data: a MIDAS approach," MPRA Paper, University Library of Munich, Germany, number 126629, Oct.
• Gutierrez-Lythgoe, Antonio & Molina, Jose Alberto, 2025, "Tracking Public Interest in Sustainable Mobility with Google Trends," MPRA Paper, University Library of Munich, Germany, number 126877, Nov.
• Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
• Magaletti, Nicola & Caponio, Giancarlo & Amodio, Angelo & Notarnicola, Valeria & di Molfetta, Mauro & Leogrande, Angelo, 2025, "A Decision-Support Model for Managing Outbound Logistics: Forecasting, Simulation, and Real-Time Operational Control," MPRA Paper, University Library of Munich, Germany, number 127035, Nov.
• Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 127158, Dec.
• Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2025, "Forecasting household-level inflation in Greece," MPRA Paper, University Library of Munich, Germany, number 127228, Oct.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
• Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025, "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 202513, Apr.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
• Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
• Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
• Jiawen Luo & Jingyi Deng & Juncal Cunado & Rangan Gupta, 2025, "Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective," Working Papers, University of Pretoria, Department of Economics, number 202523, Jul.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
• Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
• Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025, "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202528, Aug.
• Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202529, Aug.
• Matteo Bonato & Riza Demirer & Rangan Gupta & Abeeb Olaniran, 2025, "Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202530, Sep.
• Onur Polat & Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2025, "Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments," Working Papers, University of Pretoria, Department of Economics, number 202532, Sep.
• Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2025, "Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202542, Nov.
• Manuel Rosinus, 2025, "Comparison of Classical Arima Forecasting Methods to the Machine Learning LSTM Method: a Case Study on DAX® 50 ESG Index," ACTA VSFS, University of Finance and Administration, volume 19, issue 1, pages 32-52.
• Bogdan Oancea & Mihaela Simionescu & Richard Pospisil, 2025, "Do Machine Learning Techniques Outperform Autoregressive Distributed Lag Models in Inflation Forecasting?," Prague Economic Papers, Prague University of Economics and Business, volume 2025, issue 4, pages 495-558, DOI: 10.18267/j.pep.898.
• Duarte Maia & Domenica Di Virgilio, 2025, "Complementarities between capital buffers and dividend prudential target," Working Papers, Banco de Portugal, Economics and Research Department, number w202504.
• Frederico Mira Godinho & Katja Neugebauer, 2025, "House Hunting High and Low: Constructing a Housing Search Index for Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w202507.
• Paulo M.M. Rodrigues & Dhruv Akshay Pandit & João Seixo, 2025, "The Regional Economic Impact of Weather Shocks: Evidence from Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w202519.
• Nuno Silva, 2025, "On the measurement and forecasting of sales volatility: is the quantile approach better?," Working Papers, Banco de Portugal, Economics and Research Department, number w202525.
• Ana Paola Gutierrez & Luis-Gonzalo Llosa & Juan José Tang, 2025, "Economic Uncertainty from Business Tendency Surveys: The Peruvian case," Working Papers, Banco Central de Reserva del Perú, number 2025-024, Dec.
• Irfan Qureshi & Arief Ramayandi & Ghufran Ahmad, 2025, "An Economic Framework to Nowcast Low-Frequency Data," ADB Economics Working Paper Series, Asian Development Bank, number 800, Sep.
• Hanin Haifa & Prashanth Nagendra Bharadwaj & Ramesh G. Soni, 2025, "The Relationship Between Forecast Information Quality and Perfect Order Index in Supply Chains: The Role of Preventive and Corrective Inventory Actions," American Business Review, Pompea College of Business, University of New Haven, volume 28, issue 2, pages 568-591, November, DOI: 10.37625/abr.28.2.568-591.
• Andrey Polbin & Andrei Shumilov, 2025, "Nowcasting and forecasting Russian GDP and its components using quantile models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 79, pages 5-26.
• Natalia Makeeva, 2025, "The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 79, pages 27-49.
• Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
• Yunus Emre Korkmaz & Serpil Altınırmak & Çağlar Karamaşa, 2025, "Makine Öğrenmesi Yöntemleri ile Kripto Varlık Fiyat Tahmini ve En İyi Yöntemin ÇKKV Teknikleri ile Belirlenmesi
  [Cryptocurrency Price Prediction Using Machine Learning Methods and Determining the B," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 16, issue 4, pages 463-492, October, DOI: 10.20409/berj.2025.477.
• Philipp Theile, 2025, "The Shape of U – On the Structure of Utility from Electric Vehicle Charging," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2025-7, Jul.
• Mauricio Mora Barrenechea, 2025, "Forecasting Inflation in Times of Stability and Crisis: A Machine Learning Approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), volume 23, issue 44, pages 65-107, DOI: 10.35319/lajed.202544578.
• Benjamin Kay & Aeimit Lakdawala & Jane Ryngaert, 2025, "Partisan Bias in Professional Macroeconomic Forecasts," Working Papers, Wake Forest University, Economics Department, number 127, Jun.
• Emilian DOBRESCU, 2025, "Functional reciprocity of the macroeconomic variables," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 40-62, April.
• Hao XIAO & Xiaofen LI & Junyi YANG & Xinjian YE, 2025, "Can AI-Driven National ESG in Big Data Help Improve Macroeconomic Forecasting?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 84-103, July.
• 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.
• Tommaso Proietti & Alessandro Giovannelli, 2025, "On the Estimation of Climate Normals and Anomalies," CEIS Research Paper, Tor Vergata University, CEIS, number 602, Jun, revised 04 Jun 2025.
• Foued Hamouda & Nadia Arfaoui & Muhammad Abubakr Naeem, 2025, "Forecasting Energy Commodity Prices Amidst Worldwide Energy Transitions Using Artificial Intelligence Models," The Energy Journal, , volume 46, issue 5, pages 215-244, September, DOI: 10.1177/01956574251340012.
• Elliot Beck & Michael Wolf, 2025, "Forecasting inflation with the hedged random forest," Working Papers, Swiss National Bank, number 2025-07.
• Dennis Kant & Andreas Pick & Jasper de Winter, 2025, "Nowcasting GDP using machine learning methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 109, issue 1, pages 1-24, March, DOI: 10.1007/s10182-024-00515-0.
• Muneer M. Alshater & Ilias Kampouris & Hazem Marashdeh & Osama F. Atayah & Hasanul Banna, 2025, "Early warning system to predict energy prices: the role of artificial intelligence and machine learning," Annals of Operations Research, Springer, volume 345, issue 2, pages 1297-1333, February, DOI: 10.1007/s10479-022-04908-9.
• Sabri Boubaker & Zhenya Liu & Yifan Zhang, 2025, "Forecasting oil commodity spot price in a data-rich environment," Annals of Operations Research, Springer, volume 345, issue 2, pages 685-702, February, DOI: 10.1007/s10479-022-05004-8.
• Bo Yu & Dayong Zhang & Qiang Ji, 2025, "Forecasting portfolio variance: a new decomposition approach," Annals of Operations Research, Springer, volume 348, issue 1, pages 543-578, May, DOI: 10.1007/s10479-023-05546-5.
• Yang Lu & Lian Yang & Baofeng Shi & Jiaxiang Li & Mohammad Zoynul Abedin, 2025, "A novel framework of credit risk feature selection for SMEs during industry 4.0," Annals of Operations Research, Springer, volume 350, issue 2, pages 425-452, July, DOI: 10.1007/s10479-022-04849-3.
• Xiafei Li & Chao Liang & Feng Ma, 2025, "Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model," Annals of Operations Research, Springer, volume 352, issue 3, pages 613-652, September, DOI: 10.1007/s10479-022-04716-1.
• Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
• Tamara Teplova & Aleksei Kurkin & Valeriia Baklanova, 2025, "Investor sentiment and the NFT market: prediction and interpretation of daily NFT sales volume," Annals of Operations Research, Springer, volume 354, issue 1, pages 341-365, November, DOI: 10.1007/s10479-023-05693-9.
• 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.
• Lukas Krain & Xiaorui ZUO & Wolfgang Karl Härdle, 2025, "Cryptos have rough volatility and correlated jumps," Digital Finance, Springer, volume 7, issue 2, pages 275-294, June, DOI: 10.1007/s42521-025-00125-8.
• William Nordansjö & Fredrik Fourong & Muhammad Qasim, 2025, "Financial sentiment analysis with FUNNEL: filtered UNion for NER-based ensemble labeling," Digital Finance, Springer, volume 7, issue 4, pages 725-744, December, DOI: 10.1007/s42521-025-00162-3.
• Kazuki Matsui & Takashi Hashimoto, 2025, "The methodology for identifying factors contributing to the acceptance of behavioral change-led policies: the case of stay-at-home requests during the COVID-19 pandemic in Japan," Evolutionary and Institutional Economics Review, Springer, volume 22, issue 1, pages 19-54, April, DOI: 10.1007/s40844-025-00299-1.
• Lixiong Yang & Mingjian Ren & Jianming Bai, 2025, "Threshold mixed data sampling logit model with an application to forecasting US bank failures," Empirical Economics, Springer, volume 68, issue 1, pages 433-477, January, DOI: 10.1007/s00181-024-02639-3.
• Jean-Paul Chavas, 2025, "Stochastic instability: a dynamic quantile approach," Empirical Economics, Springer, volume 68, issue 2, pages 485-509, February, DOI: 10.1007/s00181-024-02651-7.
• Martin M. Bojaj, 2025, "Dynamic effects of blockchain on financial markets: evidence from TVP-Bayesian VAR with a connectedness approach," Empirical Economics, Springer, volume 68, issue 5, pages 2159-2197, May, DOI: 10.1007/s00181-024-02696-8.
• Hwee Kwan Chow, 2025, "Gauging growth risk in an international financial centre: some evidence from Singapore," Empirical Economics, Springer, volume 68, issue 5, pages 2199-2224, May, DOI: 10.1007/s00181-024-02705-w.
• Fabian Mendez Ramos, 2025, "Variance and skewness in density forecasts: assessing world GDP growth," Empirical Economics, Springer, volume 68, issue 6, pages 2897-2932, June, DOI: 10.1007/s00181-025-02720-5.
• Ivan Stankevich, 2025, "Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models," Empirical Economics, Springer, volume 69, issue 3, pages 1383-1410, September, DOI: 10.1007/s00181-025-02771-8.
• Philip Hans Franses & Dmitriy Knyazhitskiy, 2025, "Forecasting using a random coefficient autoregression," Empirical Economics, Springer, volume 69, issue 6, pages 3001-3017, December, DOI: 10.1007/s00181-025-02824-y.
• Xingzuo Zhou & Jolene Skordis & Junjian Yi & Yiang Li & Jonathan Clarke & Hongkun Zhang, 2025, "Can wage changes solve the labour crisis in the National Health Service?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 26, issue 5, pages 839-853, July, DOI: 10.1007/s10198-024-01737-4.
• Saïd Toumi & Abdussalam Aljadani & Hassen Toumi & Bilel Ammouri & Moez Dhiabi, 2025, "AI for climate change: unveiling pathways to sustainable development through greenhouse gas emission predictions," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 4, pages 923-963, December, DOI: 10.1007/s40822-024-00295-7.
• Yang Zhou & Chi Xie & Gang-Jin Wang & Jue Gong & You Zhu, 2025, "Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-52, December, DOI: 10.1186/s40854-025-00768-x.
• Yeonchan Kang & Doojin Ryu & Robert I. Webb, 2025, "How well do machine learning models in finance work?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-30, December, DOI: 10.1186/s40854-025-00870-0.
• Burak Korkusuz & Mehmet Sahiner, 2025, "Coin impact on cross-crypto realized volatility and dynamic cryptocurrency volatility connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-025-00881-x.
• Bechir Raggad & Elie Bouri, 2025, "Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications," Future Business Journal, Springer, volume 11, issue 1, pages 1-24, December, DOI: 10.1186/s43093-025-00451-8.
• Olufemi Samuel Adegboyo & Kiran Sarwar, 2025, "Modelling and forecasting of Nigeria stock market volatility," Future Business Journal, Springer, volume 11, issue 1, pages 1-13, December, DOI: 10.1186/s43093-025-00536-4.
• Md Qamruzzaman, 2025, "Remittance and financial inclusion as a determinist of energy poverty reduction in Sub-Saharan Africa: evidence from machine learning with Fourier functions," Future Business Journal, Springer, volume 11, issue 1, pages 1-36, December, DOI: 10.1186/s43093-025-00677-6.
• Aditi Nag, 2025, "Tourism Planning Meets AI: A Fuzzy-Logic and PLS-SEM–ANN Framework for Stakeholder-Centric Destination Competitiveness Forecasting," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 2, pages 117-131, December, DOI: 10.1007/s42943-025-00125-w.
• Fuwei Jiang & Yumin Liu & Lingchao Meng & Huajing Zhang, 2025, "Deep learning, textual sentiment, and financial market," Information Technology and Management, Springer, volume 26, issue 4, pages 441-465, December, DOI: 10.1007/s10799-024-00428-z.
• T Thasni & Kausik Gangopadhyay & Debasis Mondal, 2025, "Does the Productivity Growth Numbers Explain the Unbalanced Growth Experience of the Indian Economy?," India Studies in Business and Economics, Springer, chapter 0, in: Dibyendu Maiti & Bishwanath Goldar & K.L. Krishna, "75 Years of Growth, Development and Productivity in India", DOI: 10.1007/978-981-97-8054-9_5.
• Marta Crispino & Vincenzo Mariani, 2025, "A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 1, pages 285-312, March, DOI: 10.1007/s40797-024-00266-6.
• 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.
• Julia Ladeira Ferreira & Pedro L. Valls Pereira, 2025, "Transmuting Unequally Spaced Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 1, pages 25-48, November, DOI: 10.1007/s41549-025-00108-z.
• Jeerawadee Pumjaroen, 2025, "Forecasting Economic Cycles with Time Series PLS-SEM: Evaluating Reflective vs. Formative Specification of PCA-Derived Indicators," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 2, pages 237-260, December, DOI: 10.1007/s41549-025-00116-z.
• Talita Greyling & Stephanié Rossouw, 2025, "Development and Validation of a Real-Time Happiness Index Using Google Trends™," Journal of Happiness Studies, Springer, volume 26, issue 3, pages 1-24, March, DOI: 10.1007/s10902-025-00881-9.
• Manu Sharma & Vinish Kathuria, 2025, "Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 2, pages 333-388, June, DOI: 10.1007/s40953-024-00421-x.
• David Karl, 2025, "Forecasting e-commerce consumer returns: a systematic literature review," Management Review Quarterly, Springer, volume 75, issue 3, pages 1-56, September, DOI: 10.1007/s11301-024-00436-x.
• Manuel Muth & Michael Lingenfelder & Gerd Nufer, 2025, "The application of machine learning for demand prediction under macroeconomic volatility: a systematic literature review," Management Review Quarterly, Springer, volume 75, issue 3, pages 2759-2802, September, DOI: 10.1007/s11301-024-00447-8.
• George Halkos & Argyro Zisiadou, 2025, "Unveiling the future: predicting unforeseen natural environmental disasters in the Mediterranean and Balkan areas in the face of climate change," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 121, issue 17, pages 20361-20402, October, DOI: 10.1007/s11069-025-07636-y.
• George Halkos & Argyro Zisiadou, 2025, "Correction: Unveiling the future: predicting unforeseen natural environmental disasters in the mediterranean and Balkan areas in the face of climate change," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 121, issue 20, pages 24379-24380, December, DOI: 10.1007/s11069-025-07733-y.
• Yong-Hyong Kim & Song-Jun Ham & Chong-Sim Ri & Won-Hyok Kim & Wi-Song Ri, 2025, "Application of empirical wavelet transform, particle swarm optimization, gravitational search algorithm and long short-term memory neural network to copper price forecasting," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 24, issue 1, pages 151-169, January, DOI: 10.1007/s10258-024-00252-x.
• Marie-Catherine Bieri, 2025, "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 161, issue 1, pages 1-60, December, DOI: 10.1186/s41937-025-00139-4.
• Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025, "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, volume 5, issue 3, pages 1-21, March, DOI: 10.1007/s43546-025-00792-0.
• Saqib Muneer & Cristiana Cerqueira Leal & Benilde Oliveira, 2025, "Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models," SN Operations Research Forum, Springer, volume 6, issue 2, pages 1-13, June, DOI: 10.1007/s43069-025-00482-5.
• Tomáš Cejpek & Petra Mrázová & Ekaterina Chytilová & Michal Ruschak, 2025, "Value creation in business: current trends and future perspectives of economic research," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 1, pages 358-372, September, DOI: 10.9770/d8582284867.
• Alexandra Kechrinioti & Dimitrios Karamanis, 2025, "The Greek-Turkish Rivalry: A Bayesian VAR Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 36, issue 3, pages 395-410, April, DOI: 10.1080/10242694.2024.2371760.
• 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.
• Altug Aydemir & Cem Cebi, 2025, "Forecasting Budgetary Items in Türkiye Using Deep Learning," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2509.
• Marina Friedrich & Karim Moussa & Yuliya Shapovalova & David van der Straten, 2025, "Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-025/III, Apr.
• Gordon Anderson, 2025, "On Transiting to a Sustainable World Population: Lessons from an Overlapping Generations Model on the associated Problems, Prospects and Time Horizons," Working Papers, University of Toronto, Department of Economics, number tecipa-797, Mar.
• Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
• Tae-Hwy Lee & Daanish Padha, 2025, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202502, Jan.
• Tae-Hwy Lee & Tao Wang, 2025, "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers, University of California at Riverside, Department of Economics, number 202508, Jul.
• Emmanouil SOFIANOS & Thierry BETTI & Emmanouil Theophilos PAPADIMITRIOU & Amélie BARBIER-GAUCHARD & Periklis GOGAS, 2025, "Using DSGE and Machine Learning to Forecast Public Debt for France," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2025-18.
• William A. Brock & J. Isaac Miller, 2025, "Polar Amplification Helps Forecast Northern Temperature Anomalies," Working Papers, Department of Economics, University of Missouri, number 2502, Feb.
• Vladimir Asriyan & Alexandre Kohlhas, 2025, "The macroeconomics of data: Scale, product choice, and pricing in the information age," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1904, Mar.
• Diana Barro & Marco Corazza & Gianni Filograsso, 2025, "Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 21.
• Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
• Ardelia L. Amardana & Diana Barro & Marco Corazza, 2025, "Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 25.
• ANGHEL, Bogdan Ionut, 2025, "Forecasting Stock Market Liquidity With Machine Learning: An Empirical Evaluation In The German Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 29, issue 2, pages 34-47, June.
• CHANNOUFI, Sabrine, 2025, "Assessment Of The Exchange Rate Risk Exposure In Tunisia'S External Public Debt Portfolio: A Delta-Normal Var Approach In The Context Of Sustainable Finance Development," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 29, issue 3, pages 6-29, September.
• 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.
• Kowerski Mieczysław & Sioma Tomasz, 2025, "Uncertainty as a determinant of dividend decisions of public companies during the COVID-19 pandemic. The case of companies listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 4, pages 1-15, DOI: 10.2478/fiqf-2025-0023.
• Kulyk Mariia & Boiko Margaryta & Shpykyliak Oleksandr & Shelenko Diana & Horbatiuk Oleksandr, 2025, "Forecasting Scenario of the Investment Attractiveness of the Hotel Business in Rural Areas: Cases for Ukraine," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 47, issue 3, pages 444-458, DOI: 10.15544/mts.2025.36.
• Cellmer Radosław & Kobylińska Katarzyna, 2025, "Housing Price Prediction - Machine Learning and Geostatistical Methods," Real Estate Management and Valuation, Sciendo, volume 33, issue 1, pages 1-10, DOI: 10.2478/remav-2025-0001.
• Ergenç Cansu & Aktaş Rafet, 2025, "A Supervised Machine Learning in Financial Forecasting: Identifying Effective Models for the BIST100 Index," Review of Economic Perspectives, Sciendo, volume 25, issue 1, pages 66-90, DOI: 10.2478/revecp-2025-0005.
• Simionescu Mihaela & Strielkowski Wadim, 2025, "The Impact of Brexit on Unemployment In The United Kingdom Using Synthetic Control Method," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 35, issue 2, pages 38-64, DOI: 10.2478/sues-2025-0007.
• Popescu Liviu & Găman Mirela, 2025, "Forecasts on the Imports of Goods and Services in Emerging Economies of the European Union," Timisoara Journal of Economics and Business, Sciendo, volume 18, issue 1, pages 39-72, DOI: 10.2478/tjeb-2025-0003.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-14.
• Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-25.
• Jakub Bandurski & Eliza Hałatek & Adam Łaziński & Michał Künstler, 2025, "Is smooth Energiewende possible? Improving the performance of climate policies in Germany by optimizing the risk of electricity delivery," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-30.
• Robert Stehrer & Stella Sophie Zilian, 2025, "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," wiiw Research Reports in German language, The Vienna Institute for International Economic Studies, wiiw, number 30, Jan.
• 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.
• Simon Tranberg Bodilsen & Asger Lunde, 2025, "Exploiting News Analytics for Volatility Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 18-36, January, DOI: 10.1002/jae.3095.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2025, "Specification Choices in Quantile Regression for Empirical Macroeconomics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 57-73, January, DOI: 10.1002/jae.3099.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2025, "Tracking Economic Activity With Alternative High‐Frequency Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 3, pages 270-290, April, DOI: 10.1002/jae.3104.
• Malte Knüppel & Andreea L. Vladu, 2025, "Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 359-379, June, DOI: 10.1002/jae.3114.
• Christian Conrad & Robert F. Engle, 2025, "Modelling Volatility Cycles: The MF2‐GARCH Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 438-454, June, DOI: 10.1002/jae.3118.
• Daan Opschoor & Dick van Dijk, 2025, "Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 7, pages 829-845, November, DOI: 10.1002/jae.70007.
• Emile du Plessis & Ulrich Fritsche, 2025, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 1, pages 3-40, January, DOI: 10.1002/for.3184.
• Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
• Xin Jing & Jin Seo Cho, 2025, "Forecasting the Confirmed COVID‐19 Cases Using Modal Regression," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1578-1601, July, DOI: 10.1002/for.3261.
• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on Volatility Forecasts: Another Volatility Puzzle?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1602-1618, July, DOI: 10.1002/for.3257.
• Amy Y. Guisinger & Michael W. Mccracken & Michael T. Owyang, 2025, "Reconsidering the Fed's Inflation Forecasting Advantage," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 1, pages 5-30, February, DOI: 10.1111/jmcb.13155.
• Vitaly Meursault & Daniel Moulton & Larry Santucci & Nathan Schor, 2025, "One threshold doesn't fit all: Tailoring machine learning predictions of consumer default for lower‐income areas," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., volume 44, issue 3, pages 792-815, June, DOI: 10.1002/pam.22662.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2025, "Forecasting with shadow rate VARs," Quantitative Economics, Econometric Society, volume 16, issue 3, pages 795-822, July, DOI: 10.3982/QE2547.
• Zongxin Li & Yongchang Hui & Wing-Keung Wong & Ruiyue Lin, 2025, "Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 42, issue 03, pages 1-24, June, DOI: 10.1142/S0217595924500167.
• Bingzi Jin & Xiaojie Xu, 2025, "Bayesian Gaussian Process Predictions of Chongqing Carbon Market Prices," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 04, pages 1-43, September, DOI: 10.1142/S1464333225500139.
• Tam Phan Huy & Tuyet Pham Hong & An Bui Nguyen Quoc, 2025, "Leveraging Tree-based Machine Learning for Predicting Earnings Management," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-20, June, DOI: 10.1142/S1793993325500085.
• Saira Yamin & Saqib Gulzar, 2025, "Multiples And Stock Price, New Approach For Relative Valuation Through Neural Network," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 953-971, June, DOI: 10.1142/S0217590820480045.
• Pierre Perron, 2025, "Econometrics Volume 2:Topics for Time Series and Large Panel Data," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14247, ISBN: ARRAY(0x53615cc0), March.
• Kian Guan Lim, 2025, "Machine Learning in Business Finance using Python," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14271, ISBN: ARRAY(0x53aa56d0), March.
• Robert Stehrer & Stella Zilian, 2025, "Beschäftigungswirkungen der österreichischen Exportwirtschaft und demografische Szenarien," FIW Research Reports series, FIW, number RR-01-25-, Jan.
• Fontana, S.; & Guccio, C.; & Pignataro, G.; & Vidoli, F.;, 2025, "Better Politicians, Fewer Deaths? Municipal Resilience in Overcoming the Pandemic Crisis in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 25/06, Jul.
• Verona, Fabio, 2025, "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2025.
• 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.
• Mokinski, Frieder & Roth, Markus, 2025, "Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions," Discussion Papers, Deutsche Bundesbank, number 35/2025, DOI: 10.71734/DP-2025-35.
• Plaasch, Jannick & Röthig, Andreas, 2025, "A growth-at-risk model for the German economy," Technical Papers, Deutsche Bundesbank, number 05/2025.
• 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.
• Li, Mengheng & Mendieta-Munoz, Ivan, 2025, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 320299.
• Heinisch, Katja & Scaramella, Fabio & Schult, Christoph, 2025, "Assumption errors and forecast accuracy: A partial linear instrumental variable and double machine learning approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2025, DOI: 10.18717/dprpy3-ff77.
• Garnier, Félix, 2025, "Satisfying human needs at low material footprints: An investigation on the role of provisioning systems," Working Paper Series, Post-Growth Economics Network (PEN), number 05/2025.
• Centorrino, Samuele & Diakantoni, Antonia & Keck, Alexander & Ruta, Michele & Sztajerowska, Monika & Wei, Yuting, 2025, "Measuring global trade policy activity," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2025-07.