Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2025

• 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 Best Method Using MCDM Techniques]," 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.
• Anna Gawel & Janusz Kudla, 2025, "Volatility of the USD/CHF exchange rate at the beginning of the COVID-19 pandemic," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 24, pages 42-59, DOI: 10.7172/2353-6845.jbfe.2025.2.3.
• 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.
• Stefan Sauer & Klaus Wohlrabe, 2025, "Explaining Business Sentiment: Insights from the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 2, pages 213-235, December, DOI: 10.1007/s41549-025-00109-y.
• 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.
• Jan Magnus & Andrey L. Vasnev, 2025, "More information, less precision: meta-analysis through random effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-048/III, Aug.
• 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(0x6c7dfc90).
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• 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.
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• 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.
• Hassan Zada & Naveed Khan & Kai-Yin Woo & Sana Gaied Chortane, 2025, "Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 4, pages 1-37.
• Adedeji Gbadebo, 2025, "Stock Price Forecasting Using a Time-Series Long Short-Term Memory Model," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 7, issue 2, pages 304-322, December.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2025, "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-01, Jan.
• Ahmet Akusta, 2025, "Predicting Market Sensitivity: The Role of Board Structure in the Beta Coefficient of Software Companies on the Nasdaq Global Select Market," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 123, pages 14-34, April, DOI: https://doi.org/10.33203/mfy.159699.
• İlknur Yeşim Dinçel Kıratoğlu, 2025, "Forecasting of Türkiye's 2030 CO₂ Emission Target Using The Holt–Winters Exponential Smoothing Model," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 109-127, December, DOI: https://doi.org/10.33203/mfy.183421.
• Gary Cornwall & Marina Gindelsky, 2025, "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," AEA Papers and Proceedings, American Economic Association, volume 115, pages 79-84, May, DOI: 10.1257/pandp.20251105.
• Jian Zhang & Jianzhou Wen & Zhen Lu & Jiang Qian & Ning Wei, 2025, "Investment Allocation Method for Distribution Networks Based on a Panel Data Model and an Incentive–Penalty Mechanism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 69, pages 656-656, April.
• Mihail Busu & Mihai Gheorghe & Gabriel Staicu & Enrico Prinz & Luis Miguel Fonseca, 2025, "Determinants of Uneven Progress in Sustainable Development in the EU: Predictive Approaches Based on Machine Learning," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue S19, pages 1272-1272, November.
• Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025, "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 349169, Jan, DOI: 10.22004/ag.econ.349169.
• Yash Chawla & Katarzyna Chojnacka & Michal Paca & Anna Pudelko & Rafal Weron & Przemyslaw Zaleski, 2025, "Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/01.
• Arkadiusz Lipiecki & Rafal Weron, 2025, "PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/02.
• Jieyu Chen & Sebastian Lerch & Melanie Schienle & Tomasz Serafin & Rafal Weron, 2025, "Probabilistic intraday electricity price forecasting using generative machine learning," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/05.
• Arkadiusz Lipiecki & Kaja Bilinska & Nikolaos Kourentzes & Rafal Weron, 2025, "Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF)," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/06.
• Hasan ŞENGÜLER & Berat KARA, 2025, "Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 58-91, DOI: https://doi.org/10.30784/epfad.1588.
• Merve Mert Sarıtaş & Mert Ural, 2025, "Bir Makine Öğrenimi Uygulaması: G7 Ülkelerinde Finansal Kriz Tahminleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 781-804, DOI: 10.30784/epfad.1643262.
• Yunus Emre Akdoğan, 2025, "The Role of Financial Indicators in the Prediction of Voluntary Carbon Disclosure: A Comparative Analysis with Machine Learning Methods," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 949-970, DOI: 10.30784/epfad.1651693.
• Çiğdem Yerli, 2025, "Evaluating the Impact of ESG and Decarbonization Metrics on Stock Price Prediction," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 252-274, DOI: 10.30784/epfad.1669184.
• Zeynep Çolak, 2025, "The Role of Financial Markets in Predicting BIST Sustainability Index Performance: New Evidence from Hybrid Machine Learning Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 383-402, DOI: 10.30784/epfad.1813752.
• Yunus Emre Gür & Ahmet İhsan Şimşek & Emre Bulut, 2025, "Artificial Intelligence-Assisted Machine Learning Methods For Forecasting Green Bond Index: A Comparative Analysis," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 628-655, DOI: https://doi.org/10.30784/epfad.1495.
• Savaş Gayaker, 2025, "Türkiye'de Ekonomik Şoklar ve Krizler Bağlamında Enflasyon Öngörüsü: XGBOOST ve ARMA Yöntemlerinin Karşılaştırması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 877-895, DOI: https://doi.org/10.30784/epfad.1560.
• Lizzie Marcel & Natacha Liseras, 2025, "The informatization of Partido de Gral. Pueyrredon’s industry: Firm-level evidence for the 2018-2023 period," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), volume 19, issue 30, pages 9-39, June, DOI: https://doi.org/10.56503/repba.Nro..
• Alexey Litvinenko & Anna Litvinenko & Samuli Saarinen, 2025, "Applying Forecasting Methods to Accrual-Based and Cash-Based Ratio Analysis," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 24, issue 2, pages 328-360, June.
• Жузбаев А. // Zhuzbayev А. & Сейдахметова Б. // Seidakhmetova B. & Шамар Б. // Shamar B. & Толегенова Ж. // Tolegenova Zh., 2025, "Инфляция – всегда и везде монетарный феномен: миф или реальность Казахстана? // Inflation – a Monetary Phenomenon Always and Everywhere: a Myth or Reality for Kazakhstan?," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 1-7.
• Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan & Шамар Бауыржан // Shamar Bauyrzhan & Толегенова Жибек // Tolegenova Zhibek, 2025, "Инфляция - Всегда И Везде Монетарный Феномен: Миф Или Реальность Казахстана?," Working Papers, National Bank of Kazakhstan, number #2025-1.
• 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.
• Jonathan Garita-Garita & César Ulate-Sancho, 2025, "Forecasting Nominal Exchange Rate using Deep Neural Networks," Documentos de Trabajo, Banco Central de Costa Rica, number 2505, Jul.
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• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Papers, arXiv.org, number 2501.16069, Jan, revised Jan 2025.
• 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.
• Arkadiusz Lipiecki & Kaja Bilinska & Nicolaos Kourentzes & Rafal Weron, 2025, "Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)," Papers, arXiv.org, number 2508.11372, Aug, revised Mar 2026.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers, arXiv.org, number 2512.03763, Dec.
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2025, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," Papers, arXiv.org, number 2512.20027, Dec.
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• Daniela Bobeva-Filipova & Emil Panusheff & Nedialko Nestorov & Atanas Pavlov, 2025, "US Tariff Changes and Bulgaria's Presence in Global Value Chains," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 411-426.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025, "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 25-04, May, revised May 2025.
• BBVA Research & Alvaro Ortiz & Tomasa Rodrigo, 2025, "Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático
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• 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.
• Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2025, "Financial Shocks and the Output Growth Distribution," Staff Working Papers, Bank of Canada, number 25-25, Sep, DOI: 10.34989/swp-2025-25.
• Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.
• Bob Kaempff & David Kremer, 2025, "Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices," BCL working papers, Central Bank of Luxembourg, number 194, Feb.
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• Fatih KAZANCI, 2025, "The Possible Impact of the Islamic Window Model on the Market Share of Participation Banking: An ARIMA–Monte Carlo Simulation Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 19, issue 2, pages 222-241.
• Lucía Cuadro-Sáez & Corinna Ghirelli & Maximiliano Moreno-López & Javier J. Pérez, 2025, "Monitoring and forecasting food prices in the euro area," Occasional Papers, Banco de España, number 2521, Oct, DOI: https://doi.org/10.53479/41245.
• Matteo Mogliani & Florens Odendahl, 2025, "Density forecast transformations," Working Papers, Banco de España, number 2511, Feb, DOI: https://doi.org/10.53479/38959.
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• Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Kostas Mavromatis & Niki Papadopoulou & Edgar Silgado-Gómez, 2025, "Green transition in the Euro area: domestic and global factors," Working Papers, Banco de España, number 2537, Oct, DOI: https://doi.org/10.53479/40866.
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• Felipe Roldán-Ferrín & Julián A. Parra-Polania, 2025, "Enhancing inflation nowcasting with online search data: a random forest application for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1318, Jul, DOI: 10.32468/be.1318.
• César Anzola Bravo & Paola Poveda, 2025, "Forecasting Disaggregated Food Inflation Baskets in Colombia with an XGBoost Model," Borradores de Economia, Banco de la Republica de Colombia, number 1335, Dec, DOI: 10.32468/be.1335.
• Stéphane Lhuissier, 2025, "Assessing Asymmetric Macroeconomic Risk," Working papers, Banque de France, number 1004.
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• Alexander Kohlhas & Vladimir Asriyan, 2025, "The Macroeconomics of Data: Scale, Product Choice, and Pricing in the Information Age," Working Papers, Barcelona School of Economics, number 1486, Apr.
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• Anton Ilichov, 2025, "Problems of the efficiency of the functioning of the market of passenger transportation services in the conditions of the stateof war: identification and ways of overcoming," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 1, pages 212-225, DOI: 10.53920/ES-2025-1-16.
• Elizaveta Volgina, 2025, "Forecasting Inflation Using News Indices," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 26-59, March.
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• Alexander Eliseev, 2025, "Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 3, pages 63-93, September.
• Anastasia Pankratova, 2025, "Application of MF-PVAR Model for Nowcasting Gross Regional Products in Russia," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 4, pages 47-62, December.
• 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.
• Alexander Eliseev, 2025, "Nowcasting Russian GDP in a mixed-frequency DSGE model with a panel of non-modelled variables," Bank of Russia Working Paper Series, Bank of Russia, number wps145, Feb.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
• Luke Hartigan & Tom Rosewall, 2025, "Nowcasting Quarterly GDP Growth During the COVID‐19 Crisis Using a Monthly Activity Indicator," The Economic Record, The Economic Society of Australia, volume 101, issue 335, pages 456-484, December, DOI: 10.1111/1475-4932.70000.
• Artur Silva Lopes, 2025, "Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 71, issue 1, February, DOI: 10.1111/roiw.12702.
• Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2025, Dec.
• Yang, Zhang & Jianxiong Lin & Yihe Qian & Lianjie Shu, 2025, "Machine learning and financial inclusion: Evidence from credit risk assessment of small-business loans in China," Working Papers, University of Macau, Faculty of Business Administration, number 202532, Jun.
• Tom Doan, 2025, "MATHESON_STAVREV_EL2013: RATS programs to replicate Matheson-Stavrev(2013) non-linear state-space model," Statistical Software Components, Boston College Department of Economics, number RTZ00216, revised .
• Tom Doan, 2025, "SKALIN_TERASVIRTA_JAE1999: RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components, Boston College Department of Economics, number RTZ00230, revised .
• 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 .
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• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on volatility forecasts: another volatility puzzle?," Working Papers, Bank of Greece, number 336, Feb, DOI: 10.52903/wp2025336.
• Dimitrios Papaoikonomou, 2025, "Stochastic debt sustainability analysis: a methodological note," Working Papers, Bank of Greece, number 338, Mar, DOI: 10.52903/wp2025338.
• Panagiotis Delis & Stavros Degiannakis & George Filis, 2025, "Navigating crude oil volatility forecasts: assessing the contribution of geopolitical risk," Working Papers, Bank of Greece, number 342, May, DOI: 10.52903/wp2025342.
• Georgios Angelopoulos & Zacharias Bragoudakis & Dimitrios Dimitriou & Alexandros Tsioutsios, 2025, "A new proposal for forecasting inflation in the eurozone. A global model," Working Papers, Bank of Greece, number 350, Oct, DOI: 10.52903/wp2025350.
• Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025, "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-2, Feb.
• Ichiro Fukunaga & Yui Kishaba & Nao Shibata & Shunichi Yoneyama, 2025, "Uncertainty in the Formation of Inflation Expectations in Japan: An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-3, Feb.
• Klaus Adam & Pei Kuang & Shihan Xie, 2025, "Overconfidence in Private Information Explains Biases in Professional Forecasts," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_617, Jan.
• 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.
• Mattera Raffaele, 2025, "Forecasting High-Dimensional Portfolios," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 1, pages 35-67, DOI: 10.1515/jtse-2023-0011.