Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2024

• Zhang, Xincheng & Wu, Shaojiang, 2024, "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103665.
• Semenov, Andrei, 2024, "Overreaction and underreaction to new information and the directional forecast of exchange rates," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103676.
• Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024, "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102155.
• Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024, "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2023.102204.
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Lohmann, Christian & Ohliger, Thorsten, 2024, "Predicting the cure of a defaulted company: Nonlinear relationships between loan-related variables and the cure probability," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102395.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
• Belhadj, Besma, 2024, "Fuzzy multiple regressions for Cross-Section and Panel data," Socio-Economic Planning Sciences, Elsevier, volume 91, issue C, DOI: 10.1016/j.seps.2023.101761.
• Citterio, Alberto, 2024, "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, volume 92, issue C, DOI: 10.1016/j.seps.2024.101818.
• Battiston, Pietro & Gamba, Simona & Santoro, Alessandro, 2024, "Machine learning and the optimization of prediction-based policies," Technological Forecasting and Social Change, Elsevier, volume 199, issue C, DOI: 10.1016/j.techfore.2023.123080.
• Ghosh, Indranil & Jana, Rabin K., 2024, "Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI," Technological Forecasting and Social Change, Elsevier, volume 200, issue C, DOI: 10.1016/j.techfore.2023.123148.
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024, "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, volume 202, issue C, DOI: 10.1016/j.techfore.2024.123344.
• Zhang, Xincheng, 2024, "Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China," Technological Forecasting and Social Change, Elsevier, volume 204, issue C, DOI: 10.1016/j.techfore.2024.123437.
• Saâdaoui, Foued & Rabbouch, Hana, 2024, "Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions," Technological Forecasting and Social Change, Elsevier, volume 206, issue C, DOI: 10.1016/j.techfore.2024.123539.
• Lamperti, Fabio, 2024, "Unlocking machine learning for social sciences: The case for identifying Industry 4.0 adoption across business restructuring events," Technological Forecasting and Social Change, Elsevier, volume 207, issue C, DOI: 10.1016/j.techfore.2024.123627.
• Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2024, "Quantifying Qualitative Survey Data with Panel Data Structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-21, Mar.
• Matthew Agarwala & Matt Burke & Jennifer Doherty-Bigara & Patrycja Klusak & Kamiar Mohaddes, 2024, "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-26, Apr.
• Roshen Fernando, 2024, "Global Economic Impacts of Physical Climate Risks on Agriculture and Energy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-37, Jun.
• Roshen Fernando, 2024, "Impact of Physical Climate Risks on Financial Assets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-38, Jun.
• Roshen Fernando & Warwick McKibbin, 2024, "Global Economic Impacts of Antimicrobial Resistance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-41, Jun.
• Leo Krippner, 2024, "Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-71, Dec.
• Matt Burke & Matthew Agarwala & Patrycja Klusak & Kamiar Mohaddes, 2024, "Climate Policy and Sovereign Debt: The Impact of Transition Scenarios on Sovereign Creditworthiness," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-73, Dec.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122592, Apr.
• Kumar, Utkarsh & Ahmad, Wasim & Uddin, Gazi Salah, 2024, "Bayesian Markov switching model for BRICS currencies' exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122816, Sep.
• Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024, "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125580, Sep.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, Edward Elgar Publishing, chapter 5, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024, "Lessons from nowcasting GDP across the world," Chapters, Edward Elgar Publishing, chapter 8, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt, 2024, "Improving Predictions of Technical Inefficiency," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046011.
• Kwame Asiam Addey & John Baptist D. Jatoe, 2024, "Implications of crop yield distributions for multiperil crop insurance rating in Ghana: a lasso model application," Agricultural Finance Review, Emerald Group Publishing Limited, volume 84, issue 2/3, pages 246-265, August, DOI: 10.1108/AFR-05-2024-0078.
• Siddhartha S. Bora & Ani L. Katchova, 2024, "Multi-step commodity forecasts using deep learning," Agricultural Finance Review, Emerald Group Publishing Limited, volume 84, issue 4/5, pages 269-296, September, DOI: 10.1108/AFR-08-2023-0105.
• Bingzi Jin & Xiaojie Xu, 2024, "Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 64-82, December, DOI: 10.1108/AJEB-06-2024-0070.
• Ehsanul Hassan & Muhammad Awais-E-Yazdan & Ramona Birau & Peter Wanke & Yong Aaron Tan, 2024, "Predicting financial distress in non-financial sector of Pakistan using PCA and logit," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 17, issue 3, pages 485-508, June, DOI: 10.1108/IMEFM-10-2023-0404.
• Vighneswara Swamy & Vijayakumar Narayanamurthy, 2024, "Are private banks more sensitive to changes in reserve requirements? Evidence from an emerging market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 79-115, December, DOI: 10.1108/JEFAS-11-2022-0261.
• Souhir Amri Amamou & Mouna Ben Daoud & Saoussen Aguir Bargaoui, 2024, "Green bonds forecasting: evidence from pre-crisis, Covid-19 and Russian–Ukrainian crisis frameworks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 179-193, June, DOI: 10.1108/JES-01-2024-0061.
• Dinci J. Penzin & Kazeem O. Isah & Afees A. Salisu, 2024, "Climate change-stock return volatility nexus in advanced economies: the role of technology shocks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 119-135, May, DOI: 10.1108/JES-08-2023-0419.
• Luan Thanh Le & Trang Xuan-Thi-Thu, 2024, "Discovering supply chain operation towards sustainability using machine learning and DES techniques: a case study in Vietnam seafood," Maritime Business Review, Emerald Group Publishing Limited, volume 9, issue 3, pages 243-262, July, DOI: 10.1108/MABR-10-2023-0074.
• A. Szepeluk & D. Tomczyszyn & A. Cyburt, 2024, "Application of Technical Analysis Stochastic Oscillator for Early Detection of Epidemiological Changes Based on Covid-19 Data in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1069-1082.
• Oksana Kiforenko & Iwona Szczepaniak, 2024, "The War’s Impact on Ukraine’s Agricultural Production – Projections Vs. Real Data," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 241-269.
• Bartosz Przysucha & Piotr Bednarczuk & Wlodzimierz Martyniuk & Ewa Golec & Michal Jasienski & Damian Pliszczuk, 2024, "Monte Carlo Simulation as a Demand Forecasting Tool," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 103-113.
• Pawel Rymarczyk & Cezary Figura & Lukasz Wojciechowski & Kamila Cwik & Piotr Stalinski, 2024, "Evaluating the Effectiveness of Advertising Campaigns in the Fast-Food Industry Using an Analytical Engine," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 126-136.
• Pawel Olszewski & Leszek Gil & Natalia Rak & Tomasz Wolowiec & Michal Jasienski, 2024, "Construction of Regression Models Predicting Lead Times and Classification Models," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 179-189.
• Krzysztof Krol & Pawel Kaleta & Dariusz Kasperek & Sylwia Skrzypek-Ahmed & Emanuel Jozefacki & Agnieszka Chmielowska-Marmucka, 2024, "Analysis System for Logistics and Production Processes: A Methodological Approach to Signal Analysis for Forecasting," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 59-71.
• Tomasz Smutek & Jan Sikora & Sylwester Bogacki & Marek Rutkowski & Dariusz Wozniak, 2024, "Use of Autoencoder and One-Hot Encoding for Customer Segmentation," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 72-82.
• Boris Fisera & Filip Ostrihon, 2024, "Constructing Prediction Regions for Exchange Rate Path Forecasts: The Potential of Calibration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 4, pages 432-472, October.
• Jiri Kukacka & Erik Zila, 2024, "Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/22, May, revised May 2024.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers, Fondazione Eni Enrico Mattei, number 2024.02, Feb.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16b, Feb, DOI: 10.29338/wp2022-16b.
• Edward S. Knotek & Saeed Zaman, 2024, "Nowcasting Inflation," Working Papers, Federal Reserve Bank of Cleveland, number 24-06, Mar, DOI: 10.26509/frbc-wp-202406.
• Ina Hajdini & Andre Kurmann, 2024, "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," Working Papers, Federal Reserve Bank of Cleveland, number 24-08, Apr, DOI: 10.26509/frbc-wp-202408.
• Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024, "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers, Federal Reserve Bank of Cleveland, number 22-36R, Aug, DOI: 10.26509/frbc-wp-202236r.
• Michael Clements & Robert W. Rich & Joseph Tracy, 2024, "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Working Papers, Federal Reserve Bank of Cleveland, number 24-19, Sep, DOI: 10.26509/frbc-wp-202419.
• Kurt Graden Lunsford & Kenneth D. West, 2024, "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," Working Papers, Federal Reserve Bank of Cleveland, number 24-20, Sep, DOI: 10.26509/frbc-wp-202420.
• Hana Braitsch & James Mitchell & Taylor Shiroff, 2024, "Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation," Working Papers, Federal Reserve Bank of Cleveland, number 24-25, Nov, DOI: 10.26509/frbc-wp-202425.
• Jesus Cañas & Aparna Jayashankar & Emily Kerr & Diego Morales-Burnett, 2024, "Texas Manufacturing Outlook Survey: Survey Methodology, Performance and Forecast Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 2402, Mar, DOI: 10.24149/wp2402.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
• Miguel Faria-e-Castro & Fernando Leibovici, 2024, "Artificial Intelligence and Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, volume 106, issue 12, pages 1-14, November, DOI: 10.20955/r.2024.12.
• Sergey V. Arzhenovskiy, 2024, "Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 31-44, February, DOI: 10.31107/2075-1990-2024-1-31-44.
• Ștefan Rusu & Marcel Ioan Boloș & Marius Leordeanu, 2024, "Comparative analysis of regression models for stock price prediction: Linear, support vector, polynomial, and LASSO," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 17, pages 143-156, November, DOI: 10.55654/JFS.2024.9.17.09.
• Konstantinos Kofidis & Cătălina Lucia Cocianu, 2024, "Comparative analysis of RF, SVR with Gaussian kernel and LSTM for predicting loan defaults," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 17, pages 91-106, November, DOI: 10.55654/JFS.2024.9.17.06.
• Vera Barinova & Margarita Gvozdeva & Stepan Zemtsov, 2024, "Small and medium-sized enterprises in Russia in the context of sanctions," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2024-1330, revised 2024.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
• Prodosh Eugene Simlai, 2024, "Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method," JRFM, MDPI, volume 17, issue 5, pages 1-9, May.
• Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
• Muhammad Akmal Farouqi & Gigih Fitrianto, 2024, "Systemic Effects on Intersectoral Linkages: Framework and Analysis," Gadjah Mada Economics Working Paper Series, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada, number 202403001, Mar.
• Matias Quiroz & Laleh Tafakori & Hans Manner, 2024, "Forecasting Realized Covariances Using HAR-Type Models," Graz Economics Papers, University of Graz, Department of Economics, number 2024-20, Dec.
• Tobias Eibinger & Karl W. Steininger & Hans Manner, 2024, "The Development of Austrian Greenhouse Gas Emissions since 2021," Graz Economics Papers, University of Graz, Department of Economics, number 2024-23, Dec.
• Gary Cornwall & Marina Gindelsky, 2024, "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2024-003, Sep.
• Dr. Marc Ingo Wolter & Florian Bernardt & Jannik Daßler & Saskia Reuschel & Dr. Britta Stöver, 2024, "Klimafolgen und Anpassung – 2024," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 24-2.
• Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024, "Extreme expectile estimation for short-tailed data," Post-Print, HAL, number hal-04672516, DOI: 10.1016/j.jeconom.2024.105770.
• Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024, "Forecasting realized volatility: Does anything beat linear models?," Post-Print, HAL, number hal-04835657, Sep, DOI: 10.1016/j.jempfin.2024.101524.
• Amal Ben Hamida & Christian de Peretti & Lotfi Belkacem, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," Post-Print, HAL, number hal-04875454, Oct, DOI: 10.1016/j.irfa.2024.103517.
• Michele Lenza & Inès Moutachaker & Joan Paredes, 2024, "Density forecasts of inflation: a quantile regression forest approach
  [Prévisions de densité de l'inflation : une approche par forêt de régressions quantile]," Working Papers, HAL, number hal-05329662, Jun.
• Kreye, Tom Jannik & Sibbertsen, Philipp, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-729, Nov.
• Tea Šestanović, 2024, "A Comprehensive Approach To Bitcoin Forecasting Using Neural Networks," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 75, issue 1, pages 62-85, DOI: 10.32910/ep.75.1.3.
• Sheybanivaziri, Samaneh & Le Dréau, Jérôme & Kazmi, Hussain, 2024, "Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2024/1, Jan.
• Narum, Benjamin S. & Berentsen, Geir D., 2024, "Joint Forecasting of Salmon Lice and Treatment Interventions in Aquaculture Operations," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2024/7, May.
• Shchestyuk, Nataliya & Tyshchenkob, Sergii, 2024, "Subdiffusive option price model with Inverse Gaussian subordinator," Working Papers, Örebro University, School of Business, number 2024:1, Jan.
• Pettersson, Nicklas & Kelemen, Katalin, 2024, "Yet another case of Nordic exceptionalism?: A quantitative approach to an intra-Nordic and an international comparison of supreme courts’ constitutional reasoning," Working Papers, Örebro University, School of Business, number 2024:7, Aug.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2024, "U.S. wage-price dynamics, before, during and after COVID-19, through the lens of an empirical econometric model," Memorandum, Oslo University, Department of Economics, number 1/2024, Jun.
• Kim Karlsson, Hyunjoo & Li, Yushu, 2024, "Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 10/2024, Jun.
• HARA, Naoko & YAMAMOTO, Yohei, 2024, "Testing and Quantifying Economic Resilience," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-142, Nov.
• Alison Baulos & Jorge Luis Garcia & James J. Heckman, 2024, "Perry Preschool at 50: What Lessons Should Be Drawn and Which Criticisms Ignored?," Working Papers, Human Capital and Economic Opportunity Working Group, number 2024-019, Nov.
• Bjarni G. Einarsson, 2024, "Online Monitoring of Policy Optimality," Economics, Department of Economics, Central bank of Iceland, number wp95, Apr.
• Agarwala, Matthew & Burke, Matt & Doherty-Bigara, Jennifer & Klusak, Patrycja & Mohaddes, Kamiar, 2024, "Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean," IDB Publications (Working Papers), Inter-American Development Bank, number 13478, Apr, DOI: http://dx.doi.org/10.18235/0012885.
• Benítez, Miguel & Parrado, Eric, 2024, "Mirror, Mirror on the Wall: Which Jobs Will AI Replace After All?: A New Index of Occupational Exposure," IDB Publications (Working Papers), Inter-American Development Bank, number 13696, Aug, DOI: http://dx.doi.org/10.18235/0013125.
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024, "Reinvigorating Gva Nowcasting In The Postpandemic Period: A Case Study For India," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue Spesial I, pages 95-130, February, DOI: https://doi.org/10.59091/2460-9196..
• Gabriel, Stefan & Kunst, Robert M., 2024, "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series, Institute for Advanced Studies, number 52, Mar.
• Cullen S. Hendrix, 2024, "The El Nino Southern Oscillation and Geopolitical Risk," Working Paper Series, Peterson Institute for International Economics, number WP24-14, May.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024, "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 2, pages 237-290, April.
• Frank Schorfheide & Dongho Song, 2024, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 275-320, October.
• Ferdinand Fichtner & Heike Joebges, 2024, "Stock market returns and GDP growth," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 90-2024.
• Adrián F. Rossignolo, 2024, "Basel IV and the structural relationship between SA and IMA," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 2, pages 1-37, Abril - J.
• Erwis Melchor Pérez & Moisés Emmanuel Ramírez Guzmán & Araceli Hernández Jiménez & Agustín Santiago Alvarado, 2024, "Predicción del riesgo crediticio a microfinanciera usando aprendizaje computacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 4, pages 1-16, Octubre -.
• Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024, "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202402, Feb, revised Feb 2024.
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202504, Jan.
• Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024, "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16764, Jan.
• Fiaschi, Davide & Tealdi, Cristina, 2024, "Let's Roll Back! The Challenging Task of Regulating Temporary Contracts," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16777, Jan.
• Kumar, Pradeep & Nicodemo, Catia & Oreffice, Sonia & Quintana-Domeque, Climent, 2024, "Machine Learning and Multiple Abortions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17046, Jun.
• Hyee, Raphaela & Immervoll, Herwig & Fernandez, Rodrigo & Lee, Jongmi & Handscomb, Karl, 2024, "How Reliable Are Social Safety Nets in Situations of Acute Economic Need? Extended Estimates for 14 OECD Countries," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17477, Nov.
• TORI Athina & GJECI Ardit & KUFO Andromahi, 2024, "Emerging from the Storm: Forecasting Bank Loan Quality in the Aftermath of COVID-19," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
• Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202410, Aug.
• Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Dibyendu Maiti & Naveen Kumar & Debajit Jha & Soumyadipta Sarkar, 2024, "Post-COVID Recovery and Long-Run Forecasting of Indian GDP with Factor-Augmented Error Correction Model (FECM)," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1095-1120, March, DOI: 10.1007/s10614-023-10414-2.
• Pierre Rostan & Alexandra Rostan & John Wall, 2024, "Measuring the Resilience to the Covid-19 Pandemic of Eurozone Economies with Their 2050 Forecasts," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1137-1157, March, DOI: 10.1007/s10614-023-10425-z.
• Helong Li & Guanglong Xu & Qin Huang & Rubin Ruan & Weiguo Zhang, 2024, "COVID-19 Impact on Stock Markets: A Multiscale Event Analysis Perspective," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1191-1212, March, DOI: 10.1007/s10614-023-10448-6.
• Yamin Ahmad & Adam Check & Ming Chien Lo, 2024, "Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2139-2173, June, DOI: 10.1007/s10614-023-10397-0.
• Efstathios Polyzos & Costas Siriopoulos, 2024, "Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 225-262, July, DOI: 10.1007/s10614-023-10429-9.
• Aparna Gupta & Vipula Rawte & Mohammed J. Zaki, 2024, "Predicting Firm Financial Performance from SEC Filing Changes Using Automatically Generated Dictionary," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 307-334, July, DOI: 10.1007/s10614-023-10443-x.
• Rebecca Westphal & Didier Sornette, 2024, "How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1315-1356, September, DOI: 10.1007/s10614-023-10462-8.
• Maolin Cheng & Bin Liu, 2024, "Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2385-2412, October, DOI: 10.1007/s10614-023-10518-9.
• Shun Chen & Lingling Guo & Lei Ge, 2024, "Increasing the Hong Kong Stock Market Predictability: A Temporal Convolutional Network Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 2853-2878, November, DOI: 10.1007/s10614-024-10547-y.
• Seyed Farshid Ghorashi & Maziyar Bahri & Atousa Goodarzi, 2024, "Developing and comparing machine learning approaches for predicting insurance penetration rates based on each country," Letters in Spatial and Resource Sciences, Springer, volume 17, issue 1, pages 1-29, December, DOI: 10.1007/s12076-024-00387-7.
• Claudia Ceci & Michele Bufalo & Giuseppe Orlando, 2024, "Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model," Mathematics and Financial Economics, Springer, number 1, December, DOI: 10.1007/s11579-023-00350-y.
• Giorgio Gnecco & Sara Landi & Massimo Riccaboni, 2024, "The emergence of social soft skill needs in the post COVID-19 era," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 1, pages 647-680, February, DOI: 10.1007/s11135-023-01659-y.
• Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024, "A news-based economic policy uncertainty index for Nigeria," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 5, pages 4987-5002, October, DOI: 10.1007/s11135-024-01886-x.
• Chris Reimann, 2024, "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, volume 5, issue 1, pages 51-83, June, DOI: 10.1007/s43253-024-00114-4.
• Diego Fresoli, 2024, "Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 15, issue 2, pages 145-177, June, DOI: 10.1007/s13209-024-00297-3.
• Philipp Wegmueller & Christian Glocker, 2024, "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-17, December, DOI: 10.1186/s41937-024-00120-7.
• Riadh Trabelsi, 2024, "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, volume 4, issue 10, pages 1-28, October, DOI: 10.1007/s43546-024-00717-3.
• M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024, "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, volume 4, issue 9, pages 1-53, September, DOI: 10.1007/s43546-024-00698-3.
• Kazım Berk Küçüklerli & Veysel Ulusoy, 2024, "Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 3, pages 1-4.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024, "Getting Back on Track. Forecasting After Extreme Observations," Discussion Papers, Statistics Norway, Research Department, number 1018, Dec.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
• Givi Bedianashvili & Murman Tsartsidze & Nino Mikeladze & Zviad Gabroshvili, 2024, "Human capital and economic growth under modern globalization," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 12, issue 1, pages 268-289, September, DOI: 10.9770/jesi.2024.12.1(19).
• Yasin Mimir & Lorenzo Ricci, 2024, "Financial imbalances and macroeconomic tail risks: A structural regime-switching investigation," Working Papers, European Stability Mechanism, number 64, Nov, revised 15 Nov 2024.
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers, University of Sydney, School of Economics, number 2024-15, Jul.
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2024, "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 545, pages 109-121, January, DOI: 10.1080/01621459.2022.2102502.
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024, "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 109-121, January, DOI: 10.1080/07350015.2022.2154778.
• James Morley & Trung Duc Tran & Benjamin Wong, 2024, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 665-680, April, DOI: 10.1080/07350015.2023.2221974.
• Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024, "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 1010-1025, July, DOI: 10.1080/07350015.2023.2277171.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1302-1317, October, DOI: 10.1080/07350015.2024.2310020.
• Raffaele Mattera & George Athanasopoulos & Rob Hyndman, 2024, "Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 11, pages 1641-1667, November, DOI: 10.1080/14697688.2024.2412687.
• Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024, "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus," Journal of Applied Economics, Taylor & Francis Journals, volume 27, issue 1, pages 2395114-239, December, DOI: 10.1080/15140326.2024.2395114.
• Salih Zeki Atilgan & Tarik Aydogdu & Mehmet Selman Colak & Muhammed Hasan Yilmaz, 2024, "Anticipating Credit Developments with Regularization and Shrinkage Methods: Evidence for Turkish Banking Industry," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2402.
• Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024, "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-049/III, Jul.
• Gabriele Mingoli, 2024, "Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-072/III, Nov.
• Pierluigi Vallarino, 2024, "Dynamic kernel models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-082/III, Dec.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2024, "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," The Review of Economics and Statistics, MIT Press, volume 106, issue 5, pages 1403-1417, September, DOI: 10.1162/rest_a_01213.
• Felix Haase, 2024, "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics, University of Trier, Department of Economics, number 2024-10.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024, "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-13, Dec.
• Tae-Hwy Lee & Tao Wang, 2024, "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers, University of California at Riverside, Department of Economics, number 202412, Dec.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_01, Apr.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_02, May.
• Amelie BARBIER-GAUCHARD & Emmanouil SOFIANOS, 2024, "Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-47.
• Paula Barro, 2024, "Imputación de ingresos del hogar en la Encuesta de Uso del Tiempo de Uruguay 2021-2022. Documento metodológico," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 24-19, Dec.
• Elena G. Shershneva, 2024, "CAMELS parameters’ impact on the risk of losing financial stability: The case of Russian banks," Journal of New Economy, Ural State University of Economics, volume 25, issue 2, pages 130-152, July, DOI: 10.29141/2658-5081-2024-25-2-7.
• Valdemar J. Undji & Johannes P. S. Sheefeni, 2024, "A factor-based framework for stress-testing the Namibian banking sector," Journal of New Economy, Ural State University of Economics, volume 25, issue 3, pages 112-137, December, DOI: 10.29141/2658-5081-2024-25-3-6.
• HABIBI, Reza, 2024, "A Note On The Early Warning System Of Change Points: Combination Of Regime Switching And Threshold Models," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 2, pages 6-18, June.
• ANGHEL, Bogdan Ionuț, 2024, "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 4, pages 29-42, December.
• Yordan Petkov, 2024, "Forecasting The Number Of Human Resources In The Organization Using Markov Chains," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "HUMAN RESOURCE MANAGEMENT", University of Economics - Varna, issue 1, pages 80-88.
• Svetlana Todorova, 2024, "Hedonic Modelling of Real Estate Prices in Varna," Stroitelno predpriemachestvo i nedvizhima sobstvenost = Construction Entrepreneurship and Real Property, University of Economics Varna, issue 1, pages 65-79.
• Radojković Ivan D. & Radović Ognjen V. & Stevanović Kristina R., 2024, "Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia," Economic Themes, Sciendo, volume 62, issue 4, pages 541-560, DOI: 10.2478/ethemes-2024-0029.
• Mirescu Lucian & Popescu Liviu, 2024, "Forecasts of Performance Indicators in the Health System Using the Arima Method," Journal of Social and Economic Statistics, Sciendo, volume 13, issue 1, pages 1-22, DOI: 10.2478/jses-2024-0005.
• Mirescu Lucian & Popescu Liviu, 2024, "Forecasts on the Evolution of Human Resources in the Health System in Romania Using the Arima Method," Timisoara Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 65-112, DOI: 10.2478/tjeb-2024-0004.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024, "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 1, pages 201-230, DOI: 10.2478/zireb-2024-0010.
• Bartosz Bieganowski & Robert Ślepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-03.
• Kamil Kashif & Robert Ślepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-07.
• Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024, "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-10.
• Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functio," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
• Vasily Astrov & Artem Kochnev & Vincent Stamer & Feodora Teti, 2024, "The Russian Economy Amidst the War and Sanctions," Russia Monitor, The Vienna Institute for International Economic Studies, wiiw, number 1, Jan.
• Sulkhan Chavleishvili & Simone Manganelli, 2024, "Forecasting and stress testing with quantile vector autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 1, pages 66-85, January, DOI: 10.1002/jae.3009.
• Jia Liu & John M. Maheu & Yong Song, 2024, "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 723-745, August, DOI: 10.1002/jae.3048.
• James Mitchell & Aubrey Poon & Dan Zhu, 2024, "Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 790-812, August, DOI: 10.1002/jae.3049.
• Florian Huber & Gary Koop, 2024, "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1301-1320, November, DOI: 10.1002/jae.3087.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
• Peter McAdam & Anders Warne, 2024, "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1153-1172, August, DOI: 10.1002/for.3068.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1835-1858, September, DOI: 10.1002/for.3081.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2298-2321, September, DOI: 10.1002/for.3129.
• Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin, 2024, "Bayesian Markov switching model for BRICS currencies' exchange rates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2322-2340, September, DOI: 10.1002/for.3128.
• Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner, 2024, "Regime‐dependent commodity price dynamics: A predictive analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 7, pages 2822-2847, November, DOI: 10.1002/for.3152.
• Arabinda Basistha & Richard Startz, 2024, "Measuring persistent global economic factors with output, commodity price, and commodity currency data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 7, pages 2860-2885, November, DOI: 10.1002/for.3139.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2024, "Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 5, pages 1099-1127, August, DOI: 10.1111/jmcb.13121.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva‐Leon & Liting Su, 2024, "The Credit‐Card‐Services Augmented Divisia Monetary Aggregates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 5, pages 1163-1202, August, DOI: 10.1111/jmcb.13088.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2024, "From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 7, pages 1675-1704, October, DOI: 10.1111/jmcb.13105.
• De Polis, Andrea & Melosi, Leonardo & Petrella, Ivan, 2024, "The Taming of the Skew : Asymmetric Inflation Risk and Monetary Policy," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1530.
• Long Thanh Giang & Aiko Kikkawa & Donghyun Park, 2024, "Health Capacity to Work among Older Adults in Viet Nam," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 41, issue 01, pages 195-225, March, DOI: 10.1142/S0116110524400080.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
• Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024, "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-16, June, DOI: 10.1142/S1793993324500133.
• Russell R Barton, 2024, "Predictive Analytics for Business using R," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13856, ISBN: ARRAY(0x53380970), March.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2024, "The bias of the ECB inflation projections: A State-dependent analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2024.
• Clark, Todd E. & Ganics, Gergely & Mertens, Elmar, 2024, "Constructing fan charts from the ragged edge of SPF forecasts," Discussion Papers, Deutsche Bundesbank, number 38/2024.
• Schnorrenberger, Richard & Schwind, Patrick & Wieland, Elisabeth, 2024, "Forecasting HICP package holidays with forward-looking booking data," Technical Papers, Deutsche Bundesbank, number 04/2024.
• Herbst, Tobias & Roling, Christoph, 2024, "A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets," Technical Papers, Deutsche Bundesbank, number 09/2024.
• Lux, Thomas, 2024, "Lack of identification of parameters in a simple behavioral macroeconomic model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2024-02.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330303, DOI: 10.2139/ssrn.4875922.
• Huo, Shutong & Feng, Derek & Gill, Thomas M. & Chen, Xi, 2024, "Childhood Circumstances and Health of American and Chinese Older Adults: A Machine Learning Evaluation of Inequality of Opportunity in Health," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1384.
• Greyling, Talita & Rossouw, Stephanié, 2024, "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1493.
• Bantle, Melissa, 2024, "Screen for collusive behavior: A machine learning approach," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 01-2024.
• Paul, Joseph R. & Schaffer, Mark E., 2024, "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-13.
• Holtemöller, Oliver & Kozyrev, Boris, 2024, "Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2024.
• Heinisch, Katja, 2024, "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 22/2024.