Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2023

• Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023, "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/23.
• George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023, "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/23.
• Kris Boud & Arno De Block & Geert Langenus & Peter Reusens, 2023, "Nowcasting GDP through the lens of economic states," Working Paper Research, National Bank of Belgium, number 445, Dec.
• Monica P. Bhatt & Sara B. Heller & Max Kapustin & Marianne Bertrand & Christopher Blattman, 2023, "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," NBER Working Papers, National Bureau of Economic Research, Inc, number 30852, Jan.
• Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023, "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 31419, Jun.
• Luca Gemmi & Rosen Valchev, 2023, "Biased Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 31607, Aug.
• Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32004, Dec.
• Rasstrigin, M. & Kitaev, A. & Pleshackova, E., 2023, "Forecasting spending on orphan diseases to maintain the long-run financial sustainability of healthcare system," Journal of the New Economic Association, New Economic Association, volume 59, issue 2, pages 120-141, DOI: 10.31737/22212264_2023_2_120-141.
• Mirko Ðukic, Iva Krsmanovic, Miodrag Petkovic & Mirko Ðukic & Iva Krsmanovic & Miodrag Petkovic, 2023, "Nowcasting inflation using prices from the web," Working Papers Bulletin, National Bank of Serbia, number 16, Mar.
• Gunnar BÃ¥rdsen & Ragnar Nymoen, 2023, "Dynamic time series modelling and forecasting of COVID-19 in Norway," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19623, May.
• Oana Chindris-Vasioiu, 2023, "The RDI System in Romania as Compared to Other Member States of The European Union," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 11, issue 1, pages 32-39, May.
• Marion Devaux & Alexandra Aldea & Aliénor Lerouge & Marina Dorfmuller Ciampi & Michele Cecchini, 2023, "Évaluation du programme national de lutte contre le tabagisme en France," OECD Health Working Papers, OECD Publishing, number 155, Jun, DOI: 10.1787/b656e9ac-fr.
• Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2023, "Nowcasting trade in value added indicators," OECD Statistics Working Papers, OECD Publishing, number 2023/03, Sep, DOI: 10.1787/00f8aff7-en.
• Kitti Fodor, 2023, "Decision Tree Or Logistic Regression - Which Basic Model Is Better?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 32, issue 2, pages 67-75, December.
• Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023, "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv, Center for Open Science, number vpuac, Dec, DOI: 10.31219/osf.io/vpuac.
• Bhatt, Monica & Heller, Sara & Kapustin, Max & Bertrand, Marianne & Blattman, Christopher, 2023, "Predicting and Preventing Gun Violence: An Experimental Evaluation of READI Chicago," SocArXiv, Center for Open Science, number dks29, Jan, DOI: 10.31219/osf.io/dks29.
• Kibrom A Abay & Nishant Yonzan & Sikandra Kurdi & Kibrom Tafere, 2023, "Revisiting Poverty Trends and the Role of Social Protection Systems in Africa during the COVID-19 Pandemic," Journal of African Economies, Centre for the Study of African Economies, volume 32, issue Supplemen, pages 44-68.
• Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao, 2023, "Volatility Estimation and Forecasts Based on Price Durations," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 106-144.
• Sander Barendse & Erik Kole & Dick van Dijk, 2023, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 528-568.
• Shenyi Pan & Harry Joe & Guofu Li, 2023, "Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 714-741.
• Uwe Hassler & Marc-Oliver Pohle, 2023, "Forecasting under Long Memory," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 742-778.
• Tobias Hartl & Roland Jucknewitz, 2023, "Multivariate Fractional Components Analysis," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 880-914.
• Razvan Pascalau & Ryan Poirier, 2023, "Increasing the information content of realized volatility forecasts," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1064-1098.
• Eleftheria Kafousaki & Stavros Degiannakis, 2023, "Forecasting VIX: the illusion of forecast evaluation criteria," Economics and Business Letters, Oviedo University Press, volume 12, issue 3, pages 231-240.
• Faten Ben Bouheni & Manish Tewari, 2023, "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 374-395, September, DOI: 10.1057/s41260-023-00309-0.
• Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023, "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 71, issue 2, pages 415-438, June, DOI: 10.1057/s41308-022-00177-5.
• Yan Carrière-Swallow & José Marzluf, 2023, "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 71, issue 2, pages 509-537, June, DOI: 10.1057/s41308-022-00187-3.
• Egidio Palmieri & Enrico Fioravante Geretto, 2023, "From Theory to Practice: Discussion and Managerial Implications," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, "Adapting to Change", DOI: 10.1007/978-3-031-50265-1_5.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 23-017, Oct.
• Vancsura, László & Bareith, Tibor, 2023, "Analysis of the performance of predictive models during Covid-19 and the Russian-Ukrainian war," Public Finance Quarterly, Corvinus University of Budapest, volume 69, issue 2, pages 118-132, DOI: https://doi.org/10.35551/PFQ_2023_2.
• Karamanis, Dimitrios & Kechrinioti, Alexandra, 2023, "The Greek-Turkish rivalry: A Bayesian VAR approach," MPRA Paper, University Library of Munich, Germany, number 116827, Mar.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper, University Library of Munich, Germany, number 116907, Feb, revised 19 Feb 2023.
• Andrianady, Josué R., 2023, "Comparing Econometric Models for Forecasting GDP in Madagascar," MPRA Paper, University Library of Munich, Germany, number 116911.
• Andrianady, Josué R., 2023, "Crunching the Numbers: A Comparison of Econometric Models for GDP Forecasting in Madagascar," MPRA Paper, University Library of Munich, Germany, number 116916.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis for Utility Maximization: A Study on Lagrange Multipliers and Commodity Coupons," MPRA Paper, University Library of Munich, Germany, number 117077, Jan, revised 06 Jan 2023.
• Gutierrez-Lythgoe, Antonio, 2023, "Movilidad urbana sostenible: Predicción de demanda con Inteligencia Artificial
  [Sustainable Urban Mobility: Demand Prediction with Artificial Intelligence]," MPRA Paper, University Library of Munich, Germany, number 117103, Apr.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis of Inputs of an Organization: A Profit Maximization Exploration," MPRA Paper, University Library of Munich, Germany, number 117121, Mar, revised 12 Mar 2023.
• Fantazzini, Dean, 2023, "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper, University Library of Munich, Germany, number 117141.
• Gutierrez-Lythgoe, Antonio, 2023, "Autoempleo y Machine Learning: Una aplicación para España
  [Self-employment and Machine Learning: An application for Spain]," MPRA Paper, University Library of Munich, Germany, number 117275, May.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget," MPRA Paper, University Library of Munich, Germany, number 117299, Mar, revised 17 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper, University Library of Munich, Germany, number 117324, Mar, revised 27 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper, University Library of Munich, Germany, number 117993, May, revised 07 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Effects of Various Inputs for Increased Interest Rate of Capital: A Nonlinear Budget Constraint Consideration," MPRA Paper, University Library of Munich, Germany, number 118134, May, revised 06 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper, University Library of Munich, Germany, number 118176, May, revised 05 May 2023.
• Arnold, Rob, 2023, "Uniform Confidence/Certainty Estimation," MPRA Paper, University Library of Munich, Germany, number 118234, Aug.
• Mohajan, Devajit, 2023, "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper, University Library of Munich, Germany, number 118334, Feb, revised 13 Feb 2023.
• Olkhov, Victor, 2023, "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper, University Library of Munich, Germany, number 118373, Aug.
• Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
• Lee, David, 2023, "Default Forecasting and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 118578, Sep.
• Polbin, Andrey & Shumilov, Andrei, 2023, "Прогнозирование Инфляции В России С Помощью Tvp-Модели С Байесовским Сжатием Параметров
  [Forecasting inflation in Russia using a TVP model with Bayesian shrinkage]," MPRA Paper, University Library of Munich, Germany, number 118650.
• Josué, ANDRIANADY & M. Randriamifidy, Fitiavana & H. P. Ranaivoson, Michel & Miora Steffanie, Thierry, 2023, "Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach," MPRA Paper, University Library of Munich, Germany, number 118763.
• Mohajan, Devajit, 2023, "Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt," MPRA Paper, University Library of Munich, Germany, number 118933, Jun.
• Elshin, Leonid & Mikhalevich, Polina, 2023, "Транснациональные Цепочки Поставок И Их Роль В Формировании Добавленной Стоимости Региона (На Примере Республики Татарстан)
  [Transnational supply chains and their role in creating value added in the region (using the example of the Republic of Tat," MPRA Paper, University Library of Munich, Germany, number 118969, Jun.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
• Liu, Jia & Maheu, John M & Song, Yong, 2023, "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper, University Library of Munich, Germany, number 119515.
• Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023, "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper, University Library of Munich, Germany, number 119518, Dec, revised 18 Dec 2023.
• Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023, "A news-based economic policy uncertainty index for Nigeria," MPRA Paper, University Library of Munich, Germany, number 119539, Apr, revised 13 Aug 2023.
• Ramaharo, Franck M. & Rasolofomanana, Gerzhino H., 2023, "Nowcasting Madagascar's real GDP using machine learning algorithms," MPRA Paper, University Library of Munich, Germany, number 119574, Dec.
• Andriantomanga, Zo, 2023, "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper, University Library of Munich, Germany, number 119904, Nov.
• Pal, Hemendra, 2023, "The Impact of Russia-Ukraine conflict on Global Commodity Brent Crude Prices," MPRA Paper, University Library of Munich, Germany, number 124770, Aug, revised 02 Oct 2024.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202303, Feb.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
• Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
• Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
• Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
• Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 202326, Sep.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
• Ryan Shackleton & Sonali Das & Rangan Gupta, 2023, "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202328, Sep.
• Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
• Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
• Srecko Devjak, 2023, "Corporate Liquidity in Coronacrisis: Experience of Serbian Economy," Central European Business Review, Prague University of Economics and Business, volume 2023, issue 1, pages 1-20, DOI: 10.18267/j.cebr.311.
• İsmail Cakmak & Selcen Öztürk, 2023, "Analysing Impact of Economic Crises on Sector Profits with a New Approach," Prague Economic Papers, Prague University of Economics and Business, volume 2023, issue 3, pages 225-245, DOI: 10.18267/j.pep.827.
• António Rua & Nuno Lourenço & João Quelhas, 2023, "Navigating with a compass: Charting the course of underlying inflation," Working Papers, Banco de Portugal, Economics and Research Department, number w202317.
• Michael P. Clements & Shixuan Wang, 2023, "Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-05, Feb.
• Stepan Gogolev & Evgeniy Ozhegov, 2023, "Asymmetric loss function in product-level sales forecasting: An empirical comparison," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 70, pages 109-121.
• Ivan Stankevich, 2023, "Application of Markov-Switching MIDAS models to nowcasting of GDP and its components," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 70, pages 122-143.
• Hasan Yosefizadeh & Farzaneh Khalili & Kamran Nadri, 2023, "Investigating the Effects of Taxation on the Profit of Bank Deposits on Inflation and GDP of Iran's Economy in the Form of a Dynamic General Equilibrium Model (DSGE)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 59-88.
• Reza Etemadpur & Sakine Owjimehr, 2023, "Evaluating the Role of Banking Facilities Distortions in the Impact of Macroeconomic Shocks within the Framework of a Dynamic Stochastic General Equilibrium Model: A Case Study of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 2, pages 145-182.
• Astafyeva, Ekaterina (Астафьева, Екатерина) & Turuntseva, Marina (Турунцева, Марина), 2023, "Analysis of the possibilities of improving the quality of forecasting prices for certain types of raw materials using the simplest methods of combining individual forecasts
  [Анализ Возможностей Повышения Качества Прогнозирования Цен На Некоторые В," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220271, Oct.
• Perevyshin, Yuriy (Перевышин, Юрий) & Trunin, Pavel (Трунин, Павел), 2023, "Inflation expectations accuracy in russian economy
  [Точность Инфляционных Ожиданий В Российской Экономике]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202332.
• Perevyshin, Yuriy (Перевышин, Юрий) & Kolyadenko, Pavel (Коляденко, Павел), 2023, "Do inflation expectations improve model-based inflation forecasts in russian economy?
  [Помогают Ли Инфляционные Ожидания Прогнозировать Инфляцию В Российской Экономике?]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202333.
• Vedev, Aleksei (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Eremkin, Vladimir (Еремкин, Владимир) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Maria (Ковалева, Мария), 2023, "Forecast of medium-term dynamics of socio-economic development of the Russian Federation under sanctions pressure, assessment of the effectiveness of implemented economic support measures and risk management opportunities
  [Прогноз Среднесрочной Ди," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202374.
• Mihaela Simionescu, 2023, "Globalization And Pollution In Central And Eastern European Eu Countries," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 17, issue 1, pages 66-82, June.
• Imran Khan & Darshita Fulara Gunwant, 2023, "Is the remittance inflow to the Turkish economy sustainable? A glimpse of the future through the lens of the past," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 25, issue 1, pages 34-51, June.
• Dominic Quint & Fabrizio Venditti, 2023, "The Influence of OPEC+ on Oil Prices: A Quantitative Assessment," The Energy Journal, , volume 44, issue 5, pages 173-186, September, DOI: 10.5547/01956574.44.4.dqui.
• Ari Hyytinen & Petri Rouvinen & Mika Pajarinen & Joosua Virtanen, 2023, "Ex Ante Predictability of Rapid Growth: A Design Science Approach," Entrepreneurship Theory and Practice, , volume 47, issue 6, pages 2465-2493, November, DOI: 10.1177/10422587221128268.
• Mihail Yanchev, 2023, "Uncertainty - Definition and Classification for the Task of Economic Forecasting," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2023-03, Mar, revised Mar 2023.
• Laura Felber & Simon Beyeler, 2023, "Nowcasting economic activity using transaction payments data," Working Papers, Swiss National Bank, number 2023-01.
• Marie-Catherine Bieri, 2023, "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Working Papers, Swiss National Bank, number 2023-07.
• Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023, "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_10, Aug, revised 11 Sep 2023.
• Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023, "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_13, Nov.
• Shyam Kumar Basnet & Ranjan Kumar Ghosh & Mattias Eriksson & Carl-Johan Lagerkvist, 2023, "The distortion in the EU feed market due to import constraints on genetically modified soy," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 11, issue 1, pages 1-26, December, DOI: 10.1186/s40100-023-00290-7.
• Christoph Hanck & Martin C. Arnold, 2023, "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 1, pages 177-204, March, DOI: 10.1007/s10182-021-00420-w.
• Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023, "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, volume 327, issue 2, pages 779-794, August, DOI: 10.1007/s10479-022-04817-x.
• Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023, "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, volume 5, issue 1, pages 29-56, March, DOI: 10.1007/s42521-022-00050-0.
• Brian Colgan, 2023, "EU-SILC and the potential for synthetic panel estimates," Empirical Economics, Springer, volume 64, issue 3, pages 1247-1280, March, DOI: 10.1007/s00181-022-02277-7.
• Fumio Hayashi & Yuta Tachi, 2023, "Nowcasting Japan’s GDP," Empirical Economics, Springer, volume 64, issue 4, pages 1699-1735, April, DOI: 10.1007/s00181-022-02301-w.
• Jiawen Xu & Pierre Perron, 2023, "Forecasting in the presence of in-sample and out-of-sample breaks," Empirical Economics, Springer, volume 64, issue 6, pages 3001-3035, June, DOI: 10.1007/s00181-022-02346-x.
• Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023, "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, volume 65, issue 1, pages 33-64, July, DOI: 10.1007/s00181-022-02323-4.
• Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023, "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, volume 65, issue 2, pages 587-605, August, DOI: 10.1007/s00181-022-02347-w.
• Hwee Kwan Chow & Yijie Fei & Daniel Han, 2023, "Forecasting GDP with many predictors in a small open economy: forecast or information pooling?," Empirical Economics, Springer, volume 65, issue 2, pages 805-829, August, DOI: 10.1007/s00181-022-02356-9.
• Jie Cheng, 2023, "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, volume 65, issue 2, pages 899-924, August, DOI: 10.1007/s00181-023-02360-7.
• Kajal Lahiri & Cheng Yang, 2023, "A tale of two recession-derivative indicators," Empirical Economics, Springer, volume 65, issue 2, pages 925-947, August, DOI: 10.1007/s00181-023-02361-6.
• Weijia Peng & Chun Yao, 2023, "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, volume 65, issue 4, pages 1761-1798, October, DOI: 10.1007/s00181-023-02404-y.
• Anna Kiziltan & Mustafa Kiziltan & Shihomi Ara Aksoy & Merih Aydınalp Köksal & Ş. Elçin Tekeli & Nilhan Duran & S. Yeşer Aslanoğlu & Fatma Öztürk & Nazan Özyürek & Pervin Doğan & Ağça Gül Yılmaz & Can, 2023, "Cost–benefit analysis of road-transport policy options to combat air pollution in Turkey," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 10, pages 10765-10798, October, DOI: 10.1007/s10668-022-02504-2.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023, "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 7, pages 1061-1072, September, DOI: 10.1007/s10198-022-01519-w.
• Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023, "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 285-305, June, DOI: 10.1007/s40822-023-00232-0.
• James Yae & Yang Luo, 2023, "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-28, December, DOI: 10.1186/s40854-023-00497-z.
• Sacchidananda Mukherjee & Rudrani Bhattacharya, 2023, "Revenue forecasting of corporate income tax (CIT) in India," Indian Economic Review, Springer, volume 58, issue 2, pages 329-349, December, DOI: 10.1007/s41775-023-00203-x.
• Sacchidananda Mukherjee & Rudrani Bhattacharya, 2023, "Correction to: Revenue forecasting of corporate income tax (CIT) in India," Indian Economic Review, Springer, volume 58, issue 2, pages 465-466, December, DOI: 10.1007/s41775-024-00208-0.
• Jan Niederreiter, 2023, "Broadening Economics in the Era of Artificial Intelligence and Experimental Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 9, issue 1, pages 265-294, March, DOI: 10.1007/s40797-021-00171-2.
• Giorgio Gnecco & Sara Landi & Massimo Riccaboni, 2023, "Can Machines Learn Creativity Needs? An Approach Based on Matrix Completion," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 9, issue 3, pages 1111-1151, November, DOI: 10.1007/s40797-022-00200-8.
• Christian Lohmann & Steffen Möllenhoff & Thorsten Ohliger, 2023, "Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models," Journal of Business Economics, Springer, volume 93, issue 9, pages 1661-1690, November, DOI: 10.1007/s11573-022-01130-8.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2023, "Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market," Journal of Business Economics, Springer, volume 93, issue 9, pages 1629-1660, November, DOI: 10.1007/s11573-023-01138-8.
• Kajal Lahiri & Cheng Yang, 2023, "ROC and PRC Approaches to Evaluate Recession Forecasts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 2, pages 119-148, September, DOI: 10.1007/s41549-023-00082-4.
• Satoshi Urasawa, 2023, "The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 2, pages 191-211, September, DOI: 10.1007/s41549-023-00085-1.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023, "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 241-273, November, DOI: 10.1007/s41549-023-00088-y.
• Saulius Jokubaitis & Dmitrij Celov, 2023, "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 311-371, November, DOI: 10.1007/s41549-023-00090-4.
• Javier Sánchez García & Salvador Cruz Rambaud, 2023, "Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 1018-1040, December, DOI: 10.1007/s12197-023-09634-x.
• Mihaela Simionescu & Nicolas Schneider, 2023, "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 12, issue 1, pages 1-32, December, DOI: 10.1186/s40008-023-00313-y.
• Hyeongwoo Kim & Jisoo Son, 2023, "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-02, Feb.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2023, "Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-05, Jun.
• Hyeongwoo Kim & Jisoo Son, 2023, "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-06, Jul.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2023, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 3, pages 355-387, July, DOI: 10.1257/mac.20200068.
• Petra E. Todd & Kenneth I. Wolpin, 2023, "The Best of Both Worlds: Combining Randomized Controlled Trials with Structural Modeling," Journal of Economic Literature, American Economic Association, volume 61, issue 1, pages 41-85, March, DOI: 10.1257/jel.20211652.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023, "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 63, pages 463-463, April.
• Stanislav Zabojník & Dusan Steinhauser & Viktoria Pestova, 2023, "EU Decarbonisation: Do EU Electricity Costs Harm Export Competitiveness?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 63, pages 522-522, April.
• Alexandra-Nicoleta Ciucu (Durnoi) & Cosmin Alexandru Teodorescu & Vanesa Madalina Vargas & Corina Ioanas, 2023, "Analysing EU Countries Digital Progress Towards Sustainable Development Goals," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue S17, pages 987-987, November.
• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023, "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/23/01.
• Cem Çakmaklı & Anıl Divar Çakmaklı & Han Özsöylev, 2023, "Getiri Dağılımı Tahmininin Ekonomik Değeri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 40-58, DOI: 10.30784/epfad.1252574.
• Sanjay Kumar SINGH & Shivendra Sanjay SINGH & Vijay Lakshmi SINGH, 2023, "Predicting Adoption of Next Generation Digital Technology Utilizing the Adoption-Diffusion Model Fit: The Case of Mobile Payments Interface in an Emerging Economy," Access Journal, Access Press Publishing House, volume 4, issue 1, pages 130-148, October, DOI: 10.46656/access.2023.4.1(10).
• Aysun Kapucugil Ikiz & Gizem Halil Utma, 2023, "Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs)," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 9, issue 1, pages 1-31, June, DOI: 10.22440/wjae.9.1.1.
• Pavithra Manivannan & Geetika Palta & Susan Thomas & Bhargavi Zaveri-Shah, 2023, "Evaluating courts from a litigant's perspective: A project report," Working Papers, xKDR, number 29, Dec.
• Esteban Méndez-Chacón, 2023, "Cash Demand Forecast Models for Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 2301, May.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2023, "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers, arXiv.org, number 2302.02866, Feb, revised Oct 2023.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers, arXiv.org, number 2305.16827, May.
• Ali Lashgari, 2023, "Harnessing the Potential of Volatility: Advancing GDP Prediction," Papers, arXiv.org, number 2307.05391, Jun.
• Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023, "Individual Shrinkage for Random Effects," Papers, arXiv.org, number 2308.01596, Aug, revised Jul 2025.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023, "Solving the Forecast Combination Puzzle," Papers, arXiv.org, number 2308.05263, Aug.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023, "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers, arXiv.org, number 2308.13346, Aug, revised Sep 2024.
• Victor Olkhov, 2023, "Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions," Papers, arXiv.org, number 2309.02447, Aug, revised Apr 2024.
• Tae-Hwy Lee & Tao Wang, 2023, "Estimation and Testing of Forecast Rationality with Many Moments," Papers, arXiv.org, number 2309.09481, Sep, revised Jul 2025.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers, arXiv.org, number 2309.10546, Sep.
• Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers, arXiv.org, number 2309.15640, Sep.
• Jozef Barunik & Lubos Hanus, 2023, "Learning the Probability Distributions of Day-Ahead Electricity Prices," Papers, arXiv.org, number 2310.02867, Oct, revised Jul 2025.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers, arXiv.org, number 2310.13785, Oct, revised Feb 2024.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers, arXiv.org, number 2311.12671, Nov.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers, arXiv.org, number 2312.15494, Dec, revised Jul 2024.
• Franck Ramaharo & Gerzhino Rasolofomanana, 2023, "Nowcasting Madagascar's real GDP using machine learning algorithms," Papers, arXiv.org, number 2401.10255, Dec.
• Adrian NICOLAU, 2023, "The Impact Of Ai On Internal Audit And Accounting Practices," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 67, issue 2, pages 38-56, May.
• Alahverdi, Atefe & Daei-Karimzadeh, Saeed & Ghobadi, Sara, 2023, "Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 3, pages 161-185, December.
• Silvija Vlah Jeric, 2023, "Analysis Of The Financial Performance Of Machine Learning Models For Predicting The Direction Of Changes In Cee And See Stock Market Indices With Different Classification Evaluation Metrics," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 32, issue 2, pages 533-545, december, DOI: 10.17818/EMIP/2023/2.12.
• Taofeek O. AYINDE & Farouq A. ADEYEMI, 2023, "Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-7, DOI: 2023/06/13.
• Volodymyr Mozharovskyi & Oleksiy Solomytskyi, 2023, "Assessment And Forecasting Method Of State Stability," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 9, issue 2, DOI: 10.30525/2256-0742/2023-9-2-157-163.
• Johan Brannlund & Helen Lao & Maureen MacIsaac & Jing Yang, 2023, "Predicting Changes in Canadian Housing Markets with Machine Learning," Discussion Papers, Bank of Canada, number 2023-21, Sep, DOI: 10.34989/sdp-2023-21.
• Donald Coletti, 2023, "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers, Bank of Canada, number 2023-23, Oct, DOI: 10.34989/sdp-2023-23.
• Tony Chernis, 2023, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers, Bank of Canada, number 23-45, Aug, DOI: 10.34989/swp-2023-45.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers, Bank of Canada, number 23-61, Dec, DOI: 10.34989/swp-2023-61.
• Tomás Marinozzi, 2023, "Forecasting Inflation in Argentina: A Probabilistic Approach," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 81, pages 81-110, May.
• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023, "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers, Banco de España, number 2324, Sep, DOI: https://doi.org/10.53479/33560.
• Marta Crispino & Vincenzo Mariani, 2023, "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 746, Feb.
• Salgado Alfredo & Trujillo Alejandro, 2023, "Growth at Risk and Uncertainty: Evidence from Mexico," Working Papers, Banco de México, number 2023-08, Sep.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023, "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia, Banco de la Republica de Colombia, number 1225, Mar, DOI: 10.32468/be.1225.
• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023, "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia, Banco de la Republica de Colombia, number 1241, Jun, DOI: 10.32468/be.1241.
• Camilo Granados & Daniel Parra-Amado, 2023, "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia, Banco de la Republica de Colombia, number 1249, Sep, DOI: 10.32468/be.1249.
• Andrey Duván Rincón-Torres & Andrés Felipe Salas-Avila & Juan Manuel Julio-Román, 2023, "Inflation Expectations: Rationality, Disagreement and the Role of the Loss Function in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1262, Dec, DOI: 10.32468/be.1262.
• Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023, "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers, Banque de France, number 917.
• Olivier de Bandt & Jean-Charles Bricongne & Julien Denes & Alexandre Dhenin & Annabelle De Gaye & Pierre-Antoine Robert, 2023, "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers, Banque de France, number 921.
• Konstantin Boss & Finja Krueger & Conghan Zheng & Tobias Heidland & Andre Groeger, 2023, "Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques," Working Papers, Barcelona School of Economics, number 1387, Mar.
• Jonathan Chassot & Michael Creel, 2023, "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers, Barcelona School of Economics, number 1412, Nov.
• Koresh Galil & Ami Hauptman & Rosit Levy Rosenboim, 2023, "Prediction of Corporate Credit Ratings with Machine Learning: Simple Interpretative Models," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2308.
• Alexandros Botsis & Christoph Gortz & Plutarchos Sakellaris, 2023, "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," Discussion Papers, Department of Economics, University of Birmingham, number 23-06, Jul.
• Anton Votinov & Samvel Lazaryan & Yulia Polshchikova, 2023, "The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 1, pages 32-54, March.
• Anastasia Petaykina, 2023, "Estimation of Sensitivity of Russian Household Consumption to Permanent and Transitory Income Shocks Using Kalman Filter," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 3, pages 110-127, September.
• Artur Sharafutdinov, 2023, "Forecasting Russian GDP, Inflation, Interest Rate, and Exchange Rate Using DSGE-VAR Model," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 3, pages 62-86, September.
• Viacheslav Kramkov, 2023, "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series, Bank of Russia, number wps112, Mar.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, volume 91, issue 3, pages 171-232, June, DOI: 10.1111/manc.12434.
• Ana Beatriz Galvão & James Mitchell, 2023, "Real‐Time Perceptions of Historical GDP Data Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 457-481, June, DOI: 10.1111/obes.12542.
• Hai‐Anh H. Dang & Peter F. Lanjouw, 2023, "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 599-622, June, DOI: 10.1111/obes.12539.
• Dario Sansone & Anna Zhu, 2023, "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 5, pages 959-992, October, DOI: 10.1111/obes.12550.
• COJOCARIU Irina-Cristina, 2023, "Analysis Of Sports Performances Using Machine Learning And Statistical Models - A General Analysis Of The Literature," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 75, issue 2, pages 34-39, June, DOI: 10.56043/reveco-2023-0013.
• David Kohns & Galina Potjagailo, 2023, "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers, Bank of England, number 1025, Jun.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023, "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers, Bank of Greece, number 314, Feb, DOI: 10.52903/wp2023314.
• Stavros Degiannakis, 2023, "The D-model for GDP nowcasting," Working Papers, Bank of Greece, number 317, Apr.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Working Papers, Bank of Greece, number 318, Apr.
• Zacharias Bragoudakis & Ioannis Krompas, 2023, "Greek GDP forecasting using Bayesian multivariate models," Working Papers, Bank of Greece, number 321, Jun, DOI: 10.52903/wp2023321.
• Stavros Degiannakis & Eleftheria Kafousaki, 2023, "Forecasting VIX: The illusion of forecast evaluation criteria," Working Papers, Bank of Greece, number 322, Jun, DOI: 10.52903/wp2022322.
• Liu-Evans Gareth, 2023, "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 1-26, January, DOI: 10.1515/jtse-2021-0051.