Research classified by Journal of Economic Literature (JEL) codes

1. Nowcasting
2. Bayesian Vector autoregressions (BVARs)
3. Dynamic Factor Models

2026

• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Hui Chen & Antoine Didisheim & Luciano A. Somoza, 2026, "Out of the Black Box: Uncertainty Quantification for LLMs via Conditional Probabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 34965, Mar.
• Hanming Fang & Xian Gu & Hanyin Yan & Wu Zhu, 2026, "AI Patents in the United States and China: Measurement, Organization, and Knowledge Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 35022, Apr.
• Miriam Steurer & Sabrina S. Spiegel, 2026, "Filling the Gaps with MICE: Addressing Missing Data in Real Estate Price Indices," NBER Working Papers, National Bureau of Economic Research, Inc, number 35139, Apr.
• Lin William Cong & Guanhao Feng & Jingyu He & Yuanzhi Wang, 2026, "Mosaics of Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35158, Apr.
• Andreas Ferrara, 2026, "A Practitioner's Guide to Using Large Language Models and Generative AI in Economic History," NBER Working Papers, National Bureau of Economic Research, Inc, number 35374, Jun.
• Junting Duan & Markus Pelger, 2026, "Inference with AI-Generated Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 35481, Jul.
• Sara Casella & Jesús Fernández-Villaverde & Stephen Hansen & Ryohei Oishi & Minchul Shin, 2026, "Structural Estimation with Unstructured Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35487, Jul.
• Ina Ganguli & Jeffrey Lin & Vitaly Meursault & Nicholas F. Reynolds, 2026, "Spreading Out Across Expanding Idea Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 35499, Jul.
• Yucheng Yang & Tao Zha, 2026, "Algorithm-Driven SVARs: Navigating the Wilderness of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35604, Aug.
• Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2026, "When Does Bad News Stick? Topic-Level Asymmetry in Narrative Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 35838, Oct.
• Johannes F. Schmieder, 2026, "fevc: Leave-Out Bias-Corrected Variance Decompositions in Stata," NBER Working Papers, National Bureau of Economic Research, Inc, number 35948, Oct.
• Kartaev, Ph., 2026, "Sentiment and monetary policy," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 307-313, DOI: 10.31737/22212264_2026_2_307-313.
• Krylov, I., 2026, "The problem of economic interpretation of sentiment indices," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 342-350, DOI: 10.31737/22212264_2026_2_342-350.
• Lei Huang & Juanjuan Zhang, 2026, "Designing Self-Sustaining Markets: An Application to Content Platforms," Working Papers, NET Institute, number 26-08, Sep.
• Ilyes Boumahdi & Alberto González Pandiella, 2026, "Mapping drought severity in Mexico using high-resolution satellite data," OECD Economics Department Working Papers, OECD Publishing, number 1862, Apr, DOI: 10.1787/f2a165e7-en.
• Juergen Amann & Sebastian Barnes & Luis Monteiro & Sidharth Goel & David Haugh, 2026, "What was the impact of the pandemic and energy-food shocks on European consumers’ “everyday spending”?: Insights from a new dataset of monthly card spending for 12 countries and 9 spending categories," OECD Economics Department Working Papers, OECD Publishing, number 1864, May, DOI: 10.1787/608804a8-en.
• Nikolaj Broberg & Luca Marcolin & Elettra Sartori, 2026, "Declining and diverging investment responsiveness to firm productivity," OECD Productivity Working Papers, OECD Publishing, number 40, Jun, DOI: 10.1787/46f11484-en.
• Graham Pilgrim & Yann Dorville & Annabelle Mourougane, 2026, "Monitoring global trade by products, using Big Data," OECD Statistics Working Papers, OECD Publishing, number 2026/02, May, DOI: 10.1787/e0447f00-en.
• Martin Feldkircher & Márton Kardos & Kristoffer Laigaard Nielbo, 2026, "From Tone to Trajectory: Continuous Sentiment and the Shape of Monetary Policy Communication," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 281, Sep.
• Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
• Valentina Butmalai & Nicoleta Cristache & Alina-Florentina Saracu, 2026, "Global Economy under Crisis: A Bibliometric Insight from Web of Science," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 240-246, February.
• Ferreira, Thomas & Hoyle, Tristan & Horn, Aidan J. & Steenkamp, Daan, 2026, "Illuminating Economic Activity: Evidence from Night Lights Data in South Africa," MPRA Paper, University Library of Munich, Germany, number 127824, Jan.
• Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
• Cruz, Lizelle Ann, 2026, "Sentiment as Early Warning: A Systemic Risk Index for the Philippines," MPRA Paper, University Library of Munich, Germany, number 128944, Mar, revised 06 Apr 2026.
• Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
• Nugawela, N.P. Gayan, 2026, "THE YIELD EQUILIBRIUM PROTOCOL: Architecting Revenue Governance and NOI Protection," MPRA Paper, University Library of Munich, Germany, number 129202, Apr.
• Kamat, Arati, 2026, "Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: A Multi-Layer Intelligence Framework," MPRA Paper, University Library of Munich, Germany, number 129483, May.
• Gutiérrez-Lythgoe, Antonio & Sergio, Faci-Lázaro & David, Iñiguez & Jose Alberto, Molina & José Antonio, Chanca Cáceres & Jesús Ángel, García Rubio & José Manuel, Lestegás Rivas & Pes Cifuentes, Esthe, 2026, "Matriz origen–destino y modelos predictivos de la movilidad urbana en Zaragoza: reparto modal, capacidad y resiliencia del transporte público
  [Origin - Destination Matrix and Predictive Models of Urban Mobility in Zaragoza: Modal Split, Capacity a," MPRA Paper, University Library of Munich, Germany, number 131614, Oct.
• Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting U.S. State Real GDP Growth with Panel Machine Learning and Mixed-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202632, Oct.
• Athiphat Muthitacharoen & Phatarakorn Thongsathit & Tapanat Paiboonsin, 2026, "Efficiency at a Cost: How a Fiscal Rule on Disbursement Timelines Shifted Public Investment Toward Repairs," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 246, Jan.
• Juan Tenorio & Heidi Alpiste & Jackelin Remón & Arian Segil, 2026, "An Artificial Trend Index for Private Consumption Using Google Trends," Working Papers, Banco Central de Reserva del Perú, number 2026-019, Jul.
• Pawel Adrjan & Yusuke Aoki & Gabriele Ciminelli & Robin Döttling & Sílvia Garcia-Mandicó, 2026, "Skills That Pay: Digital Skills Demand and Wage Premia in Asia and the Pacific," ADB Economics Working Paper Series, Asian Development Bank, number 850, Jun.
• Fedor Minichev, 2026, "The potential of using textual data to estimate inflation expectations in Russia," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 81, pages 26-45.
• Mehmet Fatih Sert, 2026, "Uluslararası İklim Anlaşmaları Bağlamında Enerji Dönüşümünün Hibrit Tabanlı Dinamik Kümeleme Analizi
  [Hybrid Based Dynamic Clustering Analysis of Energy Transformation in the Context of International Climate Agreements]," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 1, pages 15-34, January, DOI: 10.20409/berj.2026.485.
• Hyunjun Song & Dojoon Park & Zoonky Lee & Yong Joo Kang, 2026, "Machine-Learning Based Default Prediction: The Role of External Audits and Financial Constraints," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 51, issue 2, pages 13-41, June, DOI: 10.35866/caujed.2026.51.2.002.
• Marek VOCHOZKA & J Meena MAHESWARI, 2026, "Efficiency versus inequality: a computational and bibliometric analysis of law and political economy scholarship," Littera Scripta, VSTE, volume 19, issue 1, pages 13-35, June, DOI: 10.36708/LS.2026.I01.002.
• Mara Giua & Francesca Micocci & Giulia Valeria Sonzogno, 2026, "Enhancing Implementation SuccessinCohesion Policy. A Machine Learning Approach," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0289, Mar.
• Elliot Beck & Franziska Eckert & Linus Kühne & Helge Liebert & Rina Rosenblatt-Wisch, 2026, "Measuring economic outlook in the news," Working Papers, Swiss National Bank, number 2026-04.
• Aurel Ruben Mäder & Christoph Meyer & Yves Nacht & Daniel Gatica-Perez, 2026, "Cash saves the day: How cash infrastructure enhances resilience during a card payment system outage," Working Papers, Swiss National Bank, number 2026-12.
• Arvind Ashta, 2026, "Artificial Intelligence in Microfinance and Financial Inclusion: Applications, Issues, and Future Directions," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 26-008, Jun.
• Luan M. S. Pereira & Claudio Lucinda & Douglas Silveira, 2026, "Competition or Collusion? Bid-Level Evidence from Medical Gas Procurement," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_24, Aug.
• Alessandro Marra & Andrea D’Isidoro & Alessandro Sarra, 2026, "Knowledge flows through text data: the case of Milan’s tech ecosystem," The Annals of Regional Science, Springer;Western Regional Science Association, volume 75, issue 1, pages 1-22, March, DOI: 10.1007/s00168-026-01465-y.
• Stephanié Rossouw & Talita Greyling, 2026, "Experienced Well-Being and Compliance Behaviour: New Applications of Quality of Life theories, Using AI and Real-Time Data," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, volume 21, issue 4, pages 1983-2011, August, DOI: 10.1007/s11482-025-10535-w.
• Krishna Sharma & Pritam Basnet & Khem Raj Bhatt, 2026, "Social media discussion and short-horizon stock returns: evidence from a retail coordination episode," Digital Finance, Springer, volume 8, issue 1, pages 1-17, March, DOI: 10.1007/s42521-026-00184-5.
• Andry Alamsyah & Ki Anisa Zahria Salsabila & Nora Amelda Rizal, 2026, "Who holds the power in DeFi? Insights from a transactional network analysis of risk and control," Digital Finance, Springer, volume 8, issue 4, pages 1-40, December, DOI: 10.1007/s42521-026-00222-2.
• Gela Tsuladze & Frédérik Sinan Bernard & Marcos R. Machado, 2026, "A stability-validated unsupervised anomaly detection framework for identifying suspicious pre-listing trading behavior in cryptocurrency markets," Digital Finance, Springer, volume 8, issue 4, pages 1-29, December, DOI: 10.1007/s42521-026-00227-x.
• Sadullah Çelik & Sercan Yavan & Gamze Çimen, 2026, "Unveiling structural patterns of global budget transparency using advanced machine learning and explainable artificial intelligence frameworks," Economics of Governance, Springer, volume 27, issue 1, pages 1-39, December, DOI: 10.1007/s10101-026-00365-3.
• Bih-Huang Jin & Yung-Ming Li & Rou-Jyun Chen, 2026, "Enhancing e-commerce recommendations: A mechanism to detect and mitigate spam reviews," Electronic Markets, Springer;IIM University of St. Gallen, volume 36, issue 1, pages 1-25, December, DOI: 10.1007/s12525-026-00905-z.
• Nicole Maria Schempp & Dominik Jung & Timo Sturm, 2026, "Exploring the impact of human and machine learning ensemble advice on organizational decision-making processes," Electronic Markets, Springer;IIM University of St. Gallen, volume 36, issue 1, pages 1-25, December, DOI: 10.1007/s12525-026-00910-2.
• Fayssal Ayad, 2026, "Breaking away: development burdens of secession in Africa," Empirical Economics, Springer, volume 70, issue 2, pages 1-29, February, DOI: 10.1007/s00181-025-02872-4.
• Soumya Basu & Takaya Ogawa & Hideyuki Okumura & Keiichi Ishihara, 2026, "Quantifying stability of time–frequency phase space co-movements for renewable energy and macroeconomic markets during dual shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-52, December, DOI: 10.1186/s40854-026-00916-x.
• Yu Sung Ha & Jongho Kang & Jihun Kim & Dohyun Chun, 2026, "Machine learning-based portfolio optimization: comparative analysis with the all-weather portfolio strategy," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-28, December, DOI: 10.1186/s40854-026-00927-8.
• Emmanuel Osei-Dwomoh & Gabriel Osei Forkuo, 2026, "Artificial intelligence in African economics: a systematic review of performance and ethical risks," Future Business Journal, Springer, volume 12, issue 1, pages 1-19, December, DOI: 10.1186/s43093-026-00776-y.
• Amirali Karimi & Catherine Beaudry & Vincent Larivière, 2026, "Scientists on the move: The impact of collaboration with different mobility groups on the performance of Canadian scientists," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-63, April, DOI: 10.1007/s00191-025-00939-0.
• Marina Toger & Umut Türk & John Östh & Manfred M. Fischer, 2026, "Modeling commuter mobility in Stockholm: a spatial panel approach using mobile phone data," Letters in Spatial and Resource Sciences, Springer, volume 19, issue 1, pages 1-15, December, DOI: 10.1007/s12076-026-00441-6.
• Sadullah Çelik & Gamze Çimen & Sercan Yavan, 2026, "Global cost of living patterns: machine learning insights and structural economic interpretation," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 4, pages 13737-13769, August, DOI: 10.1007/s11135-026-02752-8.
• Nicolas Gerardy & Nicolas Kervyn & Vincenzo Verardi, 2026, "From joy to fear in scientific titles: automated emotion recognition and the citation payoff," Scientometrics, Springer;Akadémiai Kiadó, volume 131, issue 9, pages 5825-5861, September, DOI: 10.1007/s11192-026-05720-z.
• Aisha Akhmetbayeva & Samuel Spector & Vladimir Garkavenko, 2026, "Surviving the storm: A bibliometric analysis of crisis marketing in tourism," SN Business & Economics, Springer, volume 6, issue 8, pages 1-26, August, DOI: 10.1007/s43546-026-01277-4.
• Elliott Ash & Stephen Hansen & Yabra Muvdi & Claudia Marangon, 2026, "Large Language Models in Economics," Springer Books, Springer, chapter 0, in: Shlomo Weber & Victor Ginsburgh, "The Palgrave Handbook of Economics and Language", DOI: 10.1007/978-3-031-88240-1_8.
• Constantin Schubart & Fabian Stamminger, 2026, "Charting the Course: Unleashing the Potential of an AI-driven Marketing Strategy," Springer Books, Springer, in: Gabriele Schuster & Claudia Bornemeyer, "Handbuch Innovatives Marketing", DOI: 10.1007/978-3-658-51525-6_60.
• Martin, Reiner & Klacso, Jan & Mohácsi, Piroska Nagy & Evdokimova, Tatiana & Ponomarenko, Olga, 2026, "Central bank communication on financial stability – A shadowed sibling?," ESRB Working Paper Series, European Systemic Risk Board, number 154, Apr.
• Alexa Kaminski & Alistair Macaulay & Wenting Song, 2026, "Monetary Policy Narratives and the Transmission of Monetary Policy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0126, Jan.
• Holger Breinlich & Valentina Corradi & Nadia Rocha & Michele Ruta & J.M.C. Santos Silva & Tom Zylkin, 2026, "Determining Which Trade Agreement Provisions Matter for Trade," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0426, Jun.
• Reiner Martin & Piroska Nagy Mohacsi & Tatiana Evdokimova & Jan Klacso & Olga Ponomarenko, 2026, "Central Bank Communication on Financial Stability – A Shadowed Sibling? The Tale of Central Europe," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2026, Mar.
• Sarthak S. Behera & Hyeongwoo Kim & Soohyon Kim, 2026, "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," International Economic Journal, Taylor & Francis Journals, volume 40, issue 1, pages 84-113, January, DOI: 10.1080/10168737.2026.2613859.
• Tom Gillespie & Ronan Lyons & Hannah Ortega-McCormack, 2026, "Measuring What Markets Price: LLM‐Based Quality Measures and the Energy Efficiency Premium," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1226, Jun, revised Jul 2026.
• Bram van Os & Rasmus Lönn & Dick van Dijk, 2026, "Dynamic Regularized Parametric Portfolio Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-004/III, Jan.
• Bonhomme, Stéphane & Jochmans, Koen & Weidner, Martin, 2026, "Orthogonal Moments in Likelihood Models," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1774, Sep.
• Tae-Hwy Lee & Tianyan Tu, 2026, "Tensor Portfolios," Working Papers, University of California at Riverside, Department of Economics, number 202601, Mar.
• Tae-Hwy Lee & Daanish Padha, 2026, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202607, Oct.
• Santiago Picasso, 2026, "Measuring Services Complexity: A Novel Machine Learning Approach Using U.S. Input–Output Data," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0126, Feb.
• Adriano Amati & Monica Billio & Marco Di Cataldo & Giovanni Mastrobuoni, 2026, "Mafia Connections: Infiltration in Corporate Ownership," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2026: 24.
• Umut Halaç & Mustafa Gürol Durak & İlyas Çelik, 2026, "The Effect of Institutional Quality on Banking Performance in Emerging Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 1, pages 59-80.
• Cristescu Marian-Pompiliu & Mara Dumitru Alexandru & Petrea Ioana & Constantinescu Ana-Maria, 2026, "Quantifying the Value of Fine-Tuning: A Reproducible Framework for Financial Sentiment Analysis in the Technology Sector," Journal of Social and Economic Statistics, Paradigm, volume 15, issue 1, pages 31-41, DOI: 10.2478/jses-2026-0003.
• Cafieri Simona & Borrata Gianmarco, 2026, "AI Techniques for Survey Data Quality: Transformers and GANs," Journal of Social and Economic Statistics, Paradigm, volume 15, issue 1, pages 57-68, DOI: 10.2478/jses-2026-0005.
• Anna Janicka & Hayk Amirkhanyan, 2026, "Using tweet phrases to predict the transition from migration intentions to real-life movements," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-23.
• Toger, Marina & Türk, Umut & Östh, John & Fischer, Manfred M., 2026, "Modeling Commuter Mobility in Stockholm: A Spatial Panel Approach Using Mobile Phone Data," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 01, May.
• Hie Joo Ahn & Matteo Luciani, 2026, "Common and Idiosyncratic Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 2, pages 156-168, March, DOI: 10.1002/jae.70023.
• Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2026, "Nowcasting World Trade With Machine Learning: A Three‐Step Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2954-2968, September, DOI: 10.1002/for.70165.
• Yan Dong & Steven Xianglong Chen & Minjoo Kim, 2026, "Can Corporate Governance Information Facilitate Accounting Fraud Detection? Machine Learning Evidence for Chinese Listed Firms," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 61, issue 02, pages 1-44, June, DOI: 10.1142/S109440602550009X.
• Jingli Ren & Fan Jia & Yutong Sun, 2026, "Climate Finance with Big Data Analytics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14433, ISBN: ARRAY(0x554f9058), March.
• Jin Seo Cho & Peter C. B. Phillips, 2026, "Efficient Estimation in Infinite Dimensional GMM," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2026rwp-289, May.
• Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026, "Machine learning mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-03.
• Gondauri, Davit, 2026, "Global Perelman-Ricci-Poincare-Inspired Inequality Diagnostics: Curvature, Entropy and Graph-Topological Modelling of Macro-Regional Pressure and Smoothing Capacity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341620.
• Coleman, Winnie, 2026, "Mind the gap: Gender differences in inflation expectations," Discussion Papers, Free University Berlin, School of Business & Economics, number 2026/21, DOI: 10.17169/refubium-53175.
• Schmitz, Luca, 2026, "Behind the curve: Reassessing inflation risks with a High-dimensional Distributional VAR (HiDVAR)," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 245.
• Adamopoulou, Effrosyni & Galenianos, Manolēs & Giannakopoulos, Nicholas & Kammas, Pantelis & Laliotis, Ioannis, 2026, "Earnings dynamics through boom, crisis, and recovery: Evidence from Greece," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 26-024.

2025

• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2025, "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-01, Jan.
• Daria Dzyabura & Renana Peres & Irina Linevich, 2025, "Color Analytics for Data-Driven Brand Communications," Working Papers, New Economic School (NES), number w0292, Dec.
• Nazif Ayyıldız, 2025, "Predicting Market Direction With Deep Learning: An Application on E-7 Country Stock Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 123, pages 92-111, April, DOI: https://doi.org/10.33203/mfy.144258.
• Daron Acemoglu & Ali Makhdoumi & Azarakhsh Malekian & Asuman Ozdaglar, 2025, "When Big Data Enables Behavioral Manipulation," American Economic Review: Insights, American Economic Association, volume 7, issue 1, pages 19-38, March, DOI: 10.1257/aeri.20230589.
• Abe Dunn & Eric English & Kyle Hood & Lowell Mason & Brian Quistorff, 2025, "Economic Measurement Lost in a Random Forest? A Case Study of Employment Data," AEA Papers and Proceedings, American Economic Association, volume 115, pages 68-72, May, DOI: 10.1257/pandp.20251103.
• Mitja Bervar & Tine Bertoncel, 2025, "Good Practice for Product Management Decision-Making: Using Amazon’s Dataset and ChatGPT," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 69, pages 675-675, April.
• Irge Sener & Ahmet Anil Karapolatgil, 2025, "Beyond Compliance: Multi-Dimensional Text Mining Analysis of Corporate Sustainability Reporting," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 70, pages 1032-1032, August.
• Dan Gabriel Dumitrescu & Stefania Cristina Curea & Cristiana Ioana Coman & Anca Gabriela Ilie & Renate Bratu & Alma Pentescu, 2025, "Environmental Reporting, Financial Fundamentals and Company Valuation: Insights from the Industrial Sector," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue 70, pages 731-731, August.
• Roberto Dell'Anno & Eduard Mihai Manta & Tamara Maria Nae & Cristina Maria Geambasu, 2025, "The Informal Economy as a Risk and an Opportunity for Sustainable Development: A Machine Learning-Based Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 27, issue S19, pages 1385-1385, November.
• Aiken, Emily & Ashraf, Anik & Blumenstock, Joshua E. & Guiteras, Raymond P. & Mobarak, Ahmed Mushfiq, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," CEnREP Working Papers, North Carolina State University, Department of Agricultural and Resource Economics, number 376262, Nov, DOI: 10.22004/ag.econ.376262.
• Casoli, Chiara & Manera, Matteo & Pedini, Luca & Valenti, Daniele, 2025, "“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 376264, Nov, DOI: 10.22004/ag.econ.376264.
• Ravazzolo, Francesco & Rossini, Luca & Viselli, Andrea, 2025, "Modeling European electricity market integration during turbulent times," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 376266, Nov, DOI: 10.22004/ag.econ.376266.
• Aiken, Emily & Ashraf, Anik & Blumenstock, Joshua E. & Guiteras, Raymond P. & Mobarak, Ahmed Mushfiq, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," CEnREP Working Papers, North Carolina State University, Department of Agricultural and Resource Economics, number 376262, Nov, DOI: 10.22004/ag.econ.376262.
• Yunus Emre Akdoğan, 2025, "The Role of Financial Indicators in the Prediction of Voluntary Carbon Disclosure: A Comparative Analysis with Machine Learning Methods," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 949-970, DOI: 10.30784/epfad.1651693.
• Christian Bayer & Luis Calderon & Moritz Kuhn, 2025, "Distributional Dynamics," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 351, Jan.
• Chaymae SAHRAOUI & Tarek ZARI, 2025, "Targeting Social Assistance Beneficiaries Using Machine Learning: A Poverty Probability-Based Approach," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 6, issue 9, pages 303-318.
• Алдашев А. // Aldashev А. & Баткеев Б. // Batkeyev B, 2025, "Пандемия COVID-19 и потребительский спрос: анализ на основе высокочастотных данных // The COVID-19 Pandemic and Consumer Demand: High-Frequency Data Analysis," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 23-24.
• Ivona Serafimovska & Bojan Kitanovikj & Filip Peovski, 2025, "A Bibliometric Insight To Machine Learning Applications For Decision-Making," Proceedings of the International Conference "Economic and Business Trends Shaping the Future", Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 015, Dec.
• Oscar Claveria & Petar Soric, 2025, "“Environmental degradation, income and economic complexity: Evidence from European countries”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202509, Nov, revised Nov 2025.
• Eyyüp Ensari Åžahin, 2025, "Explaining Economic and Environmental Outcomes Through Renewable Energy Quality: An Interpretable Machine Learning Approach Using XGBoost and SHAP," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 3, issue 1, pages 32-52, June, DOI: 10.62433/josdi.v3i1.46.
• Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025, "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers, arXiv.org, number 2501.18467, Jan, revised Sep 2026.
• Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2025, "Panel Data Estimation and Inference: Homogeneity versus Heterogeneity," Papers, arXiv.org, number 2502.03019, Feb, revised Jul 2025.
• Matteo Barigozzi & Claudio Lissona & Matteo Luciani, 2025, "Measuring the Euro Area Output Gap," Papers, arXiv.org, number 2505.05536, May, revised Nov 2025.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers, arXiv.org, number 2505.06649, May.
• Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," Papers, arXiv.org, number 2506.21100, Jun.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," Papers, arXiv.org, number 2506.21987, Jun.
• Francesco Ravazzolo & Luca Rossini & Andrea Viselli, 2025, "Modeling European Electricity Market Integration during turbulent times," Papers, arXiv.org, number 2506.23289, Jun.
• Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon, 2025, "Federal Reserve Communication and the COVID-19 Pandemic," Papers, arXiv.org, number 2508.04830, Aug.
• Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025, "Macroeconomic Forecasting and Machine Learning," Papers, arXiv.org, number 2510.11008, Oct.
• Elliot Beck & Franziska Eckert & Linus Kuhne & Helge Liebert & Rina Rosenblatt-Wisch, 2025, "Measuring economic outlook in the news," Papers, arXiv.org, number 2511.04299, Nov, revised Feb 2026.
• Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025, "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers, Institute for Fiscal Studies, number 05/25, Jan, DOI: 10.47004/wp.cem.2025.0525.
• Rubén Fernández-Fuertes, 2025, "Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25257.
• Hisham Noori Hussain Al-Hashimy & Alaa Khalaf Hamoud & Sadri Alija & Elmi Shabani, 2025, "The Effect of Education Service and Emotional Intelligence on Students’ Loyalty and Satisfaction: A WarpPLS Analysis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 189-207.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025, "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 25-04, May, revised May 2025.
• Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.
• Luis Uzeda, 2025, "Pulse check: Measuring underlying inflation and its drivers," Staff Analytical Notes, Bank of Canada, number 2025-29, Dec, DOI: 10.34989/san-2025-29.
• Valentina Aprigliano & Francesco Corsello, 2025, "Underlying Composite Inflation (UCI): a novel indicator to track inflation developments," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 928, Apr.
• Camille Jehle & Florian Le Gallo, 2025, "Europe in the Headlines: What Two Decades of French News Reveal about EU Sentiment," Working papers, Banque de France, number 1008.
• Luis Menéndez & Daniel Montolio & Hannes Mueller & Francesco Slataper, 2025, "Breaking the Echo Chamber: Social Media Networks and Political Conflict," Working Papers, Barcelona School of Economics, number 1505, Sep.
• Veronica B. Bayangos & Neil Fidelle G. Lomibao & Ralph Joshua P. Macarasig, 2025, "Let U​​s Ask a Gen AI Chatbot: Machine Versus Bank Survey Results," BSP Discussion Paper Series, Bangko Sentral ng Pilipinas, number 202501, Feb.
• Andres Alonso-Robisco & Jose Carbo & Emily Kormanyos & Elena Triebskorn, 2025, "Houston, we have a problem: can satellite information bridge the climate-related data gap?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Addressing climate change data needs: the central banks' contribution".
• Alberto Americo & Douglas Kiarelly Godoy de Araujo & Johannes Damp & Sjur Nilsen & Daniel Rees & Rafael Schmidt & Christian Schmieder, 2025, "Inflation cycles: evidence from international data," BIS Working Papers, Bank for International Settlements, number 1264, Apr.
• Byeungchun Kwon & Taejin Park & Phurichai Rungcharoenkitkul & Frank Smets, 2025, "Parsing the pulse: decomposing macroeconomic sentiment with LLMs," BIS Working Papers, Bank for International Settlements, number 1294, Oct.
• Taejin Park & Fernando Perez-Cruz & Hyun Song Shin, 2025, "Mapping the space of central bankers' ideas," BIS Working Papers, Bank for International Settlements, number 1299, Oct.
• Elizaveta Volgina, 2025, "Forecasting Inflation Using News Indices," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 26-59, March.
• Anastasia Matevosova, 2025, "Modelling Trust in the Central Bank Using Sentiment Analysis," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 3-25, March.
• Alisa Polekhina & Anna Guseva, 2025, "How the Bank of Russia Is Perceived on Telegram Channels: Building an Index Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 3, pages 28-62, September.
• Luke Hartigan & Tom Rosewall, 2025, "Nowcasting Quarterly GDP Growth During the COVID‐19 Crisis Using a Monthly Activity Indicator," The Economic Record, The Economic Society of Australia, volume 101, issue 335, pages 456-484, December, DOI: 10.1111/1475-4932.70000.
• Jérôme Dugast & Thierry Foucault, 2025, "Equilibrium Data Mining and Data Abundance," Journal of Finance, American Finance Association, volume 80, issue 1, pages 211-258, February, DOI: 10.1111/jofi.13397.
• Jonathan Benchimol & Sophia Kazinnik & Yossi Saadon, 2025, "Federal Reserve Communication and the COVID‐19 Pandemic," Manchester School, University of Manchester, volume 93, issue 5, pages 464-484, September, DOI: 10.1111/manc.12520.
• SIRBU Alexandra-Cristina, 2025, "Unveiling Key Determinants Of Subjective Well-Being Among European Older Adults: A Machine Learning Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 1, pages 52-68, May, DOI: 10.56043/reveco-2025-0005.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2025, May.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2025, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Working Papers, University of Macau, Faculty of Business Administration, number 202524, Mar.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2025, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Working Papers, University of Macau, Faculty of Business Administration, number 202526, Mar.
• Max Ahrens & Dragos Gorduza & Micheal McMahon, 2025, "EcoFinBench – a natural language processing benchmark for economics and finance," Bank of England Staff Working Paper series, Bank of England, number 1163, Dec.
• Thibaut Duprey & Artur Kotlicki & Daniel Rigobon & Philip Schnattinger, 2025, "Bouncing back: how mothballing curbs prices," Bank of England Staff Working Paper series, Bank of England, number 1112, Jan.
• Christian Bayer & Luis Calderon & Moritz Kuhn, 2025, "Distributional Dynamics," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_625, Jan.
• Cooke Aaron & Vivian John, 2025, "Pandemic Intensity Estimation using Dynamic Factor Modeling," Statistics, Politics and Policy, De Gruyter, volume 16, issue 1, pages 37-61, DOI: 10.1515/spp-2024-0042.
• Emily Aiken & Anik Ashraf & Joshua E. Blumenstock & Raymond P. Guiteras & Ahmed Mushfiq Mobarak, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," CESifo Working Paper Series, CESifo, number 11928.
• Hanna L. Adam & Mario Larch & Michael Nower, 2025, "ANOVA-HDFE: Fast Variance Decomposition with High-Dimensional Fixed Effects and an Application to Trade Flows," CESifo Working Paper Series, CESifo, number 12055.
• Nikolaos Askitas, 2025, "The Behavioral Signature of GenAI in Scientific Communication," CESifo Working Paper Series, CESifo, number 12069.
• Zhimin Chen & Bryan T. Kelly & Semyon Malamud, 2025, "Limits To (Machine) Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-106, Dec.
• Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-26, Mar.
• MD Nazmul Ahsan & Jean-Marie Dufour & Gabriel Rodriguez, 2025, "Modèles de volatilité stochastique à haute dimension: applications à l’incertitude macroéconomique au Québec et au Canada," CIRANO Project Reports, CIRANO, number 2025rp-19, Sep.
• Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025, "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," CIRANO Working Papers, CIRANO, number 2025s-15, May.
• David Gelvez & Max Gómez & Javier Mondragón, 2025, "Retos de Inteligencia Artificial como herramienta de innovación pública. Diseño, implementación y lecciones aprendidas," Informes de Investigación, Fedesarrollo, number 21067, Apr.
• Monti, Francesca & Van Keirsbilck, Leïla, 2025, "The transmission of shocks across sectors and the dynamics of sectoral prices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2025014, Sep.
• Meeks, Roland & Monti, Francesca, 2025, "Heterogeneous beliefs and the Phillips curve," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3332, Jan, DOI: https://doi.org/10.1016/j.jmoneco.2.
• Bayer, Christian & Kuhn, Moritz & Calderon, Luis, 2025, "Distributional Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 19829, Jan.
• Couture, Victor & Dingel, Jonathan & Green, Allison & Handbury, Jessie, 2025, "Demographic Preferences and Income Segregation," CEPR Discussion Papers, Centre for Economic Policy Research, number 19904, Feb.
• Chernov, Mikhail & Kelly, Bryan & Malamud, Semyon & Schwab, Johannes, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19999, Mar.
• Caldara, Dario & Iacoviello, Matteo & Yu, David, 2025, "Measuring Shortages since 1900," CEPR Discussion Papers, Centre for Economic Policy Research, number 20304, May.
• Aiken, Emily & Ashraf, Anik & Blumenstock, Joshua & Guiteras, Raymond & Mobarak, Ahmed, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," CEPR Discussion Papers, Centre for Economic Policy Research, number 20332, Jun.
• Davis, Steven & Hansen, Stephen & Seminario-Amez, Cristhian, 2025, "Macro Shocks and Firm-Level Response Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 20358, Jun.
• Griesshaber, Niclas & Ogilvie, Sheilagh, 2025, "Transplanting Craft Guilds to Colonial Latin America: A Large Language Model Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 20556, Aug.
• Menéndez, Luis & Montolio, Daniel & Mueller, Hannes & Slataper, Francesco, 2025, "Breaking the Echo Chamber: Social Media Networks and Political Conflict," CEPR Discussion Papers, Centre for Economic Policy Research, number 20559, Aug.
• Djourelova, Milena & Ferroni, Filippo & Melosi, Leonardo & Villa, Alessandro, 2025, "One Fed, Many Voices: Coordinated Communication vs. Transparent Debate," CEPR Discussion Papers, Centre for Economic Policy Research, number 20636, Sep.
• Chi, Ta-Chung & Fan, Ting-Han & Ghigliazza, Raffaele & Giannone, Domenico & Wang, Zixuan (Kevin), 2025, "Macroeconomic Forecasting and Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 20727, Oct.
• Kwon, Byeungchun & Park, Taejin & Rungcharoenkitkul, Phurichai & Smets, Frank, 2025, "Parsing the Pulse: Decomposing Macroeconomic Sentiment with LLMs," CEPR Discussion Papers, Centre for Economic Policy Research, number 20828, Nov.
• Carlo Bellavite Pellegrini & Rachele Camacci & Peter Cincinelli, 2025, "ESGs Scoring and Its Divergencies: An Empirical Investigation in the Food and Beverage Industry," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dipe0051, Sep.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2025, "Inference for Regression with Variables Generated by AI or Machine Learning," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2421, Jan.
• Emily Aiken & Anik Ashraf & Joshua E. Blumenstock & Raymond P. Guiteras & Ahmed Mushfiq Mobarak, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2443, Jun.
• Dennis Gaus & Heike Link, 2025, "Travel Patterns after the Deutschlandticket: A Combined Tracking and Survey Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2122.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025, "Forecasting Dutch inflation using machine learning methods," Working Papers, DNB, number 828, Feb.
• Li, Xitong & Zhang, Ran (Alan) & Ma, Yuanhong & Mao, Shengjun, 2025, "Voice versus Text? An Empirical Analysis on the Impact of Physicians' Voice Messages in Online Medical Consultations," HEC Research Papers Series, HEC Paris, number 1592, Dec, DOI: 10.2139/ssrn.5890302.
• Yang, Cathy L & Borah, Abhishek & Rhodes, Brendon & Kireyev, Pavel, 2025, "Large Language Models Augment or Substitute Human Experts in Idea Screening," HEC Research Papers Series, HEC Paris, number 1597, Oct, revised 21 Oct 2025, DOI: 10.2139/ssrn.5634331.
• Chen, Liangyuan & Lin, Jianhao & Wang, Xia & Zhu, Zixiang, 2025, "The real effect of China's narrative Central Bank Communication," China Economic Review, Elsevier, volume 94, issue PC, DOI: 10.1016/j.chieco.2025.102592.
• Corral, Paul & Henderson, Heath & Segovia, Sandra, 2025, "Poverty mapping in the age of machine learning," Journal of Development Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jdeveco.2024.103377.
• Echevin, Damien & Fotso, Guy & Bouroubi, Yacine & Coulombe, Harold & Li, Qing, 2025, "Combining survey and census data for improved poverty prediction using semi-supervised deep learning," Journal of Development Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jdeveco.2024.103385.
• Aiken, Emily & Bellue, Suzanne & Blumenstock, Joshua E. & Karlan, Dean & Udry, Christopher, 2025, "Estimating impact with surveys versus digital traces: Evidence from randomized cash transfers in Togo," Journal of Development Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jdeveco.2025.103477.
• Tsang, Kwok Ping & Yang, Zichao, 2025, "Agree to disagree: Measuring hidden dissent in FOMC meetings," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105197.
• Liu, Han & Wang, Lijun & Zhuo, Xingxuan, 2025, "Unveiling the shadows: The effects of financial conditions on the tail risks of China's macroeconomic activities," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1-14, DOI: 10.1016/j.eap.2024.11.018.
• Zhang, Yijiong & Zhu, Yanli & Chen, Ying & Han, Xiaoyi, 2025, "Policy impact on the global COVID-19 pandemic and unemployment outcomes: A large-scale mixed frequency spatial approach," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107160.
• Lefort, Fernando & Díaz, Fernando, 2025, "Analyzing price efficiency using machine learning generated price indices: The case of the Chilean used car market," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107257.
• Qian, Yihe & Zhang, Yang, 2025, "Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102423.
• Bian, Yulin & Su, Liangjun, 2025, "A note on factor models with latent group structures," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112357.
• Xiang, Jingjie, 2025, "How to select the number of factors in break point estimation of high-dimensional factor models?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112470.
• Cepparulo, Brian, 2025, "Is mobility a good proxy for consumption?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112454.
• Sun, Chuanping, 2025, "A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112480.
• Seiler, Pascal, 2025, "Measuring economic sentiment from open-ended survey comments using large language models," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112622.
• Doko Tchatoka, Firmin & Ma, Yuguo, 2025, "Inference with many instruments: When is Anderson–Rubin test still useful?," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112702.
• Barigozzi, Matteo & Massacci, Daniele, 2025, "Modelling large dimensional datasets with Markov switching factor models," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105919.
• Andreou, E. & Gagliardini, P. & Ghysels, E. & Rubin, M., 2025, "Spanning latent and observable factors," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105743.
• Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua, 2025, "Multiplicative factor model for volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105959.
• Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025, "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105971.
• Battaglini, Marco & Guiso, Luigi & Lacava, Chiara & Miller, Douglas L. & Patacchini, Eleonora, 2025, "Refining public policies with machine learning: The case of tax auditing," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105847.
• Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver, 2025, "Estimating time-varying networks for high-dimensional time series," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105941.
• Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2025, "Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2025.105948.
• Haghighi, Maryam & Joseph, Andreas & Kapetanios, George & Kurz, Christopher & Lenza, Michele & Marcucci, Juri, 2025, "Machine Learning for Economic Policy," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2025.105970.
• Su, Liangjun & Wang, Fa, 2025, "Inference for large dimensional factor models under general missing data patterns," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106022.