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July 2026, Volume 14, Issue 3
- 1-16 A Dynamic Panel Threshold Approach to Decarbonization by Neutral Fiscal Policy: Application to the OECD
by Feridoon Koohi-Kamali & Willi Semmler & Samuel Owusu - 1-18 The Relationship Between Economic Activity and CO 2 Emissions: Is There a GDP Growth Consistent with No Growth in CO 2 Emissions?
by Jaime Marquez & Jiayi Ding & Soobin Lee - 1-18 On Walter’s Model and Cash-Flow-Based Payout Ratio
by C. N. V. Krishnan & Yue Lang - 1-25 Debt, Industry Structure, and Market Valuation: Sector-Specific Evidence from India’s IT and Automobile Firms
by Priyanka Goyal & Ash Narayan Sah - 1-27 Productivity, Crude Oil Supply Shocks and the Economy of Iran in a Dynamic Stochastic General Equilibrium Framework
by Bahram Adrangi & Maryam Amini & Saman Hatamerad & Kambiz Raffiee - 1-28 Fiscal Multipliers in a Diversifying Economy: Comparing Government Consumption and Infrastructure Investment Effects on Non-Oil GDP in Saudi Arabia a Quarterly SVAR Analysis
by Abdelrahman Mohamed Mohamed Saeed - 1-29 Exploring the Dynamics of ZAR/USD Exchange RateVolatility Using the fGARCH and First-Order Beta-Skew-T-EGARCH Models
by Dzulani Mashavhela & Thakhani Ravele & Caston Sigauke
June 2026, Volume 14, Issue 3
- 1-13 Impact of Fourth Industrial Revolution (4IR) Automation on Agricultural Employment in South Africa
by Jenny Mokhaukhau & Phineas Khazamula Chauke - 1-20 External Debt and Economic Growth: The Role of Institutional Quality in Lower- and Upper-Middle-Income Countries
by Janaki Imbulana Arachchi & M. B. Ranathilaka & Wasantha Athukorala & Shunsuke Managi
August 2026, Volume 14, Issue 3
- 1-19 Digital Adoption and Digital Maturity in Ecuadorian SMEs: A Cross-Sectional Econometric Analysis of the 2021 National Digital Skills Survey
by Ely Borja Salinas & Carlos Freire-Cadme & Washington Guevara Piedra & Washington Guevara Macias - 1-21 An Econometric Analysis of Alcohol Consumption and Its Relationship to Social, Gender, and Economic Factors
by David Kerr & Alex Russell & Katherine Taken Smith & Lawrence Murphy Smith
May 2026, Volume 14, Issue 2
- 1-21 Measuring the Return to Online Advertising: Estimation and Inference of Endogenous Treatment Effects
by Shakeeb Khan & Denis Nekipelov & Justin Rao - 1-22 Internationalization and Financing Decisions of Chinese Enterprises: Evidence from Hong Kong Listings
by Pujie Lin & Tsz Leung Yip - 1-27 Modeling the Dynamic Relationship Between Stock Market Performance and Key Macroeconomic Indicators in Saudi Arabia: An ARDL-ECM Approach
by Mohamed Sharif Bashir & Sharif Mohd
March 2026, Volume 14, Issue 2
- 1-16 Propensity Score and the Double Robust Estimator in the Tails
by Marilena Furno - 1-26 Nonparametric Autoregressive Copula Forecasting via Boundary-Reflected Kernel Estimation
by Guilherme Colombo Soares & Márcio Poletti Laurini
June 2026, Volume 14, Issue 2
- 1-17 A Natural Copula
by Peter B. Lerner - 1-22 India’s Macroeconomic Response to Global Shocks: Evidence from Oil Prices, Financial Crisis and COVID-19
by Nikhil Bhardwaj & Ivana Miklošević & Nalinee Chauhan - 1-22 Nonlinear Trading-Performance Patterns Among Novice Participants in an Incentivized Trading Simulation
by Alain Finet & Kevin Kristoforidis & Julie Laznicka - 1-30 Threshold-Dependent Dominance in Tail Risk Approximation
by Terence D. Agbeyegbe - 1-30 General Data Protection Regulation (GDPR) and Cross-Border M&A by Chinese E-Commerce Firms
by Aining Sun & IKM Mokhtarul Wadud
April 2026, Volume 14, Issue 2
- 1-15 Fuzzy Approach to Analysis of Investment Alternatives
by Tamara Kyrylych & Yuriy Povstenko - 1-16 When Better Prediction Reduces Overlap: The Predictability Paradox in Propensity Score Matching with Machine Learning
by Foong Soon Cheong - 1-20 Estimation of Two-States Proportional Hazard Rates Models with Unobserved Heterogeneity
by Emilio Congregado & David Troncoso-Ponce & Nicola Rubino & Alejandro Morales-Kirioukhina - 1-24 Edgeworth Expansions When the Parameter Dimension Increases with Sample Size
by Christopher Stroude Withers
February 2026, Volume 14, Issue 1
- 1-15 Posterior Probabilities of Dominance for Wealth Distributions
by William Griffiths & Duangkamon Chotikapanich - 1-15 Using Subspace Algorithms for the Estimation of Linear State Space Models for Over-Differenced Processes
by Dietmar Bauer - 1-19 Application of Resolution Regression and Resolution Graphs in Evaluating Probability Forecasts Generated Using Binary Choice Models
by Senarath Dharmasena & David A. Bessler & Oral Capps - 1-23 Graph Attention Networks in Exchange Rate Forecasting
by Joanna Landmesser-Rusek & Arkadiusz Orłowski - 1-44 Econometric Analysis and Forecasts on Exports of Emerging Economies from Central and Eastern Europe
by Liviu Popescu & Mirela Găman & Laurențiu Stelian Mihai & Cristian Ovidiu Drăgan & Daniel Militaru & Ion Buligiu
January 2026, Volume 14, Issue 1
- 1-12 A Theory-Based Formal-Econometric Interpretation of an Econometric Model
by Bernt Petter Stigum - 1-15 I(2) Cointegration in Macroeconometric Modelling: Tourism Price and Inflation Dynamics
by Sergej Gričar & Štefan Bojnec & Bjørnar Karlsen Kivedal - 1-17 Bayesian Panel Variable Selection Under Model Uncertainty for High-Dimensional Data
by Pathairat Pastpipatkul & Htwe Ko - 1-25 Shock Next Door: Geographic Spillovers in FinTech Lending After Natural Disasters
by David Kuo Chuen Lee & Weibiao Xu & Jianzheng Shi & Yue Wang & Ding Ding - 1-25 Social Security Transfers and Fiscal Sustainability in Turkey: Evidence from 1984–2024
by Huriye Gonca Diler & Nurgül E. Barın & Ercan Özen & Simon Grima - 1-41 Binance USD Delisting and Stablecoins Repercussions: A Local Projections Approach
by Papa Ousseynou Diop & Julien Chevallier
March 2026, Volume 14, Issue 1
- 1-12 Analysis of School Absenteeism for Single- vs. Two-Parent Families: A Finite Mixture Roy Approach
by Murat K. Munkin & David Zimmer - 1-16 Navigating Extreme Market Fluctuations: Asset Allocation Strategies in Developed vs. Emerging Economies
by Lumengo Bonga-Bonga - 1-20 A New Functional Setting for Term Structure Modeling Using the Heath–Jarrow–Morton Framework
by Michael Pokojovy & Ebenezer Nkum & Thomas M. Fullerton - 1-28 Double-Edged Sword of Diversification: Commodities and African Equity Indices in Robust vs. Optimal Portfolio Strategies
by Anaclet K. Kitenge & John W. M. Mwamba & Jules C. Mba
December 2025, Volume 14, Issue 1
- 1-28 Complexity-Aware Vector-Valued Machine Learning of State-Level Bond Returns: Evidence on South African Trade Spillovers Under SALT and OBBBA
by Gordon Dash & Nina Kajiji & Domenic Vonella & Helper Zhou
October 2025, Volume 13, Issue 4
- 1-17 VAR Models with an Index Structure: A Survey with New Results
by Gianluca Cubadda - 1-20 Counterfactual Duration Analysis
by Miguel A. Delgado & Andrés García-Suaza - 1-22 Demonstrating That the Autoregressive Distributed Lag Bounds Test Can Detect a Long-Run Levels Relationship When the Dependent Variable Is I (0)
by Chris Stewart - 1-27 Consistency of the OLS Bootstrap for Independently but Not-Identically Distributed Data: A Permutation Perspective
by Alwyn Young
September 2025, Volume 13, Issue 4
- 1-56 Vis Inertiae and Statistical Inference: A Review of Difference-in-Differences Methods Employed in Economics and Other Subjects
by Bruno Paolo Bosco & Paolo Maranzano
November 2025, Volume 13, Issue 4
- 1-10 Fractional Probit with Cross-Sectional Volatility: Bridging Heteroskedastic Probit and Fractional Response Models
by Songsak Sriboonchitta & Aree Wiboonpongse & Jittaporn Sriboonjit & Woraphon Yamaka - 1-18 A Model of the Impact of Government Revenue and Quality of Governance on the Pupil/Teacher Ratio for Every Country in the World
by Stephen G. Hall & Bernadette O’Hare - 1-21 Robust Learning of Tail Dependence
by Omid M. Ardakani - 1-31 Dual Effects of Education Expenditure on Life Expectancy: An Empirical Assessment of Crowding-Out and Complementarity
by Jayadevan CM & Nam Trung Hoang & Subba Reddy Yarram - 1-33 Dynamic Volatility Spillovers Among G20 Economies During the Global Crisis Periods—A TVP VAR Analysis
by Himanshu Goel & Parminder Bajaj & Monika Agarwal & Abdallah AlKhawaja & Suzan Dsouza
December 2025, Volume 13, Issue 4
- 1-16 Exploring Poverty and SDG Indicators in Italy: An Identity Spline Approach to Partial Least Squares Regression
by Rosaria Lombardo & Jean-François Durand & Ida Camminatiello & Corrado Cuccurullo - 1-23 Choosing Right Bayesian Tools: A Comparative Study of Modern Bayesian Methods in Spatial Econometric Models
by Yuheng Ling & Julie Le Gallo - 1-26 Credit Rationing, Its Determinants and Non-Performing Loans: An Empirical Analysis of Credit Markets in Polish Banking Sector
by Cenap Mengü Tunçay & Elżbieta Grzegorczyk-Akın - 1-28 Construction and Applications of a Composite Model Based on Skew-Normal and Skew- t Distributions
by Jingjie Yuan & Zuoquan Zhang - 1-28 Econometric and Python-Based Forecasting Tools for Global Market Price Prediction in the Context of Economic Security
by Dmytro Zherlitsyn & Volodymyr Kravchenko & Oleksiy Mints & Oleh Kolodiziev & Olena Khadzhynova & Oleksandr Shchepka
August 2025, Volume 13, Issue 3
- 1-32 Simple Approximations and Interpretation of Pareto Index and Gini Coefficient Using Mean Absolute Deviations and Quantile Functions
by Eugene Pinsky & Qifu Wen - 1-33 A Statistical Characterization of Median-Based Inequality Measures
by Charles M. Beach & Russell Davidson - 1-36 Beyond GDP: COVID-19’s Effects on Macroeconomic Efficiency and Productivity Dynamics in OECD Countries
by Ümit Sağlam - 1-37 Comparisons Between Frequency Distributions Based on Gini’s Approach: Principal Component Analysis Addressed to Time Series
by Pierpaolo Angelini
June 2025, Volume 13, Issue 3
- 1-31 The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era
by James J. Forest - 1-31 The Long-Run Impact of Changes in Prescription Drug Sales on Mortality and Hospital Utilization in Belgium, 1998–2019
by Frank R. Lichtenberg
September 2025, Volume 13, Issue 3
- 1-21 Volatility Analysis of Returns of Financial Assets Using a Bayesian Time-Varying Realized GARCH-Itô Model
by Pathairat Pastpipatkul & Htwe Ko - 1-23 Forecasting of GDP Growth in the South Caucasian Countries Using Hybrid Ensemble Models
by Gaetano Perone & Manuel A. Zambrano-Monserrate - 1-27 Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew- t Distributions Using GRG and MCMC Methods
by Didit Budi Nugroho & Adi Setiawan & Takayuki Morimoto - 1-27 Re-Examining Confidence Intervals for Ratios of Parameters
by Zaka Ratsimalahelo - 1-30 Integration and Risk Transmission Dynamics Between Bitcoin, Currency Pairs, and Traditional Financial Assets in South Africa
by Benjamin Mudiangombe Mudiangombe & John Weirstrass Muteba Mwamba
July 2025, Volume 13, Issue 3
- 1-11 Daily Emissions of CO 2 in the World: A Fractional Integration Approach
by Luis Alberiko Gil-Alana & Carlos Poza - 1-16 Pseudo-Panel Decomposition of the Blinder–Oaxaca Gender Wage Gap
by Jhon James Mora & Diana Yaneth Herrera - 1-18 Analyzing the Impact of Carbon Mitigation on the Eurozone’s Trade Dynamics with the US and China
by Pathairat Pastpipatkul & Terdthiti Chitkasame
March 2025, Volume 13, Issue 2
- 1-19 Modeling and Forecasting Time-Series Data with Multiple Seasonal Periods Using Periodograms
by Solomon Buke Chudo & Gyorgy Terdik - 1-25 Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies
by Alain Hecq & Daniel Velasquez-Gaviria
May 2025, Volume 13, Issue 2
- 1-24 Decomposing the Household Herding Behavior in Stock Investment: The Case of China
by Yung-Ching Tseng & I.-Fan Hsiao & Guo-Chen Wang - 1-26 Government Subsidies and Industrial Productivity in South Africa: A Focus on the Channels
by Brian Tavonga Mazorodze - 1-26 Dependent and Independent Time Series Errors Under Elliptically Countered Models
by Fredy O. Pérez-Ramirez & Francisco J. Caro-Lopera & José A. Díaz-García & Graciela González Farías
June 2025, Volume 13, Issue 2
- 1-22 Leveraging Success: The Hidden Peak in Debt and Firm Performance
by Suzan Dsouza & Krishnamoorthy Kathavarayan & Franklin Mathias & Dharmesh Bhatia & Abdallah AlKhawaja
April 2025, Volume 13, Issue 2
- 1-12 Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio †
by Ehud I. Ronn & Liying Xu - 1-14 Generalized Recentered Influence Function Regressions
by Javier Alejo & Antonio Galvao & Julián Martínez-Iriarte & Gabriel Montes-Rojas - 1-20 Inference of Impulse Responses via Bayesian Graphical Structural VAR Models
by Daniel Felix Ahelegbey - 1-29 A Meta-Analysis of Determinants of Success and Failure of Economic Sanctions
by Binyam Afewerk Demena & Peter A. G. van Bergeijk - 1-36 Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve
by Massimo Guidolin & Serena Ionta
March 2025, Volume 13, Issue 1
- 1-18 Real Option Valuation of an Emerging Renewable Technology Design in Wave Energy Conversion
by James A. DiLellio & John C. Butler & Igor Rizaev & Wanan Sheng & George Aggidis - 1-20 Dynamic Interaction Between Microfinance and Household Well-Being: Evidence from the Microcredit Progressive Model for Sustainable Development
by Ahmad Alqatan & Najoua Talbi & Hasan Behbehani & Samira Ben Belgacem & Muhammad Arslan & Wafaa Sbeiti
January 2025, Volume 13, Issue 1
- 1-12 Application of Fuzzy Discount Factors in Behavioural Decision-Making for Financial Market Modelling
by Joanna Siwek & Patryk Żywica - 1-16 Relationship Between Coefficients in Parametric Survival Models for Exponentially Distributed Survival Time—Registered Unemployment in Poland
by Beata Bieszk-Stolorz - 1-23 Optimal Time Series Forecasting Through the GARMA Model
by Adel Hassan A. Gadhi & Shelton Peiris & David E. Allen & Richard Hunt - 1-24 An Economic Theory with a Formal-Econometric Test of Its Empirical Relevance
by Bernt Petter Stigum - 1-26 Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework
by Gaurav Kapoor & Nuttanan Wichitaksorn & Mengheng Li & Wenjun Zhang
February 2025, Volume 13, Issue 1
- 1-13 Investigating Some Issues Relating to Regime Matching
by Anthony D. Hall & Adrian R. Pagan - 1-14 Conditional β-Convergence in APEC Economies, 1960–2020: Empirical Evidence from the Pooled Mean Group Estimator
by César Lenin Navarro-Chávez & Julio César Morán-Figueroa & Francisco Javier Ayvar-Campos - 1-17 Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications
by Marcos Escobar-Anel & Sebastian Ferrando & Fuyu Li & Ke Xu - 1-17 A Study of Economic and Social Preferences in Energy-Saving Behavior Using a Structural Equation Modeling Approach: The Case of Romania
by Cristian Busu & Mihail Busu & Stelian Grasu & Ilona Skačkauskienė & Luis Miguel Fonseca - 1-36 Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa
by Luyanda Majenge & Sakhile Mpungose & Simiso Msomi
September 2024, Volume 12, Issue 4
- 1-17 Estimating the Effects of Credit Constraints on Productivity of Peruvian Agriculture
by Tiemen Woutersen & Katherine Hauck & Shahidur R. Khandker
November 2024, Volume 12, Issue 4
- 1-11 Likert Scale Variables in Personal Finance Research: The Neutral Category Problem
by Blain Pearson & Donald Lacombe & Nasima Khatun - 1-15 Forecasting Wind–Photovoltaic Energy Production and Income with Traditional and ML Techniques
by Giovanni Masala & Amelie Schischke - 1-19 Exploring the Role of Global Value Chain Position in Economic Models for Bankruptcy Forecasting
by Mélanie Croquet & Loredana Cultrera & Dimitri Laroutis & Laetitia Pozniak & Guillaume Vermeylen - 1-19 Enhancing Efficiency: Halton Draws in the Generalized True Random Effects Model
by David H. Bernstein - 1-28 Bayesian Inference for Long Memory Stochastic Volatility Models
by Pedro Chaim & Márcio Poletti Laurini
December 2024, Volume 12, Issue 4
- 1-14 Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez - 1-17 Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection
by O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu - 1-23 How Financial Stress Can Impact Fiscal and Monetary Policies: Threshold VAR Analysis for Brazilian Economy
by Roberta Moreira Wichmann & Werley Cordeiro & João F. Caldeira - 1-35 Instrument Selection in Panel Data Models with Endogeneity: A Bayesian Approach
by Álvaro Herce & Manuel Salvador
October 2024, Volume 12, Issue 4
- 1-19 Impact of Areal Factors on Students’ Travel Mode Choices: A Bayesian Spatial Analysis
by Amin Azimian & Alireza Azimian - 1-20 Long-Term Care in Germany in the Context of the Demographic Transition—An Outlook for the Expenses of Long-Term Care Insurance through 2050
by Patrizio Vanella & Christina Benita Wilke & Moritz Heß - 1-26 Econometric Analysis of the Sustainability and Development of an Alternative Strategy to Gross Value Added in Kazakhstan’s Agricultural Sector
by Azat Tleubayev & Seyit Kerimkhulle & Manatzhan Tleuzhanova & Aigul Uchkampirova & Zhanat Bulakbay & Raikhan Mugauina & Zhumagul Tazhibayeva & Alibek Adalbek & Yerassyl Iskakov & Daniyar Toleubay
July 2024, Volume 12, Issue 3
- 1-14 Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models
by Lin Xue & Liqun Wang - 1-23 Stochastic Debt Sustainability Analysis in Romania in the Context of the War in Ukraine
by Gabriela Dobrotă & Alina Daniela Voda - 1-28 Comparing Estimation Methods for the Power–Pareto Distribution
by Frederico Caeiro & Mina Norouzirad
September 2024, Volume 12, Issue 3
- 1-11 Estimating Treatment Effects Using Observational Data and Experimental Data with Non-Overlapping Support
by Kevin Han & Han Wu & Linjia Wu & Yu Shi & Canyao Liu - 1-24 Score-Driven Interactions for “Disease X” Using COVID and Non-COVID Mortality
by Szabolcs Blazsek & William M. Dos Santos & Andreco S. Edwards
August 2024, Volume 12, Issue 3
- 1-16 Is It Sufficient to Select the Optimal Class Number Based Only on Information Criteria in Fixed- and Random-Parameter Latent Class Discrete Choice Modeling Approaches?
by Péter Czine & Péter Balogh & Zsanett Blága & Zoltán Szabó & Réka Szekeres & Stephane Hess & Béla Juhász - 1-18 Transient and Persistent Technical Efficiencies in Rice Farming: A Generalized True Random-Effects Model Approach
by Phuc Trong Ho & Michael Burton & Atakelty Hailu & Chunbo Ma - 1-19 Signs of Fluctuations in Energy Prices and Energy Stock-Market Volatility in Brazil and in the US
by Gabriel Arquelau Pimenta Rodrigues & André Luiz Marques Serrano & Gabriela Mayumi Saiki & Matheus Noschang de Oliveira & Guilherme Fay Vergara & Pedro Augusto Giacomelli Fernandes & Vinícius Pereira Gonçalves & Clóvis Neumann
March 2024, Volume 12, Issue 2
- 1-15 Biases in the Maximum Simulated Likelihood Estimation of the Mixed Logit Model
by Maksat Jumamyradov & Murat Munkin & William H. Greene & Benjamin M. Craig
April 2024, Volume 12, Issue 2
- 1-15 A Pretest Estimator for the Two-Way Error Component Model
by Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne - 1-16 The Gini and Mean Log Deviation Indices of Multivariate Inequality of Opportunity
by Marek Kapera & Martyna Kobus - 1-23 Stein-like Common Correlated Effects Estimation under Structural Breaks
by Shahnaz Parsaeian
June 2024, Volume 12, Issue 2
- 1-24 Investigation of Equilibrium in Oligopoly Markets with the Help of Tripled Fixed Points in Banach Spaces
by Atanas Ilchev & Vanya Ivanova & Hristina Kulina & Polina Yaneva & Boyan Zlatanov - 1-26 Predicting the Direction of NEPSE Index Movement with News Headlines Using Machine Learning
by Keshab Raj Dahal & Ankrit Gupta & Nawa Raj Pokhrel - 1-26 Modeling the Economic Impact of the COVID-19 Pandemic Using Dynamic Panel Models and Seemingly Unrelated Regressions
by Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos
May 2024, Volume 12, Issue 2
- 1-14 Exponential Time Trends in a Fractional Integration Model
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - 1-19 Financial and Oil Market’s Co-Movements by a Regime-Switching Copula
by Manel Soury - 1-21 Short-Term Hourly Ozone Concentration Forecasting Using Functional Data Approach
by Ismail Shah & Naveed Gul & Sajid Ali & Hassan Houmani - 1-21 On the Validity of Granger Causality for Ecological Count Time Series
by Konstantinos G. Papaspyropoulos & Dimitris Kugiumtzis
February 2024, Volume 12, Issue 1
- 1-2 Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”
by Benedikt M. Pötscher & Leopold Sögner & Martin Wagner - 1-28 Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension
by João Pedro Coli de Souza Monteneri Nacinben & Márcio Laurini - 1-32 Influence of Digitalisation on Business Success in Austrian Traded Prime Market Companies—A Longitudinal Study
by Christa Hangl
March 2024, Volume 12, Issue 1
- 1-19 Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach
by Chaoyi Chen & Thanasis Stengos & Jianhan Zhang
January 2024, Volume 12, Issue 1
- 1-20 Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach
by Md Samsul Alam & Alessandra Amendola & Vincenzo Candila & Shahram Dehghan Jabarabadi - 1-48 Estimating Linear Dynamic Panels with Recentered Moments
by Yong Bao
December 2023, Volume 12, Issue 1
October 2023, Volume 11, Issue 4
- 1-11 A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity
by Alecos Papadopoulos - 1-32 Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis
by Minkun Kim & David Lindberg & Martin Crane & Marija Bezbradica
December 2023, Volume 11, Issue 4
- 1-20 Liquidity and Business Cycles—With Occasional Disruptions
by Willi Semmler & Gabriel R. Padró Rosario & Levent Koçkesen - 1-44 Multistep Forecast Averaging with Stochastic and Deterministic Trends
by Mohitosh Kejriwal & Linh Nguyen & Xuewen Yu
November 2023, Volume 11, Issue 4
- 1-28 On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results
by Julie Le Gallo & Marc-Alexandre Sénégas - 1-30 When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
by Sylvia Frühwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes
August 2023, Volume 11, Issue 3
- 1-20 Locationally Varying Production Technology and Productivity: The Case of Norwegian Farming
by Subal C. Kumbhakar & Jingfang Zhang & Gudbrand Lien - 1-20 Competition–Innovation Nexus: Product vs. Process, Does It Matter?
by Emil Palikot - 1-36 Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
by Bilel Sanhaji & Julien Chevallier - 1-73 Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases
by Dean Fantazzini & Yufeng Xiao
July 2023, Volume 11, Issue 3
April 2023, Volume 11, Issue 2
- 1-11 Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes
by Dietmar Bauer - 1-15 Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models
by Paul Haimerl & Tobias Hartl - 1-27 Local Gaussian Cross-Spectrum Analysis
by Lars Arne Jordanger & Dag Tjøstheim
June 2023, Volume 11, Issue 2
- 1-20 Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region
by Mahmoud Arayssi & Ali Fakih & Nathir Haimoun - 1-26 Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
by Jarosław Gruszka & Janusz Szwabiński - 1-29 Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis
by Mateusz Szysz & Andrzej Torój
May 2023, Volume 11, Issue 2
- 1-11 Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series
by Tamás Szabados - 1-19 Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
by Chengyu Li & Luyi Shen & Guoqi Qian
February 2023, Volume 11, Issue 1
- 1-20 Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles
by Hui-Ching Chuang & Jau-er Chen - 1-30 Causal Vector Autoregression Enhanced with Covariance and Order Selection
by Marianna Bolla & Dongze Ye & Haoyu Wang & Renyuan Ma & Valentin Frappier & William Thompson & Catherine Donner & Máté Baranyi & Fatma Abdelkhalek - 1-37 Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks
by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta
March 2023, Volume 11, Issue 1
- 1-16 Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - 1-33 Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
by Nick James & Max Menzies & Jennifer Chan
January 2023, Volume 11, Issue 1
- 1-2 Acknowledgment to the Reviewers of Econometrics in 2022
by Econometrics Editorial Office - 1-13 Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment
by Maksat Jumamyradov & Benjamin M. Craig & Murat Munkin & William Greene
December 2022, Volume 11, Issue 1
- 1-18 Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models
by Omar Abbara & Mauricio Zevallos - 1-29 Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
by Graziano Moramarco
December 2022, Volume 10, Issue 4
- 1-9 Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
by Marc Hallin - 1-18 Is Climate Change Time-Reversible?
by Francesco Giancaterini & Alain Hecq & Claudio Morana - 1-26 Linear System Challenges of Dynamic Factor Models
by Brian D. O. Anderson & Manfred Deistler & Marco Lippi
October 2022, Volume 10, Issue 4
- 1-28 On the Bayesian Mixture of Generalized Linear Models with Gamma-Distributed Responses
by Irwan Susanto & Nur Iriawan & Heri Kuswanto
November 2022, Volume 10, Issue 4
- 1-24 Validation of a Computer Code for the Energy Consumption of a Building, with Application to Optimal Electric Bill Pricing
by Merlin Keller & Guillaume Damblin & Alberto Pasanisi & Mathieu Schumann & Pierre Barbillon & Fabrizio Ruggeri & Eric Parent - 1-27 Detecting and Quantifying Structural Breaks in Climate
by Neil R. Ericsson & Mohammed H. I. Dore & Hassan Butt
July 2022, Volume 10, Issue 3
August 2022, Volume 10, Issue 3
- 1-27 Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
by Shiyun Cao & Qiankun Zhou - 1-41 A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
by Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade
September 2022, Volume 10, Issue 3
- 1-17 Modelling and Diagnostics of Spatially Autocorrelated Counts
by Robert C. Jung & Stephanie Glaser
June 2022, Volume 10, Issue 2
- 1-14 Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis
by Esam Mahdi & Ameena Al-Abdulla - 1-34 Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy
by Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira
March 2022, Volume 10, Issue 2
- 1-15 Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks
by Piero C. Kauffmann & Hellinton H. Takada & Ana T. Terada & Julio M. Stern - 1-20 A Binary Choice Model with Sample Selection and Covariate-Related Misclassification
by Jorge González Chapela - 1-25 Causal Transmission in Reduced-Form Models
by Vassilios Bazinas & Bent Nielsen
April 2022, Volume 10, Issue 2
- 1-15 A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations
by Katarina Juselius - 1-15 Combining Predictions of Auto Insurance Claims
by Chenglong Ye & Lin Zhang & Mingxuan Han & Yanjia Yu & Bingxin Zhao & Yuhong Yang - 1-16 A Conversation with Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-21 A Conversation with Katarina Juselius
by Rocco Mosconi & Paolo Paruolo - 1-22 Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data
by Duo Qin & Sophie van Huellen & Qing Chao Wang & Thanos Moraitis - 1-23 Using the SARIMA Model to Forecast the Fourth Global Wave of Cumulative Deaths from COVID-19: Evidence from 12 Hard-Hit Big Countries
by Gaetano Perone - 1-25 Model Validation and DSGE Modeling
by Niraj Poudyal & Aris Spanos - 1-27 An Alternative Estimation Method for Time-Varying Parameter Models
by Mikio Ito & Akihiko Noda & Tatsuma Wada
May 2022, Volume 10, Issue 2
- 1-4 Celebrated Econometricians: Katarina Juselius and Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-12 Are Vaccinations Alone Enough to Curb the Dynamics of the COVID-19 Pandemic in the European Union?
by Paweł Miłobędzki
January 2022, Volume 10, Issue 1
- 1-2 Acknowledgment to Reviewers of Econometrics in 2021
by Econometrics Editorial Office - 1-7 A New Estimator for Standard Errors with Few Unbalanced Clusters
by Gianmaria Niccodemi & Tom Wansbeek - 1-11 The Age–Period–Cohort Problem in Hedonic House Prices Models
by Chung-Yim Yiu & Ka-Shing Cheung - 1-16 Forecasting Real GDP Growth for Africa
by Philip Hans Franses & Max Welz - 1-19 An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
by Ron Mittelhammer & George Judge & Miguel Henry
February 2022, Volume 10, Issue 1
- 1-10 The Impact of COVID-19 on Airfares—A Machine Learning Counterfactual Analysis
by Florian Wozny - 1-14 Identification in Parametric Models: The Minimum Hellinger Distance Criterion
by David Pacini - 1-29 Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models
by Szabolcs Blazsek & Alvaro Escribano
March 2022, Volume 10, Issue 1
- 1-11 Missing Values in Panel Data Unit Root Tests
by Yiannis Karavias & Elias Tzavalis & Haotian Zhang - 1-31 Green Bonds for the Transition to a Low-Carbon Economy
by Andreas Lichtenberger & Joao Paulo Braga & Willi Semmler
December 2021, Volume 10, Issue 1
- 1-16 An Exponential Endogenous Switching Regression with Correlated Random Coefficients
by Myoung-Jin Keay - 1-21 Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
December 2021, Volume 9, Issue 4
- 1-6 On the Plausibility of the Latent Ignorability Assumption
by Martin Huber - 1-13 Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote
by Kimon Ntotsis & Alex Karagrigoriou & Andreas Artemiou