Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting with DSGE Models
2. Forecasting

2026

• Lorenzo Biondi & Christian R. Proaño, 2026, "Nonlinear exchange rate dynamics and behavioral expectations: New evidence from selected emerging and advanced economies," Journal of Evolutionary Economics, Springer, volume 36, issue 2, pages 1-48, August, DOI: 10.1007/s00191-026-00970-9.
• Samir Kumer Das & Amit Kumar Biswas, 2026, "Falsified Trade Statistics and Substantial Capital Fled: Evidence from Bangladesh with Top OECD Partners," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 24, issue 2, pages 537-564, June, DOI: 10.1007/s40953-025-00490-6.
• Payam Hanafizadeh & Mohsen Tavakoli, 2026, "Impact of digital technologies in contrast to traditional IT on firm performance: from the resource-based view," Management Review Quarterly, Springer, volume 76, issue 2, pages 2059-2095, June, DOI: 10.1007/s11301-025-00523-7.
• Alessandra Garbero & Grayson Sakos & Giovanni Cerulli, 2026, "Ensuring generalizability in monitoring and evaluation: extrapolation of treatment effects to larger populations using idiosyncratic effects estimation," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 10567-10601, June, DOI: 10.1007/s11135-026-02633-0.
• Ioannis N. Kallianiotis & Iordanis Petsas & Aram R. Balagyozyan, 2026, "Ethics in International Trade," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 2, pages 1-1.
• 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.
• Maik Dierkes & Krischan Fitter & Philipp Sibbertsen, 2026, "Monitoring breaks in fractional cointegration," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 55, issue 12, pages 3637-3657, June, DOI: 10.1080/03610926.2025.2581247.
• Atsushi Inoue & Lutz Kilian, 2026, "When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?," Journal of Political Economy, University of Chicago Press, volume 134, issue 2, pages 773-794, DOI: 10.1086/738339.
• Amil Camilo Moore & Fabrizio Germano & Rosemarie Nagel, 2026, "Understanding human behavior via similarity: A geometric and behavioral rules-based approach to games," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1942, Mar.
• Cristina Connolly & Sandro Steinbach & Mike Vo & Xibo Wan, 2026, "Evaluating Precision, Privacy, and Representation with Cell Phone Data: Evidence from Recreational Demand for Cape Cod Beaches," Land Economics, University of Wisconsin Press, volume 102, issue 3, pages 471-496.
• Gruszczyński Marek, 2026, "The Measure of Fit and Cut-Off Point for a Binomial Logit Model. an Overlooked Contribution of Jan Salomon Cramer," Folia Oeconomica Stetinensia, Paradigm, volume 26, issue 1, pages 70-86, DOI: 10.2478/foli-2026-0004.
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2026, "Forecasting Natural Gas Prices in Real Time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 2, pages 139-155, March, DOI: 10.1002/jae.70018.
• Atsushi Inoue & Lutz Kilian, 2026, "The Conventional Impulse Response Prior in VAR Models With Sign Restrictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 3, pages 310-322, April, DOI: 10.1002/jae.70037.
• Joseph Chukwudi Odionye & Innocent Uchechukwu Duru & Nnamdi Chinwendu Nwaeze & Ndubuisi Agoh, 2026, "Heterogeneous Influence Of Economic Policy Uncertainty On Foreign Direct Investment In Sub-Saharan African (Ssa) Countries: Moderating Role Of Institutional Quality," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-27, March, DOI: 10.1142/S2194565926500028.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• 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.
• Bauckloh, Michael Tobias & Kirsch, Paula, 2026, "The green bond premium: Evidence from a multiverse analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-06.
• Gondauri, Davit, 2026, "Economic Yang–Mills Mass Gap in Global and Corridor Flow Networks: A Finite-Network Gauge-Econometric Framework for Measuring Systemic Shock Thresholds," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341544.
• Venkitasubramanian, Kailas, 2026, "mixqr: An Extensible Framework for Finite Mixtures of Quantile and Expectile Regressions in R," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341545.
• Gondauri, Davit, 2026, "Navier-Stokes-Inspired Global Liquidity-Flow and Systemic-Stress Modelling: A Nondimensional Macro-Financial Stress-Testing Framework," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341616.
• 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.
• Gondauri, Davit, 2026, "Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341672.
• Gondauri, Davit, 2026, "Robust Portfolio Optimization under Computational Complexity: A P-vs-NP-Inspired Markowitz-CAPM Framework with Cardinality Constraints and a Black-Scholes Derivative-Pricing Overlay," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341673.
• Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2026, "Comment on "Development Effects of Electrification: Evidence from the Topographic Placement of Hydropower Plants in Brazil"," I4R Discussion Paper Series, The Institute for Replication (I4R), number 294.
• Mohamed Elsayed Abdelsalam Ghanem & Asma Salman & Muthanna G. Abdul Razzaq & Safaa Sayed Mahmoud & Mohammed Abdul Imran Khan, 2026, "The Role of AI Tools in Enhancing Student Satisfaction and Learning Outcomes in Developing Countries," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 336-376, March.
• Toufik Ait Ouali & Djamila Mendil, 2026, "Modernizing Solvency Regulation in Algeria: A Comparative Study of Static and Stochastic Approaches," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 8, issue 1, pages 151-160, June.
• Cuimin Ba, 2026, "Robust Misspecified Models," American Economic Review, American Economic Association, volume 116, issue 4, pages 1340-1379, April, DOI: 10.1257/aer.20240246.
• Oren Danieli & Daniel Nevo & Itai Walk & Bar Weinstein & Dan Zeltzer, 2026, "Negative Control Falsification Tests for Instrumental Variable Designs," American Economic Review, American Economic Association, volume 116, issue 4, pages 1380-1414, April, DOI: 10.1257/aer.20240636.
• Matthew A. Masten & Alexandre Poirier, 2026, "The Effect of Omitted Variables on the Sign of Regression Coefficients," American Economic Review, American Economic Association, volume 116, issue 7, pages 2685-2710, July, DOI: 10.1257/aer.20230242.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2026, "Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 18, issue 1, pages 102-148, January, DOI: 10.1257/mac.20220076.
• Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2026, "From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/26/01.
• Gabriel Rodriguez Rondon & Jean-Marie Dufour, 2026, "Monte Carlo Likelihood-Ratio Tests for Markov Switching Models," Staff Working Papers, Bank of Canada, number 26-23, Jul, DOI: 10.34989/swp-2026-23.
• Concetta Rondinelli & Federico Tullio & Francesca Zanichelli, 2026, "Demographics and consumption: evolution and composition of household expenditure in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1033, Jul.
• Gaetano Basso & Francesca Carta & Concetta Rondinelli & Federico Tullio & Francesca Zanichelli, 2026, "An assessment of the marginal propensity to consume in Italy in the post-Covid recovery," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1034, Jul.
• Francesco Columba & Manuel Cugliari & Stefano Di Virgilio, 2026, "Credit Risk Assessment with Stacked Machine Learning," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 73, Jan.
• Francesco Columba & Manuel Cugliari & Marco Orlandi & Federica Vassalli, 2026, "The Cyber Risk Of Non-Financial Firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 75, Jan.
• Amil Camilo Moore & Rosemarie Nagel & Fabrizio Germano, 2026, "Understanding Human Behavior via Similarity: A Geometric and Behavioral Rules-based Approach to Games," Working Papers, Barcelona School of Economics, number 1571, Mar.
• Alexander Eliseev & Sergei Seleznev, 2026, "Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?," Bank of Russia Working Paper Series, Bank of Russia, number wps167, Mar.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2026, "Estimating Causal Effects With Observational Data: Guidelines for Agricultural and Applied Economists," Journal of Agricultural Economics, Wiley Blackwell, volume 77, issue 2, pages 356-382, June, DOI: 10.1111/1477-9552.70019.
• Leonardo Barros‐Torres & Gilberto Tadeu Lima & Jaylson Jair da Silveira, 2026, "Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics," Metroeconomica, Wiley Blackwell, volume 77, issue 1, pages 36-54, February, DOI: 10.1111/meca.12505.
• Nicolas Hardy & Dimitris Korobilis, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2026, Apr.
• Zacharias Bragoudakis & Alexandros Karakitsios & Evangelia Kasimati, 2026, "Short-term inflation projections: Τhe new BOG’STIP model," Working Papers, Bank of Greece, number 363, Jun, DOI: 10.52903/wp2026363.
• Franjic Domenic & Mößler Markus & Schweikert Karsten, 2026, "Multiple Structural Breaks in Vector Error Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 409-430, DOI: 10.1515/snde-2025-0009.
• Sanghyun Hong & W. Robert Reed & R.C.M van Aert & M.A.L.M van Assen, 2026, "Performance of Bias-Detection Methods in Psychological Meta-Analysis: A Large-Scale Simulation Study," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 26/03, Jun.
• Tymon Stoczyński & Liang Sun & S. Derya Uysal & Derya Uysal, 2026, "A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects," CESifo Working Paper Series, CESifo, number 12696.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2026, "Large and Deep Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-20, Feb.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2026, "Information matrix tests for switching regressions," Working Papers, CEMFI, number wp2026_2601, Feb.
• Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.
• Fiorentini, Gabriele & Galesi, Alessandro & Peña, Rodrigo & Pérez Quirós, Gabriel & Sentana, Enrique, 2026, "Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves," CEPR Discussion Papers, Centre for Economic Policy Research, number 21256, Mar.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2026, "Detecting Sparse Cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 49894, Apr.
• Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50313, Jun.
• Chatjuthamard, Pattanaporn & Jiraporn, Pornsit & Lee, Sang Mook, 2026, "Artificial intelligence (AI) and corporate governance: Evidence from board size," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101144.
• Hong, Yi & Xu, Maochun & Wen, Conghua, 2026, "On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101542.
• Elbers, Chris & van der Weide, Roy, 2026, "Non-normal Empirical Bayes prediction of local welfare," Journal of Development Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jdeveco.2026.103835.
• Barde, Sylvain, 2026, "Bayesian estimation of a large-scale macroeconomic policy agent-based model," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105354.
• Chironna, Gianpiero & Orlando, Giuseppe, 2026, "Predicting bank defaults in Italy: A comparative analysis of conventional and machine learning approaches," Economic Analysis and Policy, Elsevier, volume 89, issue C, pages 788-833, DOI: 10.1016/j.eap.2025.12.002.
• Sun, Hongye, 2026, "Educational mismatch and wages: Evidence from a cross-country comparison," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107448.
• Shi, Haoyu & Zheng, Xu & Wang, Yuansheng, 2026, "Volatility regimes and jumps in crude oil futures: Uncovering how market shocks trigger extreme comovements," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107532.
• Ricordi, Delfina & Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2026, "When volatility turns, recessions follow," Economic Modelling, Elsevier, volume 159, issue C, DOI: 10.1016/j.econmod.2026.107588.
• Raj, Prakash & Selvaraju, N., 2026, "Bitcoin volatility modeling with realized measures and jump dynamics," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107615.
• Wen, Limin & Li, Dongyan, 2026, "Tail-sensitive insurance pricing: An economic extension of the Esscher principle," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107646.
• Schling, Maja & Guerrero Compeán, Roberto & Pazos, Nicolás & Bailey, Allison & Arkema, Katie & Ruckelshaus, Mary, 2026, "The economic impact of Sargassum: Evidence from the Mexican coast," Ecological Economics, Elsevier, volume 241, issue C, DOI: 10.1016/j.ecolecon.2025.108877.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• Dai, Shengtao & Song, Xiaojun, 2026, "Neyman-orthogonal goodness-of-fit tests for distributions," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112906.
• Stillwagon, Joshua R., 2026, "Professional forecasters do not commit timeless errors: Evidence from structural breaks in tests of over-reaction," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112939.
• Zevallos, Mauricio & Rubesam, Alexandre, 2026, "Finite-sample properties of the Campbell and Thompson out-of-sample R2," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113011.
• Barde, Sylvain, 2026, "Large-scale model comparison with fast model confidence sets," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106123.
• Sun, Liyang, 2026, "Empirical welfare maximization with constraints," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106169.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Todorov, Viktor & Zhang, Yang, 2026, "Intraday volatility patterns from short-dated options," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105732.
• Medeiros, Marcelo C. & Sun, Chuanping, 2026, "A sorted penalty estimator: Inference for a correlation-robust shrinkage method," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106216.
• Francq, Christian & Trapani, Lorenzo & Zakoïan, Jean-Michel, 2026, "Inference on breaks in weak location time series models with the estimating function approach," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106220.
• Dovonon, Prosper & Gospodinov, Nikolay, 2026, "A uniformly valid test for instrument exogeneity," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106231.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2026, "The information matrix test for Gaussian mixtures," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106234.
• Li, Yong & Mallick, Sushanta K. & Wang, Nianling & Yu, Jun & Zeng, Tao, 2026, "Deviance Information Criterion for Bayesian model selection: Theoretical justification and applications," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105978.
• Chib, Siddhartha & Smith, Simon C., 2026, "Structural breaks, model uncertainty and factor selection," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106067.
• Kumbhakar, Subal C. & Mallick, Sushanta K., 2026, "Bayesian methods in economics and finance: A unified survey and taxonomy," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106269.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2026, "Multivariate Hermite polynomials and information matrix tests," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 22-48, DOI: 10.1016/j.ecosta.2024.01.005.
• Amengual, Dante & Bei, Xinyue & Sentana, Enrique, 2026, "Highly irregular serial correlation tests," Econometrics and Statistics, Elsevier, volume 39, issue C, pages 4-21, DOI: 10.1016/j.ecosta.2024.01.001.
• Alcorta, Peio & Mariel, Petr, 2026, "On the asymptotic variance of latent class logit models for discrete choice applications," Journal of choice modelling, Elsevier, volume 58, issue C, DOI: 10.1016/j.jocm.2025.100586.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2026, "Factor pricing across asset classes," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101688.
• Escobar-Anel, Marcos & Pan, Kaize & Stentoft, Lars, 2026, "A mean reverting affine GARCH model for commodities," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109075.
• Papadopoulos, Alecos & Parmeter, Christopher F. & Sterling, Kevin, 2026, "On high-quality development and two-tier stochastic frontier analysis," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109463.
• Li, Delong & Lu, Lei & Qi, Zhen & Zhou, Guofu, 2026, "International corporate bond returns: Uncovering predictability using machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101008.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Bland, James R., 2026, "Bayesian inference for Quantal Response Equilibrium in normal-form games," Games and Economic Behavior, Elsevier, volume 157, issue C, pages 619-636, DOI: 10.1016/j.geb.2023.05.005.
• Fazekas, Mihály & Tóth, Bence & Wachs, Johannes & Abdou, Aly, 2026, "Public procurement cartels: A large-sample testing of screens using machine learning," International Journal of Industrial Organization, Elsevier, volume 104, issue C, DOI: 10.1016/j.ijindorg.2025.103228.
• Goto, Shingo & Yamada, Toru, 2026, "Selection versus diversification in noisy alpha environments," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107726.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104295.
• Rodríguez, Gabriel & Santisteban, Joseph, 2026, "Regime-switching, fiscal policy shocks and macroeconomic fluctuations in Peru," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2025.e00448.
• Bollino, Carlo Andrea & Hasanov, Fakhri J. & Aliyeva, Heyran & Almozaini, Majed, 2026, "Carbon pricing, growth, and green financing: Policy options for Saudi Arabia," Journal of Policy Modeling, Elsevier, volume 48, issue 4, DOI: 10.1016/j.jpolmod.2026.01.002.
• Li, Xingyi & Liu, Zhuang & Liu, Yujun & Zhu, Shushang & Yan, Jingzhou, 2026, "Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103033.
• Yu, Bo & Peng, Weijia & Yao, Chun & Lan, Wei, 2026, "Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103150.
• Lourenço-Gomes, Lina & Gonçalves, Tânia & Pinto, Lígia, 2026, "Understanding unobserved heterogeneity in consumer preferences: A comparative analysis of discrete choice models," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101137.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Debnath, Pabitra & Dinda, Soumyananda, 2026, "Driving factors of renewable energy consumption growth: Dynamic panel data analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 226, issue PE, DOI: 10.1016/j.rser.2025.116456.
• Arteaga-Molina, Luis A. & Rodriguez-Poo, Juan M., 2026, "A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors," Statistics & Probability Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.spl.2025.110606.
• Rodríguez, Gabriel & Abanto-Valle, Carlos A. & Cáceres Quispe, Moisés & Alvarado Silva, Paola, 2026, "Impacts and evolution of monetary policy shocks on macroeconomic fluctuations in Peru using regime-switching VAR models," Structural Change and Economic Dynamics, Elsevier, volume 79, issue C, pages 26-48, DOI: 10.1016/j.strueco.2026.04.002.
• Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Fiala, Lenka & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & Lima, Gonca, 2026, "Reproducibility and robustness of economics and political science research," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137919, Apr.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138476, Aug.
• Howai, Niko & Bian, Alice & De Guzman-Mortillero, Arnica & Robinson, Elizabeth, 2026, "Mangrove livelihoods in Palawan, Philippines: individual and joint household preferences with exemption interviews," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138521, May.
• Himaz, Rozana & Salmanidou, Dimitra & Ghaffarian, Saman, 2026, "Machine Learning for Estimating Catastrophic Health Spending in Disaster-Affected, Data-Scarce Settings," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2026-05, Mar.
• Sebastian Kripfganz & Mehdi Hosseinkouchack & Matei Demetrescu, 2026, "Serial-correlation testing in error component models with moderately small T," Discussion Papers, University of Exeter, Department of Economics, number 2603, Apr.
• Abel Brodeur & Derek Mikola & Nikolai Cook & Lenka Fiala & Thomas Brailey & Ryan Briggs & Alexandra de Gendre & Yannick Dupraz & Jacopo Gabani & Romain Gauriot & Joanne Haddad & Goncalo Lima & Jörg An, 2026, "Reproducibility and robustness of economics and political science research," Post-Print, HAL, number hal-05642219, Apr, DOI: 10.1038/s41586-026-10251-x.
• Abel Brodeur & Derek Mikola & Nikolai Cook & Lenka Fiala & Thomas Brailey & Ryan Briggs & Alexandra de Gendre & Yannick Dupraz & Jacopo Gabani & Romain Gauriot & Joanne Haddad & Goncalo Lima & Jörg An, 2026, "Reproducibility and robustness of economics and political science research," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-05642219, Apr, DOI: 10.1038/s41586-026-10251-x.
• Otneim, Håkon, 2026, "Comparable Grading from Observational Data: Many-Facet Modelling with Soft Anchors," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/6, May.
• Abdul Aziz & Abdurakhman Abdurakhman, 2026, "Optimizing Islamic Portfolio Formation Using Mathematical and Shariah Approaches," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 59-80, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Krumme, Anna & Westphal, Matthias, 2026, "Testing IV Validity and LATE Interpretation Using Flexible Covariate Specifications," IZA Discussion Papers, IZA Network @ LISER, number 18573, Apr.
• Sloczynski, Tymon & Sun, Liyang & Uysal, S., 2026, "A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 18684, May.
• Zongwu Cai & Yifeng Chen & Seok Young Hong & Daniel Tsvetanov, 2026, "Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202609, Jan, revised Jan 2026.
• Li Zeng & Wee-Yeap Lau, 2026, "Nexus Between ESG Performance and Credit Risk in Chinese FinTech Companies," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 935-963, June, DOI: 10.1007/s10690-025-09528-4.
• Ashlin Varkey & Haritha N. Haridas, 2026, "Comparison of Income Inequality Among Indian States Using Quantile Functions," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 1797-1832, March, DOI: 10.1007/s10614-025-10880-w.
• Bhanu Pratap & Amit Pawar & Shovon Sengupta, 2026, "Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2301-2344, March, DOI: 10.1007/s10614-025-10942-z.
• Mehmet Selman Çolak & Yavuz Kılıç & Hüseyin Öztürk & Mehmet Emre Şamcı, 2026, "We are different: the drivers of asset quality in loan type and sectoral breakdowns," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 799-835, August, DOI: 10.1007/s10663-026-09690-6.
• Timothy R. Wojan, 2026, "Arts avocations and the ‘Leonardo effect’: Does artistic imagination fuel innovation?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 50, issue 1, pages 35-51, March, DOI: 10.1007/s10824-025-09553-1.
• Cole, Stephen J., 2026, "FOMC Forecasts, Constant-Gain Learning, and Optimism/Pessimism," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2026-03, Jun.
• Beniamino Hadj-Amar & Jack Jewson, 2026, "Bayesian Variable Selection with the Quasi-Posterior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/26.
• Abel Brodeur & Derek Mikola & Nikolai Cook & Lenka Fiala & Thomas Brailey & Ryan Briggs & Alexandra de Gendre & Yannick Dupraz & Jacopo Gabani & Romain Gauriot & Joanne Haddad & Goncalo Lima & Jörg An, 2026, "Reproducibility and robustness of economics and political science research," Nature, Nature, volume 652, issue 8108, pages 151-156, April, DOI: 10.1038/s41586-026-10251-x.
• Abel Brodeur & Derek Mikola & Nikolai Cook & Lenka Fiala & Thomas Brailey & Ryan Briggs & Alexandra de Gendre & Yannick Dupraz & Jacopo Gabani & Romain Gauriot & Joanne Haddad & Goncalo Lima & Jörg An, 2026, "Publisher Correction: Reproducibility and robustness of economics and political science research," Nature, Nature, volume 653, issue 8114, pages 7-7, May, DOI: 10.1038/s41586-026-10503-w.
• Hui Chen & Yuhan Cheng & Yanchu Liu & Ke Tang, 2026, "Teaching Economics to the Machines," NBER Working Papers, National Bureau of Economic Research, Inc, number 34713, Jan.
• Victor Duarte & Julia Fonseca, 2026, "AI for Structural Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 35283, May.
• Daniel Haanwinckel, 2026, "Does Regional Variation in Wage Levels Identify the Effects of a National Minimum Wage?," NBER Working Papers, National Bureau of Economic Research, Inc, number 35298, Jun.
• National Institute of Economic and Social Research, 2026, "Box C: What Happened to the Fiscal Black Hole?," National Institute Economic Outlook, National Institute of Economic and Social Research, issue Winter, pages 36-38.
• Svetoslav Borisov, 2026, "Integration of Cryptocurrencies into Investment Portfolios: Application of Modern Portfolio Theory and Minimum Spanning Tree Analysis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 407-432, June.
• Denitsa Bozeva, 2026, "Application of the Specialized AMOS Software for Evaluating a SEM Model for the Real Estate Market in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 40-53, July.
• Peter Reinhard Hansen & Chen Tong, 2026, "Option Pricing with Time-Varying Volatility Risk Aversion," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 875-924.
• Farah Nasri & Salim Ben Sassi, 2026, "A dual approach to ESG risk factor extraction and implementation: quantile regression method," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 3, pages 1-15, September, DOI: 10.1057/s41260-026-00464-0.
• Yuancheng Si & Zili Zhang & Saralees Nadarajah, 2026, "Navigating the architecture of overnight jumps: a t-stable power series approach to information shocks and market resilience," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-33, September, DOI: 10.1057/s41283-026-00231-w.
• Gabriel Rodriguez & Fiorela Liza & Miguel Ataurima Arellano, 2026, "Forecasting Value at Risk and Expected Shortfall in Equity Markets of High-Income and Latin American Countries," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-554, DOI: 10.18800/2079-8474.0554.
• Kumar, Labesh, 2026, "The Output Gap: Method Choice, Data Revisions, and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 127829, Jan.
• Hardy, Nicolas & Korobilis, Dimitris, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," MPRA Paper, University Library of Munich, Germany, number 128752, Apr.
• MUDERHWA, Victoire & Henry, Ngongo, 2026, "Efficacite de la gouvernance et durabilite des pays rentiers : une aplication du modele star pour la RD Congo," MPRA Paper, University Library of Munich, Germany, number 128953, Apr, revised 29 Apr 2026.
• Conte, Anna & Hey, John D., 2026, "REDRUM: Robust Estimation and Design for the Random Utility Model," MPRA Paper, University Library of Munich, Germany, number 129162, May.
• Lee, Sunwoo, 2026, "The Upward-Sloping Path of Fiscal Multipliers and Humped-Persistent Tail Effect: Evidence from a Behavioral New Keynesian Model of South Korea," MPRA Paper, University Library of Munich, Germany, number 129219, Feb.
• Rai, Sudhanshu, 2026, "Do AI Occupational-Exposure Scores Measure AI? AIOE and Eloundou (2024) Largely Capture Cognitive Content; Webb (2020) Does Not," MPRA Paper, University Library of Munich, Germany, number 129904, Jul.
• Buczak, Maciej, 2026, "The AMA method - analytical foundations of its failure," MPRA Paper, University Library of Munich, Germany, number 129937, Jun.
• Buczak, Maciej, 2026, "Post-Crisis Financial Security Architecture in the Face of the 2023 Crisis Episode," MPRA Paper, University Library of Munich, Germany, number 129944, May.
• Alexey Rozhkovskiy, 2026, "Platformness premium in valuation multiples of U.S. listed firms: A panel econometric assessment," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 82, pages 124-149.
• Jesús Mur & Ana Angulo, 2026, "Model selection strategies in a spatial setting: Some additional results," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, volume 65, issue 65, pages 15-38, June, DOI: 10.1016/j.regsciurbeco.2008.05.018.
• Sidney M. Caetano & João H. G. Mazzeu, 2026, "Short-term inflation expectations evaluation in the presence of instabilities," Empirical Economics, Springer, volume 70, issue 2, pages 1-27, February, DOI: 10.1007/s00181-025-02850-w.
• Alena Skolkova, 2026, "Model averaging with ridge regularization," Empirical Economics, Springer, volume 70, issue 2, pages 1-19, February, DOI: 10.1007/s00181-025-02866-2.
• Carlos Trucíos, 2026, "Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison," Empirical Economics, Springer, volume 70, issue 3, pages 1-24, March, DOI: 10.1007/s00181-026-02900-x.
• Thomas Barnay & Emmanuel Duguet & Yann Videau, 2026, "Did the 2005 French Disabled workers Act increase the employment rate of people with disabilities? An econometric evaluation on panel data," Empirical Economics, Springer, volume 70, issue 6, pages 1-30, June, DOI: 10.1007/s00181-026-02923-4.
• Amrita Jain & Qamar Alam, 2026, "Synthetic control method and trade policy evaluation: a bibliometric analysis and upcoming research pathways," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 17, issue 4, pages 1362-1372, April, DOI: 10.1007/s13198-025-03043-5.

2025

• Hamzah Mohammed Kadhim & Nidaa Saleh Mahdi & Anne-Marie Sassenberg & Karen Trimmer, 2025, "Evaluating the Use of National Standards for the Educational Programs of Management and Economics Colleges in Iraq Using Performance Matrix - Case Study," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 4, pages 25-40.
• Sebastian Sobczuk & Anna Borucka & Pawel Kler, 2025, "Application of Selected Mathematical Models for Analysis and Evaluation of the Functioning of Transport Processes in Crisis Situations," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1175-1193.
• Kseniya Bortnikova & Josef Bajzik & Evzen Kocenda, 2025, "How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/01, Jan, revised Jan 2025.
• Palladino, Marco G. & Bertheau, Antoine & Hijzen, Alexander & Kunze, Astrid & Barreto, Cesar & Gülümser, Dogan & Lachowska, Marta & Lassen, Anne Sophie & Lattanzio, Salvatore & Lochner, Benjamin & Lom, 2025, "Firms and the Gender Wage Gap: A Comparison of Eleven Countries," Working Papers, VATT Institute for Economic Research, number 181.
• Prosper Dovonon & Nikolay Gospodinov, 2025, "A Uniformly Valid Test for Instrument Exogeneity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-9, Sep, DOI: 10.29338/wp2025-09.
• Nikolay Gospodinov & Esfandiar Massoumi, 2025, "On Model Aggregation and Forecast Combination," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-12, Oct, DOI: 10.29338/wp2025-12.
• Lutz Kilian, 2025, "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 2507, Feb, DOI: 10.24149/wp2507.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Edward P. Herbst & Benjamin K. Johannsen, 2025, "Discussion of "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly''," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-058, Aug, DOI: 10.17016/FEDS.2025.058.
• César Barreto & Antoine Bertheau & Dogan Gulumser & Alexander Hijzen & Astrid Kunze & Marta Lachowska & Anne Sophie Lassen & Salvatore Lattanzio & Benjamin Lochner & Stefano Lombardi & Jordy Meekes & , 2025, "Firms and the Gender Wage Gap: A Comparison of Eleven Countries," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-24, Dec, DOI: 10.21033/wp-2025-24.
• Amaze Lusompa, 2025, "Regression Model Selection Under General Conditions," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-12, Oct, DOI: 10.18651/RWP2025-12.
• Amaze Lusompa, 2025, "A Note on the Finite Sample Bias in Time Series Cross-Validation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-17, Nov, revised 08 Dec 2025, DOI: 10.18651/RWP2025-17.
• Sílvia Gonçalves & Michael W. McCracken & Yongxu Yao, 2025, "Out-of-Sample Inference with Annual Benchmark Revisions," Working Papers, Federal Reserve Bank of St. Louis, number 2025-020, Sep, DOI: 10.20955/wp.2025.020.
• Richard K. Crump & Nikolay Gospodinov, 2025, "How Uncertain Is the Estimated Probability of a Future Recession?," Liberty Street Economics, Federal Reserve Bank of New