Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

---

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

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2026

• Arabinda Basistha, 2026, "The Role of Global Inflation in Estimation of US Output Components in the post Bretton Woods Era: Evidence from Multivariate Unobserved Components Models," Working Papers, Department of Economics, West Virginia University, number 26-04, Feb.
• Zhiwu Hong & Linlin Niu, 2026, "The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2026-01-28, Jan.
• Linlin Niu & Haoran Bai & Zhiwu Hong, 2026, "Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2025-09-25, Feb.
• Mdhlalose, Dickson, 2026, "Regime-Dependent Asset Market Linkages and Portfolio Risk Management: Evidence from South Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341030.
• Pinjaman, Saizal, 2026, "A Simple Note on Augmented Autoregressive Distributed Lag Model (A-ARDL)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341087, DOI: 10.6084/m9.figshare.32304789.
• Roth, Felix, 2026, "Inflation and Public Support for the Euro," Hamburg Discussion Papers in International Economics, University of Hamburg, Department of Economics, number 21.
• Martín Almuzara & Geert Mesters, 2026, "Seeing Through the Shutdown’s Missing Inflation Data," Liberty Street Economics, Federal Reserve Bank of New York, number 20260217, Feb, DOI: 10.59576/lse.20260217.
• Sophia Cho & John C. Williams, 2026, "The R*–Labor Share Nexus," Liberty Street Economics, Federal Reserve Bank of New York, number 20260415, Apr, DOI: 10.59576/lse.20260415.
• Farrukh Nematov, 2026, "Developing a risk-based stress testing framework for microfinance banks in Uzbekistan: A SVAR approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2026, Apr.
• Junior Maih & Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Markov-Switching DSGE Modeling in RISE," Working Papers, Business School - Economics, University of Glasgow, number 2026_01, Jan.
• Ayden Higgins & Koen Jochmans, 2026, "Learning markov processes with latent variables," Post-Print, HAL, number hal-05488665, DOI: 10.1017/S0266466625000027.
• Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Sciences Po Economics Publications (main), HAL, number hal-05459696, Jan.
• Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Working Papers, HAL, number hal-05459696, Jan.
• Alban Moura, 2026, "The effects of government spending endogeneity on estimated multipliers in the US," Working Papers, HAL, number hal-05528164, Feb.
• Safira, Dinda Ayu & Kuswanto, Heri & Ahsan, Muhammad & Sibbertsen, Philipp, 2026, "A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM2.5 Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-746, May.
• István Boza & Dániel Horn, 2026, "From Mincer to AKM: Decomposing School Effects on Early-Career Wages," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2604, Mar.
• Fjærvik, Thomas Michael & Hølleland, Sondre Nedreås, 2026, "Managing downside risk and spatial allocation of offshore wind: Evidence from Norway’s 30gw expansion," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/1, Apr.
• OHASHI, Kazuhiko & WU, Hsiu & YAMAMOTO, Yohei, 2026, "Dynamic Effects of Supply and Demand on Electricity Prices during the Global Energy Crisis : Evidence from Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-161, Apr.
• DIEWERT, W. Erwin & SHIMIZU, Chihiro, 2026, "Quality Adjustment, Hedonic Regressions and the Extension Problem," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP26-7, Mar.
• Bjarni G. Einarsson;Thórarinn G. Pétursson, 2026, "What sets the trend? The evolution and drivers of Icelandic trend inflation," Economics, Department of Economics, Central bank of Iceland, number wp100, Mar.
• Chavez Condori, Paulo Alejandro & Beverinotti, Javier & Alzamora, Miguel, 2026, "Choques de confianza y precios de minerales: evidencia sobre la inversión minera y no minera en el Perú," IDB Publications (Working Papers), Inter-American Development Bank, number 14540, Mar, DOI: http://dx.doi.org/10.18235/0013980.
• Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Yusuke Oh & Mototsugu Shintani, 2026, "Forecasting Recessions Using Machine Learning on Text Data and Mixed-Frequency Predictors," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-07, Mar.
• Giovanna Ciaffi & Matteo Deleidi & Mariana Mazzucato, 2026, "Directed Innovation Policies and the Supermultiplier: New Evidence," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 122-2026.
• Kritika Sharma & Taniya Ghosh, 2026, "Food, headline, and core inflation: Horizon-dependent transmission in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2026-004, Apr.
• Frane Banic & Guzmán González-Torres, 2026, "Different strokes for different folks: untangling supply and demand shocks using survey-data to assess sectoral inflationary pressures in Croatia," Public Sector Economics, Institute of Public Finance, volume 50, issue 1, pages 5-37, DOI: 10.3326/pse.50.1.2.
• 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.
• Zongwu Cai & Wei Long, 2026, "A Robust Inference for Predictive Expectile Regression: An IVX-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202610, Mar, revised Mar 2026.
• Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
• Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Francesco Meglioli, 2026, "Measuring Contagion Within a Financial Network: A New Conditional Distance to Default Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 1159-1201, February, DOI: 10.1007/s10614-025-10906-3.
• 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.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Emanuel Moench & Soroosh Soofi-Siavash, 2026, "Factor-Augmented VARs with Noisy Factor Proxies," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 142, Feb.
• Don Bredin & Stilianos Fountas & Paraskevi Tzika, 2026, "Economic Policy Uncertainty and Income Inequality across Europe," Discussion Paper Series, Department of Economics, University of Macedonia, number 2026_05, May, revised May 2026.
• Patrik Kupkovič, 2026, "Credit Supply or Demand? The Changing Role of Structural Market Forces in Bank Lending," Eastern European Economics, Taylor & Francis Journals, volume 64, issue 1, pages 126-158, January, DOI: 10.1080/00128775.2024.2407109.
• Parisa Pakrooh & Matteo Manera, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," Working Papers, University of Milano-Bicocca, Department of Economics, number 573, Apr.
• Jiti Gao & Fei Liu & Bin Peng, 2026, "Inference for High-Dimensional Local Projection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/26.
• Rihab Belguith, 2026, "Dynamic Spillovers and Portfolio Construction: A TVP-VAR Analysis of the S&P 500, SSE, ESG ETFs, and Commodities," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 186-221.
• Özge Dinç Cavlak, 2026, "Examining Carbon Efficient Stock Indices Using the Quantile Connectedness Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 277-298, April, DOI: https://doi.org/10.33203/mfy.183604.
• Casoli, Chiara & Lucchetti, Riccardo, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 388985, Jan, DOI: 10.22004/ag.econ.388985.
• Bastianin, Andrea & Casoli, Chiara & Kocenda, Evzen & Li, Xiao, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396404, Apr, DOI: 10.22004/ag.econ.396404.
• Pakrooh, Parisa & Manera, Matteo, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396442, Apr, DOI: 10.22004/ag.econ.396442.
• Hakan Kum, 2026, "FED Faiz Oranları ve Türkiye Ekonomisi: Zamanla Değişen Nedensellik Analizi (1975-2024)," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 200-216, DOI: 10.30784/epfad.1679503.
• Yüksel İltaş & İsmail Doğan & Hüseyin Nazmi Kartal Demirgüneş, 2026, "Borsadan Fabrikaya: Türkiye’de Reel ve Finansal Sektör Arasındaki Dinamik Etkileşim," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 326-348, DOI: 10.30784/epfad.1836725.
• Otabek Kasimov & Shohista Omonova & Makhamatjon Kasimov, 2026, "Digitalization, Government Revenue, and Structural Breaks: An ARDL Cointegration Approach for Uzbekistan," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 12, issue 1, pages 40-58, DOI: https://doi.org/10.15826/jtr.2026.1.
• Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 503, Jan.
• Ахмет Алишер // Alisher Akhmet, 2026, "Прогнозирование ВВП Казахстана на основе динамической факторной модели с регуляризацией // Forecasting Kazakhstan’s GDP Based on a Dynamic Factor Model with Regularization," Working Papers, National Bank of Kazakhstan, number #2026-1.
• Букенов Амантай // Bukenov Аmantay, 2026, "Эмпирическая оценка бюджетных мультипликаторов текущих и капитальных расходов для Казахстана // Empirical assessment of budget multipliers for current and capital expenditures in Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2026-3.
• Төлепберген Әлішер // Tolepbergen Alisher, 2026, "Новый индикатор базовой инфляции для Казахстана // A New Core Inflation Indicator for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2026-6.
• Matthew Read & Dan Zhu, 2026, "Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions," Papers, arXiv.org, number 2603.27088, Mar.
• Daniel Lewis & Karel Mertens, 2026, "Weak instrument bias in impulse response estimators," CeMMAP working papers, Institute for Fiscal Studies, number 01/26, Jan, DOI: 10.47004/wp.cem.2026.0126.
• Asli Guler & Ibrahim Al, 2026, "When Stability Matters: Long-Run and Dynamic Effects of Public and Private Fixed-Capital Investments on Economic Growth in Turkey," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-26.
• Firmin Ayivodji & Etienne Briand & Kevin Moran & Dalibor Stevanovic, 2026, "Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 26-03, May.
• Carlos Cañizares Martínez & Adriana Lojschová & Alicia Aguilar, 2026, "Non-linear effects of monetary policy shocks on housing: evidence from a CESEE country," BCL working papers, Central Bank of Luxembourg, number 202, Jan.
• Rubén Domínguez-Díaz & Marta García-Rodríguez & Javier Quintana & Rubén Veiga-Duarte, 2026, "Estimación del crecimiento potencial de la economía española: una revisión metodológica," Occasional Papers, Banco de España, number 2604, Feb, DOI: https://doi.org/10.53479/42465.
• Carlos Cañizares Martínez & Adriana Lojschová & Alicia Aguilar, 2026, "Non-linear effects of monetary policy shocks on housing: Evidence from a CESEE country," Working Papers, Banco de España, number 2602, Jan, DOI: https://doi.org/10.53479/42325.
• Kevin Pallara & Luca Rossi & Fabrizio Venditti, 2026, "Macroeconomic shocks and the term premium in the US," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1520, Mar.
• Simone Auer & Antonio Maria Conti & Paolo Farroni, 2026, "Deposit funding, market power and monetary policy transmission," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1533, Apr.
• Diego Vásquez-Escobar, 2026, "Hechos Complementarios sobre el Ciclo Económico en Colombia: Una Perspectiva desde el Ciclo de Crecimiento," Borradores de Economia, Banco de la Republica de Colombia, number 1352, May.
• Alessandro Franconi & Lucas Hack, 2026, "Import Tariffs and the Systematic Response of Monetary Policy Perspective," Working papers, Banque de France, number 1035.
• Jean-Paul Renne & Sarah Mouabbi & Adrien Tschopp, 2026, "Inflation and Growth Risk: Balancing the Scales with Surveys," Working papers, Banque de France, number 1036.
• Etienne Farvaque & Jean-Baptiste Gossé & Camille Jehle, 2026, "Income Smoothing Across EU Regions: a Panel Decomposition of Adjustment Channels," Working papers, Banque de France, number 1037.
• Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "BISTRO: a general purpose oracle for macroeconomic time series," BIS Quarterly Review, Bank for International Settlements, March.
• Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series," BIS Working Papers, Bank for International Settlements, number 1337, Mar.
• Phan Duy Hiệp, 2026, "Các nhân tố kinh tế vĩ mô ảnh hưởng đến phát triển Chính phủ điện tử: Bằng chứng ngắn hạn và dài hạn tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 21, issue 1, pages 107-120, DOI: 10.46223/HCMCOUJS.econ.vi.21.1.4718.
• Sergey Ivashchenko, 2026, "Structural seasonality," Bank of Russia Working Paper Series, Bank of Russia, number wps160, Jan.
• Ting Wang & Chi‐Wei Su & Hsuling Chang & Oana‐Ramona Lobonţ, 2026, "Green Finance Under Climate Risks: A Comparative Analysis of Hedging Effects Between Green Bonds and Green Stocks," Australian Economic Papers, Wiley Blackwell, volume 65, issue 1, pages 83-93, March, DOI: 10.1111/1467-8454.70013.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2026, "Macroeconomic Spillovers of Weather Shocks Across U.S. States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 1, pages 141-156, February, DOI: 10.1111/obes.70011.
• Han Chen & Yijie Fei & Yiren Wang & Jun Yu, 2026, "Clustering for Block Correlation Models," Working Papers, University of Macau, Faculty of Business Administration, number 202639, Apr.
• Tom Doan, 2026, "FARRANTPEERSMANJMCB2006: RATS program to replicate Farrant-Peersman(2006) sign restricted VAR's," Statistical Software Components, Boston College Department of Economics, number RTJ00013, revised .
• Tom Doan, 2026, "GLOBALVAR: RATS program to demonstrate estimation of a global VAR," Statistical Software Components, Boston College Department of Economics, number RTJ00036, revised .
• Tom Doan, 2026, "LANNELUTKEPOHLJMCB2008: RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts," Statistical Software Components, Boston College Department of Economics, number RTJ00050, revised .
• Tom Doan, 2026, "MOUNTFORDUHLIGJAE2009: RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR," Statistical Software Components, Boston College Department of Economics, number RTJ00058, revised .
• Tom Doan, 2026, "PEERSMANJAE2005: RATS program to replicates Peersman JAE 2005 VAR analysis," Statistical Software Components, Boston College Department of Economics, number RTJ00062, revised .
• Kaori Ochi, 2026, "Understanding Post-Pandemic Inflation in Japan and the U.S.: A Narrative Sign Restriction Approach," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-4, Mar.
• Shunsuke Haba & Ryuichiro Hirano & Yuichiro Ito & Sohei Kaihatsu, 2026, "Changes in Perceptions about Monetary Policy: Estimating the Policy Reaction Function Using Market Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-5, Mar.
• Marco Brianti & Mario Forni & Luca Gambetti & Antonio Granese, 2026, "Nonlinear Business-Cycle Anatomy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1221, Apr.
• Korkos Ioannis, 2026, "Wage–Price Links and Inflation Expectations: Time-Varying Evidence from the US and UK," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 20, issue 1, pages 1-30, DOI: 10.1515/econ-2025-0197.
• Peter A. Zadrozny, 2026, "Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models," CESifo Working Paper Series, CESifo, number 12380.
• Xiwen Bai & Jesús Fernández-Villaverde & Yiliang Li & Francesco Zanetti, 2026, "State Dependence of Monetary Policy During Global Supply Chain Disruptions," CESifo Working Paper Series, CESifo, number 12451.
• Guillermo Verduzco-Bustos & Francesco Zanetti, 2026, "The Effects of Geopolitical Oil Price Shocks," CESifo Working Paper Series, CESifo, number 12606.
• Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
• Didier Sornette & Yishan Luo & Sandro Claudio Lera, 2026, "HawkesRank: Event-Driven Centrality for Real-Time Importance Ranking," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-28, Mar.
• Kevin Moran & Dalibor Stevanovic, 2026, "Les finances publiques face aux aléas de la conjoncture macroéconomique," CIRANO Papers, CIRANO, number 2026pj-03, Feb.
• Alain Guay & Dalibor Stevanovic, 2026, "A spectral framework for non-gaussian SVARs," CIRANO Working Papers, CIRANO, number 2026s-02, Mar.
• 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.
• Lewis, Daniel & Mertens, Karel, 2026, "Weak Instrument Bias in Impulse Response Estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 20990, Jan.
• Canova, Fabio & Fosso, Luca, 2026, "Low Frequency Movements and SVAR Analyses," CEPR Discussion Papers, Centre for Economic Policy Research, number 21205, Feb.
• 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.
• Consolo, Agostino & Foroni, Claudia & Hjelm, Linnéa, 2026, "The Labour Market in the Euro Area: And yet, it Moves!," CEPR Discussion Papers, Centre for Economic Policy Research, number 21306, Mar.
• Brianti, Marco & Forni, Mario & Gambetti, Luca & Granese, Antonio, 2026, "Nonlinear Business-Cycle Anatomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21333, Mar.
• Verduzco-Bustos, Guillermo & Zanetti, Francesco, 2026, "The Effects of Geopolitical Oil Price Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21378, Apr.
• Wickens, Michael R., 2026, "The Taylor Rule: Did the Fed use Discretion Instead?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21473, May.
• Ma, Ruiguang & Sun, Jiayin & Hong, Qiaozhang & Qiu, Ningxin, 2026, "Energy independence and economic resilience," Energy Policy, Elsevier, volume 212, issue C, DOI: 10.1016/j.enpol.2026.115189.
• Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026, "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104824.
• Wang, Haiying & Luo, Ting & Jiang, Chonghui & Du, Jiangze, 2026, "Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104843.
• Campos-Martins, Susana & Amado, Cristina, 2026, "Modelling time-varying volatility interactions," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105098.
• Qian, Yuan & Tan, Wenhao, 2026, "Can corporate voluntary green behavior improve internal control? Evidence from a quasi-natural experiment in China," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105177.
• Yang, Hao & Yang, Jie & Feng, Yun, 2026, "Global agricultural vulnerability to climate physical risks," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108990.
• Liu, Jinglin & Xing, Xiaoyun & Chen, Guorong & Zhang, Yang, 2026, "Biodiversity risk as a financial threat: Evidence from AFHF sectors using QVAR networks," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109035.
• Qin, Meng & LOBONŢ, Oana-Ramona & Zhou, Haigang & Hsueh, Hsin-Pei, 2026, "Enabler or barrier? Evaluating the effectiveness of green financial assets in hedging against uncertainties," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.108720.
• Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
• Wei, Yu & Hu, Rui & Wang, Qian & Zhou, Chunyan, 2026, "The trump shockwave: How presidential tenure redefined cross-asset spillovers in cryptocurrency, commodity, and capital markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109357.
• Geissel, S. & Klein, D., 2026, "The declining explanatory power of interest rates for stock market and business cycle dynamics," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109524.
• Oh, Eun Young & Magkonis, Georgios & Zhang, Shuonan, 2026, "Dynamics of monetary policy regimes in China under rising global uncertainty: A time-varying approach," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109523.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Sharma, Krishan Kumar, 2026, "A regime-switching approach to bank capital and liquidity buffers," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109799.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Boer, Lukas & Lee, Jaewoo & Sun, Mingzuo, 2026, "Dominant drivers of current account dynamics," Journal of International Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jinteco.2025.104199.
• Qamruzzaman, Md, 2026, "Environmental sustainability in G7: Nexus between digitalization, green innovation, environmental taxes, and ESG uncertainty," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100329.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Boubakri, Salem & Guillaumin, Cyriac, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100667.
• Luna Kanematsu, María Isabel & Monge, Manuel & Infante, Juan, 2026, "Employment sentiment behavior during European economic crises: Time trends and persistence analysis," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100670.
• Dufrénot, Gilles & Égert, Balázs & Jawadi, Fredj, 2026, "Uncertainty, nonlinearity, and macro-financial dynamics," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100677.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• Liu, Zongming & Shi, Wenhui, 2026, "Global supply chain pressure and macro-financial downside risk: Can monetary policy buffer the risk transmission?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102314.
• Dziwok, Ewa & Kliber, Paweł & Wagner, Niklas F., 2026, "Green versus conventional bonds during market stress: Threats to financial stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102329.
• Ibhagui, Oyakhilome & Evans, James & Fadina, Tolulope & Gerth, Florian & Han, Chong, 2026, "Crisis-dependent linkages in major exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102333.
• Boug, Pål & Hungnes, Håvard & Kurita, Takamitsu, 2026, "Getting back on track: Forecasting after extreme observations," International Journal of Forecasting, Elsevier, volume 42, issue 2, pages 548-569, DOI: 10.1016/j.ijforecast.2025.08.005.
• Lee, Min Gyu, 2026, "The macroeconomic impact of fiscal policies reflecting state dependency: The case of Korea," Japan and the World Economy, Elsevier, volume 77, issue C, DOI: 10.1016/j.japwor.2025.101344.
• Donadelli, Michael & Mammi, Irene & Paradiso, Antonio, 2026, "Supply-side or demand-side? Assessing the economic impact of pandemics and wars on G7 countries since the 1800s," Journal of Economic Behavior & Organization, Elsevier, volume 246, issue C, DOI: 10.1016/j.jebo.2026.107540.
• Dalheimer, Bernhard & Foster, Kenneth & Shively, Gerald & Pede, Valerien O. & Fiankor, Dela-Dem Doe & Ricker-Gilbert, Jacob & Bist, Pratibha, 2026, "Stocks and shocks: Assessing the relative roles of public and private inventories in buffering rice price volatility in the Philippines," Food Policy, Elsevier, volume 139, issue C, DOI: 10.1016/j.foodpol.2026.103052.
• Feng, Lingbing & Shi, Jingyi & Kutan, Ali M., 2026, "Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103467.
• Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2026, "How do credit supply conditions transmit across the globe?," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103488.
• Heckel, Markus & Inoue, Tomoo & Nishimura, Kiyohiko G. & Okimoto, Tatsuyoshi, 2026, "The effectiveness of monetary policy: Evidence from market operation-based monetary policy indices," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103511.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2026, "Assessing financial risk in China: a text-based indicator approach," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103514.
• Jalles, João & Beirne, John & Park, Donghyun & Uddin, Gazi Salah, 2026, "Public spending, private gains: the gendered impact of exogenous fiscal policy shocks," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103527.
• Ann Xing, Bingxin & Feunou, Bruno & Tédongap, Roméo, 2026, "Robust regularities in the heterogeneity of consumer price inflation," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103536.
• Basistha, Arabinda, 2026, "The role of global inflation in estimation of US output components in the post Bretton Woods Era: evidence from multivariate unobserved components models," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103556.
• Cheng, Chak Hung Jack & Hankins, William B. & Stone, Anna-Leigh, 2026, "The impact of financial uncertainty shocks on firm creation across US states," Journal of Macroeconomics, Elsevier, volume 87, issue C, DOI: 10.1016/j.jmacro.2026.103739.
• Cavicchioli, Maddalena & Kyrtsou, Catherine & Papana, Angeliki, 2026, "Exploring dynamic interactions between energy prices and CPI," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2025.e00446.
• 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.
• Fukuda, Shin, 2026, "Global inflation spillovers and regional transmission dynamics: Evidence from a TVP-VAR connectedness framework," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2026.e00461.
• Aguilar, José & Quineche, Ricardo, 2026, "Regional inflation spillovers and monetary policy design," Journal of Policy Modeling, Elsevier, volume 48, issue 2, pages 468-488, DOI: 10.1016/j.jpolmod.2025.10.003.
• Esposti, Roberto, 2026, "Investigating commodity price interdependence with Granger causality networks," Resources Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.resourpol.2025.105820.
• Akcan, Ahmet Tayfur & Kazak, Hasan & Soyyigit, Semanur & Kilic, Cuneyt, 2026, "Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis," Resources Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.resourpol.2026.105851.
• Zangelidis, Leonidas & Rezitis, Anthony N., 2026, "Topology of intraday realized volatilities across commodity indices, copper futures, the U.S. dollar index, and the NASDAQ: An unrestricted multivariate HAR-VAR approach," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105934.
• Hubrich, Kirstin & Schüler, Yves & Waggoner, Daniel, 2026, "Financial shocks and leverage of financial institutions: When do they matter?," Journal of Monetary Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jmoneco.2026.103900.
• Zhang, Jier & Yin, Libo & Li, Ying & Fang, Tong, 2026, "Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103108.
• Le, Thai Hong & Pham, Dat Thanh & Le, Khanh Ngoc & Le, Anh Chi & Nguyen, Huong Mai Thi, 2026, "Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131080.
• Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P., 2026, "How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures," Renewable Energy, Elsevier, volume 256, issue PD, DOI: 10.1016/j.renene.2025.124110.
• SenGupta, Swapnanil & Sachan, Anshita & Sharma, Gagan Deep, 2026, "Renewable energy and the macroeconomic space in India: A Bayesian VAR approach," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2026.125298.
• Chaaben, Nahla & Saida, Imen & Helali, Kamel, 2026, "Analyzing the non-linear impact of carbon dioxide emissions on renewable energy in Commonwealth nations," Renewable and Sustainable Energy Reviews, Elsevier, volume 227, issue C, DOI: 10.1016/j.rser.2025.116494.
• Farooq, Mustansir & Manoj, M. & Rao, K. Ramachandra, 2026, "A Stated choice analysis of passenger's willingness to pay for service attributes of nonstop, direct, and connected itineraries in Indian domestic aviation market," Research in Transportation Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.retrec.2026.101736.
• Wang, Xiaoqing & Safi, Adnan & Wang, Su & Zhang, Yifei, 2026, "How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104841.
• Bargman, Daniil, 2026, "Latent variable modelling by supervised diffusion," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104972.
• Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Goodell, John W., 2026, "Time-varying risk aversion and ‘investor fear’: Evidence from the crude oil markets," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105017.
• Han, SeungOh, 2026, "Post-pandemic efficient hedging strategies for U.S. factor and sector ETFs," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105086.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Christopoulos, Apostolos & Wierzbiński, Bogdan, 2026, "In gold and Franc we trust? Rethinking safe havens in Europe," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105140.
• Chinh, Dang Trung & Minh Hue, Do Thi & Dat, Luu Quoc, 2026, "Institutional quality, vulnerability, and FDI attraction: New evidence from a novel quantile regression approach," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105147.
• Mikayilov, Jeyhun I. & Darandary, Abdulelah & Alhadhrami, Khalid, 2026, "The rising cost of cooling: Regional energy futures in a warming Saudi Arabia," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105167.
• Hosseini, Mohammad Javad & Teymouri, Younes & Mehregan, Nader, 2026, "Causality direction and correlation dynamics between oil and gold prices in the global market: A VAR model and crisis subperiods approach," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105154.
• Wisniewski, Tomasz Piotr & Shaker, Emma, 2026, "Did hard facts or journalistic opinion predict stock prices during the COVID-19 pandemic?," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105273.
• Amagbo, Roland & Geman, Hélyette, 2026, "Dynamic and asymmetric spillovers between crude oil, biofuels and agricultural commodities: Evidence from periods of geopolitical tensions and energy policy uncertainty," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105276.
• Anderl, Christina & Caporale, Guglielmo Maria, 2026, "The macroeconomic effects of oil price and oil shipping costs shocks: Evidence from a GVAR model," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105312.
• Malhotra, Priya & Kumar, Sanjeev & Gubareva, Mariya & Mendes, José Zorro, 2026, "Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103182.
• Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.
• Obalade, Adefemi A. & Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin, 2026, "Much Ado about global uncertainty: Volatility transmission between US-China tension and African foreign exchange markets," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103283.
• Hu, Yunchao & Wang, Gang-Jin & Gao, Wenyu & Lu, Guibin & Uddin, Gazi Salah, 2026, "Connectedness and systemic importance of global financial markets: A multilayer network perspective," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103336.
• Aloulou, Mariem & Rao, Amar & Dagar, Vishal & Yadav, Ashutosh, 2026, "Climate risk spillovers and financial tail-events: Evidence from quantile analysis," Research in International Business and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.ribaf.2026.103337.
• Carrillo-Maldonado, Paul & Cruz, Zoe, 2026, "Macroeconomic consequences of minimum wage in a developing country," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 137-148, DOI: 10.1016/j.strueco.2026.01.004.
• Riso, Luigi & Vacca, Gianmarco & Zoia, Maria, 2026, "Climate-induced geopolitical risk and financial interdependence in Europe: A systemic transition perspective," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 23-42, DOI: 10.1016/j.strueco.2025.12.010.
• Ceyhun, Gökçe Çiçek & Tarkun, Savaş, 2026, "Sustainability transitions in energy–metal systems: the systemic role of maritime logistics and cross-market connectedness," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 210, issue C, DOI: 10.1016/j.tre.2026.104834.
• Dufrénot, Gilles & Ginn, William & Pourroy, Marc, 2026, "Climate change impacts on commodity price stability through changing ENSO patterns," World Development, Elsevier, volume 197, issue C, DOI: 10.1016/j.worlddev.2025.107165.
• Yasuo Hirose & Donghoon Yoo, 2026, "Behavioral Expectations Under Indeterminacy: An Empirical Evaluation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-02, Jan.
• Jerome Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal Policies Are Not All Alike: Composition Effects, Regime Switching and Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-06, Feb.
• Jamel Saadaoui, 2026, "Geopolitical Turning Points and Macroeconomic Volatility: A Bilateral Identification Strategy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-08, Feb.
• Kevin Lee & Kalvinder Shields, 2026, "Monitoring Macroeconomic Prospects with a Meta VAR-E Dashboard," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-10, Feb.
• Guillermo Verduzco-Bustos & Francesco Zanetti, 2026, "The Effects of Geopolitical Oil Price Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-24, Apr.
• Ozan Eksi & K. Peren Arin & Neslihan Kaya Eksi & Moo-Sung Kim, 2026, "Sectoral Heterogeneity in the International Transmission of Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-32, May.
• Valdés Iglesias, Edson & Cernichiaro Reyna, Christopher & Méndez Salazar, Marco Antonio, 2026, "La concentración del crédito y las exportaciones como mecanismos de transmisión de la política monetaria a nivel estatal," El Trimestre Económico, Fondo de Cultura Económica, volume 93, issue 370, pages 311-340, April-Jun, DOI: https://doi.org/10.20430/ete.v93i37.
• Tshifhiwa Makhalimela & Tshilidzi Munzhelele, 2026, "Investigating the Impact of Consumer Confidence and Exchange Rates on Purchasing Decisions in South Africa," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 34-53.
• Piotr Misztal, 2026, "Exploring the Relationship Between Public Debt and Inflation Expectations: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 134-149.
• Andrea Bastianin & Chiara Casoli & Evzen Kocenda & Xiao Li, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/02, Apr, revised Apr 2026.
• Andrea Bastianin & Luca Rossini & Alessandra Testa, 2026, "Dams and Rural Conflict: Evidence from Brazil’s Hydropower Expansion," Working Papers, Fondazione Eni Enrico Mattei, number 2026.02, Jan.
• Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Fondazione Eni Enrico Mattei, number 2026.03, Jan.
• Niloofar Adel & Andrea Bastianin & Luca Pedini & Marta Visconti, 2026, "Lifting Constraints: Venezuelan Oil and Global Market Adjustment," Working Papers, Fondazione Eni Enrico Mattei, number 2026.12, Mar.
• Andrea Bastianin & Chiara Casoli & Evzen Kocenda & Xiao Li, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," Working Papers, Fondazione Eni Enrico Mattei, number 2026.13, Apr.
• Parisa Pakrooh & Matteo Manera, 2026, "On Track but Too Slow? The Dynamics of EU Decarbonization," Working Papers, Fondazione Eni Enrico Mattei, number 2026.14, Apr.
• Danilo Leiva-León & Rodrigo Sekkel & Luis Uzeda, 2026, "Do Monetary Policy Shocks Affect the Neutral Rate of Interest?," Working Papers, Federal Reserve Bank of Boston, number 26-3, Feb, DOI: 10.29412/res.wp.2026.03.
• Gary Koop & Stuart McIntyre & James Mitchell & Ping Wu, 2026, "Incorporating Micro Data into Macro Models Using Pseudo VARs," Working Papers, Federal Reserve Bank of Cleveland, number 26-04, Feb, DOI: 10.26509/frbc-wp-202604.
• Ellis W. Tallman & Saeed Zaman, 2026, "A New Model of Trend Inflation Using Disaggregates, Survey Expectations, and Uncertainty," Working Papers, Federal Reserve Bank of Cleveland, number 26-08, Mar, DOI: 10.26509/frbc-wp-202608.
• Daniel J. Lewis & Karel Mertens, 2026, "Weak Instrument Bias in Impulse Response Estimators," Working Papers, Federal Reserve Bank of Dallas, number 2601, Jan, DOI: 10.24149/wp2601.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Dario Caldara & Haroon Mumtaz & Molin Zhong, 2026, "Risk in a Data-Rich Model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1435, Mar, DOI: 10.17016/IFDP.2026.1435.
• Jonathan Adams & Christian Matthes, 2026, "How Ricardian Are We?," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 26-02, Mar, DOI: 10.18651/RWP2026-2.
• Marina da Silva Sanches & Gustavo Pereira Serra & Gilberto Tadeu Lima, 2026, "Knowledge Capital Accumulation, Household Student Debt, and the Labor Share in the Social Product: Evidence for the United States," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_03, Feb.
• Shoaib Ali & Nassar S. Al-Nassar & Ali Awais Khalid & Charbel Salloum, 2026, "Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 373-407, February, DOI: 10.1007/s10479-024-06349-y.
• Dario Palumbo, 2026, "Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress," Annals of Operations Research, Springer, volume 357, issue 1, pages 441-474, February, DOI: 10.1007/s10479-025-06824-0.
• Wafa Masmoudi Kammoun, 2026, "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, volume 8, issue 1, pages 1-39, March, DOI: 10.1007/s42521-025-00167-y.
• Vaibhav Gagneja & Mayank Gupta & Sanjay Batish & Poonam Saini & Sudesh Rani, 2026, "ES-LSTM: a hybrid model for accurate time series forecasting in financial markets," Digital Finance, Springer, volume 8, issue 1, pages 1-21, March, DOI: 10.1007/s42521-025-00173-0.
• Olfa El Aoun, 2026, "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, volume 8, issue 1, pages 1-45, March, DOI: 10.1007/s42521-025-00175-y.