Results 41 to 50 of about 6,407 (183)

The Monetary Policy–Commodities Nexus: A Survey

Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl, Niklas Humann, Pierre L. Siklos   +2 more
wiley   +1 more source

Information‐Driven Modeling of Energy Markets: An Unbalanced Wasserstein Barycenter Approach

Applied Stochastic Models in Business and Industry, Volume 42, Issue 2, March/April 2026.
ABSTRACT A novel methodology is proposed for jointly modeling the price dynamics of natural gas and electricity by integrating graph‐based Machine Learning and optimal transport theory. The framework combines visibility graph embeddings with the Wasserstein barycenter to uncover latent structures and asymmetric dependencies between the two ...
Carlo Mari, Emiliano Mari, Cristiano Baldassari   +2 more
wiley   +1 more source

Steady-state distributions for models of bubbles: their existence and econometric implications [PDF]

, 2012
The purpose of this paper is to examine the properties of bubbles in the light of steady state results for threshold auto-regressive (TAR) models recently derived by Knight and Satchell (2011).
Knight, J., Satchell, Stephen E., Srivastava, N.   +2 more
core  

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Energy Consumption and Financial Development: Evidence from MENA Countries with Panel Hidden Cointegration

, 2022
Energy is an important parameter that gives clues about the developments in economies. Energy consumption (EC) in countries gives a summary of the economic structures of those countries. Today, the attention-grabbing component of economic growth, apart from the real sector determinants, is considered to be financial development.
Toktaş, Yılmaz, Altıner, Ali, Bozkurt, Eda   +2 more
openaire   +3 more sources

Investigation of Asymmetric Relationship Between Consumer and Producer Prices in Turkey: Evidence from Hidden Cointegration and Asymmetric Causality Analyses

Alanya Akademik Bakış, 2022
The continuity of price stability is a necessity for the successful management of economic policy, especially monetary policy. Considering that price instability will lead to policy failure, it is extremely important that the general level of prices be accurate and predictable.
openaire   +3 more sources

Looking Back to 1991 Economic Forecasting: Introducing Cointegration

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 1-21, February 2026.
ABSTRACT Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered.
David F. Hendry
wiley   +1 more source

Constructing Country‐Specific Debt Indices for Developing Countries

Review of Development Economics, Volume 30, Issue 1, Page 237-254, February 2026.
ABSTRACT Contemporary crises continue to keep governments in protracted periods of borrowing, increasing the stock and flow of sovereign indebtedness. Especially for developing economies and small states, singular metrics of public debt such as the debt‐to‐GDP ratio may not reflect the country's true debt position.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley   +1 more source

The Role of Uncertainty, Regulatory and Economic Environment and Quantitative Tightening in Banks’ Performance

International Journal of Finance &Economics, Volume 31, Issue 1, Page 46-69, January 2026.
ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim, Gareth Downing, Muhammad Ali Nasir   +2 more
wiley   +1 more source

MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy [PDF]

The analysis of economic loss attributed to the shadow economy has attracted much attention in recent years by both academics and policy makers. Often, multiple indicators multiple causes (MIMIC) models are applied to time series data estimating the size
Buehn, Andreas, Schneider, Friedrich
core   +3 more sources