Econometrics

2013 - 2026

Current editor(s): Ms. Jasmine Liu

From MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 14, issue 1, 2026

Graph Attention Networks in Exchange Rate Forecasting pp. 1-23

Joanna Landmesser-Rusek and Arkadiusz Orłowski

Shock Next Door: Geographic Spillovers in FinTech Lending After Natural Disasters pp. 1-25

David Kuo Chuen Lee, Weibiao Xu, Jianzheng Shi, Yue Wang and Ding Ding

Social Security Transfers and Fiscal Sustainability in Turkey: Evidence from 1984–2024 pp. 1-25

Huriye Gonca Diler, Nurgül E. Barın, Ercan Özen and Simon Grima

Econometric Analysis and Forecasts on Exports of Emerging Economies from Central and Eastern Europe pp. 1-44

Liviu Popescu, Mirela Găman, Laurențiu Stelian Mihai, Cristian Ovidiu Drăgan, Daniel Militaru and Ion Buligiu

Binance USD Delisting and Stablecoins Repercussions: A Local Projections Approach pp. 1-41

Papa Ousseynou Diop and Julien Chevallier

Complexity-Aware Vector-Valued Machine Learning of State-Level Bond Returns: Evidence on South African Trade Spillovers Under SALT and OBBBA pp. 1-28

Gordon Dash, Nina Kajiji, Domenic Vonella and Helper Zhou

Using Subspace Algorithms for the Estimation of Linear State Space Models for Over-Differenced Processes pp. 1-15

Dietmar Bauer

I(2) Cointegration in Macroeconometric Modelling: Tourism Price and Inflation Dynamics pp. 1-15

Sergej Gričar, Štefan Bojnec and Bjørnar Karlsen Kivedal

Posterior Probabilities of Dominance for Wealth Distributions pp. 1-15

William Griffiths and Duangkamon Chotikapanich

Analysis of School Absenteeism for Single- vs. Two-Parent Families: A Finite Mixture Roy Approach pp. 1-12

Murat K. Munkin and David Zimmer

A Theory-Based Formal-Econometric Interpretation of an Econometric Model pp. 1-12

Bernt Petter Stigum

A New Functional Setting for Term Structure Modeling Using the Heath–Jarrow–Morton Framework pp. 1-20

Michael Pokojovy, Ebenezer Nkum and Thomas M. Fullerton

Application of Resolution Regression and Resolution Graphs in Evaluating Probability Forecasts Generated Using Binary Choice Models pp. 1-19

Senarath Dharmasena, David A. Bessler and Oral Capps

Bayesian Panel Variable Selection Under Model Uncertainty for High-Dimensional Data pp. 1-17

Pathairat Pastpipatkul and Htwe Ko

Volume 13, issue 4, 2025

Robust Learning of Tail Dependence pp. 1-21

Omid M. Ardakani

Construction and Applications of a Composite Model Based on Skew-Normal and Skew- t Distributions pp. 1-28

Jingjie Yuan and Zuoquan Zhang

Econometric and Python-Based Forecasting Tools for Global Market Price Prediction in the Context of Economic Security pp. 1-28

Dmytro Zherlitsyn, Volodymyr Kravchenko, Oleksiy Mints, Oleh Kolodiziev, Olena Khadzhynova and Oleksandr Shchepka

Vis Inertiae and Statistical Inference: A Review of Difference-in-Differences Methods Employed in Economics and Other Subjects pp. 1-56

Bruno Paolo Bosco and Paolo Maranzano

Counterfactual Duration Analysis pp. 1-20

Miguel A. Delgado and Andres Garcia-Suaza

Dynamic Volatility Spillovers Among G20 Economies During the Global Crisis Periods—A TVP VAR Analysis pp. 1-33

Himanshu Goel, Parminder Bajaj, Monika Agarwal, Abdallah AlKhawaja and Suzan Dsouza

Credit Rationing, Its Determinants and Non-Performing Loans: An Empirical Analysis of Credit Markets in Polish Banking Sector pp. 1-26

Cenap Mengü Tunçay and Elżbieta Grzegorczyk-Akın

VAR Models with an Index Structure: A Survey with New Results pp. 1-17

Gianluca Cubadda

Fractional Probit with Cross-Sectional Volatility: Bridging Heteroskedastic Probit and Fractional Response Models pp. 1-10

Songsak Sriboonchitta, Aree Wiboonpongse, Jittaporn Sriboonjit and Woraphon Yamaka

Demonstrating That the Autoregressive Distributed Lag Bounds Test Can Detect a Long-Run Levels Relationship When the Dependent Variable Is I (0) pp. 1-22

Chris Stewart

Choosing Right Bayesian Tools: A Comparative Study of Modern Bayesian Methods in Spatial Econometric Models pp. 1-23

Yuheng Ling and Julie Le Gallo

A Model of the Impact of Government Revenue and Quality of Governance on the Pupil/Teacher Ratio for Every Country in the World pp. 1-18

Stephen G. Hall and Bernadette O’Hare

Consistency of the OLS Bootstrap for Independently but Not-Identically Distributed Data: A Permutation Perspective pp. 1-27

Alwyn Young

Dual Effects of Education Expenditure on Life Expectancy: An Empirical Assessment of Crowding-Out and Complementarity pp. 1-31

Jayadevan Cm, Nam Trung Hoang and Subba Reddy Yarram

Exploring Poverty and SDG Indicators in Italy: An Identity Spline Approach to Partial Least Squares Regression pp. 1-16

Rosaria Lombardo, Jean-François Durand, Ida Camminatiello and Corrado Cuccurullo

Volume 13, issue 3, 2025

Forecasting of GDP Growth in the South Caucasian Countries Using Hybrid Ensemble Models pp. 1-23

Gaetano Perone and Manuel Zambrano-Monserrate

Analyzing the Impact of Carbon Mitigation on the Eurozone’s Trade Dynamics with the US and China pp. 1-18

Pathairat Pastpipatkul and Terdthiti Chitkasame

Beyond GDP: COVID-19’s Effects on Macroeconomic Efficiency and Productivity Dynamics in OECD Countries pp. 1-36

Ümit Sağlam

Daily Emissions of CO 2 in the World: A Fractional Integration Approach pp. 1-11

Luis Gil-Alana and Carlos Poza

The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era pp. 1-31

James Forest

The Long-Run Impact of Changes in Prescription Drug Sales on Mortality and Hospital Utilization in Belgium, 1998–2019 pp. 1-31

Frank Lichtenberg

Pseudo-Panel Decomposition of the Blinder–Oaxaca Gender Wage Gap pp. 1-16

Jhon Mora Rodriguez and Diana Yaneth Herrera

Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew- t Distributions Using GRG and MCMC Methods pp. 1-27

Didit Budi Nugroho, Adi Setiawan and Takayuki Morimoto

Re-Examining Confidence Intervals for Ratios of Parameters pp. 1-27

Zaka Ratsimalahelo

Integration and Risk Transmission Dynamics Between Bitcoin, Currency Pairs, and Traditional Financial Assets in South Africa pp. 1-30

Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba

Comparisons Between Frequency Distributions Based on Gini’s Approach: Principal Component Analysis Addressed to Time Series pp. 1-37

Pierpaolo Angelini

Volatility Analysis of Returns of Financial Assets Using a Bayesian Time-Varying Realized GARCH-Itô Model pp. 1-21

Pathairat Pastpipatkul and Htwe Ko

Simple Approximations and Interpretation of Pareto Index and Gini Coefficient Using Mean Absolute Deviations and Quantile Functions pp. 1-32

Eugene Pinsky and Qifu Wen

A Statistical Characterization of Median-Based Inequality Measures pp. 1-33

Charles M. Beach and Russell Davidson

Volume 13, issue 2, 2025

Government Subsidies and Industrial Productivity in South Africa: A Focus on the Channels pp. 1-26

Brian Tavonga Mazorodze

Dependent and Independent Time Series Errors Under Elliptically Countered Models pp. 1-26

Fredy O. Pérez-Ramirez, Francisco J. Caro-Lopera, José A. Díaz-García and Graciela González Farías

Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio † pp. 1-12

Ehud I. Ronn and Liying Xu

Decomposing the Household Herding Behavior in Stock Investment: The Case of China pp. 1-24

Yung-Ching Tseng, I.-Fan Hsiao and Guo-Chen Wang

Inference of Impulse Responses via Bayesian Graphical Structural VAR Models pp. 1-20

Daniel Felix Ahelegbey

Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve pp. 1-36

Massimo Guidolin and Serena Ionta

Modeling and Forecasting Time-Series Data with Multiple Seasonal Periods Using Periodograms pp. 1-19

Solomon Buke Chudo and Gyorgy Terdik

Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies pp. 1-25

Alain Hecq and Daniel Velasquez-Gaviria

Generalized Recentered Influence Function Regressions pp. 1-14

Javier Alejo, Antonio Galvao, Julián Martínez-Iriarte and Gabriel Montes-Rojas

Leveraging Success: The Hidden Peak in Debt and Firm Performance pp. 1-22

Suzan Dsouza, Krishnamoorthy Kathavarayan, Franklin Mathias, Dharmesh Bhatia and Abdallah AlKhawaja

A Meta-Analysis of Determinants of Success and Failure of Economic Sanctions pp. 1-29

Binyam Afewerk Demena and Peter A. G. van Bergeijk

Volume 13, issue 1, 2025

Investigating Some Issues Relating to Regime Matching pp. 1-13

Anthony Hall and Adrian Pagan

Application of Fuzzy Discount Factors in Behavioural Decision-Making for Financial Market Modelling pp. 1-12

Joanna Siwek and Patryk Żywica

Dynamic Interaction Between Microfinance and Household Well-Being: Evidence from the Microcredit Progressive Model for Sustainable Development pp. 1-20

Ahmad Alqatan, Najoua Talbi, Hasan Behbehani, Samira Ben Belgacem, Muhammad Arslan and Wafaa Sbeiti

An Economic Theory with a Formal-Econometric Test of Its Empirical Relevance pp. 1-24

Bernt Petter Stigum

Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework pp. 1-26

Gaurav Kapoor, Nuttanan Wichitaksorn, Mengheng Li and Wenjun Zhang

A Study of Economic and Social Preferences in Energy-Saving Behavior Using a Structural Equation Modeling Approach: The Case of Romania pp. 1-17

Cristian Busu, Mihail Busu, Stelian Grasu, Ilona Skačkauskienė and Luis Miguel Fonseca

Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications pp. 1-17

Marcos Escobar-Anel, Sebastian Ferrando, Fuyu Li and Ke Xu

Conditional β-Convergence in APEC Economies, 1960–2020: Empirical Evidence from the Pooled Mean Group Estimator pp. 1-14

César Lenin Navarro-Chávez, Julio César Morán-Figueroa and Francisco Javier Ayvar-Campos

Optimal Time Series Forecasting Through the GARMA Model pp. 1-23

Adel Hassan A. Gadhi, Shelton Peiris, David Allen and Richard Hunt

Real Option Valuation of an Emerging Renewable Technology Design in Wave Energy Conversion pp. 1-18

James A. DiLellio, John C. Butler, Igor Rizaev, Wanan Sheng and George Aggidis

Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa pp. 1-36

Luyanda Majenge, Sakhile Mpungose and Simiso Msomi

Relationship Between Coefficients in Parametric Survival Models for Exponentially Distributed Survival Time—Registered Unemployment in Poland pp. 1-16

Beata Bieszk-Stolorz