As industries become automated and connectivity technologies advance, a wide range of
systems continues to generate massive amounts of data. Many approaches have been …

Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This trusted textbook returns in its 4th edition with even more exercises to help consolidate
understanding-and a companion website featuring additional materials, including a …

Unlike previous studies in the energy-environment literature, this study employed the panel
vector autoregressive (PVAR) model that was developed by Love and Zicchino [1] to …

This investigation explores whether the blockchain market and green finance are enablers
of carbon neutrality in China. We employ the time-varying parameter-stochastic volatility …

Can digital financial inclusion as an emerging and innovative financial service promote
economic growth? Based on a Bayesian macroeconomic analysis framework, this paper …

In Uzbekistan, inflation exerts a profound influence on consumer behavior and shapes the
country's economic policies. This article explores the unique dynamics of inflation in …

There is a global financial cycle in capital flows, asset prices and in credit growth. This cycle
co moves with the VIX, a measure of uncertainty and risk aversion of the markets. Asset …

We propose several connectedness measures built from pieces of variance decompositions,
and we argue that they provide natural and insightful measures of connectedness. We also …

This chapter reviews and synthesizes our current understanding of the shocks that drive
economic fluctuations. The chapter begins with an illustration of the problem of identifying …