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Economics/Finance/Marketing
NEW F. Celebioglu, T. Brenner. The causal interaction between innovations, specialization, start-ups, qualifications, and subsidies: a spatial VAR analysis for various industries in Germany. The Annals of Regional Science, 75: 61, 2026.
[pdf]NEW B. Jin, X. Xu. Inter-city housing price causality in Fujian: contemporaneous analysis via vector error-correction and directed acyclic graph models. Quality & Quantity, xx(xx): xx-xx, 2026.
[pdf]NEW F. Schmidt, T. Brenner. Regional collaboration and innovation: the role of research institutions and technological capabilities. Spatial Economic Analysis, xx(xx): xx-xx, 2026.
[pdf]NEW M. Garcin, M. Grasselli, M. Guenet. A Causal Approach to Forecasting Central Bank Decisions. Journal of Business Ethics, xx(xx): xx-xx, 2026.
[pdf]NEW Y. Luo, M. R. Frank, S. C. Lera. Stakeholder Satisfaction Interdependencies in 10-K Reports. Journal of Business Ethics, xx(xx): xx-xx, 2026.
[pdf] [Google scholar]NEW B. Jin and X. Xu. Contemporaneous Causal Analysis of Housing Prices Across Guangdong’s Major Cities: Employing Vector Error-Correction Modeling and Directed Acyclic Graphs. Journal of Uncertain Systems, xx(xx): xx-xx, 2026.
[pdf] [Google scholar]A. K. Kim, W. W. Maw, W. S. Lee. Demographic influences on investment: a causal discovery study in Japan. Journal of Digital Contents Society, 26(12): 3381-3389, 2025.
[pdf] [Google scholar]Y. Jiang, S. Shimizu, and M. Yamamoto. Demographic influences on investment: a causal discovery study in Japan. Array, 2026.
[pdf]T. Fekete, I. M. Petrone, H. Wicaksono. A comprehensive causal AI framework for analysing factors affecting energy consumption and costs in customised manufacturing. International Journal of Production Research, xx(xx): xx-xx, 2025.
[pdf]B. Jin and X. Xu. A Study of Contemporaneous Residential Real Estate Price Causation Across Major Jiangsu Province Cities: Methodology Using Vector Error-Correction Models and Directed Acyclic Graphs. Economics Open, xx(xx): xx-xx, 2025.
[pdf]M. Mier, F. Delbianco, F. Tohmé. Causality clubs: grouping countries with cluster causality detection. International Journal of Computational Economics and Econometrics, xx(xx): xx-xx, 2025.
[pdf]K. Kinjo, H. Miyauchi. Proposed index of diversity and research diversity acceptance in education advertising. Journal of Marketing Analytics, , xx(xx): xx-xx, 2025.
[pdf]S. M. Zema, F. Cordoni. A unifying non-Gaussian information share approach to price discovery. Available at SSRN: https://ssrn.com/abstract=5234231, 2025.
[pdf]M. Ishimwe, M. Niyonshuti, M. Su, C. Mintah, E. A. Nketiah, E. Garnet. The Influence of ESG Factors on Sovereign Credit Ratings in Sub-Saharan Africa: A LASSO and Random Forest Approach. Open Access Library Journal, 12(6): xx-xx, 2025.
[pdf]J. Yang, Z. Yu. Housing Market Spillovers in China via Trading Volume: A Comparison of Two Spillover Indexes. Financial Review, xx(xx): xx-xx, 2025.
[pdf]D. C. Oliveira, Y. Lu, X. Lin, M. Cucuringu, A. Fujita. Causality-Inspired Models for Financial Time Series Forecasting. arXiv:2408.09960, 2024.
[pdf]R. Tang. Trading with Time Series Causal Discovery: An Empirical Study. arXiv:2408.15846, 2024.
[pdf]D. C. Oliveira, Y. Lu, X. Lin, M. Cucuringu, A. Fujita. Causality-Inspired Models for Financial Time Series Forecasting. arXiv:2405.01078, 2024.
[pdf]B. Jin, X. Xu. Contemporaneous causality among price indices of ten major steel products. Ironmaking & Steelmaking: Processes, Products and Applications, xx(xx): xx-xx, 2024.
[pdf]Y. Jiang and S. Shimizu. Financial literacy may not directly drive investment participation or retirement planning in Japan, Frontiers in Behavioral Economics, 4: 1725333, 2026.
[pdf]F. Montoya and H. Astudillo. Causal Graph: Interpretation of Causal Relationships in Temporary Deviations of Business Processes. In Proc. 2023 XLIX Latin American Computer Conference (CLEI), 2023.
[pdf]R. Taguchi, H. Sakaji, K. Izumi, Y. Murayama. Asset Allocation Method Based on Sentiment Signals and Causal Information using Multi-asset Classes. International Journal of Smart Computing and Artificial Intelligence, 7(2): IJSCAI827, 2023.
[pdf]X. Xu, Y. Zhang. Contemporaneous causality among office property prices of major Chinese cities with vector error correction modeling and directed acyclic graphs. Journal of Modelling in Management, xx(xx): xx–xx, 2023.
[pdf]Y. Jiang and S. Shimizu. Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States. In Proc. Causal Analysis Workshop 2023 (CAWS2023), PMLR xx:xx-xx, 2023.
[pdf]K. Duangnate, J. W. Mjelde. Changing Regional Price Relationships in Retail Fresh Broiler/Fryer Whole Chicken Prices. Journal of Agricultural and Applied Economics, xx(xx): xx–xx, 2023.
[pdf]F. Cordoni, N. Dorémus, A. Moneta. Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. LEM WORKING PAPER SERIES, 2023.
[pdf]M. de Mier, F. Delbianco, F. Tohmé, L. Patrizio, F. Rodriguez, M. R. Stéfani. Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. Working Papers 260, Red Nacional de Investigadores en Economía (RedNIE), 2023.
[pdf]X. Xu, Y. Zhang. An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities. International Mineral Economics, xx(xx): xx–xx, 2023.
[pdf]X. Xu, Y. Zhang. An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities. International Journal of Real Estate Studies, 17(1): 148–157, 2023.
[pdf]T. Ciarli, A. Coad, A. Moneta. Does exporting cause productivity growth? Evidence from Chilean firms. Structural Change and Economic Dynamics, xx(xx): xx-xx, 2023.
[pdf]X. Xu, Y. Zhang. An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities. Decision Analytics Journal, 7(xx): xx-xx, 2023.
[pdf]S. Lee and S. Lee. Statistical process monitoring for vector autoregressive time series based on location-scale CUSUM method. Journal of Statistical Computation and Simulation, xx(xx): xx-xx, 2022.
[pdf]T. Yoshihara, T. Kaizoji. The Evolving Causal Structure of Equity Risk Factors. Arxiv preprint arXiv:2211.16176, 2022.
[pdf]B. D. Deaton. Foreign exchange market linkages, 2017-2019. International Journal of Accounting, Economics & Finance Perspectives. 2(1): 68-83, 2022.
[pdf]X. Xu & Y. Zhang. Contemporaneous causality among residential housing prices of ten major Chinese cities. International Journal of Housing Markets and Analysis, xx(x): xx-xx, 2022.
[pdf]X. Xu & Y. Zhang. Contemporaneous causality among one hundred Chinese cities. Empirical Economics, xx(x): xx-xx, 2022.
[pdf]G. D'Acunto, P. Bajardi, F. Bonchi, G. D. F. Morales. The Evolving Causal Structure of Equity Risk Factors. Arxiv preprint arXiv:2111.05072, 2021.
[pdf]T. Moriyama, M. Kuwano. Causal inference for contemporaneous effects and its application to tourism product sales data. Journal of Marketing Analytics, xx(x): xx-xx, 2021.
[pdf]S. B. Bruns, A. Moneta, D. Stern. Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions. Energy Economics, xx(x): xx-xx, 2021.
[pdf]H. Ohmura. The connection between stock market prices and political support: evidence from Japan. Applied Economics Letters, xx(x): xx-xx, 2020.
[pdf]J. Luo and Q. Zhang. Risk contagions between global oil markets and China’s agricultural commodity markets under structural breaks. Applied Economics, xx(x): xx-xx, 2020.
[pdf]B. D. Deaton. The JPY/AUD Carry Trade and Its Causal Linkages to Other Markets. Journal of Applied Business and Economics xx(x): xx-xx, 2020.
[pdf]E. Brancaccio, A. Moneta, M. Lopreite, A. Califano. Nonperforming Loans and Competing Rules of Monetary Policy: a Statistical Identification Approach. Structural Change and Economic Dynamics, xx(x): xx-xx, 2020.
[pdf]S. B. Bruns, A. Moneta, D. I. Stern. Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions. LEM WORKING PAPER SERIES: 2019/27, 2019.
[pdf]T. Ciarli, A. Coad, A. Moneta. Exporting and productivity as part of the growth process: Causal evidence from a data-driven structural VAR. LEM WORKING PAPER SERIES: 2019/39, 2019.
[pdf]G. Ecchia, F. Gagliardi, C. Giannetti. SOCIAL INVESTMENT AND YOUTH LABOR MARKET PARTICIPATION. Contemporary Economic Policy, xx(x): xx-xx, 2019.
[pdf]X. Xu. Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs. Economics Bulletin, 39(3): 2052-2077, 2019.
[pdf]K. H. Al-yahyaee, A. K. Tiwari, I. M. W. Al-Jarrah, W. Mensi. Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets. Physica A: Statistical Mechanics and its Applications, xx(xx): xx-xx, 2019.
[pdf]X. Xu. Contemporaneous and Granger causality among US corn cash and futures prices. European Review of Agricultural Economics, xx(xx): xx-xx, 2018.
[pdf]G. Castañeda, F. Chávez-Juárez, O. A.Guerrero. How do governments determine policy priorities? Studying development strategies through spillover networks. Journal of Economic Behavior & Organization, xx(xx): xx, 2018.
[pdf]O. Guerrero and G. Castañeda. The Resilience of Public Policies in Economic Development. Complexity, xx(xx): xx, 2018.
[pdf]B. D. Deaton. Effects of the Swiss Franc/Euro exchange rate floor on the calibration of probability forecasts. Forecasting, 1(1): 2, 2018.
[pdf]J. Chen, S. Kibriya, D. Bessler, and E. Price. The relationship between conflict events and commodity prices in Sudan. Journal of Policy Modeling, xx(xx): xx-xx, 2018.
[pdf]R. Guo, L. Cheng, J. Li, P. R. Hahn, H. Liu. A Survey of Learning Causality with Data: Problems and Methods. Arxiv preprint arXiv:1809.09337, 2018.
[pdf]H. Herwartz. Hodges–Lehmann detection of structural shocks – An analysis of macroeconomic dynamics in the Euro area. Oxford Bulletin of Economics and Statistics, xx(xx): xx-xx, 2018.
[pdf]M. Guerini, A. Moneta, M. Napoletano, and A. Roventini. The Janus-faced nature of debt: results from a data-driven cointegrated SVAR approach. xx, 2017.
[pdf]G. Fagiolo, M. Guerini, F. Lamperti, A. Moneta, and A. Roventini. Validation of agent-based models in economics and finance. LEM WORKING PAPER SERIES: 2017/23, 2017.
[pdf]M-K. Kim, H. Tejeda, and T. E. Yu. U.S. milled rice markets and integration across regions and types. International Food and Agribusiness Management Review, xx(xx): xx-xx, 2017.
[pdf]A. Coad, M. Cowling, and J. Siepel. Growth processes of high-growth firms as a four-dimensional chicken and egg. Industrial and Corporate Change, dtw040, 2017.
[pdf]W. Huang, P.-C. Lai, and D. A. Bessler. On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. European Journal of Operational Research, xx(xx): xx-xx, 2017.
[pdf]P. Puonti. Fiscal multipliers in a structural VEC model with mixed normal errors. Journal of Macroeconomics, 48: 144-154, 2016.
[pdf]X. Xu. Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs. Empirical Economics, xx(xx): xx-xx, 2016.
[pdf]S. Zhao, Y. Tong, X. Liu, and S. Tan. Correlating Twitter with the stock market through non-Gaussian SVAR. In Proc. 8th International Conference on Advanced Computational Intelligence (ICACI2016), pp. 257-264, Chiang Mai, Thailand, 2016.
[pdf]T. Brenner and M. Duscshl. Causal dynamic effects in regional systems of technological activities: a SVAR approach. The Annals of Regional Science, xx(xx): xx-xx, 2015.
[pdf]P.-C. Lai and D. A. Bessler. Price discovery between carbonated soft drink manufacturers and retailers: A disaggregate analysis with PC and LiNGAM algorithms. Journal of Applied Economics, 18(1): 173-197, 2015.
[pdf]J.-C. Bizimana, J. P. Angerer, D. A. Bessler and F. Keita. Cattle markets integration and price discovery: The case of Mali. Journal of Development Studies, 51(3): 319-334, 2015.
[pdf]A. Coad and M. Binder. Causal linkages between work and life satisfaction and their determinants in a structural VAR approach. Economics Letters, 124(2): 263-268, 2014.
[pdf]A. Coad, M. Cowling, and J. Siepel. Growth processes of high-growth firms in the UK. NESTA working paper 12/10, 2012.
[pdf] [Google scholar]Z. Gao, Z. Wang, L. Wang. and S. Tan. Linear non-Gaussian causal discovery from a composite set of major US macroeconomic factors. Expert Systems with Applications, 39(12): 10867--10872, 2012.
[pdf] [Google scholar]E. Ferkingsta, A. Lølanda and M. Wilhelmsen. Causal modeling and inference for electricity markets. Energy Economics, 33(3): 404--412, 2011.
[pdf]A. Moneta, D. Entner, P. O. Hoyer and A. Coad. Causal inference by independent component analysis: Theory and applications. Oxford Bulletin of Economics and Statistics, 75(5): 705-730, 2013.
[pdf] [code]Z. Wang and S. Tan. Automatic linear causal relationship identification for financial factor modeling. Expert Systems with Applications, 36(10): 12441--12445, 2009.
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