The global energy crisis that began in fall 2021 and the subsequent spike in energy prices
constitute a significant challenge for the world economy that risks undermining the post …

This paper analyzes the persistence of the sovereign debt/GDP and sovereign debt/GDP per
capita series for the five largest European economies and the US using fractional …

This paper opens the black box of the role of the state when regulating the process of
financialization of a national economy. For this purpose, we firstly study two recent Spanish …

This paper applies a new artificial intelligence architecture, the temporal fusion transformer
(TFT), for the joint GDP forecasting of 25 OECD countries at different time horizons. This new …

The devastating effects of the financial and economic recessions within the last two decades
have led researchers to question whether there is a connection between the public and …

Purpose In particular, in this article, the authors investigate the degree of persistence in the
credit-to-gross domestic product (GDP) ratio in 44 Organisation for Economic Co-operation …

This paper opens the black box of the role of the state when regulating the process of
financialization of a national economy. For this purpose, we firstly study two recent Spanish …

This dissertation studies different long memory models. The first chapter considers a time
series regression model where both the regressors and error term are locally stationary long …

This paper studies a linear panel data model with interactive fixed effects wherein
regressors, factors and idiosyncratic error terms are all stationary but with potential long …