This study aims to develop an index for assessing Maritime Supply Chain Risks (MSCRs) capable of preemptively detecting potential crises in the container market and validating the predictive power with Korean container volumes. By employing Lexicon-based text analysis, we scrutinized 174,271...

This study analyzes changes in the connectedness of 26 regional house prices in Türkiye and determines how consumer sentiments affect connectedness in the era of destabilizing macroeconomic conditions over the period from January 2010 to April 2022. To this end, we estimate network...

With the development of network technology, electronic money as a payment and settlement tool based on the network has been developing at an unprecedented speed. Based on the background of e-commerce, this study uses the data from June 2012 to June 2022 to establish a vector autoregressive model...

The research work presented below addresses the possible concern of central bank independence through the development and application of econometric models. The complexity of the modelling has allowed a step further in corroborating that financial independence is not only linked to the...

This paper investigates the inflation effects of oil price expectations shocks constructed as functional shocks, i.e. as shifts in the entire oil futures term structure (both standard and risk-adjusted). The latter are then included in a vector autoregressive model with exogenous variables...