## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

**C53: Forecasting and Prediction Models; Simulation Methods**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?**

*by*Goodness C. Aye & Frederick W. Deale & Rangan Gupta

**Forecasting the Price of Gold Using Dynamic Model Averaging**

*by*Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

**Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas & and Julia Schaumburg

**Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models**

*by*Francisco Blasques & Siem Jan Koopman & and Max Mallee

**Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance**

*by*Manabu Asai & Michael McAleer

**Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins**

*by*Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas

**Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components**

*by*Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter

**Comparing «Realized volatility» models in the VaR calculation for the Russian equity market**

*by*Shcherba, Alexandr

**Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID**

*by*Bush, C. Anthony

**Anticipating business-cycle turning points in real time using density forecasts from a VAR**

*by*Schreiber, Sven

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Combination of forecasts across estimation windows: An application to air travel demand**

*by*Jungmittag, Andre

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Risk-adjusted option-implied moments**

*by*Brinkmann, Felix & Korn, Olaf

**Animal spirits and the business cycle: Empirical evidence from moment matching**

*by*Jang, Tae-Seok & Sacht, Stephen

**Forecasting the occurrence of electricity price spikes in the UK power market**

*by*Pawel Maryniak & Rafal Weron

**Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts**

*by*Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

**Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging**

*by*Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

**Modelling price spikes in electricity markets - the impact of load, weather and capacity**

*by*Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron

**Electricity price forecasting: A review of the state-of-the-art with a look into the future**

*by*Rafal Weron

**A note on using the Hodrick-Prescott filter in electricity markets**

*by*Rafal Weron & Michal Zator

**Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices**

*by*Jakub Nowotarski & Rafal Weron

**A review of electricity price forecasting: The past, the present and the future**

*by*Rafal Weron

**Can Macroeconomists Get Rich Forecasting Exchange Rates?**

*by*Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova

**Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?**

*by*Mthuli Ncube & Zuzana Brixiova & Qingwei Meng

**Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model**

*by*Tomasz Skoczylas

**Forecasting Copper Prices with Dynamic Averaging and Selection Models**

*by*Buncic, Daniel & Moretto, Carlo

**Model comparisons in unstable environments**

*by*Raffaella Giacomini & Barbara Rossi

**Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts**

*by*Barbara Rossi & Tatevik Sekhposyan

**Alternative tests for correct specification of conditional predictive densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy**

*by*Coccia M. & Wang L.

**Eliciting and aggregating individual expectations: An experimental study**

*by*Peeters R.J.A.P. & Wolk K.L.

**Combining distributions of real-time forecasts: An application to U.S. growth**

*by*Götz T.B. & Hecq A.W. & Urbain J.R.Y.J.

**A composite leading cycle indicator for Uruguay**

*by*Pablo Galaso & Sandra Rodriguez

**EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro**

*by*Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi

**Forecasting Realized Volatility Using Subsample Averaging**

*by*Tae-Hwy Lee & Huiyu Huang

**Forecasting Value-at-Risk Using High Frequency Information**

*by*Tae-Hwy Lee & Huiyu Huang

**Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters**

*by*Tae-Hwy Lee & Yiyao Wang

**Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**A statistical test for forecast evaluation under a discrete loss function**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**A Stochastic Dominance Approach to Financial Risk Management Strategies**

*by*Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

**Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance**

*by*Manabu Asai & Michael McAleer

**Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR**

*by*Simone Auer

**Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach**

*by*Martyna Marczak & Tommaso Proietti

**Exponential Smoothing, Long Memory and Volatility Prediction**

*by*Tommaso Proietti

**Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis**

*by*Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel

**Maximum entropy estimator for the predictability of energy commodity market time series**

*by*Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

**Growth Horizons for a Changing Asian Regional Economy**

*by*Roland-Holst, David & Sugiyarto, Guntur

**Exchange Rate Predictability in a Changing World**

*by*Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

**Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis**

*by*Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel

**Big Data: Google Searches Predict Unemployment in Finland**

*by*Tuhkuri, Joonas

**Measuring Macroeconomic Uncertainty: US Inflation and Output Growth**

*by*Michael P. Clements & Ana Beatriz Galvão

**The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States**

*by*Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler

**Precios de viviendas en Lima**

*by*Orrego, Fabrizio

**Adaptive Models and Heavy Tails**

*by*Davide Delle Monache & Ivan Petrella

**Financial Conditions and Density Forecasts for US Output and Inflation**

*by*Piergiorgio Alessandri & Haroon Mumtaz

**Fat-tails in VAR Models**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**Autoregressive augmentation of MIDAS regressions**

*by*Cláudia Duarte

**Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models**

*by*Anandamayee Majumdar & Rangan Gupta

**Forecasting the U.S. Real House Price Index**

*by*Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

**Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics**

*by*Ardakani, Omid & Kishor, N. Kundan

**The mortgage spread as a predictor of real-time economic activity**

*by*Hännikäinen, Jari

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Multi-jumps**

*by*Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

**A fast-forward look at tertiary education attainment in Europe 2020**

*by*Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

**De novo acerca da sazonalidade nos nascimentos em Portugal**

*by*Caleiro, António

**Exponential Smoothing, Long Memory and Volatility Prediction**

*by*Proietti, Tommaso

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**On foreign aid distortions to governance**

*by*Asongu, Simplice

**Dynamic State-Space Models**

*by*Karapanagiotidis, Paul

**Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads**

*by*Hännikäinen, Jari

**Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα**

*by*Halkos, George & Kevork, Ilias

**The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach**

*by*Franco, Ray John Gabriel & Mapa, Dennis S.

**Multi-step forecasting in the presence of breaks**

*by*Hännikäinen, Jari

**General correcting formulae for forecasts**

*by*Harin, Alexander

**Theoretical guidelines for a partially informed forecast examiner**

*by*Tsyplakov, Alexander

**Model Averaging in Predictive Regressions**

*by*Liu, Chu-An & Kuo, Biing-Shen

**The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises**

*by*Caporin, Massimiliano & Fontini, Fulvio

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Korobilis, Dimitris

**Exchange Rate Predictability in a Changing World**

*by*Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

**Forecasting Distress in European SME Portfolios**

*by*Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

**Determinants of financial distress in u.s. large bank holding companies**

*by*zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang

**Income growth and happiness: Reassessment of the Easterlin Paradox**

*by*Beja Jr., Edsel

**Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models**

*by*Demiralay, Sercan & Ulusoy, Veysel

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Assessing Point Forecast Accuracy by Stochastic Divergence from Zero**

*by*Francis X. Diebold & Minchul Shin

**Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?**

*by*Dean Fantazzini & Mario Maggi

**Factor High-Frequency Based Volatility (HEAVY) Models**

*by*Kevin Sheppard

**Robust Approaches to Forecasting**

*by*Jennifer Castle & David Hendry & Michael P. Clements

**Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach**

*by*Thomas Chalaux & Cyrille Schwellnus

**Understanding Uncertainty Shocks and the Role of Black Swans**

*by*Anna Orlik & Laura Veldkamp

**Nowcasting Belgium**

*by*David de Antonio Liedo

**On The Theory and Practice of Singular Spectrum Analysis Forecasting**

*by*M. Atikur Rahman Khan & D.S. Poskitt

**Fast computation of reconciled forecasts for hierarchical and grouped time series**

*by*Rob J Hyndman & Alan Lee & Earo Wang

**Boosting multi-step autoregressive forecasts**

*by*Souhaib Ben Taieb & Rob J Hyndman

**Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?**

*by*Andrea Bastianin & Marzio Galeotti & Matteo Manera

**Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse**

*by*Georges Dionne & Maria Pacurar & Xiaozhou Zhou

**ICT and Non-ICT investments: short and long run macro dynamics**

*by*Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio

**Focused Information Criterion for Series Estimation in Partially Linear Models**

*by*Naoya Sueishi & Arihiro Yoshimura

**Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?**

*by*Heiner Mikosch & Ying Zhang

**A Note on the Representative Adaptive Learning Algorithm**

*by*Jaqueson Galimberti & Michele Berardi

**Explaining the Variation in the Value of Building Energy Efficiency Certificates: A Quantitative Meta-Analysis**

*by*Isaac Ankamah-Yeboah & Katrin Rehdanz

**Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke

**Consumer’s Willingness to Pay for Green Electricity: A Meta-Analysis of the Literature**

*by*Swantje Sundt & Katrin Rehdanz

**Forecasting German Key Macroeconomic Variables Using Large Dataset Methods**

*by*Inske Pirschel & Maik Wolters

**Outperforming IMF Forecasts by the Use of Leading Indicators**

*by*Katja Drechsel & S. Giesen & Axel Lindner

**Out-Of-Sample Comparisons of Overfit Models**

*by*Calhoun, Gray

**DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa**

*by*Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

**Forecasting the U.S. Real House Price Index**

*by*Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

**Forecasting the Price of Gold Using Dynamic Model Averaging**

*by*Goodness Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

**Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?**

*by*Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

**Predicting and Capitalizing on Stock Market Bears in the U.S**

*by*Bertrand Candelon & Jameel Ahmed & Stefan Straetmans

**The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process**

*by*Julien Chevallier & Stéphane Goutte

**The risk of financial crises: Is it in real or financial factors?**

*by*Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg

**Home Victory for Brazil in the 2014 FIFA World Cup**

*by*Achim Zeileis & Christoph Leitner & Kurt Hornik

**Forecasting with a mismatch-enhanced labor market matching function**

*by*Hutter, Christian & Weber, Enzo

**Localising Forward Intensities for Multiperiod Corporate Default**

*by*Dedy Dwi Prastyo & Wolfgang Karl Härdle & &

**Adaptive Order Flow Forecasting with Multiplicative Error Models**

*by*Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting &

**Modelling spatiotemporal variability of temperature**

*by*Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter

**Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models**

*by*Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle

**A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting**

*by*Li, Yushu & Andersson, Jonas

**Analysis of forecast errors in micro-level survey data**

*by*Paloviita, Maritta & Viren, Matti

**A money-based indicator for deflation risk**

*by*Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Dimitris Korobilis

**Exchange Rate Predictability in a Changing World**

*by*Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

**Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective**

*by*Bruno Lanz & Simon Dietz & Tim Swanson

**Russian Industrial Enterprises in 2013**

*by*Sergey Tsukhlo

**Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach**

*by*Schöni, Olivier & Seger, Lukas

**Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares**

*by*Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo

**What predicts U.S. recessions?**

*by*Liu, Weiling & Moench, Emanuel

**Unspanned macroeconomic factors in the yield curve**

*by*Coroneo, Laura & Giannone, Domenico & Modugno, Michele

**Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR**

*by*Auer, Simone

**Nowcasting U.S. Headline and Core Inflation**

*by*Knotek, Edward S. & Zaman, Saeed

**Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?**

*by*Andrea Bastianin & Marzio Galeotti & Matteo Manera

**The Costs of Error in Setting Reference Rates for Reduced Deforestation**

*by*Patrick Doupe

**Generalised Density Forecast Combinations**

*by*N. Fawcett & G. Kapetanios & J. Mitchell & S. Price

**Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks**

*by*Matteo Luciani

**Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections**

*by*Martha Banbura & Domenico Giannone & Michèle Lenza

**Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis**

*by*Guglielmo Maria Caporale & Marinko Skare

**Do Media Data Help to Predict German Industrial Production?**

*by*Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

**Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components**

*by*Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter

**Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg

**Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models**

*by*Francisco Blasques & Siem Jan Koopman & Max Mallee

**Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting**

*by*André Lucas & Xin Zhang

**Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities**

*by*Anne Opschoor & Dick van Dijk & Michel van der Wel

**Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes**

*by*Francine Gresnigt & Erik Kole & Philip Hans Franses

**Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance**

*by*Manabu Asai & Michael McAleer

**Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins**

*by*Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas

**Outliers in multivariate Garch models**

*by*Aurea Grané & Belén Martín-Barragán & Helena Veiga

**Forecasting the intraday market price of money**

*by*Andrea Monticini & Francesco Ravazzolo

**Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections**

*by*Banbura, Marta & Giannone, Domenico & Lenza, Michele

**Joint Confidence Sets for Structural Impulse Responses**

*by*Inoue, Atsushi & Kilian, Lutz

**No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates**

*by*Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

**Markov-Switching Mixed-Frequency VAR Models**

*by*Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano

**Forecasting with DSGE models with financial frictions**

*by*Kolasa, Marcin & Rubaszek, Michał

**Time variation in the dynamic effects of unanticipated changes in tax policy**

*by*Joris de Wind

**Reduced-rank time-varying vector autoregressions**

*by*Joris de Wind & Luca Gambetti

**Emerging Structural Pressures in European Labour Markets**

*by*G.A. Meagher & R.A.Wilson & E.Yerushalmi

**Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model**

*by*G.A. Meagher & Felicity Pang & R.A. Wilson

**Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies**

*by*Andrés Ramírez Hassan & Johnatan Cardona Jiménez

**On Forecast Evaluation**

*by*Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

**Pronósticos para una economía menos volátil: El caso colombiano**

*by*Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

**Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets**

*by*Ignacio Lozano & Alexander Guarín

**Exploiting the monthly data-flow in structural forecasting**

*by*Domenico Giannone & Francesca Monti & Lucrezia Reichlin

**Point and Density Forecasts for the Euro Area Using Bayesian VARs**

*by*Tim Oliver Berg & Steffen Henzel

**Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP**

*by*Pablo Duarte & Bernd Süssmuth

**Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance**

*by*Manabu Asai & Michael McAleer

**A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics**

*by*Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

**ICT and Non-ICT investments: short and long run macro dynamics**

*by*F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

**The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time**

*by*A. Girardi & R. Golinelli & C. Pappalardo

**Exploiting the monthly data flow in structural forecasting**

*by*Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia

**Generalised density forecast combinations**

*by*Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon

**Have standard VARs remained stable since the crisis?**

*by*Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

**Density forecasts with MIDAS models**

*by*Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

**Forecasting recessions in real time**

*by*Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

**Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts**

*by*Barbara Rossi & Tatevik Sekhposyany

**Alternative Tests for Correct Specification of Conditional Predictive Densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**A Quadratic Kalman Filter**

*by*Monfort, A. & Renne, J.-P. & Roussellet, G.

**New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach**

*by*Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

**Firms' energy costs and competitiveness in Italy**

*by*Ivan Faiella & Alessandro Mistretta

**The structure of sub-natural public debt: Liquidity vs credit risk**

*by*Javier J. Pérez & Rocío Prieto

**2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model**

*by*Muriel Nguiffo-Boyom

**What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?**

*by*Ron Alquist & Gregory Bauer & Antonio Diez de los Rios

**Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?**

*by*Rodrigo Sekkel

**Consumer Attitudes and the Epidemiology of Inflation Expectations**

*by*Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro

**Improving Overnight Loan Identification in Payments Systems**

*by*Mark Rempel

**Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work**

*by*Christiane Baumeister & Pierre Guérin & Lutz Kilian

**Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions**

*by*Maxime Leboeuf & Louis Morel

**Adaptive Models and Heavy Tails**

*by*Davide Delle Monache & Ivan Petrella

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Weigand, Roland

**Matrix Box-Cox Models for Multivariate Realized Volatility**

*by*Roland Weigand

**The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy**

*by*Alberto Bagnai & Christian Alexander Mongeau Ospina

**On foreign aid distortions to governance**

*by*Asongu Simplice

**Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach**

*by*Martyna Marczak & Tommaso Proietti

**Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models**

*by*Markku Lanne & Henri Nyberg

**A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories**

*by*Wei-Bin Zhang

**Capital gains tax: historical trends and forecasting frameworks**

*by*John Clark

**Consumption of Wood Products and Dependence on Imports**

*by*Jayita Bit & Sarmila Banerjee

**What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities**

*by*Mihaela Simionescu

**A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting**

*by*Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

**Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)**

*by*Grigory Franguridi

**Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands**

*by*Anna Staszewska-Bystrova & Peter Winker

**Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches**

*by*Milan Bašta

**Macroeconomic Modelling of a Firm´s Default**

*by*Michal Řičař

**Simulating Bivariate Stationary Processes with Scale-Specific Characteristics**

*by*Milan Bašta

**Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries**

*by*Tomáš Slacík & Katharina Steiner & Julia Wörz

**M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals**

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**The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation**

*by*Mihaela Bratu

**Simulation of carbon-dioxide emission by option model**

*by*Tamás Nagy

**Alternative bvar models for forecasting inflation**

*by*H. Heidari

**Re-examining covariance risk dynamics in international stock markets using quantile regression analysis**

*by*M. Y. L. Li & S. M. F. Yen

**Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances**

*by*Constanta Iacob & Maria Criveanu & Oana Staiculescu

**Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach**

*by*John Mwamba

**Frontiers of Real-Time Data Analysis**

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**Implementing Anti-discrimination Policies in Statistical Profiling Models**

*by*Devin G. Pope & Justin R. Sydnor

**Professional Forecasters' View of Permanent and Transitory Shocks to GDP**

*by*Spencer D. Krane

**Modeling And Forecasting The Exchange Rate In Romania**

*by*Mihaela BRATU

**Impact of Labor Market Institutions on Unemployment: Results from a Global Panel**

*by*Vandenberg, Paul

**Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa**

*by*Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

**South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns**

*by*Rangan Gupta & Mampho P. Modise

**Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model**

*by*Rangan Gupta & Rudi Steinbach

**An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa**

*by*Mehmet Balcilar & Rangan Gupta & Zahra Shah

**Forecasting Monetary Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank**

*by*Ruthira Naraidoo & Kasai Ndahiriwe

**Un modèle à équations simultanées du cycle des bureaux en région parisienne**

*by*Malle, Richard

**Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes Brandenburg**

*by*Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg

**A Model Of Formation Of Asset Beubbles**

*by*DEHNAD, KOSROW

**The attractiveness of countries for FDI. A fuzzy approach**

*by*Murat, Marina & Pirotti, Tommaso

**Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México**

*by*Capistrán, Carlos & López-Moctezuma, Gabriel

**Predicción de errores de proyección de inflación en Chile**

*by*Bentancor, Andrea & Pincheira, Pablo

**The evolution of durable goods demand during China’s transition. An empirical analysis of household survey data from 1989 to 2006**

*by*Andreas Beerli

**Forecasting international stock market correlations: does anything beat a CCC?**

*by*Manner, Hans & Reznikova, Olga

**Using wavelets for time series forecasting: Does it pay off?**

*by*Schlüter, Stephan & Deuschle, Carola

**A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes**

*by*Hu, Tun-I & Fildes, Robert

**Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus**

*by*Herold, Jörg & Völker, Lutz

**Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie**

*by*Klein, Martin

**The diversity of forecasts from macroeconomic models of the U.S. economy**

*by*Wieland, Volker & Wolters, Maik H.

**Forecast uncertainty and the Bank of England interest rate decisions**

*by*Schultefrankenfeld, Guido

**How useful is the carry-over effect for short-term economic forecasting?**

*by*Tödter, Karl-Heinz

**Empirical simultaneous confidence regions for path-forecasts**

*by*Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

**The evaluation of health policies through microsimulation methods**

*by*Zucchelli, E & Jones, A.M & Rice, N

**An Empirical Characterization of Redistribution Shocks and Output Dynamics**

*by*Klemens Hauzenberger & Robert Stehrer

**Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators**

*by*Francesco Audrino & Fulvio Corsi & Kameliya Filipova

**The dynamics of US inflation: Can monetary policy explain the changes?**

*by*Fabio Canova & Filippo Ferroni

**Econometrics and decision making: Effects of presentation mode**

*by*Robin Hogarth & Emre Soyer

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Modelling Realized Covariances and Returns**

*by*Xin Jin & John M Maheu

**Wealth effects on consumption in financial crises: the case of Norway**

*by*Eilev S. Jansen

**Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno'

**Time Series Analysis of Global Airline Passengers Transportation Industry**

*by*Radoslaw R. Okulski & Almas Heshmati

**The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services**

*by*Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

**Forecasting Monetary Policy Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**A monthly consumption indicator for Germany based on internet search query data**

*by*Torsten Schmidt & Simeon Vosen

**Information or Institution? – On the Determinants of Forecast Accuracy**

*by*Roland Döhrn & Christoph M. Schmidt

**Practice and Prospects of Medium-term Economic Forecasting**

*by*Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass

**Indicators Of Real Convergence And Their Application**

*by*Pecican, Eugen Stefan

**Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes**

*by*Matei, Marius

**Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis**

*by*Feldkircher, Martin

**GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries**

*by*Gogas, Periklis & Pragidis, Ioannis

**VAR Forecasting Using Bayesian Variable Selection**

*by*Dimitris Korobilis

**Should Macroeconomic Forecasters Use Daily Financial Data and How?**

*by*Elena Andreou & Eric Ghysels & Andros Kourtellos

**An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application**

*by*Theodore Panagiotidis

**Analytic Moments for GARCH Processes**

*by*Carol Alexander & Emese Lazar & Silvia Stanescu

**Redes neuronales para predecir el tipo de cambio diario**

*by*Barrera, Carlos R.

**Modelling Inflation in Australia**

*by*David Norman & Anthony Richards

**A Kernel Technique for Forecasting the Variance-Covariance Matrix**

*by*Ralf Becker & Adam Clements & Robert O'Neill

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**A Wavelet Approach for Factor-Augmented Forecasting**

*by*António Rua

**The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area**

*by*Sandra Gomes & P. Jacquinot & M. Pisani

**Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting**

*by*Branimir, Jovanovic & Magdalena, Petrovska

**The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa**

*by*Mustapha, Nazeem & Djolov, George

**The impact of the global economic crisis on non-oil operations of ports in Iran**

*by*Ahmadzadeh Mashinchi, Sina

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008**

*by*Buda, Rodolphe

**How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran**

*by*Khiabani, Nasser

**Latvia’s incoming in European Union economic effect estimation**

*by*Skribans, Valerijs

**Were Fed’s active monetary policy actions necessary?**

*by*Pang, Iris Ai Jao

**Forecasting Hong Kong economy using factor augmented vector autoregression**

*by*Pang, Iris Ai Jao

**Comparisons of different monetary policies in China with yield curve information**

*by*Pang, Iris Ai Jao

**Municipal Non-Residential Real Property Valuation Forecast Accuracy**

*by*Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.

**Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā**

*by*Bessonovs, Andrejs

**Has U.S. Inflation Really Become Harder to Forecast?**

*by*Lanne, Markku & Luoto, Jani

**Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana**

*by*Skribans, Valerijs

**Cross Border Business Cycle Impacts on the El Paso Housing Market**

*by*Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P.

**Real-time nowcasting of GDP: Factor model versus professional forecasters**

*by*Liebermann, Joelle

**Why the determinacy condition is a weak criterion in rational expectations models**

*by*Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza

**Darbaspēka migrācijas ietekme uz darba tirgu Latvijā**

*by*Skribans, Valerijs

**Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches**

*by*de Silva, Ashton J

**Construction industry forecasting system dynamic model**

*by*Skribans, Valerijs

**Gaussian and non-Gaussian models for financial bubbles via econophysics**

*by*Fry, J. M.

**Investments model development with the system dynamic method**

*by*Skribans, Valerijs

**Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?**

*by*Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi

**The 2010 Midterm Election for the US House of Representatives**

*by*Hibbs, Douglas A.

**Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach**

*by*Cadogan, Godfrey

**Revealing the arcane: an introduction to the art of stochastic volatility models**

*by*Tsyplakov, Alexander

**Development of the Latvian energy sector system dynamic model**

*by*Skribans, Valerijs

**Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?**

*by*Ege, Yazgan & Huseyin, Kaya

**Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices**

*by*Fry, J. M.

**A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions**

*by*Mamatzakis, E & Christodoulakis, G

**Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde**

*by*Skribans, Valerijs

**Optimal Forecasting of Noncausal Autoregressive Time Series**

*by*Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

**Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance**

*by*Cadogan, Godfrey

**A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices**

*by*Regnard, Nazim & Zakoian, Jean-Michel

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии**

*by*Skribans, Valerijs

**Estimating Infrastructural Investment Needs for India**

*by*Chandan, Sharma & Bhanumurthy, N R

**The interest rate spread as a forecasting tool of greek industrial production**

*by*Gogas, Periklis & Pragkidis, Ioannis

**A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle**

*by*Buss, Ginters

**Cointegration and conditional correlations among German and Eastern Europe equity markets**

*by*Guidi, Francesco & Gupta, Rakesh

**Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia**

*by*Bušs, Ginters

**A Note on the Oil Price Trend and GARCH Shocks**

*by*Jing, Li & Thompson, Henry

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Modelling the Currency in Circulation for the State of Qatar**

*by*Balli, Faruk & Elsamadisy, Elsayed

**Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model**

*by*Todd, Prono

**Threshold Cointegration in BRENT crude futures market**

*by*Mamatzakis, E & Remoundos, P

**A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China**

*by*Su, Dongwei & He, Xingxing

**Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products**

*by*Zhichao Guo & Yuanhua Feng & Xiangyong Tan

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options**

*by*Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

**Modelling and forecasting wind speed intensity for weather risk management**

*by*Massimiliano Caporin & Juliusz Pres

**Modelling and Forecasting UK Mortgage Arrears and Possessions**

*by*Janine Aron & John Muellbauer

**Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar**

*by*Andrew Coleman & Özer Karagedikli

**Medium-term projection model of the National Bank of Serbia**

*by*Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev

**ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework**

*by*Joshua Angrist & Ivan Fernandez-Val

**Policy Analysis with Incredible Certitude**

*by*Charles F. Manski

**Commodity prices, commodity currencies, and global economic developments**

*by*Jan J. J. Groen & Paolo A. Pesenti

**Probabilistic Forecasts of Volatility and its Risk Premia**

*by*Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**VARs, Cointegration and Common Cycle Restrictions**

*by*Heather M Anderson & Farshid Vahid

**Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps**

*by*Yin Liao & Heather M. Anderson & Farshid Vahid

**Automatic forecasting with a modified exponential smoothing state space framework**

*by*Alysha M De Livera

**Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand**

*by*George Athanasopoulos & Ashton de Silva

**Alternative methods for forecasting GDP**

*by*Dominique Guegan & Patrick Rakotomarolahy

**Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems**

*by*Dominique Guegan & Justin Leroux

**A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques**

*by*Dominique Guegan & Patrick Rakotomarolahy

**The attractiveness of countries for FDI. A fuzzy approach**

*by*Marina Murat & Tommaso Pirotti

**An out-of-sample test for nonlinearity in financial time series: An empirical application**

*by*Theodore Panagiotidis

**Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting**

*by*Branimir Jovanovic & Magdalena Petrovska

**On the Forecasting Accuracy of Multivariate GARCH Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits**

*by*Alberto Bagnai

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Forecasting with many predictors - Is boosting a viable alternative?**

*by*Buchen, Teresa & Wohlrabe, Klaus

**Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production**

*by*Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina

**Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014**

*by*Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo

**Using Capabilities to Project Growth, 2010-30**

*by*Jesus Felipe & Utsav Kumar & Arnelyn Abdon

**Economic Value of Stock and Interest Rate Predictability in the UK**

*by*Stephen Hall & Kavita Sirichand

**Decision-Based Forecast Evaluation of UK Interest Rate Predictability**

*by*Stephen Hall & Kavita Sirichand

**An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?**

*by*Yves Jégourel & Samuel Maveyraud

**Evaluating Combined Non-Replicable Forecasts**

*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

**How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan**

*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer

**Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US**

*by*Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

**Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland**

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Assessing Predictive Content of the KOF Barometer in Real Time**

*by*Boriss Siliverstovs

**Nonlinear Interest Rate Reaction Functions for the UK**

*by*Ralf Brüggemann & Jana Riedel

**Practice and prospects of medium-term economic forecasting**

*by*Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

**Equilibrium Policy Simulations with Random Utility Models of Labour Supply**

*by*Colombino, Ugo

**Equilibrium Policy Simulations with Random Utility Models of Labour Supply**

*by*Colombino, Ugo

**A First Look on the New Halle Economic Projection Model**

*by*Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele

**Should We Trust in Leading Indicators? Evidence from the Recent Recession**

*by*Katja Drechsel & Rolf Scheufele

**Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model**

*by*Osamu Nakamura

**Short-Term Congestion Forecasting in Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching

**Heterogeneous Expectations and the Predictive Power of Econometric Models**

*by*Maurizio Bovi

**Recession Forecasting with Dynamic Probit Models under Real Time Conditions**

*by*Christian Proano

**Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation**

*by*Pierre L. Siklos

**Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data**

*by*Kunst, Robert M. & Franses, Philip Hans

**Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System**

*by*Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

**Meteorological forecasts and the pricing of weather derivatives**

*by*Matthias Ritter & Oliver Mußhoff & Martin Odening

**Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931**

*by*Albrecht Ritschl & Samad Sarferaz

**Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory**

*by*Julia Schaumburg

**Sveriges Riksbank's Inflation Interval Forecasts 1999-2005**

*by*Lundholm, Michael

**Density-Conditional Forecasts in Dynamic Multivariate Models**

*by*Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.

**Bayesian Inference in Structural Second-Price common Value Auctions**

*by*Wegmann , Bertil & Villani, Mattias

**How helpful are spatial effects in forecasting the growth of Chinese provinces?**

*by*Girardin , Eric & Kholodilin, Konstantin A.

**Too Many Cooks? The German Joint Diagnosis and Its Production**

*by*Ulrich Fritsche & Ullrich Heilemann

**A Hypothetical Cohort Model of Human Development**

*by*Jana Asher & Beth Osborne Daponte

**Alternative Policies for US Economic Recovery**

*by*Byron Gangnes

**Forecasting Based on Common Trends in Mixed Frequency Samples**

*by*Peter Fuleky & Carl Bonham

**Alternative Policies for US Economic Recovery**

*by*Byron Ganges

**Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment**

*by*William D. Larson

**Forecasting the Intermittent Demand for Slow-Moving Items**

*by*Ralph D. Snyder & J. Keith Ord & Adrian Beaumont

**A Time-varying Mixing Multiplicative Error Model for Realized Volatility Abstract: In this paper we model the dynamics of realized volatility as a Multiplicative Error Model with a mixture of distributions for the innovation term with time-varying mixing weights forced by past behavior of volatility. The mixture considers innovations as a source of time-varying volatility of volatility and is able to capture the right tail behavior of the distribution of volatility. The empirical results show that there is no substantial difference in the one-step ahead conditional expectations obtained according to various mixing schemes but that fixity of mixing weights may be a binding constraint in deriving accurate quantiles of the predicted distribution**

*by*Giovanni De Luca & Giampiero Gallo

**“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index**

*by*Francesco D’Amuri & Juri Marcucci

**Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries**

*by*Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

**Yield Curve Dynamics: Regional Common Factor Model**

*by*Boril Šopov & Jakub Seidler

**Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions**

*by*Frédéric Karamé & Alexandra Olmedo

**Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further**

*by*Frédéric Karamé

**Empirical Simultaneous Confidence Regions for Path-Forecasts**

*by*Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**The Potential Impact of EU Cohesion Policy Spending in the 2007-13 Programming Period: A Model-Based**

*by*Janos Varga and Jan in 't Veld

**Evaluating Combined Non-Replicable Forecast**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**Does Disagreement Amongst Forecasters have Predictive Value?**

*by*Legerstee, R. & Franses, Ph.H.B.F.

**Combining Non-Replicable Forecasts**

*by*Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.

**Ranking multivariate GARCH models by problem dimension**

*by*Caporin, M. & McAleer, M.J.

**Are Forecast Updates Progressive?**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**Evaluating Macroeconomic Forecast: A Review of Some Recent Developments**

*by*Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

**Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931**

*by*Albrecht Ritschl & Samad Salferaz

**Real-time Inflation Forecast Densities from Ensemble Phillips Curves**

*by*Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly

**Appreciating the Renminbi**

*by*Rod Tyers & Ying Zhang

**Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle**

*by*Don Harding

**Forecast Densities for Economic Aggregates from Disaggregate Ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors**

*by*Roxana Halbleib & Valerie Voev

**Understanding Models' Forecasting Performance**

*by*Barbara Rossi & Tatevik Sekhposyan

**Information Criteria for Impulse Response Function Matching Estimation of DSGE Models**

*by*Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

**Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?**

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Exchange Rates Forecast Commodity Prices?**

*by*Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

**Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models**

*by*Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc

**Variable Selection, Estimation and Inference for Multi-period Forecasting Problems**

*by*M. Hashem Pesaran & Andreas Pick & Allan Timmermann

**The power of weather**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US**

*by*Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

**Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland**

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility**

*by*Cem Cakmakli & Dick van Dijk

**Does Disagreement amongst Forecasters have Predictive Value?**

*by*Rianne Legerstee & Philip Hans Franses

**Is Economic Recovery a Myth? Robust Estimation of Impulse Responses**

*by*Coen N. Teulings & Nick Zubanov

**Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production**

*by*Charles S. Bos & Siem Jan Koopman

**Modelling Conditional Heteroscedasticity in Nonstationary Series**

*by*Cizek, P.

**Robust Control Charts for Time Series Data**

*by*Croux, C. & Gelper, S. & Mahieu, K.

**Robust Forecasting of Non-Stationary Time Series**

*by*Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.

**Modeling Within- and Across-Customer Association in Lifetime Value with Copulas**

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**Optimal Risk Management Before, During and After the 2008-09 Financial Crisis**

*by*McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio

**Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)**

*by*Meyler, Aidan & Rubene, Ieva

**Būvniecības nozares prognozēšanas modelis**

*by*Skribans, Valerijs

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**Puzzle solver**

*by*Christian, Mueller-Kademann

**External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model**

*by*NR, Bhanumurthy & Kumawat, Lokendra

**The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?**

*by*El Bouhadi, Abdelhamid & Achibane, Khalid

**Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku**

*by*Skribans, Valerijs

**Влияние Трудовой Эмиграции На Рынок Труда В Латвии**

*by*Skribans, Valerijs

**Predicting unemployment in short samples with internet job search query data**

*by*Francesco, D'Amuri

**Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach**

*by*Beneki, Christina & Eeckels, Bruno & Leon, Costas

**"Google it!" Forecasting the US unemployment rate with a Google job search index**

*by*D'Amuri, Francesco/FD & Marcucci, Juri/JM

**Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data**

*by*Tierney, Heather L.R.

**Bubbles and contagion in English house prices**

*by*Fry, J. M.

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone**

*by*Lendjoungou, Francis

**Bias Correction and Out-of-Sample Forecast Accuracy**

*by*Kim, Hyeongwoo & Durmaz, Nazif

**Forecasting credit growth rate in Romania: from credit boom to credit crunch?**

*by*Albulescu, Claudiu Tiberiu

**Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach**

*by*Bušs, Ginters

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Predicting Elections from Biographical Information about Candidates**

*by*Armstrong, J. Scott & Graefe, Andreas

**Role thinking: Standing in other people’s shoes to forecast decisions in conflicts**

*by*Green, Kesten C. & Armstrong, J. Scott

**Data Revisions in India and its Implications for Monetary Policy**

*by*Kishor, N. Kundan

**Business Aviation in Germany: An empirical and model-based analysis**

*by*Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter

**“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models**

*by*Bezemer, Dirk J

**General correcting formula of forecasting?**

*by*Harin, Alexander

**“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro**

*by*Boainain, Pedro G. & Valls Pereira, Pedro L.

**Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process**

*by*Gan, Jumwu

**Общая Корректирующая Формула Прогнозирования**

*by*Harin, Alexander

**Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?**

*by*Manzan, Sebastiano & Zerom, Dawit

**Understanding forecast failure in ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Building and Using a Small Macroeconometric Model: Klein Model I as an Example**

*by*Renfro, Charles G

**Bootstrap prediction intervals for threshold autoregressive models**

*by*Jing, Li

**Revisiting the Derivative: Implications on the Rate of Change Analysis**

*by*Khumalo, Bhekuzulu

**Cointegration And The Forecast Accuracy Of Var Models**

*by*Maria M. De Mello

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting**

*by*Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Janine Aron

**A defence of the FOMC**

*by*Martin Ellison & Thomas J. Sargent

**Estonia and Euro Adoption: Small Country Challenges of Joining EMU**

*by*Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter

**Measuring output gap uncertainty**

*by*Anthony Garratt & James Mitchell & Shaun P. Vahey

**Forecasting national activity using lots of international predictors: an application to New Zealand**

*by*Sandra Eickmeier & Tim Ng

**Real-time conditional forecasts with Bayesian VARs: An application to New Zealand**

*by*Chris Bloor & Troy Matheson

**A Stochastic Forecast Model For Japan'S Population**

*by*Yoichi Okita & Wade D. Pfau & Giang Thanh Long

**DSGE Model-Based Forecasting of Non-modelled Variables**

*by*Frank Schorfheide & Keith Sill & Maxym Kryshko

**Estimating the Effect of a Gasoline Tax on Carbon Emissions**

*by*Lucas W. Davis & Lutz Kilian

**Optimal Probabilistic Forecasts for Counts**

*by*Brendan P.M. McCabe & Gael M. Martin & David Harris

**Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions**

*by*George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid

**Forecasting time series with complex seasonal patterns using exponential smoothing**

*by*Alysha M De Livera & Rob J Hyndman

**The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting**

*by*Dominique Guegan & Patrick Rakotomarolahy

**Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach**

*by*David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis

**Modelling and Forecasting Mobile Telecommunication Services: The case of Greece**

*by*Theologos Dergiades & Apostolos Dasilas

**Labour Market Dynamics in EU: a Bayesian Markov Chain Approach**

*by*George A. Christodoulakis & Emmanuel C. Mamatzakis

**Decomposing Federal Funds Rate forecast uncertainty using real-time data**

*by*Martin Mandler

**The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006**

*by*Martin Mandler

**Forecasting the Spanish economy with an Augmented VAR-DSGE model**

*by*Gonzalo Fernandez-de-Córdoba & José L. Torres

**On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**On Marginal Likelihood Computation in Change-point Models**

*by*Luc Bauwens & Jeroen V.K. Rombouts

**Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function**

*by*Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs

**On the Accuracy of the Probability Method for Quantifying Beliefs about Inflation**

*by*Thomas Maag

**Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time**

*by*Boriss Siliverstovs

**Do forecasters inform or reassure? Evaluation of the German real-time data**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach**

*by*Jaba Ghonghadze & Thomas Lux

**Oil Exports and the Iranian Economy**

*by*Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

**Oil Exports and the Iranian Economy**

*by*Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem

**Non-linear relation between industrial production and business surveys data**

*by*Giancarlo Bruno

**Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?**

*by*Klaus Schmidt-Hebbel.

**Forecasting Romanian Financial System Stability using a Stochastic Simulation Model**

*by*Claudiu Tiberiu Albulescu

**Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System**

*by*Costantini, Mauro & Kunst, Robert M.

**A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided**

*by*Costantini, Mauro & Pappalardo, Carmine

**A Latent Variable Approach to Forecasting the Unemployment Rate**

*by*C. L. Chua & G. C. Lim & Sarantis Tsiaplias

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**

*by*Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

**Stochastic Population Forecast for Germany and its Consequence for the German Pension System**

*by*Wolfgang Härdle & Alena Mysickova

**Combination of multivariate volatility forecasts**

*by*Alessandra Amendola & Giuseppe Storti

**Volatility Forecasting: The Jumps Do Matter**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno

**Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model**

*by*Isao Ishida & Toshiaki Watanabe

**A High-Low Model of Daily Stock Price Ranges**

*by*Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan

**On risk prediction**

*by*Lönnbark, Carl

**Value at Risk for Large Portfolios**

*by*Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt

**Uncertainty of Multiple Period Risk Measures**

*by*Lönnbark, Carl

**Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model**

*by*Zagaglia, Paolo

**Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction**

*by*Giordani, Paolo & Villani, Mattias

**Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Financial crises and bank failures: a review of prediction methods**

*by*Demyanyk , Yuliya & Hasan, Iftekhar

**Evaluating the stresses from ECB monetary policy in the euro area**

*by*Lee , Jim & Crowley, Patrick M

**Disagreement among Forecasters in G7 Countries**

*by*Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

**Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function**

*by*Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs

**Forecasting long memory time series under a break in persistence**

*by*Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

**Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at**

*by*Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

**Can the Fed Predict the State of the Economy?**

*by*Tara Sinclair & Frederick L. Joutz

**Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule**

*by*Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber

**Can the Fed Predict the State of the Economy?**

*by*Tara M. Sinclair & Fred Joutz & Herman O. Stekler

**Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques**

*by*Delphine Bassilière & Francis Bossier & Frédéric Verschueren

**Semiparametric vector MEM**

*by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

**Automated Variable Selection in Vector Multiplicative Error Models**

*by*Fabrizio Cipollini & Giampiero M. Gallo

**Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector**

*by*Andrea Bastianin

**Um teste a relacao entre os niveis de confianca e de desemprego em Portugal**

*by*António Caleiro

**MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area**

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Survey Data as Coicident or Leading Indicators**

*by*Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

**Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP**

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment**

*by*Matthias Hartmann & Helmut Herwartz

**A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model**

*by*Janos Varga & Jan in 't Veld

**Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models**

*by*Rombouts, J.V.K. & Verbeek, M.J.C.M.

**It Pays to Violate: How Effective are the Basel Accord Penalties?**

*by*da Veiga, B. & Chan, F. & McAleer, M.J.

**Forecasting Realized Volatility with Linear and Nonlinear Models**

*by*McAleer, M.J. & Medeiros, M.C.

**What Happened to Risk Management During the 2008-09 Financial Crisis?**

*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**How Accurate are Government Forecast of Economic Fundamentals?**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**Statistical Opacity In The U.S. Banking Industry**

*by*Guo Li & Lee Sanning & Sherrill Shaffer

**An Econometric Analysis Of Some Models For Constructed Binary Time Series**

*by*Don Harding & Adrian Pagan

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Daniel Buncic

**Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator**

*by*Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

**Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors**

*by*Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Model Comparisons in Unstable Environments**

*by*Raffaella Giacomini & Barbara Rossi

**Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models**

*by*Alastair Hall & Atsushi & James M Nason & Barbara Rossi

**Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Volatility under Bounded Rationality**

*by*Nhat Le

**Forecasting Random Walks under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

**Forecasting the fragility of the banking and insurance sector**

*by*Kerstin Bernoth & Andreas Pick

**Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables**

*by*Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi

**Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?**

*by*Eric Girardin & Konstantin A. Kholodilin

**Forecasting the Fragility of the Banking and Insurance Sector**

*by*Kerstin Bernoth & Andreas Pick

**Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns**

*by*Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek

**Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach**

*by*Tim Willems

**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**

*by*Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

**Automated financial multi-path GETS modelling**

*by*Genaro Sucarrat & Alvaro Escribano

**The relationship between the volatility of returns and the number of jumps in financial markets**

*by*Alvaro Cartea & Dimitrios Karyampas

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Janine Aron & John Muellbauer

**Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931**

*by*Ritschl, Albrecht & Sarferaz, Samad

**The role of central bank transparency for guiding private sector forecasts**

*by*Ehrmann, Michael & Eijffinger, Sylvester C. W. & Fratzscher, Marcel

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Ahmadi, Pooyan Amir & Ritschl, Albrecht

**A defence of the FOMC**

*by*Ellison, Martin & Sargent, Thomas J

**Predicting recoveries and the importance of using enough information**

*by*Cai, Xiaoming & Den Haan, Wouter

**Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area**

*by*Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

**Do Local Projections Solve the Bias Problem in Impulse Response Inference?**

*by*Kilian, Lutz & Kim, Yun Jung

**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?**

*by*Hicks, Bruce & Kilian, Lutz

**Pooling versus model selection for nowcasting with many predictors: An application to German GDP**

*by*Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Aron, Janine & Muellbauer, John

**Estimating the Effect of a Gasoline Tax on Carbon Emissions**

*by*Davis, Lucas W & Kilian, Lutz

**Variable Selection and Inference for Multi-period Forecasting Problems**

*by*Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G

**Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model**

*by*HEINEN, Andréas & VALDESOGO, Alfonso

**On marginal likelihood computation in change-point models**

*by*BAUWENS, Luc & ROMBOUTS, Jeroen

**Understanding volatility dynamics in the EU-ETS market: lessons from the future**

*by*SANIN, Maria Eugenia & VIOLANTE, Francesco

**Consistent ranking of multivariate volatility models**

*by*LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

**Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis**

*by*Yinhua Mai & Xiujian Peng

**Bootstrap Confidence Bands for Forecast Paths**

*by*Anna Staszewska-Bystrova

**Metodos de pronostico**

*by*Ignacio Velez-Pareja

**Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia**

*by*Dennys MarrugoTorrente

**Un Modelo Setar Para El Pib Colombiano**

*by*Milena Hoyos & Johanna Ramos & Lorena Vivas

**Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia**

*by*José Mauricio Salazar Sáenz

**A Dynamic Factor Model For The Colombian Inflation**

*by*Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas

**Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach**

*by*E. Otranto

**Implementing the New Structural Model of the Czech National Bank**

*by*Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek

**Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables**

*by*Camilo SERRANO & Martin HOESLI

**Testing Predicitive Ability of Business Cycle Indicators for the Euro Area**

*by*Christina Ziegler

**The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study**

*by*Steffen Henzel & Johannes Mayr

**Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Oil Exports and the Iranian Economy**

*by*Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

**Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Oil Exports and the Iranian Economy**

*by*Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.

**Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy**

*by*Akhter Faroque & William Veloce & Jean-Francois Lamarche

**Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management**

*by*Evarist Stoja & Arnold Polanski

**Combining VAR and DSGE forecast densities**

*by*Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey

**Evaluating ensemble density combination - forecasting GDP and inflation**

*by*Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud

**Real-Time Inflation Forecasting in a Changing World**

*by*Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

**Macro modelling with many models**

*by*Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

**Forecasting inflation in France**

*by*Célérier, C.

**Forecasting Euro-area recessions using time-varying binary response models for financial**

*by*Bellégo, C. & Ferrara, L.

**Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector**

*by*Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J.

**Are disaggregate data useful for factor analysis in forecasting French GDP?**

*by*Barhoumi, K. & Darné, O. & Ferrara, L.

**A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico**

*by*José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia

**Using Seasonal Models to Forecast Short-Run Inflation in Mexico**

*by*Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

**The Factor-Spline-GARCH Model for High and Low Frequency Correlations**

*by*Jose Gonzalo Rangel & Robert F. Engle

**Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts**

*by*Guillermo Benavides & Carlos Capistrán

**Comparing forecast accuracy: A Monte Carlo investigation**

*by*Fabio Busetti & Juri Marcucci & Giovanni Veronese

**A quarterly fiscal database for the euro area based on intra-annual fiscal information**

*by*Joan Paredes & Diego J. Pedregal & Javier J. Pérez

**Is there a signalling role for public wages? Evidence for the euro area based on macro data**

*by*Javier J. Pérez & A. Jesús Sánchez

**Short-term monitoring of the Spanish Government balance with mixed-frequencies models**

*by*Teresa Leal & Diego J. Pedregal & Javier J. Pérez

**Extraction of financial market expectations about inflation and interest rates from a liquid market**

*by*Ricardo Gimeno & José Manuel Marqués

**Modelling export and import demand functions: the Spanish case**

*by*Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello

**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M. Maheu

**Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Individual prediction of automobile bodily injury claims liabilities**

*by*Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona)

**On the Economic Evaluation of Volatility Forecasts**

*by*Valeri Voev

**Forecasting long memory time series under a break in persistence**

*by*Florian Heinen & Philipp Sibbertsen & Robinson Kruse

**Forecasting with Universal Approximators and a Learning Algorithm**

*by*Anders Bredahl Kock

**Forecasting inflation with gradual regime shifts and exogenous information**

*by*Andrés González & Kirstin Hubrich & Timo Teräsvirta

**Forecast Evaluation of Explanatory Models of Financial Variability**

*by*Sucarrat, Genaro

**The Australian Treasury’s fiscal aggregate projection model**

*by*David Woods & Mary Farrugia & Mitchell Pirie

**What Explains The Great Moderation in the U.S.? A Structural Analysis**

*by*Fabio Canova

**Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility**

*by*Adnan Kasman

**Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy**

*by*Sarfaraz SYED & Ali SHAH

**A Duration-Dependent Regime Switching Model for an Open Emerging Economy**

*by*Ozun, Alper & Turk, Mehmet

**Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead**

*by*Matei, Marius

**A Neural Network Model for Time-Series Forecasting**

*by*Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin

**About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe**

*by*Stefanescu, Stefan

**Structural Fund Absorption: A New Challenge For Romania?**

*by*Zaman, Gheorghe & Georgescu, George

**Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development**

*by*Varshavsky , Leonid

**Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia**

*by*Sasa Zikovic & Bora Aktan

**A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes**

*by*Anna Pajor

**Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries**

*by*Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz

**Assessing the Accuracy of Event Forecasts**

*by*Ching-Chuan Tsong

**Forecasting The Exchange Rate Series With Ann: The Case Of Turkey**

*by*Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag

**Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu**

*by*Ebru Caglayan & Tugba Dayioglu

**Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama**

*by*Namýk Kemal ERDOGAN & Nevin UZGOREN

**Interdependencies between Expected Default Frequency and the Macro Economy**

*by*Per Asberg Sommar & Hovick Shahnazarian

**Asymmetries in Macroeconomic Time Series in Eleven Asian Economies**

*by*Khurshid M. Kiani

**Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado**

*by*Teresa Leal Linares & Javier J. Pérez

**Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model**

*by*Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha

**Data Mining. New Trends, Applications and Challenges**

*by*Bart Baesens

**The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets**

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**Does global liquidity matter for monetary policy in the Euro area?**

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*by*Wang, Mu-Chun

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*by*Adam Misiorek

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*by*Jacek Kotlowski

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*by*Clements, Michael P.

**Rounding of probability forecasts : The SPF forecast probabilities of negative output growth**

*by*Clements, Michael P.

**Valuation of open space: Hedonic house price analyses in the Dutch Randstad region**

*by*Dekkers, J. & Koomen, E.

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*by*Francesco Audrino & Marcelo C. Medeiros

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**Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects**

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**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M Maheu

**Improving Forecasts of Inflation using the Term Structure of Interest Rates**

*by*Alonso Gomez & John M Maheu & Alex Maynard

**Out-of-sample comparison of copula specifications in multivariate density forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)**

*by*Daniel Buncic

**Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU**

*by*Young-Bae Kim

**Neural Network Models for Inflation Forecasting: An Appraisal**

*by*Ali Choudhary & Adnan Haider

**The Financial Accelerator: Evidence using a procedure of Structural Model Design**

*by*Roger Hammersland & Dag Henning Jacobsen

**Classical identification: A viable road for data to inform structural modeling**

*by*Roger Hammersland

**Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows**

*by*Katrin Assenmacher-Wesche & M. Hashem Pesaran

**The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve**

*by*Clive Bowsher & Roland Meeks

**Is a DFM Well Suited for Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Inflation Forecasting with Inflation Sentiment Indicators**

*by*Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann

**Understanding Errors in EIA Projections of Energy Demand**

*by*Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D.

**A Small BVAR-DSGE Model for Forecasting the Australian Economy**

*by*Andrew Hodge & Tim Robinson & Robyn Stuart

**Combining Multivariate Density Forecasts Using Predictive Criteria**

*by*Hugo Gerard & Kristoffer Nimark

**Forecasting with Dynamic Models using Shrinkage-based Estimation**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**A Review of Forecasting Techniques for Large Data Sets**

*by*Jana Eklund & George Kapetanios

**Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting**

*by*Jan J.J. Groen & George Kapetanios

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*by*Maximiano Pinheiro & Paulo Soares Esteves

**Forecasting investment: A fishing contest using survey data**

*by*Sara Serra & José R. Maria

**Forecasting Using Targeted Diffusion Indexes**

*by*Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

**Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area**

*by*Carlo Altavilla & Matteo Ciccarelli

**Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches**

*by*S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan

**Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints**

*by*Gelhausen, Marc Christopher

**Predicting elections from politicians’ faces**

*by*Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm

**A Naïve Sticky Information Model of Households’ Inflation Expectations**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**The Cyclicity as Evolution Form of Economic Activities**

*by*UNGUREANU, Laura

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*by*Olenev, Nicholas

**Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies**

*by*Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar

**Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets**

*by*Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

**Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting**

*by*Nwaobi, Godwin

**A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)**

*by*Buncic, Daniel

**Liquidity-Induced Dynamics in Futures Markets**

*by*Fagan, Stephen & Gencay, Ramazan

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*by*Rumyantsev, Mikhail I.

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*by*du Jardin, Philippe

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*by*Bruno, Giancarlo

**Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal**

*by*Raihan, Selim

**Using sentiment surveys to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

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*by*Lai, Jennifer /J.T.

**The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey**

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**An Early Warning Signals Approach for Currency Crises: The Turkish Case**

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**Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization**

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**Neuro-Fuzzy approach for the predictions of economic crisis**

*by*Giovanis, Eleftherios

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*by*Majumder, Rajarshi

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*by*Green, Kesten C & Armstrong, J Scott & Soon, Willie

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*by*Weron, Rafal & Misiorek, Adam

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**A panel data analysis for the greenhouse effects in fifteen countries of European Union**

*by*Giovanis, Eleftherios

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*by*Rosenthal, Dale W.R.

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*by*Attiya Y. Javid & Eatzaz Ahmad

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*by*Massimiliano Caporin & Juliusz Pres

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

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*by*Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

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*by*Fabio Rumler & Maria Teresa Valderrama

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*by*Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard

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*by*Jaromír Beneš & Andrew Binning & Kirdan Lees

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*by*Andrea Cipollini & Giuseppe Missaglia

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*by*Csaba Csávás

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*by*Matteo Pelagatti & Valeria Negri

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*by*George Christodoulakis & Emmanuel Mamatzakis

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*by*Konstantins Benkovskis

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*by*G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze

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*by*Jan P.A.M. Jacobs & Sturm Jan-Egbert

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*by*Mewael F. Tesfaselassie & Eric Schaling

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*by*Giancarlo Bruno

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*by*Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez

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*by*Claudio Agostini & Phillip Brown & Andrei Roman

**Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided**

*by*Costantini, Mauro & Pappalardo, Carmine

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*by*Dominique Guégan & Justin Leroux

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*by*Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

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*by*Oliver Blaskowitz & Helmut Herwartz

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*by*Oliver Blaskowitz & Helmut Herwartz

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*by*Wolfgang Reichmuth & Samad Sarferaz

**Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality**

*by*Wolfgang Reichmuth & Samad Sarferaz

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**The Accuracy of Long-term Real Estate Valuations**

*by*Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

**Adaptive Forecasting of the EURIBOR Swap Term Structure**

*by*Oliver Blaskowitz & Helmut Herwatz

**Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns**

*by*Shiyi Chen & Kiho Jeong & Wolfgang Härdle

**House Prices and Replacement Cost: A Micro-Level Analysis**

*by*Rainer Schulz & Axel Werwatz

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*by*Wolfgang Härdle & Julius Mungo

**Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models**

*by*Tom Pak-wing Fong & Chun-shan Wong

**Comparing Forecast Performance of Exchange Rate Models**

*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**A Corrected Value-at-Risk Predictor**

*by*Lönnbark, Carl

**Macroeconomic Impact on Expected Default Frequency**

*by*Åsberg Sommar, Per & Shahnazarian, Hovick

**Business surveys and inflation forecasting in China**

*by*Kaaresvirta, Juuso & Mehrotra, Aaron

**Forecasting Inflation in China**

*by*Mehrotra , Aaron & Sánchez-Fung, José R.

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*by*Tara M. Sinclair & Fred Joutz & Herman O. Stekler

**Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation**

*by*Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid

**A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets**

*by*Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

**Comparison of Volatility Measures: a Risk Management Perspective**

*by*Christian T. Brownlees & Giampiero Gallo

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Path Forecast Evaluation**

*by*Òscar Jordà & Massimiliano Marcellino

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**A Monthly Indicator of the Euro Area GDP**

*by*Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Anindya Banerjee & Massimiliano Marcellino & Igor Masten

**Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP**

*by*Massimiliano Marcellino & Christian Schumacher

**Estimating critical mass in the global cellular telephony market**

*by*Michal Grajek & Tobias Kretschmer

**Flexible Decision Support in Dynamic Interorganizational Networks**

*by*Collins, J. & Ketter, W. & Gini, M.

**Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map**

*by*Kagie, M. & van Wezel, M.C. & Groenen, P.J.F.

**Experts' Stated Behavior**

*by*Boulaksil, Y. & Franses, Ph.H.B.F.

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*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**The ten commandments for optimizing value-at-risk and daily capital charges**

*by*McAleer, M.J.

**Modelling sustainable international tourism demand to the Brazilian Amazon**

*by*Divino, J.A. & McAleer, M.J.

**Model selection for forecast combination**

*by*Franses, Ph.H.B.F.

**Modeling monetary policy in real time:Does discreteness matter?**

*by*Sirchenko Andrey

**Forecasting economic activity for Estonia : The application of dynamic principal component analyses**

*by*Christian Schulz

**Short-Term Forecasts of Euro Area GDP Growth**

*by*Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler

**Large Bayesian VARs**

*by*Martha Banbura & Domenico Giannone & Lucrezia Reichlin

**Has modelsí forecasting performance for US output growth and inflation changed over time, and when?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Forecast Comparisons in Unstable Environments**

*by*Giacomini, Raffaella & Rossi, Barbara

**Can Exchange Rates Forecast Commodity Prices?**

*by*Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

**Valuation of open space: Hedonic house price analyses in the Dutch Randstad region**

*by*Dekkers, J. & Koomen, E.

**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts**

*by*Frank A.G. den Butter & Pieter W. Jansen

**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**

*by*Lennart Hoogerheide & Herman K. van Dijk

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**An Hourly Periodic State Space Model for Modelling French National Electricity Load**

*by*V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet

**A methodology for population projections: an application to Spain**

*by*Andrés M. Alonso & Daniel Peña & Julio Rodríguez

**Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting**

*by*andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez

**Measuring causality between volatility and returns with high-frequency data**

*by*Jean-Marie Dufour & René García & Abderrahim Taamouti

**Short and long run causality measures: theory and inference**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**General to specific modelling of exchange rate volatility : a forecast evaluation**

*by*Luc Bauwens & Genaro Sucarrat

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Are Prices Really Affected by Mergers?**

*by*X. BOUTIN & L. JANIN

**Path Forecast Evaluation**

*by*Jordà, Òscar & Marcellino, Massimiliano

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**A Monthly Indicator of the Euro Area GDP**

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**Rating Forecasts for Television Programs**

*by*Denny Meyer & Rob J. Hyndman

**The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy**

*by*Costanza Torricelli & Marianna Brunetti

**Discounting the distant future: How much does model selection affect the certainty equivalent rate?**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Declining Discount Rates: Evidence from the UK**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange**

*by*Georges Dionne & Pierre Duchesne & Maria Pacurar

**Forecasting Canadian Time Series with the New-Keynesian Model**

*by*Ali Dib & Mohamed Gammoudi & Kevin Moran

**Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data**

*by*Aleksejs Melihovs & Svetlana Rusakova

**Innovación y convergencia con la Unión Europea: Diseño de un modelo de convergencia en el desarrollo de la sociedad de la información**

*by*PEREZ-GARCIA, JULIAN

**Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations**

*by*Ali al-Nowaihi & Sanjit Dhami

**On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Herbert Brücker & Boriss Siliverstovs

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Brücker, Herbert & Siliverstovs, Boriss

**Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction**

*by*Jumah, Adusei & Kunst, Robert M.

**Portfolio Value at Risk Based on Independent Components Analysis**

*by*Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

**Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach**

*by*Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago

**Inference in Vector Autoregressive Models with an Informative Prior on the Steady State**

*by*Villani, Mattias

**Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area**

*by*Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

**Evaluating a Central Bank’s Recent Forecast Failure**

*by*Nymoen, Ragnar

**Consumption and population age structure**

*by*Erlandsen, Solveig & Nymoen, Ragnar

**Forecasting economic variables with nonlinear models**

*by*Teräsvirta, Timo

**Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler**

*by*Michael Groemling

**Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)**

*by*Eric Meyermans & Patrick Van Brusselen

**A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Indirect Robust Estimation of the Short-term interest Rate Process**

*by*Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

**Real time estimates of GDP growth**

*by*de Groot, E.A. & Franses, Ph.H.B.F.

**Testable implications of forecast optimality**

*by*Andrew J. Patton & Allan Timmermann

**Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting**

*by*Libor Krkoska & Utku Teksoz

**How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?**

*by*Rossi, Barbara & Giacomini, Raffaella

**Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs**

*by*Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis

**Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?**

*by*Tilman Brück & Andreas Stephan

**Forecast Errors and the Macroeconomy: A Non-Linear Relationship?**

*by*Ulrich Fritsche & Jörg Döpke

**Model-based Measurement of Actual Volatility in High-Frequency Data**

*by*B. Jungbacker & S.J. Koopman

**What causes the forecasting failure of Markov-switching models ? A Monte Carlo study**

*by*Bouabdallah, Othman & Bessec, Marie

**Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets**

*by*George Kouretas & Leonidas Zarangas

**Individual responses to BTS and the Forecasting of Manufactured Production**

*by*O. BIAU & H. ERKEL-ROUSSE & N. FERRARI

**A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral**

*by*B. HEITZ

**Firm'investment forecast: An indicator of changes in expectations in industrial investment survey**

*by*N. FERRARI

**Forecast Combinations**

*by*Timmermann, Allan G

**Measuring Fiscal Sustainability**

*by*Polito, Vito & Wickens, Michael R

**How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation**

*by*Inoue, Atsushi & Kilian, Lutz

**Short-Run Italian GDP Forecasting and Real-Time Data**

*by*Golinelli, Roberto & Parigi, Giuseppe

**Modelling and Forecasting Fiscal Variables for the euro Area**

*by*Favero, Carlo A & Marcellino, Massimiliano

**Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management**

*by*Pesaran, M Hashem & Zaffaroni, Paolo

**Data Revisions Are Not Well-Behaved**

*by*Aruoba, Boragan

**Forecast Combination and Model Averaging Using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases**

*by*Giannone, Domenico & Reichlin, Lucrezia & Small, David

**Monetary Policy in Real Time**

*by*Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

**Leading Indicators: What Have We Learned?**

*by*Marcellino, Massimiliano

**Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration**

*by*van Tol, Michel R & Wolff, Christian C

**On the Fit and Forecasting Performance of New Keynesian Models**

*by*Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

**The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time**

*by*Orphanides, Athanasios & van Norden, Simon

**Forecasting exchange rates: a robust regression approach**

*by*PREMINGER, Arie & FRANCK, Raphael

**The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation**

*by*Marek Hlavacek & Michael Konak & Josef Cada

**The Behavioural Equilibrium Exchange Rate of the Czech Koruna**

*by*Lubos Komarek & Martin Melecky

**Asymptotic distribution of a simple linear estimator for VARMA models in echelon form**

*by*Jean-Marie Dufour & Tarek Jouini

**New Composite Leading Indicators for Hungary and Poland**

*by*Harm Bandholz

**Testable Implications of Forecast Optimality**

*by*Andrew J. Patton & Allan Timmermann

**Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators**

*by*Javier J. Pérez

**Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series**

*by*Pami Dua & Lokendra Kumawat

**Survey Expectations**

*by*Pesaran, M.H. & Weale, M.

**Forecasting Distributions with Experts Advice**

*by*Sancetta, A.

**The European Union GDP Forecast Rationality under Asymmetric Preferences**

*by*George A. Christodoulakis & Emmanuel C. Mamatzakis

**Monetary policy and asset prices: To respond or not?**

*by*Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim

**Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?**

*by*Andrea Nobili

**Cross-country differences in monetary policy transmission**

*by*Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés

**Forecasting Canadian GDP: Region-Specific versus Countrywide Information**

*by*Frédérick Demers & David Dupuis

**MUSE: The Bank of Canada's New Projection Model of the U.S. Economy**

*by*Marc-André Gosselin & René Lalonde

**Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares**

*by*José Airton Mendonça de Melo & Paulo de Melo Jorge Neto

**Are Business Cycles All Alike In Europe?**

*by*Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte

**Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?**

*by*Heather Anderson & Fashid Vahid

**Forecasting the macro economy**

*by*Robert Ewing & David Gruen & John Hawkins

**A Quarterly Macroeconometric Model of the Turkish Economy**

*by*Cem Aysoy & Ahmet N. Kipici

**Franco: una mente mai ferma**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach**

*by*MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R.

**Az első hazai csődmodell újraszámítása neurális hálók segítségével**

*by*Virág, Miklós & Kristóf, Tamás

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Some approachs to forecasting economic indicators**

*by*Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

**Forecasting the UK Unemployment Rate: Model Comparisons**

*by*Floros, Ch.

**Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005**

*by*Octavio José Salcedo Parra & Marco Aguilera Prado

**Gauging Employment: Is the Professional Wisdom Wrong?**

*by*George C. Perry

**Les scores de la Banque de France : leur développement, leurs applications, leur maintenance**

*by*BARDOS, M.

**Investments and Economic Growth Based on Endogenous Factors**

*by*Ivan Stoykov

**Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison**

*by*Mikael Petitjean & Pierre Giot

**How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone**

*by*Simon van Norden

**Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules**

*by*Tina Yu & Shu-Heng Chen

**Data Revisions in General Equilibrium**

*by*S. Boragan Aruoba

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination**

*by*Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo

**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**

*by*Norman R. Swanson & Valentina Corradi

**Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model**

*by*Yasutomo Murasawa & Roberto S. Mariano

**How Can We Define the Long Memory Concept? An Econometric Survey**

*by*Dominique Guegan

**Causality: Some New Thoughts on an Old Topic**

*by*Clive Granger

**Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index**

*by*Jonathan Dark

**Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers**

*by*Andy C. C. Kwan & John A. Cotsomitis

**Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana

**Principal Components Model Of The Romanian Economy. Gdp – Production Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona

**Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?**

*by*Schmidt, Robert & Leitner, Johannes

**Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models**

*by*Lux, Thomas & Kaizoji, Taisei

**Forecast quality and simple instrument rules: a real-time data approach**

*by*Glück, Heinz & Schleicher, Stefan P.

**Real-time Data for Norway: Challenges for Monetary Policy**

*by*Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein

**Real-time data and business cycle analysis in Germany**

*by*Döpke, Jörg

**Regional Econometric Housing Start Forecast Accuracy in Florida**

*by*Thomas M. Fullerton Jr. & Carol T. West

**Underground Shocks Ground Zero Responses**

*by*Maurizio Bovi

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Learning, inflation expectations and optimal monetary policy**

*by*Eric Schaling

**Is money informative? Evidence from a large model used for policy analysis**

*by*Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

**Model-Free Impulse Responses**

*by*Oscar Jorda

**Narrowing the US twin deficits: simulations with a world macroeconometric model**

*by*Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi

**System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets**

*by*Cornelis A Los

**Economic Performance in a Cross-Section of U.S. Native American Economies**

*by*Voxi Heinrich S Amavilah

**Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands**

*by*Voxi Heinrich S Amavilah

**Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change**

*by*Voxi Heinrich S Amavilah & Richard T. Newcomb

**Long-Run Regressions: Theory and Application to US Asset Markets**

*by*Charlotte S. Hansen & Bjorn E. Tuypens

**Genetic Algorithms: Genesis of Stock Evaluation**

*by*Rama Prasad Kanungo

**On aggregation bias in fixed-event forecast efficiency tests**

*by*Gultekin Isiklar

**Is it really long memory we see in financial returns?**

*by*Thomas Mikosch

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Space-Time Lags: Specification Strategy In Spatial Regression Models**

*by*Fernando A. López Hernández & Coro Chasco Yrigoyen

**Confessions of an International Forecaster**

*by*Thomas M Fullerton Jr

**Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach**

*by*Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

**Policy Makers Priors and Inflation Density Forecasts**

*by*Marco Vega

**Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia**

*by*Coro Chasco-Yrigoyen & Fernando López-Hernández

**Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**A Framework for Forecasting the Components of the Consumer Price**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies**

*by*Voxi Heinrich Amavilah

**Assessing the Demand for Food in Europe by the Year 2010**

*by*Leon Podkaminer

**Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1**

*by*Jan Hanousek & Filip Palda

**Energy Consumption in China: Past Trends and Future Directions**

*by*Paul Crompton & Yanrui Wu

**What explains the Great Moderation in the US? A structural analysis**

*by*Fabio Canova

**Long-Term Fixed-Income Market Structure**

*by*Luca Grilli

**Un approccio metrico per lo studio dei dati finanziari**

*by*Luca Grilli

**Time-series regression models to study the short-term effects of environmental factors on health**

*by*Tobías, Aureli & Saez, Marc

**Achieving Universal Primary Education: Can Kenya Afford it?**

*by*Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi

**Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment**

*by*Gustavo A. Marrero

**Prognose uni- und multivariater Zeitreihen**

*by*Manfred Deistler & Klaus Neusser

**Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation**

*by*Daniel Ramirez A. & Juan M. GÃ³mez G.

**Data Uncertainty in General Equilibrium**

*by*S. Boragan Aruoba

**Forecasting Chilean Industrial Production and Sales with Automated Procedures**

*by*ROMULO A. CHUMACERO

**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**

*by*Geetesh Bhardwaj & Norman Swanson

**Why Did the Welfare Caseload Decline?**

*by*Jacob Alex Klerman & Caroline Danielson

**Forecasting with Measurement Errors in Dynamic Models**

*by*Richard Harrison & George Kapetanios & Tony Yates

**Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models**

*by*George Kapetanios & Tony Yates

**Is the Currency Risk Priced in Equity Markets?**

*by*Francesco Giurda & Elias Tzavalis

**Is there a flight to quality due to inflation uncertainty?**

*by*Guler, Bulent & Ozlale, Umit

**A P* Model of Inflation in Puerto Rico**

*by*Rodríguez, Carlos A.

**A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough**

*by*Mapa, Dennis S.

**Modelling and forecasting the volatility of the portuguese stock index PSI-20**

*by*Caiado, Jorge

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**A Comparison of Multi-step GDP Forecasts for South Africa**

*by*Guillaume Chevillon

**`Weak` trends for inference and forecasting in finite samples**

*by*Guillaume Chevillon

**Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes**

*by*David Hendry & Guillaume Chevillon

**Forecasting Austrian Inflation**

*by*Gabriel Moser & Fabio Rumler & Johann Scharler

**Population Ageing and Government Health Expenditures in New Zealand, 1951-2051**

*by*John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh

**Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes**

*by*Guillaume Chevillon & David F. Hendry

**FOMC Forecasts of Macroeconomic Risks**

*by*Kevin Dowd

**Too Good to be True? The (In)credibility of the UK Inflation Fan Charts**

*by*Kevin Dowd

**The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts**

*by*Kevin Dowd

**Modelling inflation in the Euro Area**

*by*Eilev S. Jansen

**Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists**

*by*Karlyn Mitchell & Douglas K. Pearce

**Exponential Smoothing: A Prediction Error Decomposition Principle**

*by*Ralph D. Snyder

**Structural breaks and financial risk management**

*by*Marianna Valentinyi-Endrész

**Using the Correlation Dimension to Detect non-linear dynamics**

*by*Theodore Panagiotidis & David Chappell

**Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz**

*by*Jochen Hartwig

**The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?**

*by*Marian Beise

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**The Dark, And Independent, Side Of Italy**

*by*Maurizio Bovi

**Vector-Autoregression Approach to Forecast Italian Imports**

*by*Carmine Pappalardo & Gianfranco Piras

**Toward a Theory of Evaluating Predictive Accuracy**

*by*Kunst, Robert M. & Jumah, Adusei

**Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction**

*by*Jumah, Adusei & Kunst, Robert M.

**Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters**

*by*Naoya Katayama

**Is more data better?**

*by*Kaushik Mitra

**Repeated surveys and the Kalman filter**

*by*Lind, Jo Thori

**Regime switching as an alternative early warning system of currency crises - an application to South-East Asia**

*by*Arias, Guillaume & Erlandsson, Ulf

**Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting**

*by*Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael

**Impact of Population Aging on Japanese International Travel**

*by*James Mak & Lonny Carlile & Sally Dai

**Coasean Economics and the Evolution of Marine Property in Hawaii**

*by*Brooks Kaiser & James Roumasset

**Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)**

*by*Eric Meyermans & Patrick Van Brusselen

**No Predictable Components in G7 Stock Returns**

*by*Prasad Bidarkota & Khurshid M. Kiani

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Agent based computational model of trust**

*by*Gorobets, A. & Nooteboom, B.

**Decomposing Granger Causality over the Spectrum**

*by*Lemmens, A. & Croux, C. & Dekimpe, M.G.

**The Value of Information in Reverse Logistics**

*by*Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H.

**On The Predictive Content Of Production Surveys: A Pan-European Study**

*by*Lemmens, A. & Croux, C. & Dekimpe, M.G.

**Forecasting aggregates using panels of nonlinear time series**

*by*Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Analyzing the effects of past prices on reference price formation**

*by*van Oest, R.D. & Paap, R.

**Forecasting the density of asset returns**

*by*Trino-Manuel Niguez & Javier Perote

**Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy**

*by*A Garratt & K Lee & M H Pesaran & Yongcheol Shin

**A Nonlinear Model of the Business Cycle**

*by*Simon M. Potter & Edward E. Leamer

**Properties of Optimal Forecasts**

*by*Allan Timmermann & Andrew J. Patton

**Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting**

*by*Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger

**Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?**

*by*Allan Timmermann & Graham Elliott & Ivana Komunjer

**Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data**

*by*Aurobindo Ghosh & Anil K. Bera

**Regime Switching for Dynamic Correlations**

*by*Denis Pelletier

**Bagging Time Series Models**

*by*Lutz Kilian & Atsushi Inoue

**Forecasting Chilean Industrial Production with Automated Procedures**

*by*ROMULO A. CHUMACERO

**Macroeconomic Forecasting with Independent Component Analysis**

*by*Ruey Yau

**Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness**

*by*Anthony S. Tay & Aamir R. Hashmi

**Tracking Brazilian Exchange Rate Volatility**

*by*Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

**Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility**

*by*Scott I. White & Adam E. Clements & Stan Hurn

**Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?**

*by*Dimitrios D. Thomakos & Prasad S. Bhattacharya

**Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach**

*by*Keen Meng Choy & Hwee Kwan Chow

**Analysis of the predictive ability of information accumulated over nights, weekends and holidays**

*by*Ilias Tsiakas

**A Smooth Test for Density Forecast Evaluation**

*by*Aurobindo Ghosh & Anil K. Bera

**A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries**

*by*D.S.P Rao & Rambaldi & A.N.

**On the predictability of GDP data revisions in the Netherlands**

*by*Olivier Roodenburg

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