## 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

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

*by*Shcherba, Alexandr

**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

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

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

**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

**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.

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

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

**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

**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

**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

**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

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

**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

**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

**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

**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

**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

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

*by*Hutter, Christian & Weber, Enzo

**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

**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

**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

**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

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

*by*Francine Gresnigt & Erik Kole & and 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

**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

**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

**Generalised density forecast combinations**

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

**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

**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

**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

**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

**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**

*by*Mihaela Simionescu

**The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners**

*by*Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed

**Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?**

*by*Nyitrai, Tamás

**Leadership Functions in Modern Business Organizations**

*by*Vadim Dumitrascu

**Leadership and Organizational Positioning**

*by*Vadim Dumitrascu

**Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?**

*by*Oliver Holtemöller

**Binnenwirtschaft trägt Konjunktur in Deutschland**

*by*Arbeitskreis Konjunktur des IWH

**Factor-based prediction of industry-wide bank stress**

*by*Grover, Sean P. & McCracken, Michael W.

**Forecasting House Prices in the United States with Multiple Structural Breaks**

*by*Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury

**Forecasting welfare caseloads: The case of the Japanese public assistance program**

*by*Hayashi, Masayoshi

**On the characteristics of dynamic correlations between asset pairs**

*by*Jacobs, Michael & Karagozoglu, Ahmet K.

**Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets**

*by*Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang

**Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test**

*by*Tsuchiya, Yoichi

**Non-renewable resource prices: A robust evaluation from the stationarity perspective**

*by*Presno, María José & Landajo, Manuel & Fernández, Paula

**The international business cycle and gold-price fluctuations**

*by*Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

**When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods**

*by*Zietz, Joachim & Traian, Anca

**Estimating the output gap in real time: A factor model approach**

*by*Aastveit, Knut Are & Trovik, Tørres

**The unbeatable random walk in exchange rate forecasting: Reality or myth?**

*by*Moosa, Imad & Burns, Kelly

**Generating currency trading rules from the term structure of forward foreign exchange premia**

*by*Sager, Michael & Taylor, Mark P.

**Forecasting exchange rates out-of-sample with panel methods and real-time data**

*by*Ince, Onur

**Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market**

*by*Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

**The determinants of U.S. banks’ international activities**

*by*Temesvary, Judit

**Performance evaluation of optimized portfolio insurance strategies**

*by*Zieling, Daniel & Mahayni, Antje & Balder, Sven

**Discrete stochastic autoregressive volatility**

*by*Cordis, Adriana S. & Kirby, Chris

**The empirical similarity approach for volatility prediction**

*by*Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema

**The rise and fall of technical trading rule success**

*by*Taylor, Nick

**Modeling and predicting the CBOE market volatility index**

*by*Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel

**Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics**

*by*Bekiros, Stelios D.

**The interactions between China and US stock markets: New perspectives**

*by*Ye, George L.

**Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises**

*by*Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

**Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects**

*by*Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian

**Conditional least squares and copulae in claims reserving for a single line of business**

*by*Pešta, Michal & Okhrin, Ostap

**Persistence of ex-ante volatility and the cross-section of stock returns**

*by*Simlai, Prodosh

**Causality and predictability in distribution: The ethanol–food price relation revisited**

*by*Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

**Modelling changes in the unconditional variance of long stock return series**

*by*Amado, Cristina & Teräsvirta, Timo

**Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting**

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

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**Bootstrapping factor-augmented regression models**

*by*Gonçalves, Sílvia & Perron, Benoit

**Theory-coherent forecasting**

*by*Giacomini, Raffaella & Ragusa, Giuseppe

**Testing for structural stability of factor augmented forecasting models**

*by*Corradi, Valentina & Swanson, Norman R.

**Adaptive dynamic Nelson–Siegel term structure model with applications**

*by*Chen, Ying & Niu, Linlin

**Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture**

*by*Jensen, Mark J. & Maheu, John M.

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**A note on the representative adaptive learning algorithm**

*by*Berardi, Michele & Galimberti, Jaqueson K.

**Time scale evaluation of economic forecasts**

*by*Michis, Antonis A.

**Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty**

*by*Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

**Enhanced index tracking with multiple time-scale analysis**

*by*Li, Qian & Bao, Liang

**Semiconductor industry cycles: Explanatory factors and forecasting**

*by*Aubry, Mathilde & Renou-Maissant, Patricia

**State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth**

*by*Higgins, Matthew L. & Mishra, Sagarika

**Forecasting exchange rates using panel model and model averaging**

*by*Garratt, Anthony & Mise, Emi

**The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range**

*by*Todorova, Neda & Souček, Michael

**Forecasting tourism demand to Catalonia: Neural networks vs. time series models**

*by*Claveria, Oscar & Torra, Salvador

**Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors**

*by*Lee, Yongwoong & Poon, Ser-Huang

**On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond**

*by*Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello

**Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review**

*by*Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi

**Von einer Explosion der Mieten kann keine Rede sein: Sechs Fragen an Konstantin Kholodilin**

*by*Corporate author

**Mietpreisbremse: Wohnungsmarktregulierung bringt mehr Schaden als Nutzen**

*by*Konstantin A. Kholodilin & Dirk Ulbricht

**The Soundness Of The Banking System During The Global Financial Crisis**

*by*Ioana-Iuliana TOMULEASA

**Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen**

*by*Robert Lehmann & Michael Weber

**A Hybrid Forecasting Approach**

*by*Emilian Dobrescu

**Development of postal services until 2020**

*by*Rantala, Olavi

**Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa**

*by*Kirsten Thompson & Renee van Eyden & Rangan Gupta

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

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

**Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012**

*by*Goodness C. Aye & Rangan Gupta

**Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models**

*by*Goodness C. Aye & Pami Dua & Rangan Gupta

**Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty**

*by*Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne

**Identifying a financial conditions index for South Africa**

*by*Kirsten Thompson & Renee van Eyden & Rangan Gupta

**Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging**

*by*Riane de Bruyn & Rangan Gupta & Renee van Eyden

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**Forecasting seasonality in prices of potatoes and onions: challenge between geostatistical models, neuro fuzzy approach and Winter method**

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**Global food and energy markets: volatility transmission and impulse response effects**

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**Forecasting the role of public expenditure in economic growth Using DEA-neural network approach**

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**The Golden Mean, the Arab Spring and a 10-step analysis of American economic history**

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**Nowcasting Irish GDP**

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**Are some forecasters really better than others?**

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**China, India and the future of the global economy**

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**Parametric inference and forecasting in continuously invertible volatility models**

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**Evaluating density forecasts: a comment**

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**Developing a short-term comparative optimization forecasting model for operational units’ strategic planning**

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**Multi-period credit default prediction with time-varying covariates**

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**Are realized volatility models good candidates for alternative Value at Risk prediction strategies?**

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**Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison**

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**GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy**

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**Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics**

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

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**Are Forecast Updates Progressive?**

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**Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures**

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

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**Five Issues in the Design of Income Support Mechanisms: The Case of Italy**

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**Quantile Forecasts of Financial Returns Using Realized GARCH Models**

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**Nowcasting Chinese GDP: Information Content of Economic and Financial Data**

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**Tracking Chinese CPI inflation in real time**

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**Long-Term Industrial Labor Demand Forecast for Hungary**

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

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**Differences in Early GDP Component Estimates Between Recession and Expansion**

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**A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach**

*by*Yueqing Jia

**Examining the Quality of Early GDP Component Estimates**

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*by*Paul Mizen & Serafeim Tsoukas

**Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models**

*by*Deschamps, Philippe J.

**Oil Price Forecast Evaluation with Flexible Loss Functions**

*by*Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

**Towards the Optimal Management of the Northeast Arctic Cod Fishery**

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**A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis**

*by*Andrea Ghermandi & Paulo A.L.D. Nunes

**Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility**

*by*Milan Rippel & Ivo Jánský

**Modelling Long-Term Electricity Contracts at EEX**

*by*Robert Flasza & Milan Rippel & Jan Šolc

**Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics**

*by*Stelios Bekiros

**Markov-Switching MIDAS Models**

*by*Pierre Guerin & Massimiliano Marcellino

**Evaluating the Rationality of Managers' Sales Forecasts**

*by*de Bruijn, B. & Franses, Ph.H.B.F.

**Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures**

*by*Casarin, R. & Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.

**GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies**

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

**Analyzing Fixed-event Forecast Revisions**

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

**Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation**

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

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**Leverage as a Predictor for Real Activity and Volatility**

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*by*Franziska Ohnsorge & Yevgeniya

**Advances in Forecasting Under Instability**

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**Forecast Optimality Tests in the Presence of Instabilities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Oil Prices Forecast Exchange Rates?**

*by*Domenico Ferraro & Ken Rogoff & Barbara Rossi

**Out-of-Sample Forecast Tests Robust to Window Size Choice**

*by*Barbara Rossi & Atsushi Inoue

**On the volatility-volume relationship in energy futures markets using intraday data**

*by*Julien Chevallier & Benoît Sévi

**Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices**

*by*Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij

**Optimal Forecasts in the Presence of Structural Breaks**

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*by*Prasad S Bhattacharya & Dimitrios D Thomakos

**Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions**

*by*Ansgar Belke & Christian Gokus

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**Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data**

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**Forecasting Volatility with Copula-Based Time Series Models**

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**Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index**

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**An Alternative Bayesian Approach to Structural Breaks in Time Series Models**

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**Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression**

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**Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

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**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

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**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**

*by*Glady, N. & Lemmens, A. & Croux, C.

**Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market**

*by*Idier, Julien & Avouyi-Dovi, Sanvi

**Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment**

*by*Antonis A. Michis

**Forecasting Issues: Ideas of Decomposition and Combination**

*by*Marina Theodosiou

**First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth**

*by*C. MINODIER

**How Useful Are Estimated DSGE Model Forecasts for Central Bankers?**

*by*Edge, Rochelle M & Gürkaynak, Refet S.

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

*by*Aron, Janine & Muellbauer, John

**Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?**

*by*Aron, Janine & Muellbauer, John

**Nowcasting**

*by*Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

**New methods for forecasting inflation, applied to the US**

*by*Aron, Janine & Muellbauer, John

**The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy**

*by*Wieland, Volker & Wolters, Maik H

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

*by*Teulings, Coen N & Zubanov, Nick

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

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

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

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

**Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach**

*by*Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

**Measuring Output Gap Uncertainty**

*by*Garratt, Anthony & Mitchell, James & Vahey, Shaun

**Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns**

*by*Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

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

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

**On the forecasting accuracy of multivariate GARCH models**

*by*LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators**

*by*Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

**Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem**

*by*Élise PAYZAN LE NESTOUR

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

*by*Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

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

*by*Coenraad N. Teulings & Nick Zubanov

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

*by*Janine Aron & John Muellbauer

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

*by*Albrecht Ritschl & Samad Salferaz

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

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Equilibrium policy simulations with random utility models of labour supply**

*by*Ugo Colombino

**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

**Modeling the Effect of Oil Price on Global Fertilizer Prices**

*by*Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

**Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents**

*by*Chia-Lin Chang & Sung-Po Chen & Michael McAleer

**Great Expectatrics: Great Papers, Great Journals, Great Econometrics**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Combining Non-Replicable Forecasts**

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

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

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

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

**Are Forecast Updates Progressive?**

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

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

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand**

*by*Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

**Are Some Forecasters Really Better Than Others?**

*by*D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

**Combining predictive densities using Bayesian filtering with applications to US economics data**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Conditional forecasts in DSGE models**

*by*Junior Maih

**Weights and pools for a Norwegian density combination**

*by*Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

**Simple rules versus optimal policy: what fits?**

*by*Ida Wolden Bache & Leif Brubakk & Junior Maih

**Forecast densities for economic aggregates from disaggregate ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Volatility and the Hedging Effectiveness of China Fuel Oil Futures**

*by*Wei Chen & J L Ford

**Interest rate pass-through in the major European economies - the role of expectations**

*by*Anindya Banerjee & Victor Bystrov & Paul Mizen

**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

**Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market**

*by*Avouyi-Dovi, S. & Idier, J.

**Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective**

*by*Guillermo Benavides

**Forecast Revisions of Mexican Inflation and GDP Growth**

*by*Carlos Capistrán & Gabriel López-Moctezuma

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

**Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?**

*by*Raúl Ibarra-Ramírez

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

*by*Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani

**Real time forecasts of inflation: the role of financial variables**

*by*Libero Monteforte & Gianluca Moretti

**A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast**

*by*Claudia Miani & Stefano Siviero

**Estimating DSGE models with unknown data persistence**

*by*Gianluca Moretti & Giulio Nicoletti

**Nowcasting Spanish GDP growth in real time: "One and a half months earlier"**

*by*David de Antonio Liedo & Elena Fernández Muñoz

**‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession**

*by*Marco J. Lombardi & Philipp Maier

**Semi-Structural Models for Inflation Forecasting**

*by*Maral Kichian & Fabio Rumler & Paul Corrigan

**On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment**

*by*Nikita Perevalov & Philipp Maier

**Forecasting the Path of USS CO2 Emissions Using State-Level Information**

*by*Maximillian Auffhammer & Ralf Steinhauser

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

*by*Yin Liao & Heather Anderson & Farshid Vahid

**What Drives Commodity Prices?**

*by*Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini

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

*by*Hyeongwoo Kim & Nazif Durmaz

**The Model Confidence Set**

*by*Peter R. Hansen & Asger Lunde & James M. Nason

**A Comprehensive Look at Financial Volatility Prediction by Economic Variables**

*by*Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

**The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts**

*by*Rasmus Tangsgaard Varneskov & Valeri Voev

**The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data**

*by*Rasmus Tangsgaard Varneskov

**The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks**

*by*Leonidas Tsiaras

**Forecast Combinations**

*by*Marco Aiolfi & Carlos Capistrán & Allan Timmermann

**Forecasting with nonlinear time series models**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market**

*by*Klaus Grobys

**Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании**

*by*Harin, Alexander

**Random Walk Theory and Exchange Rate Dynamics in Transition Economies**

*by*Nikola Gradojević & Vladimir Djaković & Goran Andjelić

**Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia**

*by*Ginters BUSS

**On the Importance of the Arrival of New Information**

*by*Rómulo Chumacero

**A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates**

*by*Manish Kumar

**Modelling the Daily Currency in Circulation in Turkey**

*by*Halil Guler & Anil Talasli

**Estimating Value-At-Risk (Var) Using TIVEX-POT Models**

*by*Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising

**Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices**

*by*John FRY

**The Effects Of Real Exchange Rate On Trade Balance In Cote D'Ivoire: Evidence From The Cointegration Analysis And Error-Correction Models**

*by*Drama Bedi Guy HERVE & Yao SHEN & Amzath AMED

**ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A**

*by*Wiktor Patena

**Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models**

*by*Seung, Chang K. & Ahn, Sung K.

**The intersections between TRIZ and forecasting methodology**

*by*Georgeta BARBULESCU & Gabriela IONESCU

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*by*Miron, Dumitru & Tudor, Cristiana

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**Modelación de la inversión en Centroamérica y la República Dominicana**

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**Econometric Models for Oil Price Forecasting: A Critical Survey**

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**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

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

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

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

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

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

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

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

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**Combining Multivariate Density Forecasts Using Predictive Criteria**

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

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

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

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**Forecasting Using Targeted Diffusion Indexes**

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

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

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

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

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*by*Buda, Rodolphe

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*by*Harding, Don

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*by*Lai, Jennifer /J.T.

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*by*Omay, Tolga

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*by*Giovanis, Eleftherios

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*by*Cooper, Russel & Madden, Gary G

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*by*Majumder, Rajarshi

**Benchmark forecasts for climate change**

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

**Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK**

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*by*Attiya Y. Javid & Eatzaz Ahmad

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*by*Massimiliano Caporin & Juliusz Pres

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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*George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

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*by*Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy

**Business surveys modelling with seasonal-cyclical long memory models**

*by*Laurent Ferrara & Dominique Guegan

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*by*Dominique Guegan & Justin Leroux

**Effect of noise filtering on predictions : on the routes of chaos**

*by*Dominique Guegan

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*by*Abdou Kâ Diongue & Dominique Guegan

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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*Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

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*by*Konstantins Benkovskis

**Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise**

*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*Mewael F. Tesfaselassie & Eric Schaling

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*by*Giancarlo Bruno

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**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**

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*by*Lönnbark, Carl

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*by*Åsberg Sommar, Per & Shahnazarian, Hovick

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*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**

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**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

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**Path Forecast Evaluation**

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

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

**A Monthly Indicator of the Euro Area GDP**

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

**Short-term Forecasts of Euro Area GDP Growth**

*by*Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard

**Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP**

*by*Marcellino, Massimiliano & Schumacher, Christian

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

**Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts**

*by*Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

**Investigating uncertainty in macroeconomic forecasts by stochastic simulation**

*by*Debby Lanser & Henk Kranendonk

**An easy test for two stationary long processes being uncorrelated via AR approximations**

*by*WANG , Shin-Huei & HSIAO, Cheng

**Modelling the Economic Effects of Population Ageing**

*by*James Giesecke & G.A. Meagher

**Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia**

*by*Eliana Rocío González Molano

**An estimation of the pattern of diffusion of mobile phones: the case of Colombia**

*by*Luis Fernando Gamboa & Jesus Otero

**Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators**

*by*Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

**Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models**

*by*Nikolay Robinzonov & Klaus Wohlrabe

**Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?**

*by*Steffen Henzel

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

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

**Forecasting Euro Area Real GDP: Optimal Pooling of Information**

*by*Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser

**The Information Content of KOF Indicators on Swiss Current Account Data Revisions**

*by*Jan Jacobs & Jan-Egbert Sturm

**Optimal Asset Allocation with Factor Models for Large Portfolios**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Forecasting Random Walks Under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

**A VECX Model of the Swiss Economy**

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

**Forecasting Economic and Financial Variables with Global VARs**

*by*M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith

**Path Forecast Evaluation**

*by*Oscar Jorda & Massimiliano Marcellino

**Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market**

*by*Eduardo Mendes & Les Oxley & Marco Reale

**Now-casting Irish GDP**

*by*D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

**Identifying and Forecasting House Price Dynamics in Ireland**

*by*D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard

**Are sectoral stock prices useful for predicting euro area GDP?**

*by*Andersson, Magnus & D'Agostino, Antonello

**Asymmetries in Inflation Expectation Formation Across Demographic Groups**

*by*Pfajfar, D. & Santoro, E.

**Forecasting Random Walks Under Drift Instability**

*by*Pesaran, M.H. & Pick, A.

**Optimal Asset Allocation with Factor Models for Large Portfolios**

*by*Pesaran, M.H. & Zaffaroni, P.

**A VECX* Model of the Swiss Economy**

*by*Assenmacher-Wesche, K. & Pesaran, M.H.

**Model Averaging in Risk Management with an Application to Futures Markets**

*by*Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

**Forecasting Economic and Financial Variables with Global VARs**

*by*Pesaran, M.H. & Schuermann, T. & Smit, L.V.

**The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach**

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

**Estimating the output gap in real time: A factor model approach**

*by*Knut Are Aastveit & Tørres G. Trovik

**Combining inflation density forecasts**

*by*Christian Kascha & Francesco Ravazzolo

**The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**What horizon for targeting inflation?**

*by*Q. Farooq Akram.

**Business surveys modelling with Seasonal-Cyclical Long Memory models**

*by*Ferrara, L. & Guégan, D.

**Monthly forecasting of French GDP: A revised version of the OPTIM model**

*by*Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

**Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise**

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

**An Inflation Forecasting Model for the Euro Area**

*by*Chauvin, V. & Devulder, A.

**Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts**

*by*Carlos Capistrán & Gabriel López-Moctezuma

**Uncertainty and the price of risk in a nominal convergence process**

*by*Ricardo Gimeno & José Manuel Marqués

**A Structural VAR Approach to Core Inflation in Canada**

*by*Sylvain Martel

**Bank lending effect on German commercial property prices**

*by*Gruber, Johannes & Lee, Gabriel

**Disagreement and Biases in Inflation Expectations**

*by*Carlos Capistrán & Allan Timmermann

**The cyclical component factor model**

*by*Christian M. Dahl & Henrik Hansen & John Smidt

**American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution**

*by*Lars Stentoft

**Modelling and Forecasting Multivariate Realized Volatility**

*by*Roxana Chiriac & Valeri Voev

**Option Pricing using Realized Volatility**

*by*Lars Stentoft

**Explaining The Great Moderation: It Is Not The Shocks**

*by*Domenico Giannone & Michele Lenza & Lucrezia Reichlin

**Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?**

*by*Graham Elliott & Ivana Komunjer & Allan Timmermann

**Alternative Measures of Core Inflation in Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**Polynomial Interpolation and Applications to Autoregressive Models**

*by*Mateescu, George Daniel

**An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy**

*by*Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei

**Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend**

*by*Kudrov, Alexander

**An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results**

*by*Rozhkovskaya, Ekaterina

**Stock market crashes modeling: stochastic cusp catastrophe application**

*by*Miloslav Vošvrda & Jozef Baruník

**Vulnerabilities in an economy to extensive pressures on the exchange rate**

*by*Michal Pazou

**Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II**

*by*Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á.

**Crude Oil Prices and the USD/EUR Exchange Rate**

*by*Andreas Breitenfellner & Jesus Crespo Cuaresma

**An Analysis of Credit to the Household Sector in Austria**

*by*Friedrich Fritzer & Lukas Reiss

**A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről**

*by*Kristóf, Tamás

**Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia**

*by*Klaus Weyerstrass & Reinhard Neck

**Assessing the Rationality of Survey Expectations: The Probability Approach**

*by*Jörg Breitung

**Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?**

*by*Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle

**Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India**

*by*Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

**How Do Neural Networks Enhance the Predictability of Central European Stock Returns?**

*by*Jozef Baruník

**Application of the American Real Flexible Switch Options Methodology A Generalized Approach**

*by*Zdenìk Zmeškal

**Algorithmic Approaches to Game-theoretical Modeling and Simulation**

*by*Martin Hrubý

**Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana**

*by*Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman

**Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model**

*by*Li, Ming-Yuan Leon

**Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk**

*by*da Veiga, Bernardo & Chan, Felix & McAleer, Michael

**Forecasting Market Crashes: Does Density Specification Matter?**

*by*BRIO, Esther B. & PEROTE, Javier

**Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus**

*by*Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs

**Extremum Estimation when the Predictors are Estimated from Large Panels**

*by*Jushan Bai & Serena Ng

**Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano**

*by*Elkin Castaño & Karoll Gómez & Santiago Gallón

**Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia**

*by*Sergio Botero Botero & Jovan Alfonso Cano Cano

**La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación**

*by*Juan Camilo Santana

**Medienberichte als Konjunkturindikator**

*by*Jan Grossarth-Maticek & Johannes Mayr

**OPTIM: a quarterly forecasting tool for French GDP**

*by*Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

**OPTIM : un outil de prévision trimestrielle du PIB de la France**

*by*BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

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*by*Anthony Garratt & Gary Koop & Shaun P. Vahey

**Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan**

*by*Anthony Garratt & Kevin Lee

**Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis**

*by*Giulio PALOMBA

**Forecasting US bond yields at weekly frequency**

*by*Riccardo LUCCHETTI & Giulio PALOMBA

**China's Economic Growth and its Real Exchange Rate**

*by*Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain

**Ein multisektoraler Sammelindikator für die Schweizer Konjunktur**

*by*Michael Graff

**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

**Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union**

*by*Ogrean, Claudia & Herciu, Mihaela

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A Model to Forecast the Evolution of the Structure of a System of Economic Indicators**

*by*Andreica, Marin

**An Adaptive Retraining Method for the Exchange Rate Forecasting**

*by*Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca

**Stability in Stochastic Forecasting of Time Series**

*by*Kharin, Yuriy

**Predicting the Poverty Impacts of Trade Reform**

*by*Thomas W. Hertel & Jeffrey J. Reimer

**Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index**

*by*Khurshid M. Kiani

**The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis**

*by*Andy C.C. Kwan & John A. Cotsomitis

**Modelarea inflaţiei în România**

*by*Pelinescu Elena

**Effects of the additive Outliers in the forecasting of the conditional variance of an Arch model/Efectos de los Outliers aditivos en la predicción de la varianza condicional de un modelo Arch**

*by*CATALÁN, BEATRIZ & TRÍVEZ, F. JAVIER

**Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis**

*by*Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*María Clara Aristizábal Restrepo

**Forecasting Inflation: An Art as Well as a Science!**

*by*Ard Reijer & Peter Vlaar

**A Bayesian Model Averaging Approach to Enhance Value Investment**

*by*Ron Bird & Richard Gerlach

**Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market**

*by*Kim-Leng Goh & Kim-Lian Kok

**Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros**

*by*Juan José Pompilio Sartori

**Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis**

*by*Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

**A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry**

*by*GÓMEZ-SORZANO Gustavo A

**Using Bootstrap to Test Portfolio Efficiency**

*by*Pin-Huang Chou & Guofu Zhou

**Inflation Expectations in Latin America**

*by*Fabia A de Carvalho & Mauricio S. Bugarin

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*Aristizábal, María Clara

**Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur**

*by*Klaus Abberger & Klaus Wohlrabe

**Zur Prognosekraft des ifo Indikators**

*by*Hans-Werner Sinn & Klaus Abberger

**A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans**

*by*Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé

**The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece**

*by*Theodore M. Mitrakos & Nicholas G. Zonzilos

**Banque de France scores: development, applications, and maintenance**

*by*Bardos, M.

**La contagion du risque via les impayés sur effets de commerce**

*by*BARDOS, M. & STILI, D.

**Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins**

*by*Vamerson Schwingel Ribeiro & Joilson Dias

**Risk contagion through defaults on trade bills**

*by*Bardos, M. & Stili, D.

**Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment**

*by*Peter Zadrozny & Ellis Tallman

**An Integrated Approach For Stock Price Forecasting**

*by*Alvaro Veiga & Gustavo Santos Raposo

**Model Uncertainty and Endogenous Volatility**

*by*George W. Evans & William A. Branch

**Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition**

*by*Serge Hayward

**Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand**

*by*I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam

**Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts**

*by*Kevin Lee & Anthony Garratt

**Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions**

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

**Forecasting Practice: Decision Support System to Assist Judgmental Forecasting**

*by*Gauresh Rajadhyaksha & Abhijeet Dwivedi

**Earnings forecast bias - a statistical analysis**

*by*Michalon, Karine & Lardic, Sandrine & Dossou, François

**Impulse Analyses Of The Romanian Inflation**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A Model To Forecast The Monthly Inflation In Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

**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

**Dealing with Unexpected Shocks to the Budget**

*by*Elena Gennari & Raffaela Giordano & Sandro Momigliano

**Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi**

*by*Kıvılcım M. ÖZCAN & Suat AYDIN

**A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models**

*by*Profillidis, V. & Botzoris, G.

**Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales**

*by*Johnson, Christian A. & Padilla, Miguel A.

**An econometric study of the beef meat sector in Cyprus**

*by*Panayiotis Diacos & Spyros Hadjidakis

**The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange**

*by*Aktham I. Maghyereh & Sadeg J. Abul

**Firm's R & D Behavior Under Rational Expectations**

*by*Dimitrios D. Thomakos & Prasad S. Bhattacharya

**Do Eurozone Countries Cheat with their Budget Deficit Forecasts?**

*by*Stephan, Andreas & Brück, Tilman

**The volatility of realized volatility**

*by*Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

**Volatility forecasting**

*by*Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

**Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach**

*by*Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo

**Forecasting stock market volatility with macroeconomic variables in real time**

*by*Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

**Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?**

*by*Domenico Giannone & Lucrezia Reichlin

**(Un)Predictability and Macroeconomic Stability**

*by*Antonello D'Agostino & Domenico Giannone & Paolo Surico

**The Cyclical Behaviour of Shadow and Regular Employment**

*by*Maurizio Bovi

**The Dark, and Independent, Side of the Italian Labour Market**

*by*Maurizio Bovi

**The Behavioral Equilibrium Exchange Rate of the Czech Koruna**

*by*Martin Melecky & Lubos Komarek

**Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates**

*by*Martin Melecky

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities**

*by*Tony Guida & Olivier Matringe

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**The Degree of Stability of Price Diffusion**

*by*Cornelis A. Los

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate**

*by*Sutthisit Jamdee & Cornelis A. Los

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

**How Do People Learn by Listening to Others? Experimental Evidence from Thailand**

*by*Andrew Healy

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Zacharias Bragoudakis

**A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios**

*by*Hsiang-Tai Lee & Jonathan Yoder

**Forecasting Spot Electricity Prices With Time Series Models**

*by*Rafal Weron & Adam Misiorek

**What causes the forecasting failure of Markov-Switching models? A Monte Carlo study**

*by*Marie Bessec & Othman Bouabdallah

**Nonlinearity, Nonstationarity and Spurious Forecasts**

*by*Vadim Marmer

**Modeling and forecasting electricity loads: A comparison**

*by*Rafal Weron & Adam Misiorek

**The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend**

*by*Stanislav Radchenko

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Employment Effects of Foreign Direct Investment in Central and Eastern Europe**

*by*Ingo Geishecker & Gabor Hunya

**Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?**

*by*Hui Feng

**On the Rationality of the General Public**

*by*GEBHARD KIRCHGÄSSNER

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Fabio Trojani & Francesco Audrino

**Survey Expectations**

*by*M. Hashem Pesaran & Martin Weale

**Curve Forecasting by Functional Autoregression**

*by*A. Onatski & V. Karguine

**Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area**

*by*James Mitchell

**High Frequency Multiplicative Component Garch**

*by*Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle

**Real-time data for Norway: Output gap revisions and challenges for monetary policy**

*by*TOM BERNHARDSEN & Ã˜YVIND EITRHEIM

**Forecasting Aggregates by Disaggregates**

*by*Kirstin Hubrich & David F. Hendry

**Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?**

*by*Carlos CapistrÃ¡n-Carmona

**Measuring Fiscal Sustainability**

*by*Vito Polito & Mike Wickens

**Variable Selection using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case**

*by*Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising

**Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case**

*by*Cláudia Duarte & António Rua

**Were There Regime Switches in U.S. Monetary Policy?**

*by*Christopher A. Sims & Tao Zha

**Methods for Scenario-building: it’s importance for policy analysis**

*by*Moniz, António

**Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003**

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

**Economic Growth in Uzbekistan: Sources and Potential**

*by*Lord, Montague

**Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones**

*by*Cabrera-Castellanos, Luis F.

**Borderplex Economic Outlook: 2005-2007**

*by*Fullerton, Thomas M., Jr. & Tinajero, Roberto

**بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي**

*by*Sarfaraz, Leyla & Afsar, Amir

**Econometric analysis and forecasting of Latvia's balance of payments**

*by*Benkovskis, Konstantins

**ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts**

*by*Lahiri, Kajal & Liu, Fushang

**Is there too much certainty when measuring uncertainty**

*by*da Silva Filho, Tito Nícias Teixeira

**Forecasting international bandwidth capability**

*by*Madden, Gary G & Coble-Neal, Grant

**Volatility Forecasting**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Model Uncertainty and Endogenous Volatility**

*by*Wiliam Branch & George W. Evans

**Monetary policy and asset prices: To respond or not?**

*by*Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

**Nonrenewable Resource Prices: Deterministic or Stochastic Trends?**

*by*Junsoo Lee & John A. List & Mark Strazicich

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference**

*by*Todd E. Clark & Kenneth D. West

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & TAREK, Jouini

**Time Series Forecasting: The Case for the Single Source of Error State Space**

*by*J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds

**Forecasting age-specific breast cancer mortality using functional data models**

*by*Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig

**Demand Forecasting: Evidence-based Methods**

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

**Robust forecasting of mortality and fertility rates: a functional data approach**

*by*Rob J. Hyndman & Md. Shahid Ullah

**Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases**

*by*D. S. Poskitt

**Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study**

*by*Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos

**Another Look at Measures of Forecast Accuracy**

*by*Rob J. Hyndman & Anne B. Koehler

**25 Years of IIF Time Series Forecasting: A Selective Review**

*by*Jan G. De Gooijer & Rob J. Hyndman

**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

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