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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:
  1. > Econometrics > Forecasting

This topic is covered by the following reading lists:
  1. SOEP based publications
  2. Socio-Economics of Innovation

Most recent items first, undated at the end.
  • 2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
    by Goodness C. Aye & Frederick W. Deale & Rangan Gupta
  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim
  • 2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas & and Julia Schaumburg
  • 2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
    by Francisco Blasques & Siem Jan Koopman & and Max Mallee
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 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
  • 2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
    by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter
  • 2014 Comparing «Realized volatility» models in the VaR calculation for the Russian equity market
    by Shcherba, Alexandr
  • 2014 Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID
    by Bush, C. Anthony
  • 2014 Anticipating business-cycle turning points in real time using density forecasts from a VAR
    by Schreiber, Sven
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Combination of forecasts across estimation windows: An application to air travel demand
    by Jungmittag, Andre
  • 2014 Do media data help to predict German industrial production?
    by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk
  • 2014 Risk-adjusted option-implied moments
    by Brinkmann, Felix & Korn, Olaf
  • 2014 Animal spirits and the business cycle: Empirical evidence from moment matching
    by Jang, Tae-Seok & Sacht, Stephen
  • 2014 Forecasting the occurrence of electricity price spikes in the UK power market
    by Pawel Maryniak & Rafal Weron
  • 2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron
  • 2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron
  • 2014 Modelling price spikes in electricity markets - the impact of load, weather and capacity
    by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron
  • 2014 Electricity price forecasting: A review of the state-of-the-art with a look into the future
    by Rafal Weron
  • 2014 A note on using the Hodrick-Prescott filter in electricity markets
    by Rafal Weron & Michal Zator
  • 2014 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
    by Jakub Nowotarski & Rafal Weron
  • 2014 A review of electricity price forecasting: The past, the present and the future
    by Rafal Weron
  • 2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
    by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova
  • 2014 Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?
    by Mthuli Ncube & Zuzana Brixiova & Qingwei Meng
  • 2014 Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
    by Tomasz Skoczylas
  • 2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
    by Buncic, Daniel & Moretto, Carlo
  • 2014 Model comparisons in unstable environments
    by Raffaella Giacomini & Barbara Rossi
  • 2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 Alternative tests for correct specification of conditional predictive densities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy
    by Coccia M. & Wang L.
  • 2014 Eliciting and aggregating individual expectations: An experimental study
    by Peeters R.J.A.P. & Wolk K.L.
  • 2014 Combining distributions of real-time forecasts: An application to U.S. growth
    by Götz T.B. & Hecq A.W. & Urbain J.R.Y.J.
  • 2014 A composite leading cycle indicator for Uruguay
    by Pablo Galaso & Sandra Rodriguez
  • 2014 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro
    by Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi
  • 2014 Forecasting Realized Volatility Using Subsample Averaging
    by Tae-Hwy Lee & Huiyu Huang
  • 2014 Forecasting Value-at-Risk Using High Frequency Information
    by Tae-Hwy Lee & Huiyu Huang
  • 2014 Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters
    by Tae-Hwy Lee & Yiyao Wang
  • 2014 Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
    by Tae-Hwy Lee & Yundong Tu & Aman Ullah
  • 2014 Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
    by Tae-Hwy Lee & Yundong Tu & Aman Ullah
  • 2014 A statistical test for forecast evaluation under a discrete loss function
    by Francisco Javier Eransus & Alfonso Novales Cinca
  • 2014 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
    by Francisco Javier Eransus & Alfonso Novales Cinca
  • 2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
    by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR
    by Simone Auer
  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti
  • 2014 Exponential Smoothing, Long Memory and Volatility Prediction
    by Tommaso Proietti
  • 2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
    by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel
  • 2014 Maximum entropy estimator for the predictability of energy commodity market time series
    by Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni
  • 2014 Growth Horizons for a Changing Asian Regional Economy
    by Roland-Holst, David & Sugiyarto, Guntur
  • 2014 Exchange Rate Predictability in a Changing World
    by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
  • 2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
    by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel
  • 2014 Big Data: Google Searches Predict Unemployment in Finland
    by Tuhkuri, Joonas
  • 2014 Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
    by Michael P. Clements & Ana Beatriz Galvão
  • 2014 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
  • 2014 Precios de viviendas en Lima
    by Orrego, Fabrizio
  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella
  • 2014 Financial Conditions and Density Forecasts for US Output and Inflation
    by Piergiorgio Alessandri & Haroon Mumtaz
  • 2014 Fat-tails in VAR Models
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  • 2014 Autoregressive augmentation of MIDAS regressions
    by Cláudia Duarte
  • 2014 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
    by Anandamayee Majumdar & Rangan Gupta
  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
  • 2014 Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
    by Ardakani, Omid & Kishor, N. Kundan
  • 2014 The mortgage spread as a predictor of real-time economic activity
    by Hännikäinen, Jari
  • 2014 Macro Stress-Testing Credit Risk in Romanian Banking System
    by Ruja, Catalin
  • 2014 Multi-jumps
    by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto
  • 2014 A fast-forward look at tertiary education attainment in Europe 2020
    by Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke
  • 2014 De novo acerca da sazonalidade nos nascimentos em Portugal
    by Caleiro, António
  • 2014 Exponential Smoothing, Long Memory and Volatility Prediction
    by Proietti, Tommaso
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 On foreign aid distortions to governance
    by Asongu, Simplice
  • 2014 Dynamic State-Space Models
    by Karapanagiotidis, Paul
  • 2014 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
    by Hännikäinen, Jari
  • 2014 Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
    by Halkos, George & Kevork, Ilias
  • 2014 The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach
    by Franco, Ray John Gabriel & Mapa, Dennis S.
  • 2014 Multi-step forecasting in the presence of breaks
    by Hännikäinen, Jari
  • 2014 General correcting formulae for forecasts
    by Harin, Alexander
  • 2014 Theoretical guidelines for a partially informed forecast examiner
    by Tsyplakov, Alexander
  • 2014 Model Averaging in Predictive Regressions
    by Liu, Chu-An & Kuo, Biing-Shen
  • 2014 The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
    by Caporin, Massimiliano & Fontini, Fulvio
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris
  • 2014 Exchange Rate Predictability in a Changing World
    by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J
  • 2014 Forecasting Distress in European SME Portfolios
    by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra
  • 2014 Determinants of financial distress in u.s. large bank holding companies
    by zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang
  • 2014 Income growth and happiness: Reassessment of the Easterlin Paradox
    by Beja Jr., Edsel
  • 2014 Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
    by Demiralay, Sercan & Ulusoy, Veysel
  • 2014 A new Pearson-type QMLE for conditionally heteroskedastic models
    by Zhu, Ke & Li, Wai Keung
  • 2014 Assessing Point Forecast Accuracy by Stochastic Divergence from Zero
    by Francis X. Diebold & Minchul Shin
  • 2014 Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
    by Dean Fantazzini & Mario Maggi
  • 2014 Factor High-Frequency Based Volatility (HEAVY) Models
    by Kevin Sheppard
  • 2014 Robust Approaches to Forecasting
    by Jennifer Castle & David Hendry & Michael P. Clements
  • 2014 Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach
    by Thomas Chalaux & Cyrille Schwellnus
  • 2014 Understanding Uncertainty Shocks and the Role of Black Swans
    by Anna Orlik & Laura Veldkamp
  • 2014 Nowcasting Belgium
    by David de Antonio Liedo
  • 2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
    by M. Atikur Rahman Khan & D.S. Poskitt
  • 2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
    by Rob J Hyndman & Alan Lee & Earo Wang
  • 2014 Boosting multi-step autoregressive forecasts
    by Souhaib Ben Taieb & Rob J Hyndman
  • 2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera
  • 2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
    by Georges Dionne & Maria Pacurar & Xiaozhou Zhou
  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio
  • 2014 Focused Information Criterion for Series Estimation in Partially Linear Models
    by Naoya Sueishi & Arihiro Yoshimura
  • 2014 Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?
    by Heiner Mikosch & Ying Zhang
  • 2014 A Note on the Representative Adaptive Learning Algorithm
    by Jaqueson Galimberti & Michele Berardi
  • 2014 Explaining the Variation in the Value of Building Energy Efficiency Certificates: A Quantitative Meta-Analysis
    by Isaac Ankamah-Yeboah & Katrin Rehdanz
  • 2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market
    by Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke
  • 2014 Consumer’s Willingness to Pay for Green Electricity: A Meta-Analysis of the Literature
    by Swantje Sundt & Katrin Rehdanz
  • 2014 Forecasting German Key Macroeconomic Variables Using Large Dataset Methods
    by Inske Pirschel & Maik Wolters
  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
    by Katja Drechsel & S. Giesen & Axel Lindner
  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray
  • 2014 DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa
    by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini
  • 2014 Forecasting the U.S. Real House Price Index
    by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou
  • 2014 Forecasting the Price of Gold Using Dynamic Model Averaging
    by Goodness Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim
  • 2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
  • 2014 Predicting and Capitalizing on Stock Market Bears in the U.S
    by Bertrand Candelon & Jameel Ahmed & Stefan Straetmans
  • 2014 The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
    by Julien Chevallier & Stéphane Goutte
  • 2014 The risk of financial crises: Is it in real or financial factors?
    by Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg
  • 2014 Home Victory for Brazil in the 2014 FIFA World Cup
    by Achim Zeileis & Christoph Leitner & Kurt Hornik
  • 2014 Forecasting with a mismatch-enhanced labor market matching function
    by Hutter, Christian & Weber, Enzo
  • 2014 Localising Forward Intensities for Multiperiod Corporate Default
    by Dedy Dwi Prastyo & Wolfgang Karl Härdle & &
  • 2014 Adaptive Order Flow Forecasting with Multiplicative Error Models
    by Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting &
  • 2014 Modelling spatiotemporal variability of temperature
    by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter
  • 2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
    by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle
  • 2014 A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
    by Li, Yushu & Andersson, Jonas
  • 2014 Analysis of forecast errors in micro-level survey data
    by Paloviita, Maritta & Viren, Matti
  • 2014 A money-based indicator for deflation risk
    by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan
  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis
  • 2014 Exchange Rate Predictability in a Changing World
    by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
  • 2014 Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective
    by Bruno Lanz & Simon Dietz & Tim Swanson
  • 2014 Russian Industrial Enterprises in 2013
    by Sergey Tsukhlo
  • 2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
    by Schöni, Olivier & Seger, Lukas
  • 2014 Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares
    by Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo
  • 2014 What predicts U.S. recessions?
    by Liu, Weiling & Moench, Emanuel
  • 2014 Unspanned macroeconomic factors in the yield curve
    by Coroneo, Laura & Giannone, Domenico & Modugno, Michele
  • 2014 Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR
    by Auer, Simone
  • 2014 Nowcasting U.S. Headline and Core Inflation
    by Knotek, Edward S. & Zaman, Saeed
  • 2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    by Andrea Bastianin & Marzio Galeotti & Matteo Manera
  • 2014 The Costs of Error in Setting Reference Rates for Reduced Deforestation
    by Patrick Doupe
  • 2014 Generalised Density Forecast Combinations
    by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price
  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani
  • 2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    by Martha Banbura & Domenico Giannone & Michèle Lenza
  • 2014 Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
    by Guglielmo Maria Caporale & Marinko Skare
  • 2014 Do Media Data Help to Predict German Industrial Production?
    by Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht
  • 2014 Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities
    by Konstantin A. Kholodilin & Boriss Siliverstovs
  • 2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
    by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter
  • 2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg
  • 2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
    by Francisco Blasques & Siem Jan Koopman & Max Mallee
  • 2014 Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
    by André Lucas & Xin Zhang
  • 2014 Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
    by Anne Opschoor & Dick van Dijk & Michel van der Wel
  • 2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    by Francine Gresnigt & Erik Kole & Philip Hans Franses
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 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
  • 2014 Outliers in multivariate Garch models
    by Aurea Grané & Belén Martín-Barragán & Helena Veiga
  • 2014 Forecasting the intraday market price of money
    by Andrea Monticini & Francesco Ravazzolo
  • 2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    by Banbura, Marta & Giannone, Domenico & Lenza, Michele
  • 2014 Joint Confidence Sets for Structural Impulse Responses
    by Inoue, Atsushi & Kilian, Lutz
  • 2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
  • 2014 Markov-Switching Mixed-Frequency VAR Models
    by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
  • 2014 Forecasting with DSGE models with financial frictions
    by Kolasa, Marcin & Rubaszek, Michał
  • 2014 Time variation in the dynamic effects of unanticipated changes in tax policy
    by Joris de Wind
  • 2014 Reduced-rank time-varying vector autoregressions
    by Joris de Wind & Luca Gambetti
  • 2014 Emerging Structural Pressures in European Labour Markets
    by G.A. Meagher & R.A.Wilson & E.Yerushalmi
  • 2014 Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model
    by G.A. Meagher & Felicity Pang & R.A. Wilson
  • 2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
    by Andrés Ramírez Hassan & Johnatan Cardona Jiménez
  • 2014 On Forecast Evaluation
    by Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román
  • 2014 Pronósticos para una economía menos volátil: El caso colombiano
    by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado
  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín
  • 2014 Exploiting the monthly data-flow in structural forecasting
    by Domenico Giannone & Francesca Monti & Lucrezia Reichlin
  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel
  • 2014 Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
    by Pablo Duarte & Bernd Süssmuth
  • 2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
    by Manabu Asai & Michael McAleer
  • 2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
    by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann
  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio
  • 2014 The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time
    by A. Girardi & R. Golinelli & C. Pappalardo
  • 2014 Exploiting the monthly data flow in structural forecasting
    by Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia
  • 2014 Generalised density forecast combinations
    by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon
  • 2014 Have standard VARs remained stable since the crisis?
    by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
  • 2014 Density forecasts with MIDAS models
    by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo
  • 2014 Forecasting recessions in real time
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo
  • 2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
    by Barbara Rossi & Tatevik Sekhposyany
  • 2014 Alternative Tests for Correct Specification of Conditional Predictive Densities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 A Quadratic Kalman Filter
    by Monfort, A. & Renne, J.-P. & Roussellet, G.
  • 2014 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.
  • 2014 Firms' energy costs and competitiveness in Italy
    by Ivan Faiella & Alessandro Mistretta
  • 2014 The structure of sub-natural public debt: Liquidity vs credit risk
    by Javier J. Pérez & Rocío Prieto
  • 2014 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
  • 2014 What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
    by Ron Alquist & Gregory Bauer & Antonio Diez de los Rios
  • 2014 Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
    by Rodrigo Sekkel
  • 2014 Consumer Attitudes and the Epidemiology of Inflation Expectations
    by Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro
  • 2014 Improving Overnight Loan Identification in Payments Systems
    by Mark Rempel
  • 2014 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
    by Christiane Baumeister & Pierre Guérin & Lutz Kilian
  • 2014 Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
    by Maxime Leboeuf & Louis Morel
  • 2014 Adaptive Models and Heavy Tails
    by Davide Delle Monache & Ivan Petrella
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Weigand, Roland
  • 2014 Matrix Box-Cox Models for Multivariate Realized Volatility
    by Roland Weigand
  • 2014 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
  • 2014 On foreign aid distortions to governance
    by Asongu Simplice
  • 2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
    by Martyna Marczak & Tommaso Proietti
  • 2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    by Markku Lanne & Henri Nyberg
  • 2014 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
  • 2014 Capital gains tax: historical trends and forecasting frameworks
    by John Clark
  • 2014 Consumption of Wood Products and Dependence on Imports
    by Jayita Bit & Sarmila Banerjee
  • 2014 What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities
    by Mihaela Simionescu
  • 2014 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
  • 2014 Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
    by Grigory Franguridi
  • 2014 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
    by Anna Staszewska-Bystrova & Peter Winker
  • 2014 Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches
    by Milan Bašta
  • 2014 Macroeconomic Modelling of a Firm´s Default
    by Michal Řičař
  • 2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
    by Milan Bašta
  • 2014 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
  • 2014 M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
    by Mihaela Simionescu
  • 2014 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
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    by Jean-Baptiste, Frédo
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    by Ibarra, Raul
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    by BANU Ilie & BUTIUC Ioana-Madalina
  • 2012 Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
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    by Catik, A. Nazif & Karaçuka, Mehmet
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    by Riane de Bruyn & Rangan Gupta & Lardo stander
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    by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye
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  • 2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
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    by Knüppel, Malte
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    by Knüppel, Malte & Schultefrankenfeld, Guido
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    by Knüppel, Malte & Schultefrankenfeld, Guido
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    by David E. Giles & Hui Feng & Ryan T. Godwin
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    by Audrino, Francesco & Hu, Yujia
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    by Audrino, Francesco
  • 2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
    by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín
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    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  • 2011 Analyzing Fixed-event Forecast Revisions
    by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer
  • 2011 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
    by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:
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    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
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    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2011 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
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
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    by Rachida Ouysse
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    by Gary Koop & Dimitris Korobilis
  • 2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    by Gary Koop & Dimitris Korobilis
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    by Gary Koop
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    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
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    by Gary Koop & Lise Tole
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    by Gary Koop & Luca Onorante
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  • 2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
    by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou
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    by Yu-chin Chen & Wen-Jen Tsay
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    by Temesgen Tadesse Deressa
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    by Philipp an de Meulen & Martin Micheli & Torsten Schmidt
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  • 2011 Predictive Inference for Integrated Volatility
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  • 2011 Information in the Revision Process of Real-Time Datasets
    by Norman R. Swanson & Valentina Corradi & Andres Fernandez
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    by O'Connor, Peter & Yang, Qing
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    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis
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    by Xin Jin & John M. Maheu
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    by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith
  • 2011 Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
    by Michael P. Clements & Ana Beatriz Galv�o
  • 2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
    by Paulo Soares Esteves
  • 2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
    by Paulo M.M. Rodrigues & Nazarii Salish
  • 2011 Rational vs. Professional Forecasts
    by João Valle e Azevedo & João Tovar Jalles
  • 2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
    by Sandra Gomes & P. Jacquinot & M. Mohr & M. Pisani
  • 2011 The Opportunistic approach to monetary policy and financial markets
    by Kasai Ndahiriwe & Ruthira Naraidoo
  • 2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
    by Fantazzini, Dean & Geraskin, Petr
  • 2011 Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais
    by Lúcio Godeiro, Lucas
  • 2011 Modeling the time-varying skewness via decomposition for out-of-sample forecast
    by Liu, Xiaochun
  • 2011 A study on the volatility forecast of the US housing market in the 2008 crisis
    by Li, Kui-Wai
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    by Kasai, Ndahiriwe & Naraidoo, Ruthira
  • 2011 Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии
    by Skribans, Valerijs
  • 2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
    by Francisco, Ramirez
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    by Guzman, Giselle C.
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    by Malliaris, A.G. & Malliaris, Mary
  • 2011 The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting
    by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.
  • 2011 When are adaptive expectations rational? A generalization
    by Shepherd, Ben
  • 2011 Development of System Dynamic Model of Latvia’s Economic Integration in the EU
    by Skribans, Valerijs
  • 2011 Forecasting and tracking real-time data revisions in inflation persistence
    by Tierney, Heather L.R.
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    by Amiri, Arshia & Bakhshoodeh, Mohamad & Najafi, Bahaeddin
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    by Onour, Ibrahim & Sergi, Bruno
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    by Amiri, Arshia & Ventelou, Bruno
  • 2011 The Golden Mean, the Arab Spring and a 10-step analysis of American economic history
    by Albers, Scott & Albers, Andrew L.
  • 2011 Nowcasting Irish GDP
    by D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry
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    by D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl
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    by Kwasnicki, Witold
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    by Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral
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    by Tommaso, Proietti & Helmut, Luetkepohl
  • 2011 Parametric inference and forecasting in continuously invertible volatility models
    by Wintenberger, Olivier & Cai, Sixiang
  • 2011 Evaluating density forecasts: a comment
    by Tsyplakov, Alexander
  • 2011 Developing a short-term comparative optimization forecasting model for operational units’ strategic planning
    by Filippou, Miltiades & Zervopoulos, Panagiotis
  • 2011 Multi-period credit default prediction with time-varying covariates
    by Orth, Walter
  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris
  • 2011 Are realized volatility models good candidates for alternative Value at Risk prediction strategies?
    by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.
  • 2011 Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
    by Lanne, Markku & Nyberg, Henri & Saarinen, Erkka
  • 2011 GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy
    by Bessonovs, Andrejs
  • 2011 Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
    by Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan
  • 2011 Forecasting Performance of Alternative Error Correction Models
    by Iqbal, Javed
  • 2011 Managementul riscului de creditare: realizari actuale, analiza critica, sugestii
    by NUCU, Anca Elena
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    by Benjamin Kauper & Karl-Kuno Kunze
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    by Marcus Ruge
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    by Muhammad Arshad Khan & Musleh ud Din
  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli
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    by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris
  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin
  • 2011 Modeling and forecasting realized range volatility
    by Massimiliano Caporin & Gabriel G. Velo
  • 2011 Forecasting breaks and forecasting during breaks
    by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett
  • 2011 A Dynamic Factor Model for World Trade Growth
    by Stéphanie Guichard & Elena Rusticelli
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    by Diego Moccero & Shingo Watanabe & Boris Cournède
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    by Chris McDonald & Leif Anders Thorsrud
  • 2011 Tracking India Growth in Real Time
    by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni
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    by Herbert Brücker & Philipp J.H. Schroeder
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    by Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno
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    by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek
  • 2011 Predictivistic Bayesian Forecasting System
    by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek
  • 2011 Forecasting the Polish zloty with non-linear models
    by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch
  • 2011 Forecasting Under Strucural Break Uncertainty
    by Jing Tian & Heather M. Anderson
  • 2011 The value of feedback in forecasting competitions
    by George Athanasopoulos & Rob J Hyndman
  • 2011 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
    by Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe
  • 2011 Coherent mortality forecasting: the product-ratio method with functional time series models
    by Rob J Hyndman & Heather Booth & Farah Yasmeen
  • 2011 Assessing the information content of option-based volatility forecasts using fuzzy regression methods
    by Silvia Muzzioli & Bernard De Baets
  • 2011 Heuristic model selection for leading indicators in Russia and Germany
    by Ivan Savin & Peter Winker
  • 2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
  • 2011 Revisions in ocial data and forecasting
    by Cecilia Frale & Valentina Raponi
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    by James Mitchell & Richard J. Smith & Martin R. Weale
  • 2011 A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner
  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral
  • 2011 Analyzing Fixed-event Forecast Revisions
    by Michael McAleer & Philip Hans Franses & Chia-Lin Chang
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
    by Michael McAleer & Massimiliano Caporin
  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  • 2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Are Forecast Updates Progressive?
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2011 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
  • 2011 Modelling and Forecasting Noisy Realized Volatility
    by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Are GDP Revisions Predictable? Evidence for Switzerland
    by Boriss Siliverstovs
  • 2011 Disagreement, Uncertainty and the True Predictive Density
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  • 2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
    by Colombino, Ugo
  • 2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
    by Colombino, Ugo
  • 2011 The Financial Crisis from a Forecaster’s Perspective
    by Katja Drechsel & Rolf Scheufele
  • 2011 Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis
    by Osamu Nakamura
  • 2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    by Costantini, Mauro & Kunst, Robert M.
  • 2011 Some Computational Aspects of Gaussian CARMA Modelling
    by Tómasson, Helgi
  • 2011 A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]
    by Nuno Boavida
  • 2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
    by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias
  • 2011 Multivariate Volatility Modeling of Electricity Futures
    by Luc Bauwens & Christian M. Hafner & Diane Pierret
  • 2011 A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
    by Daisuke Nagakura & Toshiaki Watanabe
  • 2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models
    by Toshiaki Watanabe
  • 2011 Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
    by Tin Cheuk Leung & Kwok Ping Tsang
  • 2011 Nowcasting Chinese GDP: Information Content of Economic and Financial Data
    by Matthew S. Yiu & Kenneth K. Chow
  • 2011 New Liu Estimators for the Poisson Regression Model: Method and Application
    by Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi
  • 2011 What explains risk premia in crude oil futures?
    by Melolinna, Marko
  • 2011 Tracking Chinese CPI inflation in real time
    by Mehrotra, Aaron & Funke, Michael & Yu, Hao
  • 2011 Medium-Term Industrial Labor Demand Forecast for Hungary
    by John Sutherland Earle & Almos Telegdy
  • 2011 Long-Term Industrial Labor Demand Forecast for Hungary
    by John Sutherland Earle & Almos Telegdy
  • 2011 Quantifying survey expectations: What's wrong with the probability approach?
    by Breitung, Jörg & Schmeling, Maik
  • 2011 Tracking Chinese CPI inflation in real time
    by Michael Funke & Hao Yu & Aaron Mehrota
  • 2011 Forecasting Based on Common Trends in Mixed Frequency Samples
    by Peter Fuleky & Carl S. Bonham
  • 2011 Differences in Early GDP Component Estimates Between Recession and Expansion
    by Tara M. Sinclair & H.O. Stekler
  • 2011 A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach
    by Yueqing Jia
  • 2011 Examining the Quality of Early GDP Component Estimates
    by Tara M. Sinclair & H.O. Stekler
  • 2011 Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model
    by Jason West
  • 2011 A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets
    by Jason West
  • 2011 Fitting Broadband Diffusion by Cable Modem in Portugal
    by Rui Pascoal & Jorge Marques
  • 2011 Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
    by Paul Mizen & Serafeim Tsoukas
  • 2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
    by Deschamps, Philippe J.
  • 2011 Oil Price Forecast Evaluation with Flexible Loss Functions
    by Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa
  • 2011 Towards the Optimal Management of the Northeast Arctic Cod Fishery
    by Andries Richter & Paulo A.L.D. Nunes
  • 2011 A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis
    by Andrea Ghermandi & Paulo A.L.D. Nunes
  • 2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
    by Milan Rippel & Ivo Jánský
  • 2011 Modelling Long-Term Electricity Contracts at EEX
    by Robert Flasza & Milan Rippel & Jan Šolc
  • 2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
    by Stelios Bekiros
  • 2011 Markov-Switching MIDAS Models
    by Pierre Guerin & Massimiliano Marcellino
  • 2011 Evaluating the Rationality of Managers' Sales Forecasts
    by de Bruijn, B. & Franses, Ph.H.B.F.
  • 2011 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.
  • 2011 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.
  • 2011 Analyzing Fixed-event Forecast Revisions
    by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Caporin, M. & McAleer, M.J.
  • 2011 Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection
    by Luc Bovens & Wlodek Rabinowicz
  • 2011 Measuring Output Gap Nowcast Uncertainty
    by Anthony Garratt & James Mitchell & Shaun P. Vahey
  • 2011 Improving forecasting performance by window and model averaging
    by Prasad S Bhattacharya & Dimitrios D Thomakos
  • 2011 Leverage as a Predictor for Real Activity and Volatility
    by Robert Kollmann & Stefan Zeugner
  • 2011 Forecasting growth in eastern Europe and central Asia
    by Franziska Ohnsorge & Yevgeniya
  • 2011 Advances in Forecasting Under Instability
    by Barbara Rossi
  • 2011 Forecast Optimality Tests in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2011 Can Oil Prices Forecast Exchange Rates?
    by Domenico Ferraro & Ken Rogoff & Barbara Rossi
  • 2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
    by Barbara Rossi & Atsushi Inoue
  • 2011 On the volatility-volume relationship in energy futures markets using intraday data
    by Julien Chevallier & Benoît Sévi
  • 2011 Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices
    by Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij
  • 2011 Optimal Forecasts in the Presence of Structural Breaks
    by M Hashem Pesaran & Andreas Pick & Mikhail Pranovich
  • 2011 Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models
    by Jasper de Winter
  • 2011 How do inflation expectations form? New insights from a high-frequency survey
    by Gabriele Galati & Peter Heemeijer & Richhild Moessner
  • 2011 Improving forecasting performance by window and model averaging
    by Prasad S Bhattacharya & Dimitrios D Thomakos
  • 2011 Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions
    by Ansgar Belke & Christian Gokus
  • 2011 Estimating Loss Functions of Experts
    by Philip Hans Franses & Rianne Legerstee & Richard Paap
  • 2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Do Experts incorporate Statistical Model Forecasts and should they?
    by Rianne Legerstee & Philip Hans Franses & Richard Paap
  • 2011 Modelling Issues in Kernel Ridge Regression
    by Peter Exterkate
  • 2011 Do Experts' SKU Forecasts improve after Feedback?
    by Rianne Legerstee & Philip Hans Franses
  • 2011 Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
    by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Forecasting Volatility with Copula-Based Time Series Models
    by Oleg Sokolinskiy & Dick van Dijk
  • 2011 Combination Schemes for Turning Point Predictions
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Sparse and Robust Factor Modelling
    by Christophe Croux & Peter Exterkate
  • 2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
    by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap
  • 2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk
  • 2011 Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
    by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk
  • 2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
    by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
  • 2011 Structural versus Matching Estimation: Transmission Mechanisms in Armenia
    by Poghosyan, K. & Boldea, O.
  • 2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    by Poghosyan, K. & Magnus, J.R.
  • 2011 Do jumps help in forecasting the density of returns?
    by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît
  • 2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
    by Chevallier, Julien
  • 2011 Combining benchmarking and chain-linking for short-term regional forecasting
    by Ángel Cuevas & Enrique M. Quilis & Antoni Espasa
  • 2011 Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models
    by M. BACHELET & M. BEFFY & D. BLANCHET
  • 2011 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
    by Baumeister, Christiane & Kilian, Lutz
  • 2011 Can Oil Prices Forecast Exchange Rates?
    by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara
  • 2011 Incorporating theoretical restrictions into forecasting by projection methods
    by Giacomini, Raffaella & Ragusa, Giuseppe
  • 2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
    by Inoue, Atsushi & Rossi, Barbara
  • 2011 Real-Time Forecasts of the Real Price of Oil
    by Baumeister, Christiane & Kilian, Lutz
  • 2011 Forecasting the Price of Oil
    by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J.
  • 2011 Leverage as a Predictor for Real Activity and Volatility
    by Kollmann, Robert & Zeugner, Stefan
  • 2011 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
    by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
  • 2011 Bayesian VARs: Specification Choices and Forecast Accuracy
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
  • 2011 Markov-switching MIDAS models
    by Guérin, Pierre & Marcellino, Massimiliano
  • 2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
    by Patton, Andrew J & Timmermann, Allan G
  • 2011 Is economic recovery a myth? Robust estimation of impulse responses
    by Coen Teulings & Nick Zubanov
  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris
  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris
  • 2011 Multivariate volatility modeling of electricity futures
    by bauwens, Luc & hafner, Christian & pierret, Diane
  • 2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
    by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.
  • 2011 Labour Market Forecasting, Reliability and Workforce Development
    by G.A.Meagher & Felicity Pang
  • 2011 Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano
    by Milena Hoyos & Mario Galindo
  • 2011 Montecarlo simulation of long-term dependent processes: a primer
    by Carlos León Rincón & Alejandro Reveiz
  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González
  • 2011 Data Revisions and the Output Gap
    by Juan Manuel Julio
  • 2011 Modeling Data Revisions
    by Juan Manuel Julio Román
  • 2011 Determinants of the Exchange Rate in Colombia under Inflation Targeting
    by Fredy Alejandro Gamboa Estrada
  • 2011 Monetary Policy Implications of Financial Frictions in the Czech Republic
    by Jakub Rysanek & Jaromir Tonner & Osvald Vasicek
  • 2011 Dynamic Correlations, Estimation Risk, And Porfolio Management During The Financial Crisis
    by Luis García-Álvarez & Richard Luger
  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti
  • 2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
  • 2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
    by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
  • 2011 Inflation uncertainty revisited: A proposal for robust measurement
    by Christian Grimme & Steffen Henzel & Elisabeth Wieland
  • 2011 How Informative are the Subjective Density Forecasts of Macroeconomists?
    by Geoff Kenny & Thomas Kostka & Federico Masera
  • 2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
    by Carlo Altavilla & Matteo Ciccarelli
  • 2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
    by Pami Dua & Rajiv Ranjan
  • 2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  • 2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  • 2011 Analyzing Fixed-event Forecast Revisions
    by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer
  • 2011 Evaluating Individual and Mean Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2011 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
  • 2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2011 Oil Prices, External Income, and Growth: Lessons from Jordan
    by Mohaddes, K. & Raissi, M.
  • 2011 Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
    by Pesaran, M.H. & Pick, A. & Pranovich, M.
  • 2011 Oil and US GDP: A Real-Time out-of Sample Examination
    by Francesco Ravazzolo & Philip Rothman
  • 2011 Nowcasting GDP in Real-Time: A Density Combination Approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
  • 2011 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
    by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora
  • 2011 Forecasting the intraday market price of money
    by Andrea Monticini & Francesco Ravazzolo
  • 2011 Forecasting macroeconomic variables using disaggregate survey data
    by Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg
  • 2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, S. & Idier, J.
  • 2011 Investment forecasting with business survey data
    by Leandro D'Aurizio & Stefano Iezzi
  • 2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
    by Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani
  • 2011 FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
    by Cecilia Frale & Libero Monteforte
  • 2011 Real-Time Forecasts of the Real Price of Oil
    by Christiane Baumeister & Lutz Kilian
  • 2011 Forecasting the Price of Oil
    by Ron Alquist & Lutz Kilian & Robert J. Vigfusson
  • 2011 Mixed Frequency Forecasts for Chinese GDP
    by Philipp Maier
  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI
  • 2011 What we can learn from pricing 139,879 Individual Stock Options
    by Lars Stentoft
  • 2011 Forecasting with Option Implied Information
    by Peter Christoffersen & Kris Jacobs & Bo Young Chang
  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas
  • 2011 American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
    by Lars Stentoft
  • 2011 Conservatism in Corporate Valuation
    by Christian Bach
  • 2011 Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti
  • 2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
    by Anders Bredahl Kock & Timo Teräsvirta
  • 2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta
  • 2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
    by Rasmus Tangsgaard Varneskov & Pierre Perron
  • 2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
    by Roxana Halbleib & Valeri Voev
  • 2011 Financial Valuation And Econometrics
    by Kian Guan Lim
  • 2011 Advances in Economic Forecasting
    by Matthew L. Higgins
  • 2011 Elastic Labour Supply and Home Production in a Monetary Growth Model
    by Wei-bin Zhang
  • 2011 The accuracy of a forecast targeting central bank
    by Skrove Falch, Nina & Nymoen, Ragnar
  • 2011 The Real-Time Predictive Content of the KOF Economic Barometer
    by Boriss Siliverstovs
  • 2011 Company Valuation. How to Deal with a Range of Values?
    by Wiktor Patena
  • 2011 Contributions to the Development of a General Methodology for Innovation and Forecasting
    by Gabriela IONESCU & Ion IONITA
  • 2011 How Good are the Growth and Inflation Forecasts for Slovenia?
    by Jagric, Timotej & Beko, Jani
  • 2011 Possible Evolutions of Investment Rate – Error Correction Models Scenarios
    by Scutaru, Cornelia
  • 2011 Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information
    by Beum-Jo Park
  • 2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
    by Matei, Marius
  • 2011 Russian USE and olympiads as instruments for university admission selection
    by Peresetsky, Anatoly & Davtian, Misak
  • 2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
    by Armas, Adrián & Vallejos , Lucy & Vega, Marco
  • 2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
    by Alexei Kolokolov
  • 2011 Modeling multivariate parametric densities of financial returns (in Russian)
    by Alexey Balaev
  • 2011 Un'analisi quantitativa delle politiche di rientro dal disavanzo pubblico in Italia
    by Francesco Carlucci
  • 2011 Forecasting Yield Curves in an Adaptive Framework
    by Ying Chen & Bo Li
  • 2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
    by Justyna Wróblewska
  • 2011 Selected Methods of the Prediction of PX Index Trend Reversal
    by Jiří Trešl
  • 2011 Monetary Policy and Price of Oil
    by Jan Hošek & Luboš Komárek & Martin Motl
  • 2011 Models of Factors Driving the Czech Export
    by David Havrlant & Roman Hušek
  • 2011 Yield Curve Dynamics - Regional Common Factor Model
    by Boril Šopov & Jakub Seidler
  • 2011 An analysis of financial crisis by an early warning system model: The case of the EU candidate countries
    by Vesna Bucevska
  • 2011 Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional = A Proposal for Reforming the Spanish Pension System Based on a Notional Defined Contribution Model
    by Valero, Diego & Artís, Manuel & Ayuso, Mercedes & García, Jaime
  • 2011 Ifrs Compliance Regarding Information Disclosed By Companies In Consolidated Financial Statements - Case Study On Ias 23 Borrowing Costs Applicability-
    by Tiron - Tudor Adriana & Fekete Szilvester & Dragu Ioana - Maria
  • 2011 Substantiation Of The Public Debt Sustainability Using Kalman Filter
    by Bolos Marcel & Otgon Cristian & Pop Razvan
  • 2011 Structure of the Forward-Looking Model of the Japanese Economy and Simulation Results
    by Daisuke Ishikawa & Nobutoshi Kitaura & Junji Ueda & Shintaro Nakagawa
  • 2011 MPM – The Magyar Nemzeti Bank’s monetary policy model
    by Ágnes Horváth & Csaba Köber & Katalin Szilágyi
  • 2011 Information or Institution? On the Determinants of Forecast Accuracy
    by Roland Doehrn & Christoph M. Schmidt
  • 2011 Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
    by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler
  • 2011 Combining Survey Forecasts and Time Series Models: The Case of the Euribor
    by Fabian Krueger & Frieder Mokinski & Winfried Pohlmeier
  • 2011 Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
    by Christian Schumacher
  • 2011 Practice and Prospects of Medium-term Economic Forecasting
    by Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass
  • 2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valeri Voev
  • 2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
    by Andrés Galvis
  • 2011 Interest Rate Forecasts: A Pathology
    by Charles A. E. Goodhart & Charles Wen Bin Lim
  • 2011 Seeing the Invisible and Making Sense of It. Scanning, Networks and Scenario Analysis
    by Yanuar Nugroho & Ozcan Saritas
  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth
  • 2011 How to Measure the Quality of Credit Scoring Models
    by Martin Rezac & Frantisek Rezac
  • 2011 An Empirical Small Labor Market Model for the Czech Economy
    by Jan Brùha
  • 2011 Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios: 2011–2040
    by Harpaul Alberto Kohli & Phillip Basil
  • 2011 Travesía hacia 2020: escenarios predictivos para Andalucía
    by Eduardo Bericat Alastuey & José M. Echavarren Fernández
  • 2011 Uncertainty, turbulence and scenarios
    by Rafael Ramírez & Madeleine Forssell
  • 2011 Incertidumbre, turbulencias y escenarios
    by Rafael Ramírez & Madeleine Forssell
  • 2011 Interest rate setting at the ECB: Individual preferences and collective decision making
    by Cancelo, José Ramón & Varela, Diego & Sánchez-Santos, José Manuel
  • 2011 Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
    by Bouwman, Kees E. & Jacobs, Jan P.A.M.
  • 2011 Cost-based Phillips Curve forecasts of inflation
    by Mazumder, Sandeep
  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco
  • 2011 American option pricing with discrete and continuous time models: An empirical comparison
    by Stentoft, Lars
  • 2011 Relationship between portfolio diversification and value at risk: Empirical evidence
    by Kiani, Khurshid M.
  • 2011 Mean absolute percentage error and bias in economic forecasting
    by McKenzie, Jordi
  • 2011 Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
    by Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong
  • 2011 Semiparametric EGARCH model with the case study of China stock market
    by Yang, Hu & Wu, Xingcui
  • 2011 A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model
    by Varga, Janos & in 't Veld, Jan
  • 2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
    by Chevallier, Julien
  • 2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
    by Akanbi, Olusegun A. & Du Toit, Charlotte B.
  • 2011 A macroeconometric framework for monetary policy evaluation: A case study of Pakistan
    by Hassan, Rubina & Shahzad, Mirza Muhammad
  • 2011 Comparing Neural Networks and ARMA Models in Artificial Stock Market
    by Jiri Krtek & Miloslav Vošvrda
  • 2011 Estimating Stochastic Cusp Model Using Transition Density
    by Jan Voříšek
  • 2011 Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach
    by Zhihong Chen & Azhar Iqbal & Huiwen Lai
  • 2011 Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
    by L. Ferrara.
  • 2011 Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina
    by Laura D’Amato & Lorena Garegnani & Emilio Blanco
  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker
  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker
  • 2011 Combinação de Previsões de Volatilidade: Um Estudo
    by Rosangela Cavaleri & Eduardo Pontual Ribeiro
  • 2011 The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation
    by Mihaela Bratu
  • 2011 Simulation of carbon-dioxide emission by option model
    by Tamás Nagy
  • 2011 Alternative bvar models for forecasting inflation
    by H. Heidari
  • 2011 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
    by M. Y. L. Li & S. M. F. Yen
  • 2011 Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances
    by Constanta Iacob & Maria Criveanu & Oana Staiculescu
  • 2011 Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach
    by John Mwamba
  • 2011 Frontiers of Real-Time Data Analysis
    by Dean Croushore
  • 2011 Implementing Anti-discrimination Policies in Statistical Profiling Models
    by Devin G. Pope & Justin R. Sydnor
  • 2011 Professional Forecasters' View of Permanent and Transitory Shocks to GDP
    by Spencer D. Krane
  • 2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
    by Mihaela BRATU
  • 2010 Impact of Labor Market Institutions on Unemployment: Results from a Global Panel
    by Vandenberg, Paul
  • 2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
    by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere
  • 2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
    by Rangan Gupta & Mampho P. Modise
  • 2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
    by Rangan Gupta & Rudi Steinbach
  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah
  • 2010 Forecasting Monetary Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya
  • 2010 Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
    by Ruthira Naraidoo & Kasai Ndahiriwe
  • 2010 Un modèle à équations simultanées du cycle des bureaux en région parisienne
    by Malle, Richard
  • 2010 Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes Brandenburg
    by Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg
  • 2010 A Model Of Formation Of Asset Beubbles
    by DEHNAD, KOSROW
  • 2010 The attractiveness of countries for FDI. A fuzzy approach
    by Murat, Marina & Pirotti, Tommaso
  • 2010 Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
    by Capistrán, Carlos & López-Moctezuma, Gabriel
  • 2010 Predicción de errores de proyección de inflación en Chile
    by Bentancor, Andrea & Pincheira, Pablo
  • 2010 The evolution of durable goods demand during China’s transition. An empirical analysis of household survey data from 1989 to 2006
    by Andreas Beerli
  • 2010 Forecasting international stock market correlations: does anything beat a CCC?
    by Manner, Hans & Reznikova, Olga
  • 2010 Using wavelets for time series forecasting: Does it pay off?
    by Schlüter, Stephan & Deuschle, Carola
  • 2010 A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes
    by Hu, Tun-I & Fildes, Robert
  • 2010 Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus
    by Herold, Jörg & Völker, Lutz
  • 2010 Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie
    by Klein, Martin
  • 2010 The diversity of forecasts from macroeconomic models of the U.S. economy
    by Wieland, Volker & Wolters, Maik H.
  • 2010 Forecast uncertainty and the Bank of England interest rate decisions
    by Schultefrankenfeld, Guido
  • 2010 How useful is the carry-over effect for short-term economic forecasting?
    by Tödter, Karl-Heinz
  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
  • 2010 The evaluation of health policies through microsimulation methods
    by Zucchelli, E & Jones, A.M & Rice, N
  • 2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
    by Klemens Hauzenberger & Robert Stehrer
  • 2010 Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators
    by Francesco Audrino & Fulvio Corsi & Kameliya Filipova
  • 2010 The dynamics of US inflation: Can monetary policy explain the changes?
    by Fabio Canova & Filippo Ferroni
  • 2010 Econometrics and decision making: Effects of presentation mode
    by Robin Hogarth & Emre Soyer
  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding
  • 2010 Modelling Realized Covariances and Returns
    by Xin Jin & John M Maheu
  • 2010 Wealth effects on consumption in financial crises: the case of Norway
    by Eilev S. Jansen
  • 2010 Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
    by Fulvio Corsi & Davide Pirino & Roberto Reno'
  • 2010 Time Series Analysis of Global Airline Passengers Transportation Industry
    by Radoslaw R. Okulski & Almas Heshmati
  • 2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
    by Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis
  • 2010 Forecasting Monetary Policy Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya
  • 2010 A monthly consumption indicator for Germany based on internet search query data
    by Torsten Schmidt & Simeon Vosen
  • 2010 Information or Institution? – On the Determinants of Forecast Accuracy
    by Roland Döhrn & Christoph M. Schmidt
  • 2010 Practice and Prospects of Medium-term Economic Forecasting
    by Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass
  • 2010 Indicators Of Real Convergence And Their Application
    by Pecican, Eugen Stefan
  • 2010 Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes
    by Matei, Marius
  • 2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
    by Feldkircher, Martin
  • 2010 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
    by Gogas, Periklis & Pragidis, Ioannis
  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis
  • 2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
    by Elena Andreou & Eric Ghysels & Andros Kourtellos
  • 2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
    by Theodore Panagiotidis
  • 2010 Analytic Moments for GARCH Processes
    by Carol Alexander & Emese Lazar & Silvia Stanescu
  • 2010 Redes neuronales para predecir el tipo de cambio diario
    by Barrera, Carlos R.
  • 2010 Modelling Inflation in Australia
    by David Norman & Anthony Richards
  • 2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
    by Ralf Becker & Adam Clements & Robert O'Neill
  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2010 A Wavelet Approach for Factor-Augmented Forecasting
    by António Rua
  • 2010 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
    by Sandra Gomes & P. Jacquinot & M. Pisani
  • 2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
    by Branimir, Jovanovic & Magdalena, Petrovska
  • 2010 The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa
    by Mustapha, Nazeem & Djolov, George
  • 2010 The impact of the global economic crisis on non-oil operations of ports in Iran
    by Ahmadzadeh Mashinchi, Sina
  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.
  • 2010 Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008
    by Buda, Rodolphe
  • 2010 How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran
    by Khiabani, Nasser
  • 2010 Latvia’s incoming in European Union economic effect estimation
    by Skribans, Valerijs
  • 2010 Were Fed’s active monetary policy actions necessary?
    by Pang, Iris Ai Jao
  • 2010 Forecasting Hong Kong economy using factor augmented vector autoregression
    by Pang, Iris Ai Jao
  • 2010 Comparisons of different monetary policies in China with yield curve information
    by Pang, Iris Ai Jao
  • 2010 Municipal Non-Residential Real Property Valuation Forecast Accuracy
    by Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.
  • 2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
    by Bessonovs, Andrejs
  • 2010 Has U.S. Inflation Really Become Harder to Forecast?
    by Lanne, Markku & Luoto, Jani
  • 2010 Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana
    by Skribans, Valerijs
  • 2010 Cross Border Business Cycle Impacts on the El Paso Housing Market
    by Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P.
  • 2010 Real-time nowcasting of GDP: Factor model versus professional forecasters
    by Liebermann, Joelle
  • 2010 Why the determinacy condition is a weak criterion in rational expectations models
    by Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza
  • 2010 Darbaspēka migrācijas ietekme uz darba tirgu Latvijā
    by Skribans, Valerijs
  • 2010 Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches
    by de Silva, Ashton J
  • 2010 Construction industry forecasting system dynamic model
    by Skribans, Valerijs
  • 2010 Gaussian and non-Gaussian models for financial bubbles via econophysics
    by Fry, J. M.
  • 2010 Investments model development with the system dynamic method
    by Skribans, Valerijs
  • 2010 Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
    by Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi
  • 2010 The 2010 Midterm Election for the US House of Representatives
    by Hibbs, Douglas A.
  • 2010 Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach
    by Cadogan, Godfrey
  • 2010 Revealing the arcane: an introduction to the art of stochastic volatility models
    by Tsyplakov, Alexander
  • 2010 Development of the Latvian energy sector system dynamic model
    by Skribans, Valerijs
  • 2010 Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?
    by Ege, Yazgan & Huseyin, Kaya
  • 2010 Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
    by Fry, J. M.
  • 2010 A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions
    by Mamatzakis, E & Christodoulakis, G
  • 2010 Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde
    by Skribans, Valerijs
  • 2010 Optimal Forecasting of Noncausal Autoregressive Time Series
    by Lanne, Markku & Luoto, Jani & Saikkonen, Pentti
  • 2010 Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance
    by Cadogan, Godfrey
  • 2010 A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
    by Regnard, Nazim & Zakoian, Jean-Michel
  • 2010 Real-Time Data Revisions and the PCE Measure of Inflation
    by Tierney, Heather L.R.
  • 2010 Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии
    by Skribans, Valerijs
  • 2010 Estimating Infrastructural Investment Needs for India
    by Chandan, Sharma & Bhanumurthy, N R
  • 2010 The interest rate spread as a forecasting tool of greek industrial production
    by Gogas, Periklis & Pragkidis, Ioannis
  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
    by Buss, Ginters
  • 2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
    by Guidi, Francesco & Gupta, Rakesh
  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
    by Bušs, Ginters
  • 2010 A Note on the Oil Price Trend and GARCH Shocks
    by Jing, Li & Thompson, Henry
  • 2010 Real-Time Data Revisions and the PCE Measure of Inflation
    by Tierney, Heather L.R.
  • 2010 Modelling the Currency in Circulation for the State of Qatar
    by Balli, Faruk & Elsamadisy, Elsayed
  • 2010 Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model
    by Todd, Prono
  • 2010 Threshold Cointegration in BRENT crude futures market
    by Mamatzakis, E & Remoundos, P
  • 2010 A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China
    by Su, Dongwei & He, Xingxing
  • 2010 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
  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer
  • 2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
    by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro
  • 2010 Modelling and forecasting wind speed intensity for weather risk management
    by Massimiliano Caporin & Juliusz Pres
  • 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
    by Janine Aron & John Muellbauer
  • 2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
    by Andrew Coleman & Özer Karagedikli
  • 2010 Medium-term projection model of the National Bank of Serbia
    by Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev
  • 2010 ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
    by Joshua Angrist & Ivan Fernandez-Val
  • 2010 Policy Analysis with Incredible Certitude
    by Charles F. Manski
  • 2010 Commodity prices, commodity currencies, and global economic developments
    by Jan J. J. Groen & Paolo A. Pesenti
  • 2010 Probabilistic Forecasts of Volatility and its Risk Premia
    by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose
  • 2010 Short-term load forecasting based on a semi-parametric additive model
    by Shu Fan & Rob Hyndman
  • 2010 VARs, Cointegration and Common Cycle Restrictions
    by Heather M Anderson & Farshid Vahid
  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
    by Yin Liao & Heather M. Anderson & Farshid Vahid
  • 2010 Automatic forecasting with a modified exponential smoothing state space framework
    by Alysha M De Livera
  • 2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
    by George Athanasopoulos & Ashton de Silva
  • 2010 Alternative methods for forecasting GDP
    by Dominique Guegan & Patrick Rakotomarolahy
  • 2010 Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems
    by Dominique Guegan & Justin Leroux
  • 2010 A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques
    by Dominique Guegan & Patrick Rakotomarolahy
  • 2010 The attractiveness of countries for FDI. A fuzzy approach
    by Marina Murat & Tommaso Pirotti
  • 2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
    by Theodore Panagiotidis
  • 2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
    by Branimir Jovanovic & Magdalena Petrovska
  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
  • 2010 CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits
    by Alberto Bagnai
  • 2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
    by Don Harding
  • 2010 Forecasting with many predictors - Is boosting a viable alternative?
    by Buchen, Teresa & Wohlrabe, Klaus
  • 2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
    by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina
  • 2010 Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
    by Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo
  • 2010 Using Capabilities to Project Growth, 2010-30
    by Jesus Felipe & Utsav Kumar & Arnelyn Abdon
  • 2010 Economic Value of Stock and Interest Rate Predictability in the UK
    by Stephen Hall & Kavita Sirichand
  • 2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
    by Stephen Hall & Kavita Sirichand
  • 2010 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
  • 2010 Evaluating Combined Non-Replicable Forecasts
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  • 2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
    by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  • 2010 Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US
    by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs
  • 2010 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
    by Boriss Siliverstovs & Konstantin A. Kholodilin
  • 2010 Assessing Predictive Content of the KOF Barometer in Real Time
    by Boriss Siliverstovs
  • 2010 Nonlinear Interest Rate Reaction Functions for the UK
    by Ralf Brüggemann & Jana Riedel
  • 2010 Practice and prospects of medium-term economic forecasting
    by Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass
  • 2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
    by Colombino, Ugo
  • 2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
    by Colombino, Ugo
  • 2010 A First Look on the New Halle Economic Projection Model
    by Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele
  • 2010 Should We Trust in Leading Indicators? Evidence from the Recent Recession
    by Katja Drechsel & Rolf Scheufele
  • 2010 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
  • 2010 Short-Term Congestion Forecasting in Wholesale Power Markets
    by Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching
  • 2010 Heterogeneous Expectations and the Predictive Power of Econometric Models
    by Maurizio Bovi
  • 2010 Recession Forecasting with Dynamic Probit Models under Real Time Conditions
    by Christian Proano
  • 2010 Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
    by Pierre L. Siklos
  • 2010 Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
    by Kunst, Robert M. & Franses, Philip Hans
  • 2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
  • 2010 Meteorological forecasts and the pricing of weather derivatives
    by Matthias Ritter & Oliver Mußhoff & Martin Odening
  • 2010 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
    by Albrecht Ritschl & Samad Sarferaz
  • 2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
    by Julia Schaumburg
  • 2010 Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
    by Lundholm, Michael
  • 2010 Density-Conditional Forecasts in Dynamic Multivariate Models
    by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.
  • 2010 Bayesian Inference in Structural Second-Price common Value Auctions
    by Wegmann , Bertil & Villani, Mattias
  • 2010 How helpful are spatial effects in forecasting the growth of Chinese provinces?
    by Girardin , Eric & Kholodilin, Konstantin A.
  • 2010 Too Many Cooks? The German Joint Diagnosis and Its Production
    by Ulrich Fritsche & Ullrich Heilemann
  • 2010 A Hypothetical Cohort Model of Human Development
    by Jana Asher & Beth Osborne Daponte
  • 2010 Alternative Policies for US Economic Recovery
    by Byron Gangnes
  • 2010 Forecasting Based on Common Trends in Mixed Frequency Samples
    by Peter Fuleky & Carl Bonham
  • 2010 Alternative Policies for US Economic Recovery
    by Byron Ganges
  • 2010 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
    by William D. Larson
  • 2010 Forecasting the Intermittent Demand for Slow-Moving Items
    by Ralph D. Snyder & J. Keith Ord & Adrian Beaumont
  • 2010 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
  • 2010 “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
    by Francesco D’Amuri & Juri Marcucci
  • 2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
    by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík
  • 2010 Yield Curve Dynamics: Regional Common Factor Model
    by Boril Šopov & Jakub Seidler
  • 2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    by Frédéric Karamé & Alexandra Olmedo
  • 2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    by Frédéric Karamé
  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by A. Carriero & G. Kapetanios & M. Marcellino
  • 2010 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
  • 2010 Evaluating Combined Non-Replicable Forecast
    by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  • 2010 GFC-Robust Risk Management Strategies under the Basel Accord
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
  • 2010 Does Disagreement Amongst Forecasters have Predictive Value?
    by Legerstee, R. & Franses, Ph.H.B.F.
  • 2010 Combining Non-Replicable Forecasts
    by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.
  • 2010 Ranking multivariate GARCH models by problem dimension
    by Caporin, M. & McAleer, M.J.
  • 2010 Are Forecast Updates Progressive?
    by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  • 2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
    by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
  • 2010 Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931
    by Albrecht Ritschl & Samad Salferaz
  • 2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
    by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly
  • 2010 Appreciating the Renminbi
    by Rod Tyers & Ying Zhang
  • 2010 Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
    by Don Harding
  • 2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    by Francesco Ravazzolo & Shaun P. Vahey
  • 2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
    by Roxana Halbleib & Valerie Voev
  • 2010 Understanding Models' Forecasting Performance
    by Barbara Rossi & Tatevik Sekhposyan
  • 2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
  • 2010 Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
    by Barbara Rossi & Tatevik Sekhposyan
  • 2010 Can Exchange Rates Forecast Commodity Prices?
    by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi
  • 2010 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
  • 2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
    by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
  • 2010 The power of weather
    by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  • 2010 Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US
    by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs
  • 2010 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
    by Boriss Siliverstovs & Konstantin A. Kholodilin
  • 2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
    by Cem Cakmakli & Dick van Dijk
  • 2010 Does Disagreement amongst Forecasters have Predictive Value?
    by Rianne Legerstee & Philip Hans Franses
  • 2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
    by Coen N. Teulings & Nick Zubanov
  • 2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
    by Charles S. Bos & Siem Jan Koopman
  • 2010 Modelling Conditional Heteroscedasticity in Nonstationary Series
    by Cizek, P.
  • 2010 Robust Control Charts for Time Series Data
    by Croux, C. & Gelper, S. & Mahieu, K.
  • 2010 Robust Forecasting of Non-Stationary Time Series
    by Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.
  • 2010 Modeling Within- and Across-Customer Association in Lifetime Value with Copulas
    by Glady, N. & Lemmens, A. & Croux, C.
  • 2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
    by Idier, Julien & Avouyi-Dovi, Sanvi
  • 2010 Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment
    by Antonis A. Michis
  • 2010 Forecasting Issues: Ideas of Decomposition and Combination
    by Marina Theodosiou
  • 2010 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
  • 2010 How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
    by Edge, Rochelle M & Gürkaynak, Refet S.
  • 2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
    by Aron, Janine & Muellbauer, John
  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John
  • 2010 Nowcasting
    by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia
  • 2010 New methods for forecasting inflation, applied to the US
    by Aron, Janine & Muellbauer, John
  • 2010 The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
    by Wieland, Volker & Wolters, Maik H
  • 2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
    by Teulings, Coen N & Zubanov, Nick
  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
  • 2010 Forecasting Government Bond Yields with Large Bayesian VARs
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca
  • 2010 Measuring Output Gap Uncertainty
    by Garratt, Anthony & Mitchell, James & Vahey, Shaun
  • 2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
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    by Albulescu, Claudiu Tiberiu
  • 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach
    by Bušs, Ginters
  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Buncic, Daniel
  • 2009 Predicting Elections from Biographical Information about Candidates
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  • 2009 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
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  • 2009 Data Revisions in India and its Implications for Monetary Policy
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  • 2009 Business Aviation in Germany: An empirical and model-based analysis
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  • 2009 “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models
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  • 2009 General correcting formula of forecasting?
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  • 2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
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  • 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
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  • 2009 Общая Корректирующая Формула Прогнозирования
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  • 2009 Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?
    by Manzan, Sebastiano & Zerom, Dawit
  • 2009 Understanding forecast failure in ESTAR models of real exchange rates
    by Buncic, Daniel
  • 2009 Building and Using a Small Macroeconometric Model: Klein Model I as an Example
    by Renfro, Charles G
  • 2009 Bootstrap prediction intervals for threshold autoregressive models
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  • 2009 Revisiting the Derivative: Implications on the Rate of Change Analysis
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  • 2009 Cointegration And The Forecast Accuracy Of Var Models
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  • 2009 Testing Predictive Ability and Power Robustification
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  • 2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
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  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
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  • 2009 A defence of the FOMC
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  • 2009 Measuring output gap uncertainty
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  • 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
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  • 2009 A Stochastic Forecast Model For Japan'S Population
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  • 2009 Optimal Probabilistic Forecasts for Counts
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  • 2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
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  • 2009 Forecasting time series with complex seasonal patterns using exponential smoothing
    by Alysha M De Livera & Rob J Hyndman
  • 2009 The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting
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  • 2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach
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  • 2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
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  • 2009 Labour Market Dynamics in EU: a Bayesian Markov Chain Approach
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  • 2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
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  • 2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
    by Martin Mandler
  • 2009 Forecasting the Spanish economy with an Augmented VAR-DSGE model
    by Gonzalo Fernandez-de-Córdoba & José L. Torres
  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
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  • 2009 On Marginal Likelihood Computation in Change-point Models
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  • 2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
    by Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs
  • 2009 On the Accuracy of the Probability Method for Quantifying Beliefs about Inflation
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  • 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time
    by Boriss Siliverstovs
  • 2009 Do forecasters inform or reassure? Evaluation of the German real-time data
    by Konstantin A. Kholodilin & Boriss Siliverstovs
  • 2009 Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach
    by Jaba Ghonghadze & Thomas Lux
  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem
  • 2009 Non-linear relation between industrial production and business surveys data
    by Giancarlo Bruno
  • 2009 Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?
    by Klaus Schmidt-Hebbel.
  • 2009 Forecasting Romanian Financial System Stability using a Stochastic Simulation Model
    by Claudiu Tiberiu Albulescu
  • 2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    by Costantini, Mauro & Kunst, Robert M.
  • 2009 A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    by Costantini, Mauro & Pappalardo, Carmine
  • 2009 A Latent Variable Approach to Forecasting the Unemployment Rate
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  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
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  • 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci
  • 2009 Stochastic Population Forecast for Germany and its Consequence for the German Pension System
    by Wolfgang Härdle & Alena Mysickova
  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti
  • 2009 Volatility Forecasting: The Jumps Do Matter
    by Fulvio Corsi & Davide Pirino & Roberto Reno
  • 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
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  • 2009 A High-Low Model of Daily Stock Price Ranges
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  • 2009 On risk prediction
    by Lönnbark, Carl
  • 2009 Value at Risk for Large Portfolios
    by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt
  • 2009 Uncertainty of Multiple Period Risk Measures
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  • 2009 Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model
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  • 2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
    by Giordani, Paolo & Villani, Mattias
  • 2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
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  • 2009 Financial crises and bank failures: a review of prediction methods
    by Demyanyk , Yuliya & Hasan, Iftekhar
  • 2009 Evaluating the stresses from ECB monetary policy in the euro area
    by Lee , Jim & Crowley, Patrick M
  • 2009 Disagreement among Forecasters in G7 Countries
    by Jonas Dovern & Ulrich Fritsche & Jiri Slacalek
  • 2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
    by Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs
  • 2009 Forecasting long memory time series under a break in persistence
    by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson
  • 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at
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  • 2009 Can the Fed Predict the State of the Economy?
    by Tara Sinclair & Frederick L. Joutz
  • 2009 Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule
    by Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber
  • 2009 Can the Fed Predict the State of the Economy?
    by Tara M. Sinclair & Fred Joutz & Herman O. Stekler
  • 2009 Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques
    by Delphine Bassilière & Francis Bossier & Frédéric Verschueren
  • 2009 Semiparametric vector MEM
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo
  • 2009 Automated Variable Selection in Vector Multiplicative Error Models
    by Fabrizio Cipollini & Giampiero M. Gallo
  • 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
    by Andrea Bastianin
  • 2009 Um teste a relacao entre os niveis de confianca e de desemprego em Portugal
    by António Caleiro
  • 2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
    by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher
  • 2009 Survey Data as Coicident or Leading Indicators
    by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
  • 2009 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
    by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher
  • 2009 Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment
    by Matthias Hartmann & Helmut Herwartz
  • 2009 A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model
    by Janos Varga & Jan in 't Veld
  • 2009 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
    by Rombouts, J.V.K. & Verbeek, M.J.C.M.
  • 2009 It Pays to Violate: How Effective are the Basel Accord Penalties?
    by da Veiga, B. & Chan, F. & McAleer, M.J.
  • 2009 Forecasting Realized Volatility with Linear and Nonlinear Models
    by McAleer, M.J. & Medeiros, M.C.
  • 2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
  • 2009 How Accurate are Government Forecast of Economic Fundamentals?
    by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  • 2009 Statistical Opacity In The U.S. Banking Industry
    by Guo Li & Lee Sanning & Sherrill Shaffer
  • 2009 An Econometric Analysis Of Some Models For Constructed Binary Time Series
    by Don Harding & Adrian Pagan
  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Daniel Buncic
  • 2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
    by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli
  • 2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors
    by Lucia Alessi & Matteo Barigozzi & Marco Capasso
  • 2009 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi
  • 2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
    by Alastair Hall & Atsushi & James M Nason & Barbara Rossi
  • 2009 Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
    by Tatevik Sekhposyan & Barbara Rossi
  • 2009 Volatility under Bounded Rationality
    by Nhat Le
  • 2009 Forecasting Random Walks under Drift Instability
    by M. Hashem Pesaran & Andreas Pick
  • 2009 Forecasting the fragility of the banking and insurance sector
    by Kerstin Bernoth & Andreas Pick
  • 2009 Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables
    by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi
  • 2009 Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?
    by Eric Girardin & Konstantin A. Kholodilin
  • 2009 Forecasting the Fragility of the Banking and Insurance Sector
    by Kerstin Bernoth & Andreas Pick
  • 2009 Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data
    by Konstantin A. Kholodilin & Boriss Siliverstovs
  • 2009 Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
    by Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek
  • 2009 Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach
    by Tim Willems
  • 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
    by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek
  • 2009 Automated financial multi-path GETS modelling
    by Genaro Sucarrat & Alvaro Escribano
  • 2009 The relationship between the volatility of returns and the number of jumps in financial markets
    by Alvaro Cartea & Dimitrios Karyampas
  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Janine Aron & John Muellbauer
  • 2009 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
    by Ritschl, Albrecht & Sarferaz, Samad
  • 2009 The role of central bank transparency for guiding private sector forecasts
    by Ehrmann, Michael & Eijffinger, Sylvester C. W. & Fratzscher, Marcel
  • 2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
    by Ahmadi, Pooyan Amir & Ritschl, Albrecht
  • 2009 A defence of the FOMC
    by Ellison, Martin & Sargent, Thomas J
  • 2009 Predicting recoveries and the importance of using enough information
    by Cai, Xiaoming & Den Haan, Wouter
  • 2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
    by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
  • 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
    by Kilian, Lutz & Kim, Yun Jung
  • 2009 Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?
    by Hicks, Bruce & Kilian, Lutz
  • 2009 Pooling versus model selection for nowcasting with many predictors: An application to German GDP
    by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Aron, Janine & Muellbauer, John
  • 2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions
    by Davis, Lucas W & Kilian, Lutz
  • 2009 Variable Selection and Inference for Multi-period Forecasting Problems
    by Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G
  • 2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
    by HEINEN, Andréas & VALDESOGO, Alfonso
  • 2009 On marginal likelihood computation in change-point models
    by BAUWENS, Luc & ROMBOUTS, Jeroen
  • 2009 Understanding volatility dynamics in the EU-ETS market: lessons from the future
    by SANIN, Maria Eugenia & VIOLANTE, Francesco
  • 2009 Consistent ranking of multivariate volatility models
    by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO
  • 2009 Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis
    by Yinhua Mai & Xiujian Peng
  • 2009 Bootstrap Confidence Bands for Forecast Paths
    by Anna Staszewska-Bystrova
  • 2009 Metodos de pronostico
    by Ignacio Velez-Pareja
  • 2009 Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia
    by Dennys MarrugoTorrente
  • 2009 Un Modelo Setar Para El Pib Colombiano
    by Milena Hoyos & Johanna Ramos & Lorena Vivas
  • 2009 Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia
    by José Mauricio Salazar Sáenz
  • 2009 A Dynamic Factor Model For The Colombian Inflation
    by Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas
  • 2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
    by E. Otranto
  • 2009 Implementing the New Structural Model of the Czech National Bank
    by Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek
  • 2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
    by Camilo SERRANO & Martin HOESLI
  • 2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
    by Christina Ziegler
  • 2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
    by Steffen Henzel & Johannes Mayr
  • 2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni
  • 2009 Oil Exports and the Iranian Economy
    by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
  • 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer
  • 2009 Oil Exports and the Iranian Economy
    by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.
  • 2009 Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche
  • 2009 Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
    by Evarist Stoja & Arnold Polanski
  • 2009 Combining VAR and DSGE forecast densities
    by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey
  • 2009 Evaluating ensemble density combination - forecasting GDP and inflation
    by Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud
  • 2009 Real-Time Inflation Forecasting in a Changing World
    by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
  • 2009 Macro modelling with many models
    by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey
  • 2009 Forecasting inflation in France
    by Célérier, C.
  • 2009 Forecasting Euro-area recessions using time-varying binary response models for financial
    by Bellégo, C. & Ferrara, L.
  • 2009 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector
    by Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J.
  • 2009 Are disaggregate data useful for factor analysis in forecasting French GDP?
    by Barhoumi, K. & Darné, O. & Ferrara, L.
  • 2009 A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
    by José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia
  • 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico
    by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia
  • 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations
    by Jose Gonzalo Rangel & Robert F. Engle
  • 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
    by Guillermo Benavides & Carlos Capistrán
  • 2009 Comparing forecast accuracy: A Monte Carlo investigation
    by Fabio Busetti & Juri Marcucci & Giovanni Veronese
  • 2009 A quarterly fiscal database for the euro area based on intra-annual fiscal information
    by Joan Paredes & Diego J. Pedregal & Javier J. Pérez
  • 2009 Is there a signalling role for public wages? Evidence for the euro area based on macro data
    by Javier J. Pérez & A. Jesús Sánchez
  • 2009 Short-term monitoring of the Spanish Government balance with mixed-frequencies models
    by Teresa Leal & Diego J. Pedregal & Javier J. Pérez
  • 2009 Extraction of financial market expectations about inflation and interest rates from a liquid market
    by Ricardo Gimeno & José Manuel Marqués
  • 2009 Modelling export and import demand functions: the Spanish case
    by Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello
  • 2009 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M. Maheu
  • 2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
  • 2009 Individual prediction of automobile bodily injury claims liabilities
    by Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona)
  • 2009 On the Economic Evaluation of Volatility Forecasts
    by Valeri Voev
  • 2009 Forecasting long memory time series under a break in persistence
    by Florian Heinen & Philipp Sibbertsen & Robinson Kruse
  • 2009 Forecasting with Universal Approximators and a Learning Algorithm
    by Anders Bredahl Kock
  • 2009 Forecasting inflation with gradual regime shifts and exogenous information
    by Andrés González & Kirstin Hubrich & Timo Teräsvirta
  • 2009 Forecast Evaluation of Explanatory Models of Financial Variability
    by Sucarrat, Genaro
  • 2009 The Australian Treasury’s fiscal aggregate projection model
    by David Woods & Mary Farrugia & Mitchell Pirie
  • 2009 What Explains The Great Moderation in the U.S.? A Structural Analysis
    by Fabio Canova
  • 2009 Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility
    by Adnan Kasman
  • 2009 Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy
    by Sarfaraz SYED & Ali SHAH
  • 2009 A Duration-Dependent Regime Switching Model for an Open Emerging Economy
    by Ozun, Alper & Turk, Mehmet
  • 2009 Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead
    by Matei, Marius
  • 2009 A Neural Network Model for Time-Series Forecasting
    by Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin
  • 2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
    by Stefanescu, Stefan
  • 2009 Structural Fund Absorption: A New Challenge For Romania?
    by Zaman, Gheorghe & Georgescu, George
  • 2009 Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development
    by Varshavsky , Leonid
  • 2009 Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
    by Sasa Zikovic & Bora Aktan
  • 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
    by Anna Pajor
  • 2009 Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
    by Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz
  • 2009 Assessing the Accuracy of Event Forecasts
    by Ching-Chuan Tsong
  • 2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
    by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag
  • 2009 Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu
    by Ebru Caglayan & Tugba Dayioglu
  • 2009 Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama
    by Namýk Kemal ERDOGAN & Nevin UZGOREN
  • 2009 Interdependencies between Expected Default Frequency and the Macro Economy
    by Per Asberg Sommar & Hovick Shahnazarian
  • 2009 Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
    by Khurshid M. Kiani
  • 2009 Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado
    by Teresa Leal Linares & Javier J. Pérez
  • 2009 Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model
    by Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha
  • 2009 Data Mining. New Trends, Applications and Challenges
    by Bart Baesens
  • 2009 The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets
    by Lake E. A. & Katrakilidis C.
  • 2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
    by Walid Ben Omrane & Christian M. Hafner
  • 2009 Could the jump diffusion technique enhance the effectiveness of futures hedging models?
    by Li, Ming-Yuan Leon
  • 2009 Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
    by Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith
  • 2009 MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis
    by F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA
  • 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
    by Konstantin A. Kholodilin & Stefan Kooths
  • 2009 Geben Konjunkturprognosen eine gute Orientierung?
    by Konstantin A. Kholodilin & Boriss Siliverstovs
  • 2009 Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia
    by JUAN DAVID VELÁSQUEZ & CARLOS JAIME FRANCO & HERNÁN ALONSO GARCÍA
  • 2009 ¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?
    by JULIO CÉSAR ALONSO & JUAN CARLOS GARCÍA
  • 2009 Modelación de la inversión en Centroamérica y la República Dominicana
    by José R. Sánchez-Fung
  • 2009 Econometric Models for Oil Price Forecasting: A Critical Survey
    by Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa
  • 2009 Estimation précoce de la croissance. De la régression LARS au modèle à facteurs
    by Françoise Charpin
  • 2009 Hedge fund and market risk: new concepts and models, beyond VaR
    by Maria Debora Braga
  • 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
    by Rangan Gupta & Alain Kabundi
  • 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
    by Rangan Gupta & Alain Kabundi
  • 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
    by Rangan Gupta & Alain Kabundi
  • 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    by Clive G. Bowsher & Roland Meeks
  • 2008 Can earnings forecast be improved by taking into account the forecast bias?
    by Lardic, Sandrine & Dossou, François & Michalon, Karine
  • 2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
    by Zhongjun Qu & Pierre Perron
  • 2008 China’s Real Exchange Rate Puzzle
    by Tyers, Rod & Golley, Jane
  • 2008 Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması
    by Emin AVCI & Murat ÇİNKO
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    by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU
  • 2008 Ratings trends and market meat in Romania in the context of the current food crisis
    by Toderoiu, Filon & MATEESCU, Mihaela
  • 2008 Choosing between alternative measures of core inflation using bounded rationality and cognitive biases
    by Pelinescu, Elena & Dospinescu, Andrei Silviu
  • 2008 CO2 Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour?
    by Bühler, Georg & Jochem, Patrick
  • 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
    by Sucarrat, Genaro
  • 2008 Does money still matter for U.S. output?
    by Berger, Helge & Österholm, Pär
  • 2008 Does global liquidity matter for monetary policy in the Euro area?
    by Berger, Helge & Harjes, Thomas
  • 2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
    by Knüppel, Malte & Schultefrankenfeld, Guido
  • 2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
    by Wang, Mu-Chun
  • 2008 Short-term forecasting of electricity prices: Do we need a different model for each hour?
    by Adam Misiorek
  • 2008 Forecasting inflation with dynamic factor model – the case of Poland
    by Jacek Kotlowski
  • 2008 Explanations of the inconsistencies in survey respondents'forecasts
    by Clements, Michael P.
  • 2008 Rounding of probability forecasts : The SPF forecast probabilities of negative output growth
    by Clements, Michael P.
  • 2008 Valuation of open space: Hedonic house price analyses in the Dutch Randstad region
    by Dekkers, J. & Koomen, E.
  • 2008 Volatility forecasting: the jumps do matter
    by Fulvio Corsi & Davide Pirino & Roberto Renò
  • 2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process
    by Francesco Audrino & Marcelo C. Medeiros
  • 2008 Modeling Tick-by-Tick Realized Correlations
    by Fulvio Corsi & Francesco Audrino
  • 2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects
    by Fulvio Corsi & Francesco Audrino
  • 2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
    by Chunming Yuan
  • 2008 Real Time Detection of Structural Breaks in GARCH Models
    by Zhongfang He & John M Maheu
  • 2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
    by Alonso Gomez & John M Maheu & Alex Maynard
  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
    by Daniel Buncic
  • 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
    by Young-Bae Kim
  • 2008 Neural Network Models for Inflation Forecasting: An Appraisal
    by Ali Choudhary & Adnan Haider
  • 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
    by Roger Hammersland & Dag Henning Jacobsen
  • 2008 Classical identification: A viable road for data to inform structural modeling
    by Roger Hammersland
  • 2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    by Clive Bowsher & Roland Meeks
  • 2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2008 Inflation Forecasting with Inflation Sentiment Indicators
    by Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann
  • 2008 Understanding Errors in EIA Projections of Energy Demand
    by Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D.
  • 2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
    by Andrew Hodge & Tim Robinson & Robyn Stuart
  • 2008 Combining Multivariate Density Forecasts Using Predictive Criteria
    by Hugo Gerard & Kristoffer Nimark
  • 2008 Forecasting with Dynamic Models using Shrinkage-based Estimation
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2008 A Review of Forecasting Techniques for Large Data Sets
    by Jana Eklund & George Kapetanios
  • 2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
    by Jan J.J. Groen & George Kapetanios
  • 2008 On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information
    by Maximiano Pinheiro & Paulo Soares Esteves
  • 2008 Forecasting investment: A fishing contest using survey data
    by Sara Serra & José R. Maria
  • 2008 Forecasting Using Targeted Diffusion Indexes
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua
  • 2008 Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area
    by Carlo Altavilla & Matteo Ciccarelli
  • 2008 Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches
    by S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan
  • 2008 Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints
    by Gelhausen, Marc Christopher
  • 2008 Predicting elections from politicians’ faces
    by Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm
  • 2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
    by Lanne, Markku & Luoma, Arto & Luoto, Jani
  • 2008 The Cyclicity as Evolution Form of Economic Activities
    by UNGUREANU, Laura
  • 2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214
    by Olenev, Nicholas
  • 2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies
    by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar
  • 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
    by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak
  • 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
    by Nwaobi, Godwin
  • 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
    by Buncic, Daniel
  • 2008 Liquidity-Induced Dynamics in Futures Markets
    by Fagan, Stephen & Gencay, Ramazan
  • 2008 Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
    by Rumyantsev, Mikhail I.
  • 2008 Bankruptcy prediction and neural networks: The contribution of variable selection methods
    by du Jardin, Philippe
  • 2008 Forecasting Using Functional Coefficients Autoregressive Models
    by Bruno, Giancarlo
  • 2008 Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal
    by Raihan, Selim
  • 2008 Using sentiment surveys to predict GDP growth and stock returns
    by Guzman, Giselle C.
  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.
  • 2008 Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006
    by Buda, Rodolphe
  • 2008 Detecting and forecasting business cycle turning points
    by Harding, Don
  • 2008 Capital flow to China and the issue of hot money: an empirical investigation
    by Lai, Jennifer /J.T.
  • 2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    by Omay, Tolga
  • 2008 An Early Warning Signals Approach for Currency Crises: The Turkish Case
    by Ari, Ali
  • 2008 Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
    by Giovanis, Eleftherios
  • 2008 A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
    by Giovanis, eleftheios
  • 2008 Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
    by Giovanis, Eleftherios
  • 2008 Neuro-Fuzzy approach for the predictions of economic crisis
    by Giovanis, Eleftherios
  • 2008 Implied Volatility with Time-Varying Regime Probabilities
    by Lanne, Markku & Ahoniemi, Katja
  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris
  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela
  • 2008 Exchange Rates Predictability in Developing Countries
    by Sarmidi, Tamat
  • 2008 Nyquist Frequency in Sequentially Sampled Data
    by Faghih, Nezameddin & Faghih, Ali
  • 2008 How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case
    by Courtioux, Pierre
  • 2008 The Role of Trends and Detrending in DSGE Models
    by Andrle, Michal
  • 2008 Estimating components of ICT expenditure: a model-based approach with applicability to short time-series
    by Cooper, Russel & Madden, Gary G
  • 2008 Infrastructure for Sustainable Growth: A Demand Projection Exercise for India
    by Majumder, Rajarshi
  • 2008 Benchmark forecasts for climate change
    by Green, Kesten C & Armstrong, J Scott & Soon, Willie
  • 2008 Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
    by Guidi, Francesco
  • 2008 Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data
    by Nikolsko-Rzhevskyy, Alex
  • 2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
    by Visser, Marcel P.
  • 2008 Forecasting macroeconomic variables using a structural state space model
    by de Silva, Ashton
  • 2008 Direct and iterated multistep AR methods for difference stationary processes
    by Proietti, Tommaso
  • 2008 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
    by Weron, Rafal & Misiorek, Adam
  • 2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
    by Baptista, Ricardo F. de F. & Valls Pereira, Pedro L.
  • 2008 A panel data analysis for the greenhouse effects in fifteen countries of European Union
    by Giovanis, Eleftherios
  • 2008 Modeling Trade Direction
    by Rosenthal, Dale W.R.
  • 2008 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
    by Attiya Y. Javid & Eatzaz Ahmad
  • 2008 Forecasting temperature indices with timevarying long-memory models
    by Massimiliano Caporin & Juliusz Pres
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Forecasting with Equilibrium-correction Models during Structural Breaks
    by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett
  • 2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
    by Fabio Rumler & Maria Teresa Valderrama
  • 2008 Estimating a Supply Block for Poland
    by Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard
  • 2008 Incorporating judgement with DSGE models
    by Jaromír Beneš & Andrew Binning & Kirdan Lees
  • 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
    by Chris Bloor & Troy Matheson
  • 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
    by Clive G. Bowsher & Roland Meeks
  • 2008 Forecast Evaluation of Small Nested Model Sets
    by Kirstin Hubrich & Kenneth D. West
  • 2008 Phillips Curve Inflation Forecasts
    by James H. Stock & Mark W. Watson
  • 2008 Efficient Prediction of Excess Returns
    by Jon Faust & Jonathan H. Wright
  • 2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
    by Kenneth S. Rogoff & Vania Stavrakeva
  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi
  • 2008 Global Forces and Monetary Policy Effectiveness
    by Jean Boivin & Marc Giannoni
  • 2008 Forecast with judgment and models
    by Francesca Monti
  • 2008 Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
    by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler
  • 2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
    by Ralph D. Snyder & Anne B. Koehler
  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan
  • 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
    by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu
  • 2008 The tourism forecasting competition
    by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu
  • 2008 GDP nowcasting with ragged-edge data : A semi-parametric modelling
    by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy
  • 2008 Business surveys modelling with seasonal-cyclical long memory models
    by Laurent Ferrara & Dominique Guegan
  • 2008 Forecasting chaotic systems : the role of local Lyapunov exponents
    by Dominique Guegan & Justin Leroux
  • 2008 Effect of noise filtering on predictions : on the routes of chaos
    by Dominique Guegan
  • 2008 Estimation of k-factor GIGARCH process : a Monte Carlo study
    by Abdou Kâ Diongue & Dominique Guegan
  • 2008 Measuring bank capital requirements through Dynamic Factor analysis
    by Andrea Cipollini & Giuseppe Missaglia
  • 2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities
    by Csaba Csávás
  • 2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
    by Matteo Pelagatti & Valeria Negri
  • 2008 Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?
    by George Christodoulakis & Emmanuel Mamatzakis
  • 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
    by Catherine Kyrtsou & Michel Terraza
  • 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
    by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien
  • 2008 Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators
    by Konstantins Benkovskis
  • 2008 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
  • 2008 The information content of KOF indicators on Swiss current account data revisions
    by Jan P.A.M. Jacobs & Sturm Jan-Egbert
  • 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
    by Christian Conrad & Menelaos Karanasos
  • 2008 Managing Disinflation under Uncertainty
    by Mewael F. Tesfaselassie & Eric Schaling
  • 2008 Forecasting Using Functional Coefficients Autoregressive Models
    by Giancarlo Bruno
  • 2008 Nonlinear Exchange Rate Predictability
    by Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez
  • 2008 Forecasting the maximum compensation offer in the automobile BI claims negotiation proces
    by Mercedes Ayuso & Miguel Santolino
  • 2008 Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data
    by Claudio Agostini & Phillip Brown & Andrei Roman
  • 2008 Poverty and Inequality among Ethnic Groups in Chile
    by Claudio Agostini & Phillip Brown & Andrei Roman
  • 2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    by Costantini, Mauro & Pappalardo, Carmine
  • 2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
    by Dominique Guégan & Justin Leroux
  • 2008 Regional unemployment forecasts with spatial interdependencies
    by Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje
  • 2008 Testing directional forecast value in the presence of serial correlation
    by Oliver Blaskowitz & Helmut Herwartz
  • 2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
    by Oliver Blaskowitz & Helmut Herwartz
  • 2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
    by Wolfgang Reichmuth & Samad Sarferaz
  • 2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
    by Wolfgang Reichmuth & Samad Sarferaz
  • 2008 Measuring and Modeling Risk Using High-Frequency Data
    by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch
  • 2008 The Accuracy of Long-term Real Estate Valuations
    by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz
  • 2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
    by Oliver Blaskowitz & Helmut Herwatz
  • 2008 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
    by Shiyi Chen & Kiho Jeong & Wolfgang Härdle
  • 2008 House Prices and Replacement Cost: A Micro-Level Analysis
    by Rainer Schulz & Axel Werwatz
  • 2008 Value-at-Risk and Expected Shortfall when there is long range dependence
    by Wolfgang Härdle & Julius Mungo
  • 2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
    by Tom Pak-wing Fong & Chun-shan Wong
  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu
  • 2008 A Corrected Value-at-Risk Predictor
    by Lönnbark, Carl
  • 2008 Macroeconomic Impact on Expected Default Frequency
    by Åsberg Sommar, Per & Shahnazarian, Hovick
  • 2008 Business surveys and inflation forecasting in China
    by Kaaresvirta, Juuso & Mehrotra, Aaron
  • 2008 Forecasting Inflation in China
    by Mehrotra , Aaron & Sánchez-Fung, José R.
  • 2008 Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts
    by Tara M. Sinclair & Fred Joutz & Herman O. Stekler
  • 2008 Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
    by Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid
  • 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
    by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi
  • 2008 Comparison of Volatility Measures: a Risk Management Perspective
    by Christian T. Brownlees & Giampiero Gallo
  • 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
    by Vít Bubák
  • 2008 Path Forecast Evaluation
    by Òscar Jordà & Massimiliano Marcellino
  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by A. Carriero & G. Kapetanios & M. Marcellino
  • 2008 A Monthly Indicator of the Euro Area GDP
    by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
  • 2008 Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
    by Massimiliano Marcellino & Christian Schumacher
  • 2008 Estimating critical mass in the global cellular telephony market
    by Michal Grajek & Tobias Kretschmer
  • 2008 Flexible Decision Support in Dynamic Interorganizational Networks
    by Collins, J. & Ketter, W. & Gini, M.
  • 2008 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.
  • 2008 Experts' Stated Behavior
    by Boulaksil, Y. & Franses, Ph.H.B.F.
  • 2008 A decision rule to minimize daily capital charges in forecasting value-at-risk
    by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
  • 2008 The ten commandments for optimizing value-at-risk and daily capital charges
    by McAleer, M.J.
  • 2008 Modelling sustainable international tourism demand to the Brazilian Amazon
    by Divino, J.A. & McAleer, M.J.
  • 2008 Model selection for forecast combination
    by Franses, Ph.H.B.F.
  • 2008 Modeling monetary policy in real time:Does discreteness matter?
    by Sirchenko Andrey
  • 2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
    by Christian Schulz
  • 2008 Short-Term Forecasts of Euro Area GDP Growth
    by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler
  • 2008 Large Bayesian VARs
    by Martha Banbura & Domenico Giannone & Lucrezia Reichlin
  • 2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
    by Tatevik Sekhposyan & Barbara Rossi
  • 2008 Forecast Comparisons in Unstable Environments
    by Giacomini, Raffaella & Rossi, Barbara
  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara
  • 2008 Valuation of open space: Hedonic house price analyses in the Dutch Randstad region
    by Dekkers, J. & Koomen, E.
  • 2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
    by Frank A.G. den Butter & Pieter W. Jansen
  • 2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
    by Lennart Hoogerheide & Herman K. van Dijk
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load
    by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet
  • 2008 A methodology for population projections: an application to Spain
    by Andrés M. Alonso & Daniel Peña & Julio Rodríguez
  • 2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
    by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez
  • 2008 Measuring causality between volatility and returns with high-frequency data
    by Jean-Marie Dufour & René García & Abderrahim Taamouti
  • 2008 Short and long run causality measures: theory and inference
    by Jean-Marie Dufour & Abderrahim Taamouti
  • 2008 General to specific modelling of exchange rate volatility : a forecast evaluation
    by Luc Bauwens & Genaro Sucarrat
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Are Prices Really Affected by Mergers?
    by X. BOUTIN & L. JANIN
  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano
  • 2008 Forecasting Exchange Rates with a Large Bayesian VAR
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2008 A Monthly Indicator of the Euro Area GDP
    by Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso
  • 2008 Short-term Forecasts of Euro Area GDP Growth
    by Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard
  • 2008 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP
    by Marcellino, Massimiliano & Schumacher, Christian
  • 2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
  • 2008 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
  • 2008 Investigating uncertainty in macroeconomic forecasts by stochastic simulation
    by Debby Lanser & Henk Kranendonk
  • 2008 An easy test for two stationary long processes being uncorrelated via AR approximations
    by WANG , Shin-Huei & HSIAO, Cheng
  • 2008 Modelling the Economic Effects of Population Ageing
    by James Giesecke & G.A. Meagher
  • 2008 Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia
    by Eliana Rocío González Molano
  • 2008 An estimation of the pattern of diffusion of mobile phones: the case of Colombia
    by Luis Fernando Gamboa & Jesus Otero
  • 2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
    by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz
  • 2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
    by Nikolay Robinzonov & Klaus Wohlrabe
  • 2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
    by Steffen Henzel
  • 2008 A High-Low Model of Daily Stock Price Ranges
    by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan
  • 2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information
    by Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser
  • 2008 The Information Content of KOF Indicators on Swiss Current Account Data Revisions
    by Jan Jacobs & Jan-Egbert Sturm
  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni
  • 2008 Forecasting Random Walks Under Drift Instability
    by M. Hashem Pesaran & Andreas Pick
  • 2008 A VECX Model of the Swiss Economy
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2008 Forecasting Economic and Financial Variables with Global VARs
    by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino
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  • 2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
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  • 2008 Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
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  • 2008 An Inflation Forecasting Model for the Euro Area
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  • 2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
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  • 2008 A Structural VAR Approach to Core Inflation in Canada
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  • 2008 Bank lending effect on German commercial property prices
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  • 2008 Disagreement and Biases in Inflation Expectations
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  • 2008 The cyclical component factor model
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  • 2008 Modelling and Forecasting Multivariate Realized Volatility
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  • 2008 Option Pricing using Realized Volatility
    by Lars Stentoft
  • 2008 Explaining The Great Moderation: It Is Not The Shocks
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  • 2008 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
    by Graham Elliott & Ivana Komunjer & Allan Timmermann
  • 2008 Alternative Measures of Core Inflation in Romania
    by Pelinescu, Elena & Dospinescu, Andrei Silviu
  • 2008 Polynomial Interpolation and Applications to Autoregressive Models
    by Mateescu, George Daniel
  • 2008 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
  • 2008 Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend
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  • 2008 An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results
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  • 2008 Stock market crashes modeling: stochastic cusp catastrophe application
    by Miloslav Vošvrda & Jozef Baruník
  • 2008 Vulnerabilities in an economy to extensive pressures on the exchange rate
    by Michal Pazou
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  • 2008 Crude Oil Prices and the USD/EUR Exchange Rate
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  • 2008 An Analysis of Credit to the Household Sector in Austria
    by Friedrich Fritzer & Lukas Reiss
  • 2008 A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
    by Kristóf, Tamás
  • 2008 Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia
    by Klaus Weyerstrass & Reinhard Neck
  • 2008 Assessing the Rationality of Survey Expectations: The Probability Approach
    by Jörg Breitung
  • 2008 Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?
    by Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle
  • 2008 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
    by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra
  • 2008 How Do Neural Networks Enhance the Predictability of Central European Stock Returns?
    by Jozef Baruník
  • 2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach
    by Zdenìk Zmeškal
  • 2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation
    by Martin Hrubý
  • 2008 Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana
    by Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman
  • 2008 Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
    by Li, Ming-Yuan Leon
  • 2008 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
  • 2008 Forecasting Market Crashes: Does Density Specification Matter?
    by BRIO, Esther B. & PEROTE, Javier
  • 2008 Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus
    by Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs
  • 2008 Extremum Estimation when the Predictors are Estimated from Large Panels
    by Jushan Bai & Serena Ng
  • 2008 Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano
    by Elkin Castaño & Karoll Gómez & Santiago Gallón
  • 2008 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
  • 2008 La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación
    by Juan Camilo Santana
  • 2008 Medienberichte als Konjunkturindikator
    by Jan Grossarth-Maticek & Johannes Mayr
  • 2008 OPTIM: a quarterly forecasting tool for French GDP
    by Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.
  • 2008 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.
  • 2008 Analysis of the Labour Market in Bulgaria through a Error Correction Model
    by Anita Staneva
  • 2008 Economic Effects Of Cee Countries Integration Into The European Union
    by Gheorghe Zaman
  • 2008 Economic Forecasting
    by Graham Elliott & Allan Timmermann
  • 2007 ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst
    by Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus
  • 2007 The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance
    by Zhang, Shidong & Lowinger, Thomas C.
  • 2007 Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi
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  • 2007 İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü
    by Işıl AKGÜN & Hülya SAYYAN
  • 2007 Harmonic Regression Models: A Comparative Review with Applications
    by Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane
  • 2007 Projecting the Medium-Term: Outcomes and Errors for GDP Growth
    by Kappler, Marcus
  • 2007 Asymmetry and Spillover Effects in the North American Equity Markets
    by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.
  • 2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
    by Herwartz, Helmut & Golosnoy, Vasyl
  • 2007 Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach
    by Koetter, Michael & Porath, Daniel
  • 2007 Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
    by Marcellino, Massimiliano & Schumacher, Christian
  • 2007 Quantifying risk and uncertainty in macroeconomic forecasts
    by Knüppel, Malte & Tödter, Karl-Heinz
  • 2007 Measuring the Fiscal Stance
    by Vito Polito & Mike Wickens
  • 2007 Option Pricing under Stochastic Volatility and Trading Volume
    by Sadayuki Ono
  • 2007 Can a simple DSGE model outperform Professional Forecasters?
    by Michal Rubaszek & Pawel Skrzypczynski
  • 2007 Testing rationality of price expectations on the basis of contingency tables
    by Emilia Tomczyk
  • 2007 Forecasting Implied Volatility Surfaces
    by Francesco Audrino & Dominik Colagelo
  • 2007 A general multivariate threshold GARCH model with dynamic conditional correlations
    by Francesco Audrino & Fabio Trojani
  • 2007 Splines for Financial Volatility
    by Francesco Audrino & Peter Bühlmann
  • 2007 Realized Correlation Tick-by-Tick
    by Fulvio Corsi & Francesco Audrino
  • 2007 Aggregation of regional economic time series with different spatial correlation structures
    by Giuseppe Arbia & Marco Bee & Giuseppe Espa
  • 2007 How useful are historical data for forecasting the long-run equity return distribution?
    by John M Maheu & Thomas H McCurdy
  • 2007 Learning, Forecasting and Structural Breaks
    by John M Maheu & Stephen Gordon
  • 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
    by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen
  • 2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
    by Roger Bjørnstad & Eilev S. Jansen
  • 2007 “It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects
    by Jean-Michel Dalle & Paul A. David
  • 2007 Learning About the Term Structure and Optimal Rules for Inflation Targeting
    by Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger
  • 2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
    by Fiorella Triscritti
  • 2007 The Economics of the Mega-Greenhouse Effect: A Conceptual Framework
    by John M. Gowdy & Roxana Julia
  • 2007 The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches
    by Fattouh, Bassam
  • 2007 Modeling and predicting the CBOE market volatility index
    by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth
  • 2007 Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman
    by Jacques Pezier
  • 2007 Forecasting with Factors: The Accuracy of Timeliness
    by Christian Gillitzer & Jonathan Kearns
  • 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2007 Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
    by Michael P. Clements & Ana Beatriz Galv�o
  • 2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
    by Andrea Carriero
  • 2007 Wavelet Analysis and Denoising: New Tools for Economists
    by Iolanda Lo Cascio
  • 2007 Changes in Predictive Ability with Mixed Frequency Data
    by Ana Beatriz Galv�o
  • 2007 A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
    by Andrea Carriero & Massimiliano Marcellino
  • 2007 Pooling Forecasts in Linear Rational Expectations Models
    by Gregor W. Smith
  • 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
    by Wagatha, Matthias
  • 2007 Random Utility Pseudo Panel Model and Application on Car Ownership Forecast
    by Huang, Biao
  • 2007 The Use of Pseudo Panel Data for Forecasting Car Ownership
    by Huang, Biao
  • 2007 Joint Modeling of Call and Put Implied Volatility
    by Ahoniemi, Katja & Lanne, Markku
  • 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
    by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie
  • 2007 Does global liquidity help to forecast US inflation?
    by D'Agostino, A & Surico, P
  • 2007 Federal Reserve Information During the Great Moderation
    by D'Agostino, A & Whelan, K
  • 2007 Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
    by Karathanassis, George & Sogiakas, Vasilios
  • 2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
    by Gomez-Sorzano, Gustavo
  • 2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
    by Nandwa, Boaz & Mohan, Ramesh
  • 2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
    by Bandyopadhyay, Arindam
  • 2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
    by Bandyopadhyay, Arindam
  • 2007 Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach
    by George, Michael
  • 2007 Exact prediction of inflation and unemployment in Germany
    by Kitov, Ivan
  • 2007 Exact prediction of inflation and unemployment in Canada
    by Kitov, Ivan
  • 2007 Singular Spectrum Analysis: Methodology and Comparison
    by Hassani, Hossein
  • 2007 К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
    by Rumyantsev, Mikhail I.
  • 2007 Global warming: Forecasts by scientists versus scientific forecasts
    by Green, Kesten C. & Armstrong, J. Scott
  • 2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
    by Cipollini, Andrea & Missaglia, Giuseppe
  • 2007 Volatilidad del Precio de la Mezcla Mexicana de Exportación
    by Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio
  • 2007 Structural breaks and energy efficiency in Fiji
    by Rao, B. Bhaskara & Rao, Gyaneshwar
  • 2007 Inflation in Croatia with outlook to future
    by Paunić, Alida
  • 2007 Are there differences between unconditional and conditional demand estimates? implications for future research and policy
    by Hidayat, Budi
  • 2007 Modelling real GDP per capita in the USA: cointegration test
    by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana
  • 2007 Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
    by Ari, Ali & Dagtekin, Rustem
  • 2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
    by Mandler, Martin
  • 2007 Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
    by Weron, Rafal & Misiorek, Adam
  • 2007 Martingales, Detrending Data, and the Efficient Market Hypothesis
    by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H.
  • 2007 Параллельное Программирование В Matlab М Его Приложения
    by Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.
  • 2007 Passengers' Airport Choice
    by Gelhausen, Marc Christopher
  • 2007 Altitude or hot air?
    by Chumacero, Romulo
  • 2007 Inflation Forecasting in Pakistan using Artificial Neural Networks
    by Haider, Adnan & Hanif, Muhammad Nadeem
  • 2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
    by Mandler, Martin
  • 2007 A multiple regression model for inflation rate in Romania in the enlarged EU
    by Falnita, Eugen & Sipos, Ciprian
  • 2007 Optimal forecasting model selection and data characteristics
    by Fildes, Robert & Madden, Gary & Tan, Joachim
  • 2007 Appreciating the Renminbi
    by Rod Tyers & Iain Bain
  • 2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
    by Jennifer Castle & David Hendry
  • 2007 An Analysis of Tax Revenue Forecast Errors
    by Martin Keene & Peter Thomson
  • 2007 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys
    by Troy Matheson
  • 2007 Nowcasting and predicting data revisions in real time using qualitative panel survey data
    by Troy Matheson & James Mitchell & Brian Silverstone
  • 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
    by Jon Faust & Jonathan H. Wright
  • 2007 Does Age Structure Forecast Economic Growth?
    by David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay
  • 2007 Can a simple DSGE model outperform Professional Forecasters?
    by Michal Rubaszek & Pawel Skrzypczynski
  • 2007 Optimal combination forecasts for hierarchical time series
    by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos
  • 2007 A state space model for exponential smoothing with group seasonality
    by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar
  • 2007 Automatic time series forecasting: the forecast package for R
    by Rob J. Hyndman & Yeasmin Khandakar
  • 2007 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?
    by Gael M. Martin & Andrew Reidy & Jill Wright
  • 2007 An Assessment of Alternative State Space Models for Count Time Series
    by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin
  • 2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting
    by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder
  • 2007 Non-linear exponential smoothing and positive data
    by Muhammad Akram & Rob J. Hyndman & J. Keith Ord
  • 2007 Hierarchical forecasts for Australian domestic tourism
    by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman
  • 2007 Forecasting electricity spot market prices with a k-factor GIGARCH process
    by Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal
  • 2007 The European Union preferential trade with developing countries. Total trade restrictiveness and the case of sugar
    by Conforti, Piero & Ford, Deep & Hallam, David & Rapsomanikis, George & Salvatici, Luca
  • 2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
    by Andrea Cipollini & Giuseppe Missaglia
  • 2007 Leading indicator properties of US high-yield credit spreads
    by Andrea Cipollini & Nektarios Aslanidis
  • 2007 A real-time analysis of the Swiss trade account
    by Jan Jacobs & Jan-Egbert Sturm
  • 2007 Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
    by Domenico Giannone & Lucrezia Reichlin & David H Small
  • 2007 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
    by Damjan Pfajfar & Emiliano Santoro
  • 2007 Leading indicator properties of the US corporate spreads
    by Nektarios Aslanidis & Andrea Cipollini
  • 2007 The predictive content of the real interest rate gap for macroeconomic variables in the euro area
    by Jean-Stéphane MESONNIER
  • 2007 Modelling good and bad volatility
    by Matteo Pelagatti
  • 2007 Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP
    by António José Morgado & Luis Catela Nunes & Susana Salvado
  • 2007 Forecast Content And Content Horizons For Some Important Macroeconomic Time Series
    by John W. Galbraith & Greg Tkacz
  • 2007 Non-negativity Conditions for the Hyperbolic GARCH Model
    by Christian Conrad
  • 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
    by Katrin Assenmacher-Wesche & M. Hashem Pesaran
  • 2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
    by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem
  • 2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?
    by Tobias Knedlik & Rolf Scheufele
  • 2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps
    by Maurizio Bovi
  • 2007 Mixtures of t-distributions for Finance and Forecasting
    by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert
  • 2007 Modelling Inflation in Croatia
    by Maruška Vizek & Tanja Broz
  • 2007 Estimating, Filtering and Forecasting Realized Betas
    by Claudio Morana
  • 2007 International migration with heterogeneous agents : theory and evidence
    by Brücker, Herbert & Schröder, Philipp J. H.
  • 2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
    by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas
  • 2007 Regional employment forecasts with spatial interdependencies
    by Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje
  • 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
    by Wolfgang Härdle & Julius Mungo
  • 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
    by Wen-Jen Tsay & Wolfgang Härdle
  • 2007 Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
    by Ying Chen & Vladimir Spokoiny
  • 2007 A Real Activity Index for Mainland China
    by Li-gang Liu & Wenlang Zhang & Jimmy Shek
  • 2007 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
    by Hans Genberg & Jian Chang
  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune
  • 2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
    by Sellin, Peter
  • 2007 Evaluating An Estimated New Keynesian Small Open Economy Model
    by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias
  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune
  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune
  • 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
    by Deschamps, Philippe J.
  • 2007 Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail
    by Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman
  • 2007 Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections
    by Igor Lebrun
  • 2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo
  • 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
    by Giampiero Gallo & Edoardo Otranto
  • 2007 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria
    by Christian T. Brownlees & Giampiero Gallo
  • 2007 Regime Switching: Italian Financial Markets over a Century
    by Margherita Velucchi
  • 2007 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria
    by Christian T. Brownlees & Giampiero Gallo
  • 2007 On the Interaction between Ultra–high Frequency Measures of Volatility
    by Giampiero Gallo & Margherita Velucchi
  • 2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
    by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa
  • 2007 The potential impact of the fiscal transfers under the EU Cohesion Policy Programme
    by Jan in 't Veld
  • 2007 A Manager's Perspective on Combining Expert and Model-based Forecasts
    by Franses, Ph.H.B.F. & Legerstee, R.
  • 2007 Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process
    by Frenk, J.B.G. & Nicolai, R.P.
  • 2007 Demand-Driven Scheduling of Movies in a Multiplex
    by Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B.
  • 2007 Modeling regional house prices
    by van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C.
  • 2007 On the optimality of expert-adjusted forecasts
    by Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D.
  • 2007 Evaluating real-time forecasts in real-time
    by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.
  • 2007 Predictive gains from forecast combinations using time-varying model weights
    by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.
  • 2007 Improved forecasting with leading indicators: the principal covariate index
    by Heij, C.
  • 2007 China'S Real Exchange Rate Puzzle
    by Rod Tyers & Jane Golley & Iain Bain
  • 2007 Forecasting economic growth for Estonia : application of common factor methodologies
    by Christian Schulz
  • 2007 Physical Market Determinants of the Price of Crude Oil and the Market Premium
    by Chevillon, Guillaume & Rifflart, Christine
  • 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara
  • 2007 Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle
    by Ard den Reijer
  • 2007 A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder
    by Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths
  • 2007 Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models
    by Konrad Banachewicz & Andr� Lucas
  • 2007 The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts
    by Christian Huurman & Francesco Ravazzolo & Chen Zhou
  • 2007 How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters
    by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.
  • 2007 Explaining The Great Moderation: It Is Not The Shocks
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  • 2007 (Un)Predictability and Macroeconomic Stability
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  • 2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case
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  • 2006 Does Consumer Confidence Forecast Household Spending?
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  • 2006 Prediction Markets in Theory and Practice
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    by Ulrich Fritsche & Joerg Doepke
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    by Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun
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  • 2006 Measuring volatility with the realized range
    by Martens, M.P.E. & van Dijk, D.J.C.
  • 2006 Improved Construction of diffusion indexes for macroeconomic forecasting
    by Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F.
  • 2006 Forecasting measures of inflation for the Estonian economy
    by Agostino Consolo
  • 2006 Prediction Markets in Theory and Practice
    by Wolfers, Justin & Zitzewitz, Eric
  • 2006 Forecasting inflation for transition countries: How accurate are the EBRD forecasts?
    by Libor Krkoska & Utku Teksoz
  • 2006 Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth
    by Anthony S. Tay
  • 2006 Detecting and Predicting Forecast Breakdowns
    by Rossi, Barbara & Giacomini, Raffaella
  • 2006 Payment Scale Economies and the Replacement of Cash and Stored Value Cards
    by Wilko Bolt & David Humphrey
  • 2006 Regime transplants in GDP growth forecasting: A recipe for better predictions?
    by Lennard van Gelder & Ad Stokman
  • 2006 Forecasting Market Impact Costs and Identifying Expensive Trades
    by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis
  • 2006 Forecasting regional labor market developments under spatial heterogeneity and spatial correlation
    by Longhi, Simonetta & Nijkamp, Peter
  • 2006 Assessing the Effects of using Demand Parameters Estimates in Inventory Control
    by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.
  • 2006 Learning about the Term Structure and Optimal Rules for Inflation Targeting
    by Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W.
  • 2006 Hierarchical Estimation as Basis for Hierarchical Forecasting
    by Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A.
  • 2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
    by Luc, BAUWENS & Genaro, SUCARRAT
  • 2006 Intra-Daily FX Optimal Portfolio Allocation
    by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo
  • 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
    by Greta Falavigna
  • 2006 Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs
    by Yiannis Kamarianakis & Anastasios Xepapadeas
  • 2006 Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis
    by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas
  • 2006 Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange
    by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas
  • 2006 Balance of opinion What about missing the weights?
    by O. BIAU & N. FERRARI
  • 2006 A Simple Benchmark for Forecasts of Growth and Inflation
    by Marcellino, Massimiliano
  • 2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
    by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.
  • 2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
    by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
  • 2006 Prediction Markets in Theory and Practice
    by Wolfers, Justin & Zitzewitz, Eric
  • 2006 Forecasting Economic Aggregates by Disaggregates
    by Hendry, David F & Hubrich, Kirstin
  • 2006 Monetary Policy and the Evolution of the US Economy
    by Canova, Fabio
  • 2006 Structural Changes in the US Economy: Bad Luck or Bad Policy?
    by Canova, Fabio & Gambetti, Luca
  • 2006 Athena; a multi-sector model of the Dutch economy
    by Bert Smid
  • 2006 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
    by CORONEO, Laura & VEREDAS, David
  • 2006 Deciding between GARCH and stochastic volatility via strong decision rules
    by PREMINGER, Arie & HAFNER, Christian M.
  • 2006 General to specific modelling of exchange rate volatility: a forecast evaluation
    by BAUWENS, Luc & SUCARRAT, Genaro
  • 2006 Intra-daily FX optimal portfolio allocation
    by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick
  • 2006 Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos
    by Julio César Alonso & Mauricio Alejandro Arcos
  • 2006 Pronósticos de producción agrícola
    by Constanza MARTINEZ VENTURA
  • 2006 Inflación y dinero en Colombia: otro modelo P-estrella
    by Andrés González & Luis Fernando Melo & Carlos Esteban Posada
  • 2006 Identifying Fiscal Policy Shocks In Chile And Colombia
    by Jorge E. Restrepo & Hernán Rincón
  • 2006 Evaluación de pronósticos del tipo de cambio utilizando
    by Munir A. Jalil. B & Martha Misas
  • 2006 An Econometric Analysis of Emission Trading Allowances
    by Marc S. Paoletta & Luca Taschini
  • 2006 Tests in contingency tables as regression tests
    by Stanislav Anatolyev & Grigory Kosenok
  • 2006 Nonparametric retrospection and monitoring of predictability of financial returns
    by Stanislav Anatolyev
  • 2006 Forecasting and Combining Competing Models of Exchange Rate Determination
    by Carlo Altavilla & Paul De Grauwe
  • 2006 Space and Time: Wind in an Investment Planning Model
    by Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G.
  • 2006 Computational Intelligence in Exchange-Rate Forecasting
    by Andreas S. Andreou & George A. Zombanakis
  • 2006 Pursuing financial stability under an inflation-targeting regime
    by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist
  • 2006 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?
    by Q. Farooq Akram & Øyvind Eitrheim
  • 2006 The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area
    by Mésonnier, J-S.
  • 2006 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
    by Carlos Capistrán
  • 2006 Forecast Combination with Entry and Exit of Experts
    by Carlos Capistrán & Allan Timmermann
  • 2006 Disagreement and Biases in Inflation Expectations
    by Carlos Capistrán & Allan Timmermann
  • 2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models
    by Guillermo Benavides
  • 2006 Bank profitability and the business cycle
    by Ugo Albertazzi & Leonardo Gambacorta
  • 2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
    by Jean-Marie Dufour & David Tessier
  • 2006 Using Monthly Indicators to Predict Quarterly GDP
    by Isabel Yi Zheng & James Rossiter
  • 2006 Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
    by Greg Tkacz & Carolyn Wilkins
  • 2006 Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
    by Anna Piretti & Charles St-Arnaud
  • 2006 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
    by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon
  • 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    by Anthony Garratt & Gary Koop & Shaun P. Vahey
  • 2006 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
  • 2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
    by Giulio PALOMBA
  • 2006 Forecasting US bond yields at weekly frequency
    by Riccardo LUCCHETTI & Giulio PALOMBA
  • 2006 China's Economic Growth and its Real Exchange Rate
    by Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain
  • 2006 Ein multisektoraler Sammelindikator für die Schweizer Konjunktur
    by Michael Graff
  • 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2006 Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union
    by Ogrean, Claudia & Herciu, Mihaela
  • 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2006 A Model to Forecast the Evolution of the Structure of a System of Economic Indicators
    by Andreica, Marin
  • 2006 An Adaptive Retraining Method for the Exchange Rate Forecasting
    by Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena
  • 2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
    by Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca
  • 2006 Stability in Stochastic Forecasting of Time Series
    by Kharin, Yuriy
  • 2006 Predicting the Poverty Impacts of Trade Reform
    by Thomas W. Hertel & Jeffrey J. Reimer
  • 2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index
    by Khurshid M. Kiani
  • 2006 The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis
    by Andy C.C. Kwan & John A. Cotsomitis
  • 2006 Modelarea inflaţiei în România
    by Pelinescu Elena
  • 2006 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
  • 2006 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
  • 2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
    by María Clara Aristizábal Restrepo
  • 2006 Forecasting Inflation: An Art as Well as a Science!
    by Ard Reijer & Peter Vlaar
  • 2006 A Bayesian Model Averaging Approach to Enhance Value Investment
    by Ron Bird & Richard Gerlach
  • 2006 Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market
    by Kim-Leng Goh & Kim-Lian Kok
  • 2006 Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros
    by Juan José Pompilio Sartori
  • 2006 Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis
    by Dr. Ioannis N. Kallianiotis & Dr. Dean Frear
  • 2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry
    by GÓMEZ-SORZANO Gustavo A
  • 2006 Using Bootstrap to Test Portfolio Efficiency
    by Pin-Huang Chou & Guofu Zhou
  • 2006 Inflation Expectations in Latin America
    by Fabia A de Carvalho & Mauricio S. Bugarin
  • 2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
    by Aristizábal, María Clara
  • 2006 Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur
    by Klaus Abberger & Klaus Wohlrabe
  • 2006 Zur Prognosekraft des ifo Indikators
    by Hans-Werner Sinn & Klaus Abberger
  • 2006 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
  • 2006 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
  • 2006 Banque de France scores: development, applications, and maintenance
    by Bardos, M.
  • 2006 La contagion du risque via les impayés sur effets de commerce
    by BARDOS, M. & STILI, D.
  • 2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins
    by Vamerson Schwingel Ribeiro & Joilson Dias
  • 2006-2007 Risk contagion through defaults on trade bills
    by Bardos, M. & Stili, D.
  • 2005 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment
    by Peter Zadrozny & Ellis Tallman
  • 2005 An Integrated Approach For Stock Price Forecasting
    by Alvaro Veiga & Gustavo Santos Raposo
  • 2005 Model Uncertainty and Endogenous Volatility
    by George W. Evans & William A. Branch
  • 2005 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition
    by Serge Hayward
  • 2005 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
  • 2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
    by Kevin Lee & Anthony Garratt
  • 2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions
    by MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ
  • 2005 Forecasting Practice: Decision Support System to Assist Judgmental Forecasting
    by Gauresh Rajadhyaksha & Abhijeet Dwivedi
  • 2005 Earnings forecast bias - a statistical analysis
    by Michalon, Karine & Lardic, Sandrine & Dossou, François
  • 2005 Impulse Analyses Of The Romanian Inflation
    by Pelinescu, Elena & Dospinescu, Andrei Silviu
  • 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2005 A Model To Forecast The Monthly Inflation In Romania
    by Pelinescu, Elena & Dospinescu, Andrei Silviu
  • 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2005 Combining The Forecasts Using A Statistical Approach
    by Dospinescu, Andrei Silviu
  • 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2005 Dealing with Unexpected Shocks to the Budget
    by Elena Gennari & Raffaela Giordano & Sandro Momigliano
  • 2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi
    by Kıvılcım M. ÖZCAN & Suat AYDIN
  • 2005 A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models
    by Profillidis, V. & Botzoris, G.
  • 2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales
    by Johnson, Christian A. & Padilla, Miguel A.
  • 2005 An econometric study of the beef meat sector in Cyprus
    by Panayiotis Diacos & Spyros Hadjidakis
  • 2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
    by Aktham I. Maghyereh & Sadeg J. Abul
  • 2005 Firm's R & D Behavior Under Rational Expectations
    by Dimitrios D. Thomakos & Prasad S. Bhattacharya
  • 2005 Do Eurozone Countries Cheat with their Budget Deficit Forecasts?
    by Stephan, Andreas & Brück, Tilman
  • 2005 The volatility of realized volatility
    by Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian
  • 2005 Volatility forecasting
    by Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.
  • 2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
    by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo
  • 2005 Forecasting stock market volatility with macroeconomic variables in real time
    by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian
  • 2005 Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?
    by Domenico Giannone & Lucrezia Reichlin
  • 2005 (Un)Predictability and Macroeconomic Stability
    by Antonello D'Agostino & Domenico Giannone & Paolo Surico
  • 2005 The Cyclical Behaviour of Shadow and Regular Employment
    by Maurizio Bovi
  • 2005 The Dark, and Independent, Side of the Italian Labour Market
    by Maurizio Bovi
  • 2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
    by Martin Melecky & Lubos Komarek
  • 2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
    by Martin Melecky
  • 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
    by Barbara Rossi
  • 2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities
    by Tony Guida & Olivier Matringe
  • 2005 Persistence Characteristics of the Chinese Stock Markets
    by Cornelis A. Los & Bing Yu
  • 2005 The Degree of Stability of Price Diffusion
    by Cornelis A. Los
  • 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
    by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil
  • 2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
    by Sutthisit Jamdee & Cornelis A. Los
  • 2005 Measurement of Financial Risk Persistence
    by Cornelis A. Los
  • 2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
    by Andrew Healy
  • 2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
    by Zacharias Bragoudakis
  • 2005 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios
    by Hsiang-Tai Lee & Jonathan Yoder
  • 2005 Forecasting Spot Electricity Prices With Time Series Models
    by Rafal Weron & Adam Misiorek
  • 2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
    by Marie Bessec & Othman Bouabdallah
  • 2005 Nonlinearity, Nonstationarity and Spurious Forecasts
    by Vadim Marmer
  • 2005 Modeling and forecasting electricity loads: A comparison
    by Rafal Weron & Adam Misiorek
  • 2005 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
    by Stanislav Radchenko
  • 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
    by Barbara Rossi
  • 2005 Employment Effects of Foreign Direct Investment in Central and Eastern Europe
    by Ingo Geishecker & Gabor Hunya
  • 2005 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?
    by Hui Feng
  • 2005 On the Rationality of the General Public
    by GEBHARD KIRCHGÄSSNER
  • 2005 A general multivariate threshold GARCH model with dynamic conditional correlations
    by Fabio Trojani & Francesco Audrino
  • 2005 Survey Expectations
    by M. Hashem Pesaran & Martin Weale
  • 2005 Curve Forecasting by Functional Autoregression
    by A. Onatski & V. Karguine
  • 2005 Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area
    by James Mitchell
  • 2005 High Frequency Multiplicative Component Garch
    by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle
  • 2005 Real-time data for Norway: Output gap revisions and challenges for monetary policy
    by TOM BERNHARDSEN & ØYVIND EITRHEIM
  • 2005 Forecasting Aggregates by Disaggregates
    by Kirstin Hubrich & David F. Hendry
  • 2005 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
    by Carlos Capistrán-Carmona
  • 2005 Measuring Fiscal Sustainability
    by Vito Polito & Mike Wickens
  • 2005 Variable Selection using Non-Standard Optimisation of Information Criteria
    by George Kapetanios
  • 2005 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
  • 2005 Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
    by Cláudia Duarte & António Rua
  • 2005 Were There Regime Switches in U.S. Monetary Policy?
    by Christopher A. Sims & Tao Zha
  • 2005 Methods for Scenario-building: it’s importance for policy analysis
    by Moniz, António
  • 2005 Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003
    by Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher
  • 2005 Economic Growth in Uzbekistan: Sources and Potential
    by Lord, Montague
  • 2005 Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones
    by Cabrera-Castellanos, Luis F.
  • 2005 Borderplex Economic Outlook: 2005-2007
    by Fullerton, Thomas M., Jr. & Tinajero, Roberto
  • 2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
    by Sarfaraz, Leyla & Afsar, Amir
  • 2005 Econometric analysis and forecasting of Latvia's balance of payments
    by Benkovskis, Konstantins
  • 2005 ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
    by Lahiri, Kajal & Liu, Fushang
  • 2005 Is there too much certainty when measuring uncertainty
    by da Silva Filho, Tito Nícias Teixeira
  • 2005 Forecasting international bandwidth capability
    by Madden, Gary G & Coble-Neal, Grant
  • 2005 Volatility Forecasting
    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold
  • 2005 Model Uncertainty and Endogenous Volatility
    by Wiliam Branch & George W. Evans
  • 2005 Monetary policy and asset prices: To respond or not?
    by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim
  • 2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
    by Junsoo Lee & John A. List & Mark Strazicich
  • 2005 Understanding and Comparing Factor-Based Forecasts
    by Jean Boivin & Serena Ng
  • 2005 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
    by Todd E. Clark & Kenneth D. West
  • 2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
    by DUFOUR, Jean-Marie & JOUINI, Tarek
  • 2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
    by DUFOUR, Jean-Marie & TAREK, Jouini
  • 2005 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
  • 2005 Forecasting age-specific breast cancer mortality using functional data models
    by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig
  • 2005 Demand Forecasting: Evidence-based Methods
    by J. Scott Armstrong & Kesten C. Green
  • 2005 Robust forecasting of mortality and fertility rates: a functional data approach
    by Rob J. Hyndman & Md. Shahid Ullah
  • 2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases
    by D. S. Poskitt
  • 2005 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
  • 2005 Another Look at Measures of Forecast Accuracy
    by Rob J. Hyndman & Anne B. Koehler
  • 2005 25 Years of IIF Time Series Forecasting: A Selective Review
    by Jan G. De Gooijer & Rob J. Hyndman
  • 2005 Rating Forecasts for Television Programs
    by Denny Meyer & Rob J. Hyndman
  • 2005 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
  • 2005 Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis
  • 2005 Declining Discount Rates: Evidence from the UK
    by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis
  • 2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
    by Georges Dionne & Pierre Duchesne & Maria Pacurar
  • 2005 Forecasting Canadian Time Series with the New-Keynesian Model
    by Ali Dib & Mohamed Gammoudi & Kevin Moran
  • 2005 Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data
    by Aleksejs Melihovs & Svetlana Rusakova
  • 2005 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
  • 2005 Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations
    by Ali al-Nowaihi & Sanjit Dhami
  • 2005 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
  • 2005 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
  • 2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
    by Herbert Brücker & Boriss Siliverstovs
  • 2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
    by Brücker, Herbert & Siliverstovs, Boriss
  • 2005 Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
    by Jumah, Adusei & Kunst, Robert M.
  • 2005 Portfolio Value at Risk Based on Independent Components Analysis
    by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny
  • 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
    by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago
  • 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
    by Villani, Mattias
  • 2005 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
  • 2005 Evaluating a Central Bank’s Recent Forecast Failure
    by Nymoen, Ragnar
  • 2005 Consumption and population age structure
    by Erlandsen, Solveig & Nymoen, Ragnar
  • 2005 Forecasting economic variables with nonlinear models
    by Teräsvirta, Timo
  • 2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler
    by Michael Groemling
  • 2005 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
  • 2005 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
  • 2005 Indirect Robust Estimation of the Short-term interest Rate Process
    by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti
  • 2005 Real time estimates of GDP growth
    by de Groot, E.A. & Franses, Ph.H.B.F.
  • 2005 Testable implications of forecast optimality
    by Andrew J. Patton & Allan Timmermann
  • 2005 Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting
    by Libor Krkoska & Utku Teksoz
  • 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
    by Rossi, Barbara & Giacomini, Raffaella
  • 2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
    by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis
  • 2005 Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?
    by Tilman Brück & Andreas Stephan
  • 2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship?
    by Ulrich Fritsche & Jörg Döpke
  • 2005 Model-based Measurement of Actual Volatility in High-Frequency Data
    by B. Jungbacker & S.J. Koopman
  • 2005 What causes the forecasting failure of Markov-switching models ? A Monte Carlo study
    by Bouabdallah, Othman & Bessec, Marie
  • 2005 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets
    by George Kouretas & Leonidas Zarangas
  • 2005 Individual responses to BTS and the Forecasting of Manufactured Production
    by O. BIAU & H. ERKEL-ROUSSE & N. FERRARI
  • 2005 A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral
    by B. HEITZ
  • 2005 Firm'investment forecast: An indicator of changes in expectations in industrial investment survey
    by N. FERRARI
  • 2005 Forecast Combinations
    by Timmermann, Allan G
  • 2005 Measuring Fiscal Sustainability
    by Polito, Vito & Wickens, Michael R
  • 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
    by Inoue, Atsushi & Kilian, Lutz
  • 2005 Short-Run Italian GDP Forecasting and Real-Time Data
    by Golinelli, Roberto & Parigi, Giuseppe
  • 2005 Modelling and Forecasting Fiscal Variables for the euro Area
    by Favero, Carlo A & Marcellino, Massimiliano
  • 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
    by Pesaran, M Hashem & Zaffaroni, Paolo
  • 2005 Data Revisions Are Not Well-Behaved
    by Aruoba, Boragan
  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune
  • 2005 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
    by Giannone, Domenico & Reichlin, Lucrezia & Small, David
  • 2005 Monetary Policy in Real Time
    by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca
  • 2005 Leading Indicators: What Have We Learned?
    by Marcellino, Massimiliano
  • 2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
    by van Tol, Michel R & Wolff, Christian C
  • 2005 On the Fit and Forecasting Performance of New Keynesian Models
    by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael
  • 2005 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
    by Orphanides, Athanasios & van Norden, Simon
  • 2005 Forecasting exchange rates: a robust regression approach
    by PREMINGER, Arie & FRANCK, Raphael
  • 2005 The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation
    by Marek Hlavacek & Michael Konak & Josef Cada
  • 2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
    by Lubos Komarek & Martin Melecky
  • 2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
    by Jean-Marie Dufour & Tarek Jouini
  • 2005 New Composite Leading Indicators for Hungary and Poland
    by Harm Bandholz
  • 2005 Testable Implications of Forecast Optimality
    by Andrew J. Patton & Allan Timmermann
  • 2005 Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators
    by Javier J. Pérez
  • 2005 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series
    by Pami Dua & Lokendra Kumawat
  • 2005 Survey Expectations
    by Pesaran, M.H. & Weale, M.
  • 2005 Forecasting Distributions with Experts Advice
    by Sancetta, A.
  • 2005 The European Union GDP Forecast Rationality under Asymmetric Preferences
    by George A. Christodoulakis & Emmanuel C. Mamatzakis
  • 2005 Monetary policy and asset prices: To respond or not?
    by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim
  • 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
    by Andrea Nobili
  • 2005 Cross-country differences in monetary policy transmission
    by Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés
  • 2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information
    by Frédérick Demers & David Dupuis
  • 2005 MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
    by Marc-André Gosselin & René Lalonde
  • 2005 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
  • 2005 Are Business Cycles All Alike In Europe?
    by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte
  • 2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
    by Heather Anderson & Fashid Vahid
  • 2005 Forecasting the macro economy
    by Robert Ewing & David Gruen & John Hawkins
  • 2005 A Quarterly Macroeconometric Model of the Turkish Economy
    by Cem Aysoy & Ahmet N. Kipici
  • 2005 Franco: una mente mai ferma
    by Paul A. Samuelson
  • 2005 Franco: a mind never at rest
    by Paul A. Samuelson
  • 2005 Franco: a mind never at rest
    by Paul A. Samuelson
  • 2005 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.
  • 2005 Az első hazai csődmodell újraszámítása neurális hálók segítségével
    by Virág, Miklós & Kristóf, Tamás
  • 2005 Understanding and Comparing Factor-Based Forecasts
    by Jean Boivin & Serena Ng
  • 2005 Some approachs to forecasting economic indicators
    by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov
  • 2005 Forecasting the UK Unemployment Rate: Model Comparisons
    by Floros, Ch.
  • 2005 Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005
    by Octavio José Salcedo Parra & Marco Aguilera Prado
  • 2005 Gauging Employment: Is the Professional Wisdom Wrong?
    by George C. Perry
  • 2005 Les scores de la Banque de France : leur développement, leurs applications, leur maintenance
    by BARDOS, M.
  • 2005 Investments and Economic Growth Based on Endogenous Factors
    by Ivan Stoykov
  • 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
    by Mikael Petitjean & Pierre Giot
  • 2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
    by Simon van Norden
  • 2004 Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
    by Tina Yu & Shu-Heng Chen
  • 2004 Data Revisions in General Equilibrium
    by S. Boragan Aruoba
  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide
  • 2004 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
    by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo
  • 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
    by Norman R. Swanson & Valentina Corradi
  • 2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model
    by Yasutomo Murasawa & Roberto S. Mariano
  • 2004 How Can We Define the Long Memory Concept? An Econometric Survey
    by Dominique Guegan
  • 2004 Causality: Some New Thoughts on an Old Topic
    by Clive Granger
  • 2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index
    by Jonathan Dark
  • 2004 Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers
    by Andy C. C. Kwan & John A. Cotsomitis
  • 2004 Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp
    by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana
  • 2004 Principal Components Model Of The Romanian Economy. Gdp – Production Side
    by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona
  • 2004 Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side
    by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae
  • 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca
  • 2004 A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?
    by Schmidt, Robert & Leitner, Johannes
  • 2004 Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
    by Lux, Thomas & Kaizoji, Taisei
  • 2004 Forecast quality and simple instrument rules: a real-time data approach
    by Glück, Heinz & Schleicher, Stefan P.
  • 2004 Real-time Data for Norway: Challenges for Monetary Policy
    by Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein
  • 2004 Real-time data and business cycle analysis in Germany
    by Döpke, Jörg
  • 2004 Regional Econometric Housing Start Forecast Accuracy in Florida
    by Thomas M. Fullerton Jr. & Carol T. West
  • 2004 Underground Shocks Ground Zero Responses
    by Maurizio Bovi
  • 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
    by Jonathan B. Hill
  • 2004 Learning, inflation expectations and optimal monetary policy
    by Eric Schaling
  • 2004 Is money informative? Evidence from a large model used for policy analysis
    by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno
  • 2004 Model-Free Impulse Responses
    by Oscar Jorda
  • 2004 Narrowing the US twin deficits: simulations with a world macroeconometric model
    by Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi
  • 2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
    by Cornelis A Los
  • 2004 Economic Performance in a Cross-Section of U.S. Native American Economies
    by Voxi Heinrich S Amavilah
  • 2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands
    by Voxi Heinrich S Amavilah
  • 2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change
    by Voxi Heinrich S Amavilah & Richard T. Newcomb
  • 2004 Long-Run Regressions: Theory and Application to US Asset Markets
    by Charlotte S. Hansen & Bjorn E. Tuypens
  • 2004 Genetic Algorithms: Genesis of Stock Evaluation
    by Rama Prasad Kanungo
  • 2004 On aggregation bias in fixed-event forecast efficiency tests
    by Gultekin Isiklar
  • 2004 Is it really long memory we see in financial returns?
    by Thomas Mikosch
  • 2004 Non-stationarities in stock returns
    by Catalin Starica & Clive Granger
  • 2004 Space-Time Lags: Specification Strategy In Spatial Regression Models
    by Fernando A. López Hernández & Coro Chasco Yrigoyen
  • 2004 Confessions of an International Forecaster
    by Thomas M Fullerton Jr
  • 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
    by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho
  • 2004 Policy Makers Priors and Inflation Density Forecasts
    by Marco Vega
  • 2004 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia
    by Coro Chasco-Yrigoyen & Fernando López-Hernández
  • 2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
    by Jonathan B. Hill
  • 2004 A Framework for Forecasting the Components of the Consumer Price
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies
    by Voxi Heinrich Amavilah
  • 2004 Assessing the Demand for Food in Europe by the Year 2010
    by Leon Podkaminer
  • 2004 Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1
    by Jan Hanousek & Filip Palda
  • 2004 Energy Consumption in China: Past Trends and Future Directions
    by Paul Crompton & Yanrui Wu
  • 2004 What explains the Great Moderation in the US? A structural analysis
    by Fabio Canova
  • 2004 Long-Term Fixed-Income Market Structure
    by Luca Grilli
  • 2004 Un approccio metrico per lo studio dei dati finanziari
    by Luca Grilli
  • 2004 Time-series regression models to study the short-term effects of environmental factors on health
    by Tobías, Aureli & Saez, Marc
  • 2004 Achieving Universal Primary Education: Can Kenya Afford it?
    by Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi
  • 2004 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
    by Gustavo A. Marrero
  • 2004 Prognose uni- und multivariater Zeitreihen
    by Manfred Deistler & Klaus Neusser
  • 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
    by M. Hashem Pesaran & Paolo Zaffaroni
  • 2004 A DSGE-VAR for the Euro Area
    by Marco Del Negro & Frank Schorfheide
  • 2004 Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation
    by Daniel Ramirez A. & Juan M. Gómez G.
  • 2004 Data Uncertainty in General Equilibrium
    by S. Boragan Aruoba
  • 2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures
    by ROMULO A. CHUMACERO
  • 2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
    by Geetesh Bhardwaj & Norman Swanson
  • 2004 Why Did the Welfare Caseload Decline?
    by Jacob Alex Klerman & Caroline Danielson
  • 2004 Forecasting with Measurement Errors in Dynamic Models
    by Richard Harrison & George Kapetanios & Tony Yates
  • 2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
    by George Kapetanios & Tony Yates
  • 2004 Is the Currency Risk Priced in Equity Markets?
    by Francesco Giurda & Elias Tzavalis
  • 2004 Is there a flight to quality due to inflation uncertainty?
    by Guler, Bulent & Ozlale, Umit
  • 2004 A P* Model of Inflation in Puerto Rico
    by Rodríguez, Carlos A.
  • 2004 A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
    by Mapa, Dennis S.
  • 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
    by Caiado, Jorge
  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 A Comparison of Multi-step GDP Forecasts for South Africa
    by Guillaume Chevillon
  • 2004 `Weak` trends for inference and forecasting in finite samples
    by Guillaume Chevillon
  • 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
    by David Hendry & Guillaume Chevillon
  • 2004 Forecasting Austrian Inflation
    by Gabriel Moser & Fabio Rumler & Johann Scharler
  • 2004 Population Ageing and Government Health Expenditures in New Zealand, 1951-2051
    by John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh
  • 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
    by Guillaume Chevillon & David F. Hendry
  • 2004 FOMC Forecasts of Macroeconomic Risks
    by Kevin Dowd
  • 2004 Too Good to be True? The (In)credibility of the UK Inflation Fan Charts
    by Kevin Dowd
  • 2004 The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts
    by Kevin Dowd
  • 2004 Modelling inflation in the Euro Area
    by Eilev S. Jansen
  • 2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists
    by Karlyn Mitchell & Douglas K. Pearce
  • 2004 Exponential Smoothing: A Prediction Error Decomposition Principle
    by Ralph D. Snyder
  • 2004 Structural breaks and financial risk management
    by Marianna Valentinyi-Endrész
  • 2004 Using the Correlation Dimension to Detect non-linear dynamics
    by Theodore Panagiotidis & David Chappell
  • 2004 Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz
    by Jochen Hartwig
  • 2004 The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?
    by Marian Beise
  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan
  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan
  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan
  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan
  • 2004 The Dark, And Independent, Side Of Italy
    by Maurizio Bovi
  • 2004 Vector-Autoregression Approach to Forecast Italian Imports
    by Carmine Pappalardo & Gianfranco Piras
  • 2004 Toward a Theory of Evaluating Predictive Accuracy
    by Kunst, Robert M. & Jumah, Adusei
  • 2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction
    by Jumah, Adusei & Kunst, Robert M.
  • 2004 Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters
    by Naoya Katayama
  • 2004 Is more data better?
    by Kaushik Mitra
  • 2004 Repeated surveys and the Kalman filter
    by Lind, Jo Thori
  • 2004 Regime switching as an alternative early warning system of currency crises - an application to South-East Asia
    by Arias, Guillaume & Erlandsson, Ulf
  • 2004 Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting
    by Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael
  • 2004 Impact of Population Aging on Japanese International Travel
    by James Mak & Lonny Carlile & Sally Dai
  • 2004 Coasean Economics and the Evolution of Marine Property in Hawaii
    by Brooks Kaiser & James Roumasset
  • 2004 Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)
    by Eric Meyermans & Patrick Van Brusselen
  • 2004 No Predictable Components in G7 Stock Returns
    by Prasad Bidarkota & Khurshid M. Kiani
  • 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
    by Jonathan B. Hill
  • 2004 Agent based computational model of trust
    by Gorobets, A. & Nooteboom, B.
  • 2004 Decomposing Granger Causality over the Spectrum
    by Lemmens, A. & Croux, C. & Dekimpe, M.G.
  • 2004 The Value of Information in Reverse Logistics
    by Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H.
  • 2004 On The Predictive Content Of Production Surveys: A Pan-European Study
    by Lemmens, A. & Croux, C. & Dekimpe, M.G.
  • 2004 Forecasting aggregates using panels of nonlinear time series
    by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.
  • 2004 Analyzing the effects of past prices on reference price formation
    by van Oest, R.D. & Paap, R.
  • 2004 Forecasting the density of asset returns
    by Trino-Manuel Niguez & Javier Perote
  • 2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
    by A Garratt & K Lee & M H Pesaran & Yongcheol Shin
  • 2004 A Nonlinear Model of the Business Cycle
    by Simon M. Potter & Edward E. Leamer
  • 2004 Properties of Optimal Forecasts
    by Allan Timmermann & Andrew J. Patton
  • 2004 Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
    by Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger
  • 2004 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
    by Allan Timmermann & Graham Elliott & Ivana Komunjer
  • 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
    by Aurobindo Ghosh & Anil K. Bera
  • 2004 Regime Switching for Dynamic Correlations
    by Denis Pelletier
  • 2004 Bagging Time Series Models
    by Lutz Kilian & Atsushi Inoue
  • 2004 Forecasting Chilean Industrial Production with Automated Procedures
    by ROMULO A. CHUMACERO
  • 2004 Macroeconomic Forecasting with Independent Component Analysis
    by Ruey Yau
  • 2004 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness
    by Anthony S. Tay & Aamir R. Hashmi
  • 2004 Tracking Brazilian Exchange Rate Volatility
    by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang
  • 2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility
    by Scott I. White & Adam E. Clements & Stan Hurn
  • 2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?
    by Dimitrios D. Thomakos & Prasad S. Bhattacharya
  • 2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach
    by Keen Meng Choy & Hwee Kwan Chow
  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    by Ilias Tsiakas
  • 2004 A Smooth Test for Density Forecast Evaluation
    by Aurobindo Ghosh & Anil K. Bera
  • 2004 A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries
    by D.S.P Rao & Rambaldi & A.N.
  • 2004 On the predictability of GDP data revisions in the Netherlands
    by Olivier Roodenburg
  • 2004 Financial System Development, Regulation and Economic Growth: Evidence from Russia
    by Ulrich Thießen
  • 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
    by Jörg Döpke & Ulrich Fritsche
  • 2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
    by Martin Martens & Dick van Dijk & Michiel de Pooter
  • 2004 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements
    by Siem Jan Koopman & Borus Jungbacker & Eugenie Hol
  • 2004 Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
    by Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F.
  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Optimal Forecast Combination Under Regime Switching
    by Elliott, Graham & Timmermann, Allan G
  • 2004 Forecasting Time Series Subject to Multiple Structural Breaks
    by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G
  • 2004 Real Time Econometrics
    by Pesaran, M Hashem & Timmermann, Allan G
  • 2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
    by Pesaran, M Hashem & Timmermann, Allan G
  • 2004 Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model
    by Busetti, Fabio
  • 2004 Bagging Time Series Models
    by Inoue, Atsushi & Kilian, Lutz
  • 2004 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules
    by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.
  • 2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
    by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert
  • 2004 A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system
    by Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen
  • 2004 Using intra annual information to forecast the annual state deficits : the case of France
    by MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David
  • 2004 Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic
    by Alexis Derviz & Jiri Podpiera
  • 2004 Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation?
    by Francisco Peñaranda
  • 2004 Forecasting the density of asset returns
    by Trino-Manuel Niguez & Javier Perote
  • 2004 Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes
    by Rolf Strauch & Mark Hallerberg & Jürgen von Hagen
  • 2004 Model-Free Impulse Responses
    by Oscar Jorda
  • 2004 ‘Forecasting Time Series Subject to Multiple Structural Breaks’
    by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.
  • 2004 ‘Real Time Econometrics’
    by Pesaran, M.H. & Timmermann, A.
  • 2004 Consumption and population age structure
    by Solveig K. Erlandsen & Ragnar Nymoen
  • 2004 Oil wealth and real exchange rates: The FEER for Norway
    by Q. Farooq Akram
  • 2004 Modelling inflation in the Euro Area
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  • 2004 Inflation and the Markup in the Euro Area
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    by Marcellino, Massimiliano
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    by Hanousek, Jan & Roland, Gérard
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    by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano
  • 2002 The information content of implied volatility in agricultural commodity markets
    by GIOT, Pierre
  • 2002 Rational Expectations for Large Models: A Practical Algorithm and a Policy Application
    by Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer
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    by G. Boero & E. Marrocu
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    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
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    by John Galbraith & Turgut Kisinbay
  • 2002 Financial Asset Returns, Market Timing, and Volatility Dynamics
    by Peter Christoffersen & Francis X. Diebold
  • 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
    by Wright, S.M. & Satchell, S.E.
  • 2002 Hypernormal Densities
    by Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White
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    by Raffaella Giacomini
  • 2002 Aggregation of Space-Time Processes
    by Raffaella Giacomini & Clive W.J. Granger
  • 2002 The economic consequences of euro area modelling shortcuts
    by Libero Monteforte & Stefano Siviero
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    by Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi
  • 2002 Is money informative? Evidence form a large model used for policy analysis
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  • 2002 Forecasting the industrial production index for the euro area through forecasts for the main countries
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  • 2002 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
    by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto
  • 2002 Oil-Price Shocks and Retail Energy Prices in Canada
    by Marwan Chacra
  • 2002 Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México
    by Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría
  • 2002 A Bayesian forecasting approach to constructing regional input-output based employment multipliers
    by Dan S. Rickman
  • 2002 Are Hodrick-Prescott `forecasts' rational?
    by J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth
  • 2002 On the herding instinct of interest rate forecasters
    by Ronald Bewley & Denzil G. Fiebig
  • 2002 Improving GARCH volatility forecasts with regime-switching GARCH
    by Franc Klaassen
  • 2002 Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F]
    by Aureliano Angel Bressan & João Eustáquio de Lima
  • 2002 Ciclo de la economía española y contenido informativo de los tipos de interés
    by PONS NOVELL, J.
  • 2002 Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich
    by Felix Hüfner & Michael Schröder
  • 2002 Trend Estimation And De-Trending Using Bidirectional Filtering
    by D.S.G. Pollock
  • 2001 Value-At-Risk For Long And Short Trading Positions
    by Pierre Giot and S»bastien Laurent
  • 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
    by Roel Oomen
  • 2001 Forecasting with a Real-Time Data Set for Macroeconomists
    by Tom Stark and Dean Croushore
  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 Extreme Value Theory and Extremely Large Electricity Price Changes
    by Byström, Hans
  • 2001 Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory
    by Byström, Hans
  • 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach
    by Neophytou, E. & Molinero, C.M.
  • 2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?
    by Bentzen, J. & Linderoth, H.
  • 2001 Forecasting Non-Stationary Economic Time Series
    by Michael P. Clements & David F. Hendry
  • 2001 EU-Erweiterung und Arbeitskräftemigration : Wege zu einer schrittweisen Annäherung der Arbeitsmärkte
    by Hans-Werner Sinn & Gebhard Flaig & Martin Werding & Sonja Munz & Nicola Düll & Herbert Hofmann
  • 2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre
  • 2001 Short-Term Forecasting Of Six Macroeconomic Indicators
    by Albu, Lucian Liviu & Pelinescu, Elena
  • 2001 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre
  • 2001 Short-Term Forecasting For 6 Macroeconomic Indicators: Inflation Dynamics Allows For The Preparation For The Strong Leu
    by Albu, Lucian Liviu & Pelinescu, Elena
  • 2001 An AHP-Based Composite Cyclical-Performance Index
    by Micheal P. Niemira
  • 2001 An AHP-Based Composite Cyclical-Performance Index
    by Micheal P. Niemira
  • 2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
    by Hüfner, Felix P. & Schröder, Michael
  • 2001 Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions
    by Uhlig, Harald
  • 2001 Estimation and arbitrage opportunities for exchange rate baskets
    by Mercurio, Danilo & Torricelli, Costanza
  • 2001 Financial markets as a complex system: A short time scale perspective
    by Marschinski, Robert & Matassini, Lorenzo
  • 2001 On the Measurement of the Predictive Success of Learning Theories in Repeated Games
    by Atanasios Mitropoulos
  • 2001 Forecasting Industrial Production and the Early Detection of Turning Points
    by Giancarlo Bruno & Claudio Lupi
  • 2001 Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic
    by Jan Hanousek & Gerard Roland
  • 2001 European Monetary Union, the term structure, and the Lucas Critique
    by Vanbergeijk, Peter A.G. & Berk, Jan Marc
  • 2001 A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components
    by Arvid Raknerud
  • 2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
    by Chris Brooks & Melvin J. Hinich
  • 2001 Macroeconomic Policies for Poverty Reduction in Cambodia
    by Lord, Montague J.
  • 2001 Evoluţia macromodelului economiei româneşti de tranzitie
    by Dobrescu, Emilian
  • 2001 Macromodel estimations for the Romanian "pre-accession economic programme
    by Dobrescu, Emilian
  • 2001 Updated scenarios for the Romanian economy medium-term dynamics
    by Dobrescu, Emilian
  • 2001 Forecasting methods: a comparative analysis
    by Iqbal, Javed
  • 2001 Extracting, Using and Analysing Cyclical Information
    by Harding, Don & Pagan, Adrian
  • 2001 A Small Global Forecasting Model
    by David Rae & David Turner
  • 2001 Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness
    by Aamir R. Hashmi & Anthony S. Tay
  • 2001 Modelling Wages and Prices in Australia
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh
  • 2001 Unmasking the Theta Method
    by Hyndman, R.J. & Billah, B.
  • 2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
    by Vahid, F. & Issler, J.V.
  • 2001 Prediction Intervals for Exponential Smoothing State Space Models
    by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D.
  • 2001 Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
    by Lutz Kilian & Mark P. Taylor
  • 2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory
    by Frank T. Denton & Christine H. Feaver & Byron G. Spencer
  • 2001 Time Series Properties and Stochastic Forecasts: Some Econometrics of Mortality from the Canadian Laboratory
    by Frank T. Denton & Christine H. Feaver & Byron G. Spencer
  • 2001 Forecasting Industrial Production and the Early Detection of Turning POints
    by Bruno Giancarlo & Lupi Claudio
  • 2001 Electricity demand analysis and forecasting: The tradition is questioned
    by N. Vijayamohanan Pillai
  • 2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets
    by Jumah, Adusei & Kunst, Robert M.
  • 2001 A Classifying Procedure for Signaling Turning Points
    by Koskinen, Lasse & Öller, Lars-Erik
  • 2001 Has the accuracy of energy demand projections in the OECD countries improved since the 1970s?
    by Bentzen, Jan & Linderoth, Hans
  • 2001 Controlling Inflation in Euroland
    by Karen Cabos & Nikolaus A. Siegfried
  • 2001 Unpredictable After All? A short note on exchange rate predictability
    by Moerman, G.A.
  • 2001 Bankruptcy Prediction with Rough Sets
    by Bioch, J.C. & Popova, V.
  • 2001 Prediction and signal extraction of strong dependent processess in the frequency domain
    by Javier Hidalgo & Y. Yajima
  • 2001 Long-term risk management of nuclear waste : a real options approach
    by CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane
  • 2001 The role of fiscal policy in EMU: a simulation with EUROMON
    by M. Demertzis & H.M.M. Peeters
  • 2001 European Monetary Union, the term structure, and the Lucas Critique
    by Vanbergeijk, Peter A.G. & Berk, Jan Marc
  • 2001 Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions
    by Uhlig, H.F.H.V.S.
  • 2001 Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?
    by Kilian, Lutz & Taylor, Mark P
  • 2001 Value-at-risk for long and short trading positions
    by GIOT, Pierre & LAURENT, Sébastien
  • 2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    by Costas Milas & Jesus Otero & Theodore Panagiotidis
  • 2001 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns
    by G. Boero & E. Marrocu
  • 2001 Forecasting Some Low-Predictability Time Series Using Diffusion Indices
    by Marc Brisson & Bryan Campbell & John Galbraith
  • 2001 Testing and Comparing Value-at-Risk Measures
    by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue
  • 2001 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic
    by Jan Hanousek & Gerard Roland
  • 2001 A Leading Index for the Indian Economy
    by Pami Dua & Anirvan Banerji
  • 2001 Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
    by Darsinos, T. & Satchell, S.E.
  • 2001 A PANIC Attack on Unit Roots and Cointegration
    by Jushan Bai & Serena Ng
  • 2001 A New Look at Panel Testing of Stationarity and the PPP Hypothesis
    by Jushan Bai & Serena Ng
  • 2001 The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model
    by Fabio Busetti
  • 2001 Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
    by Fuchun Li & Greg Tkacz
  • 2001 Inference about predictive ability
    by McCracken,M.W. & West,K.D.
  • 2001 Taxes, Efficiency and Economic Growth
    by Jack M. Mintz & Thomas A. Wilson
  • 2001 The economic impact of EU-enlargement: assessing the migration potential
    by Michael Fertig
  • 2001 A small continuous time macro-econometric model of the Czech Republic
    by Emil Stavrev
  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh
  • 2001 Evolúciós alkalmazások előrejelzési modellekben II
    by Benedek, Gábor
  • 2001 Acknowledgement Misspecification in Macroeconomic Theory
    by Hansen, Lars-Peter & Sargent, Thomas-J
  • 2001 Detection of Bank Failures in Transition Economies: The Case of the Czech Republic
    by Jan Hanousek & Jiri Podpiera
  • 2001 Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions
    by Soosung Hwang & John Knight & Stephen E. Satchell
  • 2001 An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services
    by Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson
  • 2001 Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad
    by Elsa M. Castro Franco
  • 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence
    by Pierre L. Siklos & Andrew G. Barton
  • 2001 Testing for the Lucas Critique: A Quantitative Investigation
    by Jesper Linde
  • 2001 Minimax Estimation and Forecasting in a Stationary Autoregression Model
    by Gary Chamberlain
  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.
  • 2000 Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
    by Byström, Hans
  • 2000 The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool
    by Byström , Hans
  • 2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
    by Byström, Hans
  • 2000 Monetary Transmission Mechanisms in Euroland
    by Nikolaus A. Siegfried
  • 2000 Forecasting Multifractal Volatility
    by Calvet, L.
  • 2000 An Econometric Model of Birth Input and Output
    by Li, K. & Poirier, D.
  • 2000 Importance des variables dans les methodes CART
    by Ghattas, B.
  • 2000 An Index of Coincident Economic Indicators for the Indian Economy
    by Pami Dua & Anirvan Banerji
  • 2000 FDI Locational Determinants and the Linkage Between FDI and Other Macro-Economic Factors: Long-run Dynamics in Pacific Asia
    by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J.
  • 2000 Long-Run Dynamics of FDI and its Spillovers Onto Output: Evidence From the Asia-Pacific Economic Cooperation Region
    by Bende-Nabende, A. & Ford, J.L. & Sen, S. & Slater, J.
  • 2000 Productivity Analysis in Asia-Pacific Economic Cooperation Region: a Multi-Country Translog Comparative Analysis, 1965-97
    by Bende-Nabende, A. & Ford, J.L. & Sen, S.
  • 2000 Short-Term Forecasting For Six Macroeconomic Indicators
    by Pelinescu, Elena
  • 2000 Monetary Conditions Index In Romania. Some Considerations
    by Pelinescu, Elena & Slavoiu, Ovidiu & Salater, Wilhelm & Sasu, Dana
  • 2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre
  • 2000 Medium-Run Scenarios Of The Romanian Economy
    by Dobrescu, Emilian
  • 2000 The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast
    by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre
  • 2000 Statistical characterisation of Fixed Income market efficiency
    by Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni
  • 2000 Time series modelling and forecasting of Sarawak black pepper price
    by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi
  • 2000 Forecasting with Difference-Stationary and Trend-Stationary Models
    by David Hendry & Michael P. Clements
  • 2000 Predicting Markov-Switching Vector Autoregressive Processes
    by Hans-Martin Krolzig
  • 2000 Model Specification and Inflation Forecast Uncertainty
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
  • 2000 Has Portugal gone wireless? Looking back, Looking ahead
    by Anabela Botelho & Ligia Costa Pinto
  • 2000 Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
    by Alexei Onatski & James H. Stock
  • 2000 Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts
    by Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez
  • 2000 A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
    by Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S.
  • 2000 A structural Time Series Model with Markov Switching
    by Shami, R.G. & Forbes, C.S.
  • 2000 Empirical Macromodels Under Test
    by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter
  • 2000 Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
    by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin
  • 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
    by Jörg Döpke
  • 2000 Predicting Inflation in Euroland � The Pstar Approach
    by Joachim Scheide & Mathias Trabandt
  • 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
    by Stavrev, Emil
  • 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
    by Stavrev, Emil
  • 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
    by Crespo-Cuaresma, Jesus
  • 2000 Prediction Inference for Time Series
    by de Luna, Xavier
  • 2000 Qualitative Survey Responses and Production over the Business Cycle
    by Lindström, Tomas
  • 2000 A Bivariate Distribution for Inflation and Output Forecasts
    by Blix, Mårten & Sellin, Peter
  • 2000 Progress from forecast failure : the Norwegian consumption function
    by Eitrheim,O. & Jansen,E.S. & Nymoen,R.
  • 2000 On seasonal error correction when the processes include different numbers of unit roots
    by Lyhagen, Johan & Löf, Mårten
  • 2000 Inflation Forecast Uncertainty
    by Giordani, Paolo & Soderlind, Paul
  • 2000 On Forecasting Cointegrated Seasonal Time Series
    by Löf, Mårten & Franses, Philip Hans
  • 2000 Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy
    by Albrecht Ritschl & Ulrich Woitek
  • 2000 Forecasting Market Shares from Models for Sales
    by Fok, D. & Franses, Ph.H.B.F.
  • 2000 Market Making with Costly Monitoring : An Analysis of the SOES Controversy
    by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik
  • 2000 Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy
    by Ashiya, M.
  • 2000 From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination
    by Guesnerie, R.
  • 2000 Forecasting New Zealand's Real GDP
    by Aaron F. Schiff & Peter C.B. Phillips
  • 2000 Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges
    by Peter C.B. Phillips
  • 2000 Did Monetary Forces Cause the Great Depression?
    by Ritschl, Albrecht & Woitek, Ulrich
  • 2000 Inflation Forecast Uncertainty
    by Söderlind, Paul
  • 2000 A comparison of financial duration models via density forecasts
    by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David
  • 2000 Intraday value-at-risk
    by GIOT, Pierre
  • 2000 La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza
    by G. Boero & E. Marrocu
  • 2000 Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy
    by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y.
  • 2000 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS
    by Jacquinot, P. & Mihoubi, F.
  • 2000 Does Correlation between Stock Returns Really Increase during Turbulent Period?
    by Chesnay, F. & Jondeau, E.
  • 2000 Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM
    by Eva Ortega & Enrique Alberola
  • 2000 Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
    by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix
  • 2000 Forecasting industrial production in the Euro area
    by Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo
  • 2000 Constrained nonparametric regression analysis of load curves
    by Juan RodrÎguez-Poo
  • 2000 Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza
    by Gianna Boero & Emanuela Marrocu
  • 2000 Evolúciós alkalmazások előrejelzési modellekben I
    by Benedek, Gábor
  • 2000 Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market
    by Danielsson, Jon & Morimoto, Yuji
  • 2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
    by Emil Stavrev
  • 2000 Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison
    by Mohamad Shaaf
  • 2000 Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange
    by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou
  • 2000-2001 Forecasting Australian Unemployment Rates
    by Max Stevenson & Maurice Peat
  • 1999 Cognitive Foundations of Probability
    by Gilboa, I. & Schmeidler, D.
  • 1999 Inductive Inference: an Axiomatic Approach
    by Gilboa, I. & Schmeidler, D.
  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.
  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.
  • 1999 Real Exchange Rates and Real Interest Rates: a nonlinear Perspective
    by Bec, F. & Salem, M.B. & MacDonald, R.
  • 1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families
    by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P.
  • 1999 Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families
    by Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P.
  • 1999 Learning with Bounded Memory in Stochastic Models
    by Honkapohja, S. & Mitra, K.
  • 1999 Is More Data Better?
    by Mitra, K.
  • 1999 Simulated Annealing for Complex Portfolio Selection Problems
    by Crama, Y. & Schyns, M.
  • 1999 Agregation d'arbres de classification
    by Ghattas, B.
  • 1999 Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap
    by Ghattas, B.
  • 1999 Previsions par arbres de classification
    by Ghattas, B.
  • 1999 Prevision des prix a terme du cacao et modeles ARMA non-lineaires
    by Bolgot, S. & Terraza, M.
  • 1999 Fiscal Forecasting: the Track Record of the IMF, OECD and EC
    by Artis, M. & Marcellino, M.
  • 1999 Prospective et théorie des jeux
    by Schmidt, Christian
  • 1999 Export and innovation activities in the German service sector: empirical evidence at the firm level
    by Ebling, Günther & Janz, Norbert
  • 1999 Predicting recessions with interest rate spreads: A multicountry regime-switching analysis
    by Ahrens, Ralf
  • 1999 Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations
    by Ahrens, Ralf
  • 1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules
    by Pereira, Robert
  • 1999 Trends in Resource Extraction and Implications for Sustainability in Canada
    by Mariam, Yohannes
  • 1999 Improving Distributed Intelligence in Complex Innovation Systems
    by Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, Arie & Sanz-Menendez, Luis & Smits, Ruud
  • 1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
    by Lord, Montague J.
  • 1999 Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
    by Yin-Wong Cheung & Menzie D. Chinn
  • 1999 Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
    by PERRON, Benoît
  • 1999 Forecasting for Inventory Control with Exponential Smoothing
    by Snyder, R.D. & Koehler, A. & Ord, K.
  • 1999 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method
    by Koehler, A.B. & Snyder, R.D. & Ord, J.K.
  • 1999 The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa
    by Jumah, Adusei & Kunst, Robert M.
  • 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy
    by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders
  • 1999 Forecasting Swedish Inflation With a Markov Switching VAR
    by Blix, Mårten
  • 1999 Real Exchange Rates and Switching Regimes
    by Bergman, U. Michael & Hansson, Jesper
  • 1999 Forecasting performance of seasonal cointegration models
    by Löf, Mårten & Lyhagen, Johan
  • 1999 Smooth transitions in a UK consumption function
    by Eliasson, Ann-Charlotte
  • 1999 The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows
    by Gustavsson, Patrik & Nordström, Jonas
  • 1999 Some Thoughts on Monetary Targeting vs. Inflation Targeting
    by Karen Cabos & Michael Funke & Nikolaus A. Siegfried
  • 1999 Imperfect Market Monitoring and SOES Trading
    by FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik
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    by Klaassen, F.J.G.M.
  • 1999 Long Swings in Exchange Rates: Are They Really in the Data?
    by Klaassen, F.J.G.M.
  • 1999 A Survey on Interest Rate Forecasting
    by Yvon Fauvel & Alain Paquet & Christian Zimmermann
  • 1999 Fiscal Forecasting: the Track Record of the IMF, OECD, and EC
    by Artis, Michael J & Marcellino, Massimiliano
  • 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
  • 1999 The Role of External Variables in the Chinese Economy
    by Stéphane Dées
  • 1999 Threshold Models for Trended Time Series
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  • 1999 Encompassing tests when no model is encompassing
    by West,K.D.
  • 1999 Decline in Youth Participation in Canada in the 1990s: Structural or Cyclical?
    by Richard Archambault & Louis Grignon
  • 1999 Evolution of the Female Labour Force Participation Rate in Canada, 1976-1994: a Cohort Analysis
    by Paul Beaudry & Thomas Lemieux
  • 1999 The Changing Labour Force Participation of Canadians, 1969-96: Evidence from a Panel of Six Demographic Groups
    by Mario Fortin & Pierre Fortin
  • 1999 Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview
    by Andrew Sharpe & Louis Grignon
  • 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
    by Angel León & Juan Mora
  • 1999 Outline of forecast theory using generalized cost functions
    by Clive W.J. Granger
  • 1999 On winning forecasting competitions in economics
    by Michael P. Clements & David F. Hendry
  • 1999 Performance of periodic time series models in forecasting
    by Helmut Herwartz
  • 1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
    by Peter Andres & Markus Spiwoks
  • 1999 Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)
    by Viktor Kotlán
  • 1998 The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?
    by Kamstra, M.
  • 1998 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations
    by Shami, R.G. & Snyder, R.D.
  • 1998 Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"
    by Henry, O.T. & Olekalns, N. & Summers, P.M.
  • 1998 Do Long-Memory Models Have Long Memory?
    by Andersson, Michael K.
  • 1998 Prices and Unit Labor Costs: a New Test of Price Stickiness
    by Sbordone, A.M.
  • 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
    by Kilian, L.
  • 1998 Figure Skating and the Theory of Social Choice
    by Truchon, M.
  • 1998 Analysis of Financial Risks in a GARCH Framework
    by Ahlstedt, M.
  • 1998 On the Relationship of Optimal Memory to Steady States, Cycles, Chaos
    by Mitra, K.
  • 1998 Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada
    by Division des projections sur les professions et des etudes macroeconomiques
  • 1998 Forecasting (LOG) Volatility Models
    by Christodoulakis, G.A. & Satchell, S.E.
  • 1998 Risk Neutral Forecasting
    by Skouras, S.
  • 1998 Early News Is Good News. The Effects of Market Opening on Market Volatility
    by Gallo, G.M. & Pacini, B.
  • 1998 Assessing the Fit of Simulated Multivariate Dynamic Models
    by Eva Ortega
  • 1998 Turning-Point Diagnostics Accuracy Analysis of OECD Forecasts for Greece
    by Tserkezos, Dikaios
  • 1998 Measuring Potential Output in the Agricultural Sector: The Case of Greece
    by Subrata Ghatak & George Manolas & Ioannis Vavouras
  • 1998 Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions
    by Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter
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  • 1998 Modeling the Open Macro-Economy of Vietnam
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  • 1998 Bayesian VAR Models for Forecasting Irish Inflation
    by Kenny, Geoff & Meyler, Aidan & Quinn, Terry
  • 1998 Forecasting irish inflation using ARIMA models
    by Meyler, Aidan & Kenny, Geoff & Quinn, Terry
  • 1998 The Forecasting and Policy System: demand-side satellite models
    by James Breece & Vincenzo Cassino
  • 1998 Regime Switches in Interest Rates
    by Andrew Ang & Geert Bekaert
  • 1998 Regression-Based Tests of Predictive Ability
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  • 1998 La demande touristique européenne en Tunisie
    by OUERFELLI, Chokri
  • 1998 Forecasting based on Very Small Samples and Additional Non-Sample Information
    by Brännäs, Kurt & Hellström, Jörgen
  • 1998 Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk
    by Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper
  • 1998 Error-correction versus Differencing in Macroeconomic Forecasting
    by Eitrheim, O. & Husebo, T.A. & Nymoen, R.
  • 1998 Duration of consumer loans and bank lending policy: dormancy versus default risk
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  • 1998 On the Effects of Imposing or Ignoring Long Memory when Forecasting
    by Andersson, Michael K.
  • 1998 Improving Garch Volatility Forecasts
    by Klaassen, F.J.G.M.
  • 1998 Forecasting and Policy Analysis with a Dynamic CGE Model of Australia
    by Peter B. Dixon & Maureen T. Rimmer
  • 1998 Monetary Policy Rules with Model and Data Uncertainty
    by Myles Callan & Eric Ghysels & Norman R. Swanson
  • 1998 What Data Should Be Used to Price Options?
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    by Walter KrÄmer
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    by Terry Barker & Jonathan Köhler
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  • 1997 Vector Autoregression Modelling and Forecasting Growth of South Korea
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  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
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  • 1997 Dating and Forecasting the Spanish Business Cycle
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  • 1997 FDI, Policy Adjustment and Edogenous Growth: Multiplier Effects From a Small Dynamic Model for Taiwan 1959-1995
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  • 1997 The Impact of FDI on the Economic Growth of the ASEAN-5 Economies, 1970-94: A Comparative Dynamic Multiplier Analysis from a Small Model with Emphasis on Liberalisation
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  • 1997 The Impact of FDI and Regioanl Economic Integration on the Economic Growth of the ASEAN-5 Economies, 1970-1994: A Comparative Analysis from a Small Structural Model
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  • 1996 A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects
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  • 1996 An introduction to stochastic Unit Root Processes
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  • 1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio
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  • 1996 VAR Priors: Success or lack of a decent macroeconomic theory?
    by Francisco F. R. Ramos
  • 1996 VAR-ing the economy of the Netherlands
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    by Einar Bowitz & Stein Inge Hove
  • 1996 Forecast Comparison in L2
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  • 1996 Official Economic Forecasting: the Relevance of the Canadian Experience for Transitional Economies
    by Grady, Patrick
  • 1996 Defining Demographic Change in Locational Planning Problems
    by Photis, Yorgos N. & Koutsopoulos, Kostis
  • 1996 Another Look at Swedish Business Cycles, 1861-1988
    by Skalin, Joakim & Teräsvirta, Timo
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    by Philip D. Adams & Peter B.Dixon
  • 1996 Long Memory in the Greek Stock Market
    by John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos
  • 1996 Estimation of TAR Models
    by Bruce E. Hansen
  • 1996 Information Problems for Policy Analysis and Forecasting
    by Robert S. Goldfarb & H. O. Stekler
  • 1995 Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates
    by Brännström, Tomas
  • 1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments
    by Bertsched, I & Lechner, M
  • 1995 Un modelo macroeconométrico trimestral para la economía española
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  • 1995 Predicting U.S. Recessions: Financial Variables as Leading Indicators
    by Arturo Estrella & Frederic S. Mishkin
  • 1995 Forecasting Stock Market Averages to Enhance Profitable Trading Strategies
    by Haefke, Christian & Helmenstein, Christian
  • 1995 Prediction Risk and the Forecasting of Stock Market Indexes
    by Haefke, Christian & Helmenstein, Christian
  • 1995 Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models
    by Haefke, Christian & Helmenstein, Christian
  • 1995 Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture
    by Jumah, Adusei & Kunst, Robert M.
  • 1995 If Nonlinear Models Cannot Forecast, What Use Are They?
    by Ramsey, James B.
  • 1995 Une réévaluation sur données récentes des performances prédictives des modèles monétaires de taux de change relativement à la marche aléatoire
    by Hélène RAYMOND
  • 1995 Models and Priors for Multivariate Stochastic Volatility
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  • 1995 Some macroeconomic implications of rising levels of government debt
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  • 1995 The effect of foreign demand shocks on the Canadian economy: An analysis using QPM
    by Ben Hunt
  • 1994 Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts
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  • 1994 A Macroeconomic Model for Romania's Flexible Exchange Rate System
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  • 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
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  • 1994 Comparing Predictive Accuracy
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  • 1994 The Predictive Ability of Several Models of Exchange Rate Volatility
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  • 1994 Numerical Aspects of Bayesian VAR-modeling
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  • 1994 Japan's Persistent Trade Surplus: Policies for Adjustment
    by Byron Gangnes & F. Gerard Adams
  • 1994 Multiregional and Intertemporal AGE Modelling via GEMPACK
    by W. Jill Harrison & K.R. Pearson
  • 1994 Economic and Psychological Theories of Forecast Bias and Learning: Evidence from U.S. Business Managers' Forecasts
    by Michael A. Anderson & Arthur H. Goldsmith
  • 1994 The Bank of Canada's new Quarterly Projection Model (QPM): An introduction
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  • 1992 A Comparative Analysis of East and West German Labor Markets: Before and After Unification
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  • 1992 The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation
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  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
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  • 1989 Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth
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  • 1988 Il problema della coerenza delle previsioni nei modelli econometrici non lineari
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  • 1988 A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions
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  • 1987 Forecast variance in simultaneous equation models: analytic and Monte Carlo methods
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo
  • 1987 La varianza delle previsioni nei modelli econometrici
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  • 1987 Productivity Analysis: A Micro-to-Macro Perspective
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  • 1986 Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus
  • 1986 Forecasts and constraints on policy actions: the reliability of alternative instruments
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  • 1985 Effectiveness versus reliability of policy actions under government budget constraint: the case of France
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  • 1985 The state of the art in Canadian macroeconomic modelling
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  • 1984 Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio
  • 1983 Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results
    by Bianchi, Carlo & Calzolari, Giorgio
  • 1982 Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    by Bianchi, Carlo & Calzolari, Giorgio
  • 1981 Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1979 The deterministic simulation bias in the Klein-Goldberger model
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  • 1979 Stochastic simulation experiments on Model 5 of Bonn University
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  • 1979 Simulation of a nonlinear econometric model
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  • 1979 On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1979 A package for analytic simulation of econometric models
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  • 1979 Some results on the stochastic simulation of a nonlinear model of the Italian economy
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1978 Stochastic simulation and dynamic properties of the new version of the Italian model
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  • 1978 Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy
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  • 1976 Monte Carlo methods in econometrics: a package for the stochastic simulation
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1976 Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1975 Some Macroeconomic Effects of Tax Reform and Indexing
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  • 1974 Aggiornamento del modello al 1974 e nuove simulazioni
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