Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2018

• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26316, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27483, Sep.
• Octavio J. Salcedo Parraa & Marco Aguilera-Prado & Diego Guevara Fletcher, 2018, "Compartel (telecentros): una evaluación de su apropiación social," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 181-187, Enero.
• Jan F. Kiviet & Zhenxi Chen, 2018, "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 151-196, May.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Timothy B. Armstrong & Michal Koles'r, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2158, Nov.
• Timothy B. Armstrong & Michal Koles'r, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2158R, Nov, revised Feb 2019.
• ASONGU, Simplice & ODHIAMBO, Nicholas, 2018, "Drivers Of Growth In Fast Emerging Economies: A Dynamic Instrumental Quantile Approach To Real Output And Its Rates Of Growth In Brics And Mint Countries, 2001-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 5-22.
• Brahma, D. & Mukherjee, D., 2018, "India’S Mid-Day Meal Program And Schooling: An Evaluation Based On Machine Learning," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 141-152.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018, "Predicting risk with risk measures : an empirical study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1803, Feb.
• Ehrmann, Michael & Ferrucci, Gianluigi & Lenza, Michele & O'Brien, Derry, 2018, "Measures of underlying inflation for the euro area," Economic Bulletin Articles, European Central Bank, volume 4.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Iskrev, Nikolay, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series, European Central Bank, number 2161, Jun.
• Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018, "ALICE: A new inflation monitoring tool," Working Paper Series, European Central Bank, number 2175, Sep.
• Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018, "A framework for early-warning modeling with an application to banks," Working Paper Series, European Central Bank, number 2182, Oct.
• Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018, "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series, European Central Bank, number 2200, Nov.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• Kingsley Nwala, 2018, "The Determinants of Economic Growth: An Empirical Investigation of North Carolina," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 26-34.
• Nabil Maalel & Haider Mahmood, 2018, "Oil-Abundance and Macroeconomic Performance in the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 182-187.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018, "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 366-389, DOI: 10.1016/j.jedc.2018.03.011.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018, "Bayesian estimation of DSGE models: Identification using a diagnostic indicator," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 172-186, DOI: 10.1016/j.jedc.2018.08.005.
• Halkos, George & Matsiori, Steriani, 2018, "Environmental attitudes and preferences for coastal zone improvements," Economic Analysis and Policy, Elsevier, volume 58, issue C, pages 153-166, DOI: 10.1016/j.eap.2017.10.002.
• Kurita, Takamitsu, 2018, "A note on potential one-way policy instruments in cointegrated VAR systems," Economic Analysis and Policy, Elsevier, volume 58, issue C, pages 55-59, DOI: 10.1016/j.eap.2017.12.004.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Grant, Angelia L., 2018, "The Great Recession and Okun's law," Economic Modelling, Elsevier, volume 69, issue C, pages 291-300, DOI: 10.1016/j.econmod.2017.10.002.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018, "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, volume 71, issue C, pages 305-315, DOI: 10.1016/j.econmod.2017.10.004.
• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018, "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, volume 72, issue C, pages 306-319, DOI: 10.1016/j.econmod.2018.02.006.
• Chen, W.D., 2018, "Upward wage rigidity and Japan's dispatched worker system," Economic Modelling, Elsevier, volume 73, issue C, pages 152-162, DOI: 10.1016/j.econmod.2018.03.010.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie, 2018, "Are low-frequency data really uninformative? A forecasting combination perspective," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 92-108, DOI: 10.1016/j.najef.2017.11.006.
• Zhang, Lingxiang, 2018, "Spurious regressions with high-order models: A reconsideration," Economics Letters, Elsevier, volume 168, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.04.007.
• Kapetanios, George & Zikes, Filip, 2018, "Time-varying Lasso," Economics Letters, Elsevier, volume 169, issue C, pages 1-6, DOI: 10.1016/j.econlet.2018.04.029.
• Chan, Joshua C.C. & Eisenstat, Eric, 2018, "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, volume 171, issue C, pages 1-5, DOI: 10.1016/j.econlet.2018.06.031.
• Liu, Chu-An, 2018, "Averaging estimators for kernel regressions," Economics Letters, Elsevier, volume 171, issue C, pages 102-105, DOI: 10.1016/j.econlet.2018.07.016.
• Li, Haiqi & Fan, Rui & Park, Sung Y., 2018, "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, volume 171, issue C, pages 149-153, DOI: 10.1016/j.econlet.2018.07.024.
• Hossain, Ishrat & Saqib, Najam U. & Haq, Munshi Masudul, 2018, "Scale heterogeneity in discrete choice experiment: An application of generalized mixed logit model in air travel choice," Economics Letters, Elsevier, volume 172, issue C, pages 85-88, DOI: 10.1016/j.econlet.2018.08.037.
• Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
• Zhang, Xinyu & Yu, Jihai, 2018, "Spatial weights matrix selection and model averaging for spatial autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2017.05.021.
• Gallant, A. Ronald & Hong, Han & Khwaja, Ahmed, 2018, "A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 19-32, DOI: 10.1016/j.jeconom.2017.04.004.
• Li, Jia & Patton, Andrew J., 2018, "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 223-240, DOI: 10.1016/j.jeconom.2017.10.005.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
• Ronald Gallant, A. & Tauchen, George, 2018, "Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 140-155, DOI: 10.1016/j.jeconom.2018.03.008.
• Gourieroux, Christian & Jasiak, Joann, 2018, "Misspecification of noncausal order in autoregressive processes," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 226-248, DOI: 10.1016/j.jeconom.2018.03.012.
• Chen, Le-Yu & Lee, Sokbae, 2018, "Best subset binary prediction," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 39-56, DOI: 10.1016/j.jeconom.2018.05.001.
• Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrand, Jean-Pierre, 2018, "Designating market maker behaviour in limit order book markets," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 20-44, DOI: 10.1016/j.ecosta.2016.10.008.
• Bayer, Sebastian, 2018, "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 56-77, DOI: 10.1016/j.ecosta.2017.08.001.
• Kočenda, Evžen & Moravcová, Michala, 2018, "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, volume 42, issue 4, pages 597-615, DOI: 10.1016/j.ecosys.2018.05.003.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2018, "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 68-83, DOI: 10.1016/j.jempfin.2017.09.008.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018, "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 107-122, DOI: 10.1016/j.jempfin.2018.08.004.
• Zhu, Bangzhu & Ye, Shunxin & Wang, Ping & He, Kaijian & Zhang, Tao & Wei, Yi-Ming, 2018, "A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting," Energy Economics, Elsevier, volume 70, issue C, pages 143-157, DOI: 10.1016/j.eneco.2017.12.030.
• Tovar Reaños, Miguel A. & Wölfing, Nikolas M., 2018, "Household energy prices and inequality: Evidence from German microdata based on the EASI demand system," Energy Economics, Elsevier, volume 70, issue C, pages 84-97, DOI: 10.1016/j.eneco.2017.12.002.
• Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018, "The role of energy prices in the Great Recession — A two-sector model with unfiltered data," Energy Economics, Elsevier, volume 71, issue C, pages 14-34, DOI: 10.1016/j.eneco.2018.01.030.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018, "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, volume 72, issue C, pages 321-330, DOI: 10.1016/j.eneco.2018.04.023.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018, "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, volume 72, issue C, pages 341-355, DOI: 10.1016/j.eneco.2018.03.038.
• Hahn, Warren J. & DiLellio, James A. & Dyer, James S., 2018, "Risk premia in commodity price forecasts and their impact on valuation," Energy Economics, Elsevier, volume 72, issue C, pages 393-403, DOI: 10.1016/j.eneco.2018.04.018.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018, "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, volume 72, issue C, pages 560-582, DOI: 10.1016/j.eneco.2018.03.037.
• Di Sanzo, Silvestro, 2018, "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, volume 74, issue C, pages 351-359, DOI: 10.1016/j.eneco.2018.06.015.
• Li, Xiafei & Wei, Yu, 2018, "The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method," Energy Economics, Elsevier, volume 74, issue C, pages 565-581, DOI: 10.1016/j.eneco.2018.07.011.
• Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018, "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, volume 74, issue C, pages 628-643, DOI: 10.1016/j.eneco.2018.07.009.
• Rodrigues, Niágara & Losekann, Luciano & Silveira Filho, Getulio, 2018, "Demand of automotive fuels in Brazil: Underlying energy demand trend and asymmetric price response," Energy Economics, Elsevier, volume 74, issue C, pages 644-655, DOI: 10.1016/j.eneco.2018.07.005.
• Qu, Hui & Duan, Qingling & Niu, Mengyi, 2018, "Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets," Energy Economics, Elsevier, volume 74, issue C, pages 767-776, DOI: 10.1016/j.eneco.2018.07.033.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018, "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, volume 75, issue C, pages 400-409, DOI: 10.1016/j.eneco.2018.09.006.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 208-220, DOI: 10.1016/j.irfa.2018.01.011.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto, 2018, "Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH," Finance Research Letters, Elsevier, volume 24, issue C, pages 193-198, DOI: 10.1016/j.frl.2017.09.006.
• Ping, Yuan & Li, Rui, 2018, "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, volume 25, issue C, pages 222-229, DOI: 10.1016/j.frl.2017.10.028.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Chae, Joon & Lee, Eun Jung, 2018, "Distribution uncertainty and expected stock returns," Finance Research Letters, Elsevier, volume 25, issue C, pages 55-61, DOI: 10.1016/j.frl.2017.10.006.
• Kupiec, Paul H., 2018, "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 132-146, DOI: 10.1016/j.jfs.2018.08.001.
• Mozumder, Sharif & Choudhry, Taufiq & Dempsey, Michael, 2018, "Spectral measures of risk for international futures markets: A comparison of extreme value and Lévy models," Global Finance Journal, Elsevier, volume 37, issue C, pages 248-261, DOI: 10.1016/j.gfj.2018.07.001.
• Punzo, Antonio & Bagnato, Luca & Maruotti, Antonello, 2018, "Compound unimodal distributions for insurance losses," Insurance: Mathematics and Economics, Elsevier, volume 81, issue C, pages 95-107, DOI: 10.1016/j.insmatheco.2017.10.007.
• Doan, Bao & Papageorgiou, Nicolas & Reeves, Jonathan J. & Sherris, Michael, 2018, "Portfolio management with targeted constant market volatility," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 134-147, DOI: 10.1016/j.insmatheco.2018.09.010.
• Asongu, Simplice A. & Biekpe, Nicholas, 2018, "Globalization and terror in Africa," International Economics, Elsevier, volume 156, issue C, pages 86-97, DOI: 10.1016/j.inteco.2017.12.005.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
• de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018, "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 45-63, DOI: 10.1016/j.ijforecast.2017.08.003.
• Zanetti Chini, Emilio, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 711-732, DOI: 10.1016/j.ijforecast.2018.05.003.
• de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018, "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 119-132, DOI: 10.1016/j.jbankfin.2018.04.012.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018, "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 242-264, DOI: 10.1016/j.jimonfin.2017.12.001.
• Proaño, Christian R. & Tarassow, Artur, 2018, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, volume 50, issue C, pages 60-71, DOI: 10.1016/j.jjie.2018.08.002.
• Fizaine, Florian, 2018, "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Resources Policy, Elsevier, volume 59, issue C, pages 379-388, DOI: 10.1016/j.resourpol.2018.08.010.
• Asongu, Simplice A. & Tchamyou, Vanessa S. & Minkoua N., Jules R. & Asongu, Ndemaze & Tchamyou, Nina P., 2018, "Fighting terrorism in Africa: Benchmarking policy harmonization," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1931-1957, DOI: 10.1016/j.physa.2017.11.109.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018, "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 148-154, DOI: 10.1016/j.physa.2017.10.040.
• Ben Sita, Bernard, 2018, "Estimating the beta-return relationship by considering the sign and the magnitude of daily returns," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 28-35, DOI: 10.1016/j.qref.2017.04.010.
• Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018, "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, volume 68, issue C, pages 226-238, DOI: 10.1016/j.regsciurbeco.2017.10.015.
• Jin, Fei & Lee, Lung-fei, 2018, "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 35-57, DOI: 10.1016/j.regsciurbeco.2017.03.006.
• Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018, "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, volume 73, issue C, pages 30-50, DOI: 10.1016/j.regsciurbeco.2018.07.007.
• Yu, Honghai & Du, Donglei & Fang, Libing & Yan, Panpan, 2018, "Risk contribution of crude oil to industry stock returns," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 179-199, DOI: 10.1016/j.iref.2018.03.009.
• Aguirre, Idoia & Vázquez, Jesús, 2018, "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 200-209, DOI: 10.1016/j.iref.2018.03.010.
• Oloko, Tirimisiyu F., 2018, "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 219-232, DOI: 10.1016/j.ribaf.2017.07.153.
• Matemilola, B.T. & Bany-Ariffin, A.N. & Azman-Saini, W.N.W. & Nassir, Annuar Md, 2018, "Does top managers’ experience affect firms’ capital structure?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 488-498, DOI: 10.1016/j.ribaf.2017.07.184.
• Stahl, Dale O., 2018, "Assessing the forecast performance of models of choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 73, issue C, pages 86-92, DOI: 10.1016/j.socec.2018.02.006.
• Long, Zhiming & Herrera, Rémy, 2018, "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 14-22, DOI: 10.1016/j.strueco.2018.01.004.
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2018, "Enhancing ICT for environmental sustainability in sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, volume 127, issue C, pages 209-216, DOI: 10.1016/j.techfore.2017.09.022.
• George Richards, 2018, "Estimation of a Nonlinear Common Factor Model," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 1, pages 1-28.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 15-38.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/08, Jun.
• Stephan B. Bruns & Johannes König & David I. Stern, 2018, "Replication and Robustness Analysis of 'Energy and Economic Growth in the USA: A Multivariate Approach'," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-18, Apr.
• Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018, "Nowcasting New Zealand GDP Using Machine Learning Algorithms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-47, Sep.
• Cortes, Fabio & Lindner, Peter & Malik, Sheheryar & Segoviano, Miguel, 2018, "A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118928, Jul.
• Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018, "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88352, Apr.
• Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018, "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88690, Apr.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018, "Bayesian estimation of DSGE models: identification using a diagnostic indicator," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90383, Sep.
• Den Haan, Wouter J. & Drechsel, Thomas, 2018, "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90384, Aug.
• Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2018, "The missing link: monetary policy and the labor share," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90873, Nov.
• Schneider, Eric B., 2018, "Sample selection biases and the historical growth pattern of children," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 87075, Jan.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
• Davillas, Apostolos & M. Jones, Andrew, 2018, "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-03, Mar.
• P. Jenkins, Stephen & Hérault, Nicolas, 2018, "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-05, Apr.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Hongjie Wei & Yan Sun & Meidi Hu, 2018, "Model Selection in Spatial Autoregressive Models with Varying Coefficients," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 13, issue 4, pages 559-576, December.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Michael B. Gordy & Alexander J. McNeil, 2018, "Spectral Backtests of Forecast Distributions with Application to Risk Management," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-021, Mar, DOI: 10.17016/FEDS.2018.021.
• Manuel Gonzalez-Astudillo, 2018, "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-040, Jun, DOI: 10.17016/FEDS.2018.040.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
• Huber, Martin & Imhof, David, 2018, "Machine Learning with Screens for Detecting Bid-Rigging Cartels," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 494, Mar.
• Christopher L. Skeels & Frank Windmeijer, 2018, "On the Stock–Yogo Tables," Econometrics, MDPI, volume 6, issue 4, pages 1-23, November.
• Christoph Kuzmics & Daniel Rodenburger, 2018, "A case of evolutionary stable attainable equilibrium in the lab," Graz Economics Papers, University of Graz, Department of Economics, number 2018-05, Feb.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers, University of Graz, Department of Economics, number 2018-09, Apr.
• Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018, "On the parameters estimation of the Seasonal FISSAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01832115, Jul.
• Jean-Bernard Chatelain & Kirsten Ralf, 2018, "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print, HAL, number hal-01465858, DOI: 10.19272/201806102004.
• Coro Chasco & Julie Le Gallo & Fernando López, 2018, "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Post-Print, HAL, number hal-01868546, Jan, DOI: 10.1016/j.regsciurbeco.2017.10.015.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print, HAL, number hal-01989649, Sep, DOI: 10.1016/j.intfin.2018.02.013.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018, "Econometrics and Machine Learning," Post-Print, HAL, number hal-02163979, DOI: 10.24187/ecostat.2018.505d.1970.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print, HAL, number hal-03049256, Sep.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print, HAL, number hal-03049265, Jun.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print, HAL, number hal-03049271, May.
• Hossein Kavand & Marcel Voia, 2018, "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Post-Print, HAL, number hal-03562713, Feb, DOI: 10.1007/978-3-319-68678-3_13.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018, "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print, HAL, number halshs-01618733, DOI: 10.1080/00036846.2018.1488065.
• Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018, "On the parameters estimation of the Seasonal FISSAR Model," Post-Print, HAL, number halshs-01832115, Jul.
• Florian Fizaine, 2018, "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Post-Print, HAL, number halshs-01957410.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence”," Post-Print, HAL, number halshs-02137340.
• Jean-Bernard Chatelain & Kirsten Ralf, 2018, "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01465858, DOI: 10.19272/201806102004.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers, HAL, number halshs-01720655, Sep, DOI: 10.19272/201806102004.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018, "Predicting risk with risk measures : an empirical study," Working Papers, HAL, number hal-01791026, Feb.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers, HAL, number hal-01885142, Apr.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers, HAL, number halshs-01720655, Sep, DOI: 10.19272/201806102004.
• Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018, "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 13/2018, Jun.
• Karlsson, Sune & Österholm, Pär, 2018, "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers, Örebro University, School of Business, number 2018:5, Mar.
• Mariia Dedova, 2018, "A Comparison of Time-series Bootstrap Methods in Terms of Backtesting Risk Measurement Models of Banks," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 1, pages 84-109.
• Nicolas Herault & Stephen P. Jenkins, 2018, "How Valid are Synthetic Panel Estimates of Poverty Dynamics?," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n05, Apr.
• Andrew Phiri, 2018, "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 10, issue 3, pages 205-225.
• Daniel Wilhelm, 2018, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/18, Jul.
• Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/18, Sep.
• Bernard Salanie & Frank A. Wolak, 2018, "Fast, "robust", and approximately correct: estimating mixed demand systems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/18, Nov.
• Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
• Zizi GOSCHIN, 2018, "Regional patterns of Romanian emigration. A Geographically Weighted Regression Model," Romanian Journal of Economics, Institute of National Economy, volume 46, issue 1(55), pages 60-74, June.
• Carolin Strobl & Julia Kopf & Lucas Kohler & Timo von Oertzen & Achim Zeileis, 2018, "Anchor Point Selection - Scale Alignment Based on an Inequality Criterion," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-03, Mar.
• Nicolas Hérault & Stephen P. Jenkins, 2018, "How valid are synthetic panel estimates of poverty dynamics?," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 465, Apr.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201821, Sep, revised Oct 2018.
• Nikolay Iskrev, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/33, Mar.
• Nikolay Iskrev, 2018, "Calibration and the estimation of macroeconomic models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/34, Mar.
• Brunori, Paolo & Peragine, Vito & Serlenga, Laura, 2018, "Upward and Downward Bias When Measuring Inequality of Opportunity," IZA Discussion Papers, IZA Network @ LISER, number 11405, Mar.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018, "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers, IZA Network @ LISER, number 11425, Mar.
• Herault, Nicolas & Jenkins, Stephen P., 2018, "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers, IZA Network @ LISER, number 11484, Apr.
• Nilsen, Øivind Anti & Raknerud, Arvid & Iancu, Diana-Cristina, 2018, "Public R&D Support and Firms' Performance: A Panel Data Study," IZA Discussion Papers, IZA Network @ LISER, number 11651, Jun.
• Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2018, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, IZA Network @ LISER, number 11862, Sep.
• Dynarski, Susan & Jacob, Brian A. & Kreisman, Daniel, 2018, "How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence from a Replication of Jacobson, Lalonde and Sullivan, 2005," IZA Discussion Papers, IZA Network @ LISER, number 11935, Nov.
• Jeffrey A. Smith, 2018, "The usefulness of experiments," World of Labour, LISER, pages 436-436, May.
• Chiung-Ju Huang & Yuan-Hong Ho, 2018, "Does Taiwan's Defense Spending Crowd out Education and Social Welfare Expenditures?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 67-82, February.
• Yen H. Lok, 2018, "On the backtesting of trading strategies," 2018 Papers, Job Market Papers, number plo493, Jun.
• José Fajardo, 2018, "Barrier style contracts under Lévy processes once again," Annals of Finance, Springer, volume 14, issue 1, pages 93-103, February, DOI: 10.1007/s10436-017-0303-2.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2018, "Vulnerability to poverty revisited: Flexible modeling and better predictive performance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 16, issue 3, pages 439-454, September, DOI: 10.1007/s10888-017-9374-6.
• Antonio Merlo & Thomas R. Palfrey, 2018, "External validation of voter turnout models by concealed parameter recovery," Public Choice, Springer, volume 176, issue 1, pages 297-314, July, DOI: 10.1007/s11127-018-0523-7.
• Januj Juneja, 2018, "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 695-715, April, DOI: 10.1007/s11156-017-0643-z.
• Jinghua Wang & Geoffrey Ngene, 2018, "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 199-218, July, DOI: 10.1007/s11156-017-0668-3.
• Katarina Juselius, 2018, "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers, University of Copenhagen. Department of Economics, number 18-07, Aug.
• Evzen Kocenda & Karen Poghosyan, 2018, "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1002, Sep.
• Daniel Heymann, Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018, "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 8, Jun.
• Evžen Kočenda & Karen Poghosyan, 2018, "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 12, pages 2799-2814, September, DOI: 10.1080/1540496X.2017.1412305.
• Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018, "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 9, pages 2136-2152, July, DOI: 10.1080/1540496X.2017.1358608.
• Andrew Phiri, 2018, "Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 16, issue 2 (Summer, pages 123-140, DOI: 10.26493/1854-6935.16.123-140.
• Ian Borg & Germano Ruisi, 2018, "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers, Central Bank of Malta, number WP/04/2018.
• Nandipha Dondashe & Andrew Phiri, 2018, "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers, Department of Economics, Nelson Mandela University, number 1802, Jan, revised Jan 2018.
• Andrew Phiri, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers, Department of Economics, Nelson Mandela University, number 1822, May.
• Gosego Mothuti & Andrew Phiri, 2018, "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers, Department of Economics, Nelson Mandela University, number 1824, Jun.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018, "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers, Department of Economics, Nelson Mandela University, number 1825, Jul.
• Andrew Phiri, 2018, "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers, Department of Economics, Nelson Mandela University, number 1827, Jul.
• Xolisa Vayi & Andrew Phiri, 2018, "A sequential panel selection approach to cointegration analysis: An application to Wagner’s law for South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1831, Sep.
• Andrew Phiri, 2018, "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers, Department of Economics, Nelson Mandela University, number 1832, Sep.
• Bothwell Nyoni & Andrew Phiri, 2018, "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers, Department of Economics, Nelson Mandela University, number 1833, Oct.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 138, Nov.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0070, Jul.