Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2018

• Guillaume Gaetan Martinet & Michael McAleer, 2018, "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 824-849, September, DOI: 10.1080/07474938.2016.1167994.
• Susan Athey & Dean Eckles & Guido W. Imbens, 2018, "Exact p-Values for Network Interference," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 521, pages 230-240, January, DOI: 10.1080/01621459.2016.1241178.
• Michael D. Bauer, 2018, "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 196-211, April, DOI: 10.1080/07350015.2016.1164707.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018, "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1452328-145, January, DOI: 10.1080/23322039.2018.1452328.
• Evren Erdogan Cosar & Sayg�n Sahinoz, 2018, "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1806.
• Meltem Gulenay Chadwick & Huseyin Ozturk, 2018, "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1816.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-003/III, Jan.
• Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018, "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-023/V, Mar.
• Abdessalem GOUIDER & Ridha NOUIRA & Faouzi SBOUI, 2018, "La relation croissance-chômage en Tunisie : validation de la spécification non linéaire de la loi d’Okun," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 47, pages 27-41.
• Giacomo Caterini, 2018, "Classifying Firms with Text Mining," DEM Working Papers, Department of Economics and Management, number 2018/09.
• Slawa Rokicki & Jessica Cohen & Günther Fink & Joshua A. Salomon & Mary Beth Landrum, 2018, "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," Working Papers, Geary Institute, University College Dublin, number 201802, Jan.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-01, Jan.
• Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-08, Mar.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers, University of California at Riverside, Department of Economics, number 201905, Sep.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201906, Dec.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2018, "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers, University of California at Riverside, Department of Economics, number 201910, Dec.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Combined Estimation of Semiparametric Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201915, Jul.
• Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018, "The Missing Link: Monetary Policy and The Labor Share," Studies in Economics, School of Economics, University of Kent, number 1808, Jun.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1640, Sep.
• Robert Calvert Jump, 2018, "Unambiguous inference in sign-restricted VAR models," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181802, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 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," Working Papers, University of South Africa, Department of Economics, number 23818, Apr.
• Asongu, Simplice A & Odhiambo, Nicholas M., 2018, "Environmental degradation and inclusive human development in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 23840, May.
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018, "A scoring rule for factor and autoregressive models under misspecification," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:18.
• Hao Fang & Yen-Hsien Lee & William S. Chang, 2018, "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 37-63.
• Rappai Gábor & Fűrész Diána Ivett, 2018, "Handling heteroskedasticity in labour demand functions of athletes," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 4, issue 2, pages 47-56, November, DOI: 10.2478/crebss-2018-0012.
• Zekić-Sušac Marijana & Scitovski Rudolf & Has Adela, 2018, "Cluster analysis and artificial neural networks in predicting energy efficiency of public buildings as a cost-saving approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 4, issue 2, pages 57-66, November, DOI: 10.2478/crebss-2018-0013.
• Moravcikova Dominika & Krizanova Anna & Svabova Lucia, 2018, "Evaluation of the Effectiveness of Selected Slovak Brands on the Principle of DEA Models with the Possibility to Optimise them," Economics and Culture, Sciendo, volume 15, issue 1, pages 22-34, June, DOI: 10.2478/jec-2018-0003.
• Buczyński Mateusz & Chlebus Marcin, 2018, "Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 2, pages 67-82, June, DOI: 10.2478/fiqf-2018-0013.
• Brezeanu Petre & Dumiter Florin & Ghiur Rodica & Todor Silvia Paula, 2018, "Tax Compliance at National Level," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 28, issue 2, pages 1-17, June, DOI: 10.2478/sues-2018-0006.
• Dinghai Xu & Jingru Ji & Donghua Wang, 2018, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers, University of Waterloo, Department of Economics, number 1806, Jan, revised 09 Jan 2018.
• Xolisa Vayi & Andrew Phiri, 2018, "A Sequential Panel Selection Approach to Cointegration Analysis: An Application to Wagner’s Law for South African Provincial Data," Economic Research Guardian, Mutascu Publishing, volume 8, issue 1, pages 25-39, June.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018, "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, volume 86, issue 4, pages 1479-1512, July, DOI: 10.3982/ECTA14176.
• Apostolos Davillas & Andrew M. Jones, 2018, "Parametric models for biomarkers based on flexible size distributions," Health Economics, John Wiley & Sons, Ltd., volume 27, issue 10, pages 1617-1624, October, DOI: 10.1002/hec.3787.
• Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
• Joshua C. C. Chan & Eric Eisenstat, 2018, "Bayesian model comparison for time‐varying parameter VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 4, pages 509-532, June, DOI: 10.1002/jae.2617.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018, "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 780-796, September, DOI: 10.1002/jae.2629.
• Susan Dynarski & Brian Jacob & Daniel Kreisman, 2018, "How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 1098-1108, November, DOI: 10.1002/jae.2653.
• Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.
• Atsushi Inoue & Mototsugu Shintani, 2018, "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1265-1297, November, DOI: 10.3982/QE587.
• Simplice A. Asongu, 2018, "Comparative sustainable development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., volume 26, issue 6, pages 638-651, November, DOI: 10.1002/sd.1733.
• Gosego Mothuti & Andrew Phiri, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 4, pages 1-11, December, DOI: 10.1142/GEJ-2018-0045.
• Davillas, A.; & Jones, A.M.;, 2018, "Parametric models for biomarkers based on flexible size distributions," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 18/05, Feb.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2018, "Predicting relative forecasting performance: An empirical investigation," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2018.
• Siemsen, Thomas & Vilsmeier, Johannes, 2018, "On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests," Discussion Papers, Deutsche Bundesbank, number 31/2018.
• Heinisch, Katja & Lindner, Axel, 2018, "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6, DOI: 10.1080/13504851.2018.1459035.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018, "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 46, issue 2, pages 65-101.
• Majune, Socrates Kraido, 2018, "Theory and Practice of Testing for a Single Structural Break in Stata," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 172517.
• Saha, Kunal, 2018, "An investigation into the dependence structure of major cryptocurrencies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 181878.
• Xiao, Tim, 2018, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202549.
• Ooft, Gavin, 2018, "Modelling and Forecasting Inflation for the Economy of Suriname," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215534.
• Hérault, Nicolas & Jenkins, Stephen P., 2018, "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 207.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018, "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 125.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018, "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-004.
• Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2018, "Marginal jobs and job surplus: a test of the efficiency of separations," ECON - Working Papers, Department of Economics - University of Zurich, number 314, Dec.

2017

• Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017, "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 71-103, February, DOI: 10.1007/s10290-016-0271-z.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017, "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/11, Mar.
• Ales Marsal & Lorant Kaszab & Roman Horvath, 2017, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2017, Sep.
• R. Lehmann & K. Wohlrabe, 2017, "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 4, pages 279-283, February, DOI: 10.1080/13504851.2016.1184219.
• Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
• Colin O’hare & Youwei Li, 2017, "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, volume 49, issue 2, pages 170-187, January, DOI: 10.1080/00036846.2016.1192278.
• José Fajardo, 2017, "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, volume 49, issue 40, pages 4026-4034, August, DOI: 10.1080/00036846.2016.1273505.
• Colin O’hare & Youwei Li, 2017, "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, volume 49, issue 52, pages 5309-5323, November, DOI: 10.1080/00036846.2017.1305092.
• Thomas Zwick & Katharina Frosch, 2017, "Attenuation bias when measuring inventive performance," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 26, issue 3, pages 195-201, April, DOI: 10.1080/10438599.2016.1155270.
• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2017, "A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 599-621, October, DOI: 10.1080/07474938.2017.1307311.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Simplice Asongu & John Ssozi, 2017, "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," International Economic Journal, Taylor & Francis Journals, volume 31, issue 3, pages 370-389, July, DOI: 10.1080/10168737.2017.1350731.
• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017, "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 528-542, October, DOI: 10.1080/07350015.2015.1123634.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1965-1994, December, DOI: 10.1080/14697688.2017.1357971.
• N. Taylor & Y. Xu, 2017, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 7, pages 1021-1035, July, DOI: 10.1080/14697688.2016.1260756.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
• Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian, 2017, "Macro-financial effects of portfolio flows: Malaysia’s experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-07.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017, "Signed spillover effects building on historical decompositions," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-11.
• Dungey, Mardi & Volkov, Vladimir, 2017, "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-12.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-015/III, Mar.
• Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-056/III, Jun.
• Michael mcAleer, 2017, "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-082/III, Sep.
• Marek Jarociński & Bartosz Maćkowiak, 2017, "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, volume 99, issue 2, pages 319-329, May.
• Steven Lehrer & Tian Xie, 2017, "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, volume 99, issue 5, pages 749-755, December.
• Gouel, Christophe & Legrand, Nicolas, 2017, "Bayesian Estimation of the Storage Model using Information on Quantities," TSE Working Papers, Toulouse School of Economics (TSE), number 17-776, Mar.
• Chia-Lin Chang & Michael McAleer, 2017, "The Fiction of Full BEKK," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-06, Jan.
• Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-17, Jun.
• Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017, "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers, School of Economics, University College Dublin, number 201701, Jan.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017, "A Combined Estimator of Regression Models with Measurement Errors," Working Papers, University of California at Riverside, Department of Economics, number 201902, Jun.
• Teresa Molina Millan & Karen Macours, 2017, "Attrition in randomized control trials: Using tracking information to correct bias," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp1702.
• Lieb, Lenard & Smeekes, Stephan, 2017, "Inference for Impulse Responses under Model Uncertainty," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 022, Oct, DOI: 10.26481/umagsb.2017022.
• Fernando Delbianco & Andrés Fioriti, 2017, "Empirical search and characterization of contemporaneity using breaks and regime switching
  [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 68, pages 75-91, january-J.
• Galina Gagarina & Evgeniy Dzyuba & Roman Gubarev & Fanil Faizullin, 2017, "Forecasting of Socio-Economic Development of the Russian Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1080-1094.
• Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017, "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20177.
• Judith Anne Clarke, 2017, "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers, Department of Economics, University of Victoria, number 1701, Jun.
• Mateusz Buczyński & Marcin Chlebus, 2017, "Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models ," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-29.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017, "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-119, January.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017, "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 683-703, April.
• Christophe Gouel & Nicolas Legrand, 2017, "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 4, pages 744-763, June.
• Jack Fosten, 2017, "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1087-1106, September.
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017, "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 5, pages 483-496, August.
• Kirstin Hubrich & Frauke Skudelny, 2017, "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 5, pages 515-540, August.
• Angelia L. Grant & Joshua C.C. Chan, 2017, "A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 525-552, March, DOI: 10.1111/jmcb.12388.
• Menden, Christian & Proaño, Christian R., 2017, "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 126.
• Itkonen, Juha & Juvonen, Petteri, 2017, "Nowcasting the Finnish economy with a large Bayesian vector autoregressive model," BoF Economics Review, Bank of Finland, number 6/2017.
• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017, "Disagreement and monetary policy," Discussion Papers, Deutsche Bundesbank, number 29/2017.
• Siemsen, Thomas & Vilsmeier, Johannes, 2017, "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers, Deutsche Bundesbank, number 37/2017.
• Berger, Tino & Richter, Julia, 2017, "What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 300.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 149994.
• Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra, 2017, "Nowcasting des deutschen BIP," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 59.
• El Abed, Riadh & Zardoub, Amna, 2017, "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-97.
• Demetrescu, Matei & Leppin, Julian Sebastian & Reitz, Stefan, 2017, "Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test," Kiel Working Papers, Kiel Institute for the World Economy, number 2094.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.
• Timo Teräsvirta, 2017, "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-04, Jan.
• Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
• Tobias Basse & Robinson Kruse & Christoph Wegener, 2017, "The Walking Debt Crisis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-06, Jan.
• Daniel Borup & Martin Thyrsgaard, 2017, "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-19, May.
• Giorgio Mirone, 2017, "Inference from the futures: ranking the noise cancelling accuracy of realized measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-24, Jun.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-29, Aug.
• Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017, "Panel Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-36, Oct.
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017, "Technology-driven information sharing and conditional financial development in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/010, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017, "At What Levels of Financial Development Does Information Sharing Matter?," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/017, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017, "The Impact of Terrorism on Governance in African Countries," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/019, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017, "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/025, May.
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• Simplice Asongu, 2017, "ICT, Openness and CO2 emissions in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/055, May.
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