Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2015

• Steven Berry & Phil Haile, 2015, "Identification in differentiated product markets," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/15, Aug.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/15, Oct.
• Florin-Marius PAVELESCU, 2015, "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, volume 41, issue 2(50), pages 25-41, december.
• Levent Bulut, 2015, "Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller," IPEK Working Papers, Ipek University, Department of Economics, number 1501, Jul.
• Levent Bulut, 2015, "Google Trends and Forecasting Performance of Exchange Rate Models," IPEK Working Papers, Ipek University, Department of Economics, number 1505, Aug.
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• Gerdes, Christer, 2015, "A Note on Possible Estimation Bias When Studying Persons with Work Disability in Active Labour Market Programs," IZA Discussion Papers, IZA Network @ LISER, number 9264, Aug.
• de Boer, Henk-Wim & Jongen, Egbert L. W. & Kabátek, Jan, 2015, "The Effectiveness of Fiscal Stimuli for Working Parents," IZA Discussion Papers, IZA Network @ LISER, number 9298, Aug.
• Sloczynski, Tymon, 2015, "New Evidence on Linear Regression and Treatment Effect Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 9491, Nov.
• Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez, 2015, "Variable selection in the analysis of energy consumption-growth nexus," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/15.
• Schanbacher Peter, 2015, "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 1, pages 61-81, February, DOI: 10.1515/jbnst-2015-0106.
• Flaig Gebhard, 2015, "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 6, pages 518-538, December, DOI: 10.1515/jbnst-2015-0602.
• Wagner Martin & Hlouskova Jaroslava, 2015, "Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 6, pages 642-662, December, DOI: 10.1515/jbnst-2015-0608.
• William A. Barnett, 2015, "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201501, Aug, revised Aug 2015.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2015, "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 60, issue 2, pages 285-315, February, DOI: 10.1007/s10640-014-9767-y.
• Seunghwa Rho & Peter Schmidt, 2015, "Are all firms inefficient?," Journal of Productivity Analysis, Springer, volume 43, issue 3, pages 327-349, June, DOI: 10.1007/s11123-013-0374-7.
• Kelvin Balcombe & Iain Fraser, 2015, "Parametric preference functionals under risk in the gain domain: A Bayesian analysis," Journal of Risk and Uncertainty, Springer, volume 50, issue 2, pages 161-187, April, DOI: 10.1007/s11166-015-9213-8.
• Januj Juneja, 2015, "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 1-24, January, DOI: 10.1007/s11156-013-0396-2.
• Mariana Balan, 2015, "From Learning to Productive Active Life in Romania and European Union," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 180-186, September.
• Thor Pajhede, 2015, "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers, University of Copenhagen. Department of Economics, number 15-18, Nov.
• Julius Stakenas, 2015, "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 17, Jan.
• Alalade S. Yimka & Agbatogun Taofeek & Cole Abimbola & Adekunle Olusegun, 2015, "Credit Risk Management and Financial Performance of Selected Commercial Banks in Nigeria," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 1, pages 1-11, February.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, volume 66, issue 1, pages 71-98, April, DOI: 10.1515/roe-2015-0105.
• Vardan, Baghdasaryan & Giovanna, Iannantuoni & Valeria, Maggian, 2015, "Electoral fraud and voter turnout," Working Papers, University of Milano-Bicocca, Department of Economics, number 315, Nov, revised 25 Nov 2015.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015, "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1505, Oct.
• Christopher A. Hennessy & Ilya A. Strebulaev, 2015, "Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20978, Feb.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
• Steven T. Berry & Philip Haile, 2015, "Identification in Differentiated Products Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 21500, Aug.
• Kumar, Sudhanshu & Rao, R. Kavita, 2015, "Minimising Selection Failure and Measuring Tax Gap: An Empirical Model," Working Papers, National Institute of Public Finance and Policy, number 15/150, May.
• Nicolae-Marius JULA, 2015, "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 1, pages 43-48, June.
• Mihaela Simionescu, 2015, "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 3, issue 1, pages 80-85, May.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015, "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
• John-Oliver Engler & Stefan Baumgärtner, 2015, "Model Choice and Size Distribution: A Bayequentist Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 97, issue 3, pages 978-997.
• Yi-Ting Chen, 2015, "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 414-455.
• Francesco Zanetti & Konstantinos Theodoridis, 2015, "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 745, Apr.
• Pablo Lavado (ed.), 2015, "Técnicas de Muestreo y Tamaños de Muestra para Evaluaciones de Impacto," Books, Fondo Editorial, Universidad del Pacífico, number 07-20, edition 1.
• Paul Bedón Garcia & Gabriel Rodriguez, 2015, "Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-400.
• Gabriel Rodríguez, 2015, "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-403.
• Ricardo Quineche Uribe & Gabriel Rodríguez, 2015, "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-404.
• Jesus Fernandez-Villaverde & Juan Rubio-Ramírez & Frank Schorfheide, 2015, "Solution and Estimation Methods for DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-042, Dec, revised 09 Dec 2015.
• Claudiu Oprescu, 2015, "Difficulties in business valuation issue in the context of investment strategies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 15, issue 1, pages 237-244.
• Berg, Tim Oliver, 2015, "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper, University Library of Munich, Germany, number 62405, Feb.
• Medel, Carlos & Pincheira, Pablo, 2015, "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper, University Library of Munich, Germany, number 62552, Mar.
• Kulaksizoglu, Tamer, 2015, "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper, University Library of Munich, Germany, number 62653, Mar.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015, "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 63622, Apr.
• Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper, University Library of Munich, Germany, number 63714, Apr.
• Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper, University Library of Munich, Germany, number 63844, Apr.
• Halkos, George & Matsiori, Steriani, 2015, "Environmental attitude, motivations and values for marine biodiversity protection," MPRA Paper, University Library of Munich, Germany, number 63947.
• Dinda, Soumyananda, 2015, "A Note on DD Approach," MPRA Paper, University Library of Munich, Germany, number 63949, Apr.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 64143, Apr.
• Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini, 2015, "A misspecification test for finite-mixture logistic models for clustered binary and ordered responses," MPRA Paper, University Library of Munich, Germany, number 64220.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," MPRA Paper, University Library of Munich, Germany, number 64341, Apr.
• Barnett, William, 2015, "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," MPRA Paper, University Library of Munich, Germany, number 65236, Jun.
• Bratanova, Alexandra & Robinson, Jacqueline & Wagner, Liam, 2015, "Modification of the LCOE model to estimate a cost of heat and power generation for Russia," MPRA Paper, University Library of Munich, Germany, number 65925, Aug.
• Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015, "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper, University Library of Munich, Germany, number 66492, Aug.
• Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015, "Evaluating Performance of Inflation Forecasting Models of Pakistan," MPRA Paper, University Library of Munich, Germany, number 66843, Sep.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
• Asongu, Simplice & Nwachukwu, Jacinta, 2015, "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper, University Library of Munich, Germany, number 67294, Feb.
• Asongu, Simplice & Kodila-Tedika, Oasis, 2015, "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," MPRA Paper, University Library of Munich, Germany, number 67297, Feb.
• Asongu, Simplice, 2015, "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," MPRA Paper, University Library of Munich, Germany, number 67309, Mar.
• Asongu, Simplice, 2015, "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," MPRA Paper, University Library of Munich, Germany, number 67310, Mar.
• Mensah, Emmanuel Kwasi, 2015, "Box-Jenkins modelling and forecasting of Brent crude oil price," MPRA Paper, University Library of Munich, Germany, number 67748, Feb.
• Yeboah Asuamah, Samuel, 2015, "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper, University Library of Munich, Germany, number 67834, Jul.
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015, "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," MPRA Paper, University Library of Munich, Germany, number 67856, May.
• Asongu, Simplice & Nwachukwu, Jacinta, 2015, "Fighting Terrorism: Empirics on Policy Harmonization," MPRA Paper, University Library of Munich, Germany, number 68314, Jun.
• Asongu, Simplice & Ssozi, John, 2015, "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," MPRA Paper, University Library of Munich, Germany, number 68654, Sep.
• Abonazel, Mohamed R., 2015, "How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models," MPRA Paper, University Library of Munich, Germany, number 68708, Dec.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben, 2015, "The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?," MPRA Paper, University Library of Munich, Germany, number 68966, Dec.
• Asongu, Simplice & El Montasser, Ghassen & Toumi, Hassen, 2015, "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," MPRA Paper, University Library of Munich, Germany, number 69442.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
• Perdomo Calvo, Jorge Andrés, 2015, "The Effects of the Bus Rapid Transit Infrastructure on the Property Values in Colombia," MPRA Paper, University Library of Munich, Germany, number 79611, Oct.
• Yin, Ming, 2015, "Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation," MPRA Paper, University Library of Munich, Germany, number 88111, Dec, revised 2018.
• Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
• Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
• Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015, "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers, University of Pretoria, Department of Economics, number 201511, Mar.
• Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
• Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 2, Feb.
• Karen Poghosyan, 2015, "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
• Annastiina Silvennoinen & Timo Terasvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," NCER Working Paper Series, National Centre for Econometric Research, number 108, Oct.
• Todd Stinebrickner & Ralph Stinebrickner & Nirav Mehta & Timothy Conley, 2015, "How social interactions determine input choices and outcomes in equilibrium: Evidence from a model of study time and academic achievement," 2015 Meeting Papers, Society for Economic Dynamics, number 1175.
• Bartosz Mackowiak, 2015, "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," 2015 Meeting Papers, Society for Economic Dynamics, number 66.
• Rahmi Yamak & Havvanur Feyza Erdem & Fatma Kolcu, 2015, "Comparing Equation of Exchange and Wage-Cost Mark-up Identity for Turkish Economy," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 58, pages 117-138, December.
• Gary Koop & Dimitris Korobilis, 2015, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 15-35, Sep.
• Jerry Hausman, 2015, "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 38, issue 2, pages 112-134.
• Ilya Tetin, 2015, "Underwriting cycle in Russia and macroeconomic indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 65-83.
• Anna Bakaykina, 2015, "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 40, issue 4, pages 106-128.
• K. M. Zahidul Islam & Sayed Farrukh Ahmed, 2015, "Stock Market Crash and Stock Return Volatility: Empirical Evidence from Dhaka Stock Exchange," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 38, issue 3, pages 25-34.
• Mihaela Simionescu, 2015, "A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 67-74.
• Oana Simona HUDEA, 2015, "Estimation and Variance Decomposition in a Small-size DSGE Model," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 121-127, January.
• Alessandro Giovannelli & Tommaso Proietti, 2015, "On the Selection of Common Factors for Macroeconomic Forecasting," CEIS Research Paper, Tor Vergata University, CEIS, number 332, Mar, revised 12 Mar 2015.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper, Tor Vergata University, CEIS, number 340, Apr, revised 10 Apr 2015.
• Alessandra Luati & Tommaso Proietti, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper, Tor Vergata University, CEIS, number 344, Jun, revised 05 Jun 2015.
• Vipul Kumar Singh, 2015, "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 258-289, December, DOI: 10.1177/0972652714567997.
• Dimitra Lamprou, 2015, "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 85-100.
• Elena Alexandra Toader, 2015, "Using Stanford Parser Method For Assessing The Competencies Of It Professionals," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003988, May.
• Serdar Neslihanoglu, 2015, "Financial Stock Market Co-movement and Correlation: Evidence in the European Union (EU) Area Before and After the October 2008 Financial Crisis," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604587, Jul.
• Behrooz Noori, 2015, "An analysis of mobile banking customers for a bank strategy and policy planning," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104516, Nov.
• . Harshita & Shveta Singh & Surendra S. Yadav, 2015, "Indian stock market and the asset pricing models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204802, Sep.
• Jerzy Marzec & Stanisław Czyż & Piotr Styrkowiec, 2015, "Grouped probit regression analysis for shooting effectiveness in basketball," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 135-150.
• Thomai Filippeli & Konstantinos Theodoridis, 2015, "DSGE priors for BVAR models," Empirical Economics, Springer, volume 48, issue 2, pages 627-656, March, DOI: 10.1007/s00181-013-0797-z.
• Michal Brzezinski, 2015, "Power laws in citation distributions: evidence from Scopus," Scientometrics, Springer;Akadémiai Kiadó, volume 103, issue 1, pages 213-228, April, DOI: 10.1007/s11192-014-1524-z.
• Marit Linnea Gjelsvik & Victoria Sparrman & Ragnar Nymoen, 2015, "Have inflation targeting and EU labour immigration changed the system of wage formation in Norway?," Discussion Papers, Statistics Norway, Research Department, number 824, Oct.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015, "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2015, Jun.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.
• Christopher Gibbs, 2015, "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers, School of Economics, The University of New South Wales, number 2015-05, Feb.
• Christian Hutter & Enzo Weber, 2015, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, volume 47, issue 33, pages 3540-3558, July, DOI: 10.1080/00036846.2015.1018672.
• Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.
• Joshua C. C. Chan & Eric Eisenstat, 2015, "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 3, pages 256-285, March, DOI: 10.1080/07474938.2014.944474.
• J. Miguel Marin & Genaro Sucarrat, 2015, "Financial density selection," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 13-14, pages 1195-1213, November, DOI: 10.1080/1351847X.2012.706906.
• Francis X. Diebold, 2015, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 1-1, January, DOI: 10.1080/07350015.2014.983236.
• Yan Li & Liangjun Su & Yuewu Xu, 2015, "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 203-220, April, DOI: 10.1080/07350015.2014.940082.
• Malte Knüppel, 2015, "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 270-281, April, DOI: 10.1080/07350015.2014.948175.
• Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015, "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 743-759, May, DOI: 10.1080/14697688.2014.947313.
• Hatice Gokce Karasoy & Caglar Yunculer, 2015, "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1519.
• Suleyman Hilmi Kal & Ferhat Arslaner & Nuran Arslaner, 2015, "Sources of Asymmetry and Non-linearity in Pass-Through of Exchange Rate and Import Price to Consumer Price Inflation for the Turkish Economy during Inflation Targeting Regime," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1530.
• Tugrul Gurgur & Zubeyir Kilinc, 2015, "In Search of the Drivers of the Turkish Consumer Confidence," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1538.
• Andrew J. Buck & George M. Lady, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers, Department of Economics, Temple University, number 1506, Jan.
• Guillaume Gaetan Martinet & Michael McAleer, 2015, "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-022/III, Feb.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015, "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-061/III, May.
• Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-083/III, Jul.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-086/III, Jul.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
• Kim Ristolainen, 2015, "Were the Scandinavian Banking Crises Predictable? A Neural Network Approach," Discussion Papers, Aboa Centre for Economics, number 99, Jan.
• Josh R. Stillwagon, 2015, "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers, Trinity College, Department of Economics, number 1502, Feb.
• Lavergne, Pascal, 2015, "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 15-562, Mar, revised May 2020.
• Diewert, W. Erwin, 2015, "A Note on the Flexibility of the Barnett and Hahm Functional Form," Economics working papers, Vancouver School of Economics, number erwin_diewert-2015-1, Jan, revised 09 Jan 2015.
• Guillaume Gaetan Martinet & Michael McAleer, 2015, "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-03, Feb.
• Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-04, Feb.
• Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
• Dmytro Pokidin, 2015, "National Bank of Ukraine Econometric Model for the Assessment of Banks' Credit Risk and Support Vector Machine Alternative," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 52-72, DOI: 10.26531/vnbu2015.234.052.
• Sylvain Barde, 2015, "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics, School of Economics, University of Kent, number 1504, Jan.
• Sylvain Barde, 2015, "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics, School of Economics, University of Kent, number 1507, Apr.
• Sylvain Barde, 2015, "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics, School of Economics, University of Kent, number 1519, Sep.
• Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi, 2015, "Identifying the sources of model misspecification," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1479, Feb, revised Jun 2018.
• Buncic, Daniel & Gisler, Katja I. M., 2015, "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1508, Mar.
• Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015, "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 20154.
• Guido W. Imbens, 2015, "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, volume 50, issue 2, pages 373-419.
• Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
• Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez, 2015, "La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1503, Jun.
• Maliková Zuzana & Kubák Matúš & Bačík Radovan & Fišar Miloš, 2015, "Governmental Research Support Programs and Private Entities in Slovakia," Review of Economic Perspectives, Sciendo, volume 14, issue 4, pages 345-371, January, DOI: 10.1515/revecp-2015-0004.
• Jesus Crespo Cuaresma & Philipp Piribauer, 2015, "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp199, Jul.
• Crespo Cuaresma, Jesus & Piribauer, Philipp, 2015, "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 199, Jul.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
• Firmin Doko Tchatoka, 2015, "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 137-146, February.
• Igor L. Kheifets, 2015, "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, volume 18, issue 1, pages 67-94, February.
• Raffaella Giacomini, 2015, "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 22-41, June.
• André K. Anundsen, 2015, "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 145-169, January.
• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015, "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 377-397, April.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015, "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 847-866, August, DOI: 10.1111/jmcb.12228.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015, "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500050.
• Hong Ben Yee, 2015, "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-25, DOI: 10.1142/S2010495215500062.
• Ovidiu Constantin BUNGET & Eusebiu Raducu BUREANA, 2015, "Testing the violation of conservatism accounting principle. Case study on Romanian listed entities," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 8, issue 2, pages 183-202, December.
• Adam Nowak & Patrick Smith, 2015, "Textual Analysis in Real Estate," Working Papers, Department of Economics, West Virginia University, number 15-34, Aug.
• YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "Testing Linearity Using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79, Mar.
• YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79a, Mar.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers, Department of Economics, University of York, number 15/18, Oct.
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015, "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 114569, May.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015, "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 03-2015.
• Deeken, Tim, 2015, "Knowledge spillovers: On the impact of genetic distance and data revisions," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 74, DOI: 10.5445/IR/1000050443.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015, "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118, DOI: 10.2139/ssrn.2694608.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015, "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-014.
• Neuhoff, Daniel, 2015, "Dynamics of real per capita GDP," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-039.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-048.
• Döhrn, Roland, 2015, "Der Prognostiker des Jahres: Ein Zufallsergebnis? Möglichkeiten einer mehrdimensionalen Evaluierung von Konjunkturprognosen," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 208.
• Conrad, Christian & Schienle, Melanie, 2015, "Misspecification Testing in GARCH-MIDAS Models," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112919.
• Demetrescu, Matei & Kruse, Robinson, 2015, "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113221.

2014

• Cati Torres & Sergio Colombo & Nick Hanley, 2014, "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2014-07, Oct.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2014-11, Nov.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1408, Aug.
• Cristiano Cantore & Paul Levine & Joseph Pearlman & Bo Yang, 2014, "CES Technology and Business Cycle Fluctuations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0414, Aug.
• Minxian Yang, 2014, "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers, School of Economics, The University of New South Wales, number 2014-16, Mar.
• Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2167-2177, June, DOI: 10.1080/00036846.2014.896987.
• Sule Akkoyunlu & Boriss Siliverstovs, 2014, "Does the law of one price hold in a high-inflation environment? A tale of two cities in Turkey," Applied Economics, Taylor & Francis Journals, volume 46, issue 26, pages 3236-3245, September, DOI: 10.1080/00036846.2014.925190.
• Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, volume 50, issue 1, pages 165-185, January, DOI: 10.1080/00220388.2013.847178.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014, "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 48-68, January, DOI: 10.1080/07350015.2013.844155.
• Cristina Amado & Timo Teräsvirta, 2014, "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 69-87, January, DOI: 10.1080/07350015.2013.847376.
• I. Sebastian Buhai & Coen N. Teulings, 2014, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 245-258, April, DOI: 10.1080/07350015.2013.866568.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014, "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, volume 31, issue 2, pages 131-153, June, DOI: 10.1080/09599916.2013.846930.
• Jos� Fajardo & Ernesto Mordecki, 2014, "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1619-1626, September, DOI: 10.1080/14697688.2011.618809.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014, "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-14.
• Bulent Ulasan, 2014, "Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1407.
• Mihaela Simionescu, 2014, "Directional accuracy for inflation and unemployment rate predictions in Romania," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 129-138, September.
• Andrew J. Buck & George M. Lady, 2014, "A New Approach to Model Verification, Falsification and Selection," DETU Working Papers, Department of Economics, Temple University, number 1403, Aug.
• Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2014, "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series, Institute for New Economic Thinking, number 3, Feb, DOI: 10.2139/ssrn.2585696.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014, "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-010/IV/DSF71, Jan.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-069/III, Jun.