Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2014

• Klein, Torsten L., 2014, "Communicating quantitative information: tables vs graphs," MPRA Paper, University Library of Munich, Germany, number 60514, Dec.
• Klein, Torsten L., 2014, "The small multiple in econometrics – a redesign," MPRA Paper, University Library of Munich, Germany, number 60521, Dec.
• Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2014, "Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries," MPRA Paper, University Library of Munich, Germany, number 60598, Dec.
• Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014, "Valid confidence intervals for post-model-selection predictors," MPRA Paper, University Library of Munich, Germany, number 60643, Dec.
• LONZO LUBU, Gastonfils, 2014, "Taille Optimale De L’Etat En Rd Congo
  [Optimal Size Of Government In The Democratic Republic Of Congo]," MPRA Paper, University Library of Munich, Germany, number 60715, Dec.
• Barrera-Chaupis, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
  [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper, University Library of Munich, Germany, number 60959, Dec.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014, "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper, University Library of Munich, Germany, number 61153.
• Ezzat, Hassan & Kirkulak, Berna, 2014, "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper, University Library of Munich, Germany, number 61160, Feb.
• O'Hare, Colin & Li, Youwei, 2014, "Identifying structural breaks in stochastic mortality models," MPRA Paper, University Library of Munich, Germany, number 62994, Oct.
• Tóth, Peter, 2014, "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
  [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper, University Library of Munich, Germany, number 63713, Oct.
• Kundu, Nobinkhor & Mollah, Muhammad Musharuf Hossain, 2014, "Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 65727, Aug, revised 14 Oct 2014.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014, "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
  [Dating structural changes in time series : the case of the Moroccan macroeconomic series]," MPRA Paper, University Library of Munich, Germany, number 68168, Dec.
• Piribauer, Philipp & Fischer, Manfred M., 2014, "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper, University Library of Munich, Germany, number 77548, Jun.
• Lu Wencong & Cheng Ying & Mohummed Shofi Ullah Mazumder, 2014, "Competent Alternative Model for the Peasants' Medical Expenditures in China: A Case of New Rural Cooperative Medical Service System (Nrcms) in Zhejiang Province," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 233-249, DOI: 10.18267/j.pep.482.
• Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
• Małgorzata Doman & Ryszard Doman, 2014, "Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 33-56, March.
• Alfredo A. Romero, 2014, "Where do Moderation Terms Come from in Binary Choice Models?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 57-68, March.
• Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014, "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 105-127, June.
• Ursel Baumann, 2014, "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers, Banco de Portugal, Economics and Research Department, number w201404.
• Richard Simper & Maximilian J.B. Hall & Wenbin B. Liu & Valentin Zelenyuk & Zhongbao Zhou, 2014, "How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP122014, Dec.
• Thomai Filippeli & Konstantinos Theodoridis, 2014, "DSGE Priors for BVAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 713, Mar.
• Barrera, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers, Banco Central de Reserva del Perú, number 2014-024, Dec.
• Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014, "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-03, May.
• Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014, "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers, Society for Economic Dynamics, number 506.
• Peussa, Aleksandr, 2014, "Forecast Models for Private Consumption," ETLA Reports, The Research Institute of the Finnish Economy, number 34, Oct.
• Paolo Zagaglia, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series, Rimini Centre for Economic Analysis, number 18_14, Jul.
• Gary Koop & Dimitris Korobilis, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 39_14, Nov.
• Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 44_14, Dec.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2014, "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 3-18.
• Marina Leshchaykina, 2014, "Econometric cross-country analysis of the living population social comfort," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 102-117.
• Mihaela Simionescu, 2014, "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 2, pages 131-140.
• Melike Bildirici & Özgür Ömer Ersin, 2014, "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-135, October.
• Emilian Dobrescu, 2014, "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Saman, Corina, 2014, "Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141110, Nov.
• Anna Alexandra FRUNZA & Vergil VOINEAGU, 2014, "Measurement and Statistical Analysis Of the Components Of Quality in Statistics," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 11, pages 11-18, November.
• Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU, 2014, "Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 7, pages 115-123, July.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.
• Allan Davids, 2026, "Housing Affordability in Cape Town: Evidence and Policy Recommendations," ERSA Working Paper Series, Economic Research Southern Africa, number 410, Oct.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2014, "Is There Really Granger Causality between Energy Use and Output?," The Energy Journal, , volume 35, issue 4, pages 101-134, October, DOI: 10.5547/01956574.35.4.5.
• Angus Armstrong & E. Philip Davis, 2014, "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, volume 230, issue 1, pages 3-15, November.
• Massimo Franchi & Paolo Paruolo, 2014, "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/6, Dec.
• Ji Ung Sun, 2014, "An Economic Analysis For The Capacitated Hub Location-Routing Problem," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100680, May.
• Valencia Herrera, Humberto, 2014, "Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada / Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 103-122, julio-dic.
• Antoni Chrzonstowski, 2014, "Wpływ systemów emerytalnych na efekt Laffera w krajach OECD," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 141-160.
• Robert Socha, 2014, "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.
• Zbigniew Kuchta, 2014, "Sztywność płac nominalnych w modelach DSGE małej skali. Analiza empiryczna dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 31-56.
• Yan Li & Liangjun Su & Yuewu Xu, 2014, "A Combined Approach to the Inference of Conditional Factor Models," Working Papers, Singapore Management University, School of Economics, number 10-2014, Aug.
• Xun Lu & Liangjun Su, 2014, "Jackknife Model Averaging for Quantile Regressions," Working Papers, Singapore Management University, School of Economics, number 11-2014, Aug.
• Atsushi Inoue & Lutz Kilian, 2014, "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1401, Feb.
• Atsushi Inoue & Mototsugu Shintania, 2014, "Quasi-Bayesian Model Selection," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1402, Feb.
• Duo Qin & Sophie van H¸llen & Qing-Chao Wang, 2014, "What Happens to Wage Elasticities When We Strip Playometrics? Revisiting Married Women Labour Supply Model," Working Papers, Department of Economics, SOAS University of London, UK, number 190, Dec.
• Paola Biffi & Gian Clemente, 2014, "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 255-286, October, DOI: 10.1007/s10203-012-0131-9.
• José Fajardo, 2014, "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 319-327, October, DOI: 10.1007/s10203-012-0136-4.
• Andrea Vaona, 2014, "A panel data approach to price–value correlations," Empirical Economics, Springer, volume 47, issue 1, pages 21-34, August, DOI: 10.1007/s00181-013-0733-2.
• Stefan Sperlich, 2014, "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, volume 47, issue 2, pages 427-450, September, DOI: 10.1007/s00181-013-0752-z.
• Masanori Mitsutsune & Takanori Adachi, 2014, "Estimating noncooperative and cooperative models of bargaining: an empirical comparison," Empirical Economics, Springer, volume 47, issue 2, pages 669-693, September, DOI: 10.1007/s00181-013-0755-9.
• Rafa Madariaga & Joan Martori & Ramon Oller, 2014, "Income, distance and amenities. An empirical analysis," Empirical Economics, Springer, volume 47, issue 3, pages 1129-1146, November, DOI: 10.1007/s00181-013-0772-8.
• Robert Lehmann & Klaus Wohlrabe, 2014, "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), volume 34, issue 1, pages 61-90, February, DOI: 10.1007/s10037-013-0083-8.
• Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014, "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, volume 79, issue 4, pages 569-584, October, DOI: 10.1007/s11336-013-9376-7.
• 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.
• Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-087/III, Jul.
• André Lucas & Xin Zhang, 2014, "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-092/IV/DSF77, Jul, revised 09 Sep 2015.
• Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-096/III, Jul.
• Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-125/III, Sep.
• Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014, "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-127/III, Sep.
• Maistre, Samuel & Lavergne, Pascal & Patilea, Valentin, 2014, "Powerful nonparametric checks for quantile regression," TSE Working Papers, Toulouse School of Economics (TSE), number 14-501, Jun.
• Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014, "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers, Toulouse School of Economics (TSE), number 14-502, Mar.
• Catalina M. Torres & Sergio Colombo & Nick Hanley, 2014, "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 65.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-15, Jun.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-22.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-24.
• Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-28.
• Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-29.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1416, Jan, revised Jul 2017.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1426, Jun, revised Nov 2014.
• Atsushi Inoue & Lu Jin & Barbara Rossi, 2014, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1435, Jun, revised Apr 2016.
• Raffaella Giacomini & Barbara Rossi, 2014, "Model comparisons in unstable environments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1437, Aug, revised Jan 2015.
• Raffaella Giacomini & Barbara Rossi, 2014, "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1476, Dec.
• Buncic, Daniel & Moretto, Carlo, 2014, "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1430, Sep.
• Buncic, Daniel & Piras, Gion Donat, 2014, "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1436, Dec, revised Oct 2015.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2014, "Comparing Labor Supply Elasticities in Europe and the United States: New Results," Journal of Human Resources, University of Wisconsin Press, volume 49, issue 3, pages 723-838.
• Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias, 2014, "Modelización econométrica de la demanda de turistas británicos a España," Working Papers, Universidade de Vigo, Departamento de Economía Aplicada, number 1404, Nov.
• Michał Brzeziński, 2014, "Empirical modeling of the impact factor distribution," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-01, Jan.
• Michał Brzeziński, 2014, "Power laws in citation distributions: Evidence from Scopus," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-05, Feb.
• Guilherme Resende & Tulio Cravo & Alexandre Carvalho, 2014, "The Impact of Brazilian Regional Development Funds on Regional Economic Growth: A spatial panel approach," ERSA conference papers, European Regional Science Association, number ersa14p123, Nov.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, volume 124, issue 579, pages 954-976, September.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014, "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, volume 17, issue 1, pages 165-187, February.
• Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014, "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 758-773, August.
• Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014, "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 80-94, January.
• Klaus Wohlrabe & Teresa Buchen, 2014, "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 4, pages 231-242, July.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014, "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, volume 5, issue , pages 29-66, March.
• Azam, Kazim, 2014, "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1053.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.
• Jin Seo Cho & Halbert White, 2014, "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2014rwp-67, Jul.
• Vilsmeier, Johannes, 2014, "Updating the option implied probability of default methodology," Discussion Papers, Deutsche Bundesbank, number 43/2014.
• Sacht, Stephen, 2014, "Identification of prior information via moment-matching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-04.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014, "Impulse response matching estimators for DSGE models," CFS Working Paper Series, Center for Financial Studies (CFS), number 498.
• Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014, "Do media data help to predict German industrial production?," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 149.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014, "Bank's strategies during the financial crisis," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 25.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Offermanns, Christian J., 2014, "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/25.
• Golosnoy, Vasyl & Rossen, Anja, 2014, "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 156.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-8.
• Juselius, Katarina, 2014, "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2014-.
• Mora, Jhon James & Muro, Juan, 2014, "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-25, DOI: 10.5018/economics-ejournal.ja.2014-.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014, "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers, Kiel Institute for the World Economy, number 1902.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014, "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2014.
• Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014, "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-008.
• Zhu, Yanyuan & Feng, Xiao, 2014, "China's national production function since 1997: A reinvestigation," Working Papers in Economics, Bundeswehr University Munich, Economic Research Group, number 2014,2.
• Wagner, Martin & Wied, Dominik, 2014, "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100386.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014, "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100393.
• Rafael Weißbach, Rafael & Voß, Sebastian, 2014, "A score-test on measurement errors in rating transition times," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100532.
• Teresa, Buchen & Wohlrabe, Klaus, 2014, "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100626.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014, "Structural labor supply models and wage exogeneity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-040.
• Koesler, Simon, 2014, "Specifying parameters in computable general equilibrium models using optimal fingerprint detection methods," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-092.

2013

• Annalisa Fabretti, 2013, "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 2, pages 277-293, October, DOI: 10.1007/s11403-012-0096-3.
• Tomislav Kovandzic & Mark E. Schaffer & Gary Kleck, 2013, "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," Journal of Quantitative Criminology, Springer, volume 29, issue 4, pages 477-541, December, DOI: 10.1007/s10940-012-9185-7.
• Gabriele Spilker & Tobias Böhmelt, 2013, "The impact of preferential trade agreements on governmental repression revisited," The Review of International Organizations, Springer, volume 8, issue 3, pages 343-361, September, DOI: 10.1007/s11558-012-9155-8.
• Dierk Herzer & Oliver Morrissey, 2013, "Foreign aid and domestic output in the long run," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 149, issue 4, pages 723-748, December, DOI: 10.1007/s10290-013-0169-y.
• Christopher CRUZ & Claire MAPA, 2013, "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 4, issue 2, pages 136-150.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers, Statistics Norway, Research Department, number 731, Jan.
• Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2013, "Returns to public R&D grants and subsidies," Discussion Papers, Statistics Norway, Research Department, number 740, May.
• André K. Anundsen & Eilev S. Jansen, 2013, "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers, Statistics Norway, Research Department, number 756, Oct.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013, "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-05, May.
• Miguel Belmonte & Gary Koop, 2013, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1302, Jan.
• Gary Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1303, Jan.
• Gary Koop & Dimitris Korobilis, 2013, "A new index of financial conditions," Working Papers, University of Strathclyde Business School, Department of Economics, number 1307, Jun.
• Olutomi I Adeyemi & Lester C Hunt, 2013, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 142, Sep.
• Paul Levine & Peter McAdam & Peter Welz, 2013, "On Habit and the Socially Efficient Level of Consumption and Work Effort," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0713, Oct.
• Robert E. Marks, 2013, "Validation and Functional Complexity," Discussion Papers, School of Economics, The University of New South Wales, number 2013-30, Oct.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity risk prediction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1333-1339, September, DOI: 10.1080/13504851.2013.806775.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013, "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, volume 45, issue 21, pages 3024-3034, July, DOI: 10.1080/00036846.2012.690937.
• William A. Barnett & Isaac Kalonda Kanyama, 2013, "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," Applied Economics, Taylor & Francis Journals, volume 45, issue 29, pages 4169-4183, October, DOI: 10.1080/00036846.2013.768014.
• Christoph Rothe & Dominik Wied, 2013, "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 501, pages 314-324, March, DOI: 10.1080/01621459.2012.736903.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 16875, Aug, revised 05 Aug 2013.
• He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E., 2013, "On the Impact of the Global Financial Crisis on the Euro Area," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17209, Oct, revised 16 Oct 2013.
• Giray Gozgor, 2013, "The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 1, pages 7-18, April.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 11, Jul.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 307, Jul.
• Bernard FINGLETON & Silvia PALOMBI, 2013, "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 38, pages 49-92.
• Lavergne, Pascal, 2013, "Model Equivalence Tests in a Parametric Framework," TSE Working Papers, Toulouse School of Economics (TSE), number 13-379, Feb.
• Valerio Filoso, 2013, "Regression anatomy, revealed," Stata Journal, StataCorp LLC, volume 13, issue 1, pages 92-106, March.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1368, Feb.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1370, Feb.
• Matteo Barigozzi & Christian T. Brownlees, 2013, "Nets: Network estimation for time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1391, Oct.
• Audrino, Francesco & Fengler, Matthias, 2013, "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1311, Mar.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
• Maddalena Cavicchioli, 2013, "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:03.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Myriam Tabasso & Giuseppe Arbia, 2013, "Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining," ERSA conference papers, European Regional Science Association, number ersa13p1004, Nov.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting GDP at the regional level with many predictors," ERSA conference papers, European Regional Science Association, number ersa13p15, Nov.
• Zsuzsanna Csereklyei, 2013, "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp151, Mar.
• Manfred M. Fischer & Philipp Piribauer, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp158, Oct.
• Csereklyei, Zsuzsanna, 2013, "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 151, Mar.
• Fischer, Manfred M. & Piribauer, Philipp, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 158, Oct.
• Rodney W. Strachan & Herman K. Van Dijk, 2013, "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 385-402, February, DOI: 10.1111/j.1468-2354.2012.00737.x.
• Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013, "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 62-81, January.
• Dimitris Korobilis, 2013, "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 204-230, March.
• Daniel L. Millimet & Rusty Tchernis, 2013, "Estimation Of Treatment Effects Without An Exclusion Restriction: With An Application To The Analysis Of The School Breakfast Program," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 6, pages 982-1017, September.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
• Chun-Ping Chang & Chien-Chiang Lee, 2013, "The Economic Voting Hypothesis In The Presence Of Threshold Effects: Evidence From Asymmetric Modeling," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 01, pages 1-29, DOI: 10.1142/S0217590813500045.
• Christian Dreger & Jürgen Wolters, 2013, "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series, FIW, number 119, Apr.
• Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
• Jakub Nowotarski, 2013, "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/17, Dec.