Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2014

• 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.

2013

• Raffaella Giacomini, 2013, "The Relationship Between DSGE and VAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031001.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013, "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031002.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal ," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031008.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• Hoornweg, V., 2013, "Some Tools for Robustifying Econometric Analyses," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50163, Nov.
• Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
• Arzdar Kiraci, 2013, "Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables," International Econometric Review (IER), Economic Research Association, volume 5, issue 2, pages 43-52, September.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 327-359, August.
• Biao Gu & Jianfeng Wang & Jingfei Wu, 2013, "An Estimated DSGE Model for Business Cycle Analysis in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 3, pages 390-429, September.
• Anders Bredahl Kock & Timo Teräsvirta, 2013, "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, volume 26, issue 1, pages 13-24, Spring.
• Tukiainen, Janne, 2013, "Effects of minimum bid increment in internet auctions: Evidence from a field experiment," Working Papers, VATT Institute for Economic Research, number 44.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-37, DOI: 10.24148/wp2013-37.
• Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013, "Inflation in the Great Recession and New Keynesian models," Staff Reports, Federal Reserve Bank of New York, number 618.
• S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE model nonlinearities," Working Papers, Federal Reserve Bank of Philadelphia, number 13-47.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013, "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers, Federal Reserve Bank of Philadelphia, number 14-4, Dec.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013, "How Optimal is US Monetary Policy?," Working Papers, Business School - Economics, University of Glasgow, number 2013_08, Mar.
• He, Xiaoli & Jacobs, Jan & Kuper, Gerard & Ligthart, Jenny, 2013, "On the impact of the global financial crisis on the euro area," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 13011-EEF.
• Lorenzo Frattarolo & Dominique Guegan, 2013, "Empirical Projected Copula Process and Conditional Independence An Extended Version," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00881185, Oct.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917797, Oct.
• Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print), HAL, number hal-01410577, Jun, DOI: 10.1016/j.jmacro.2012.11.006.
• Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print, HAL, number hal-01410577, Jun, DOI: 10.1016/j.jmacro.2012.11.006.
• Fatih Karanfil & Ata Ozkaya, 2013, "Indirect Taxes, Social Expenditures and Poverty: What Linkage?," Post-Print, HAL, number hal-01449926.
• Nicolas Groshenny, 2013, "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Post-Print, HAL, number hal-04204720, Sep, DOI: 10.1017/S1365100512000053.
• Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Working Papers, HAL, number halshs-00804556, Mar.
• Olivier Bargain & Andreas Peichl, 2013, "Steady-State Labor Supply Elasticities: An International Comparison," Working Papers, HAL, number halshs-00805744, Mar.
• Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013, "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 75, Sep.
• Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi, 2013, "Testing for Panel Unit Roots under General Cross-Sectional Dependence," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 327, Oct.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2013, "Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2013:5, Feb.
• Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013, "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the ‘Death of Distance’ in International Trade," Working Paper Series, Research Institute of Industrial Economics, number 961, Mar.
• Stern, David & Enflo, Kerstin, 2013, "Causality Between Energy and Output in the Long-Run," Lund Papers in Economic History, Lund University, Department of Economic History, number 126, Jan.
• Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013, "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade," Working Papers, Lund University, Department of Economics, number 2013:5, Feb.
• Anundsen, André Kallåk, 2013, "Economic Regime Shifts and the US Subprime Bubble," Memorandum, Oslo University, Department of Economics, number 05/2013, Jan.
• Biørn, Erik, 2013, "Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence," Memorandum, Oslo University, Department of Economics, number 08/2013, Mar.
• Biørn, Erik, 2013, "Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression," Memorandum, Oslo University, Department of Economics, number 19/2013, Jun.
• Xiangrong Yu, 2013, "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research, number 172013, Oct.
• Masato Ubukata & Toshiaki Watanabe, 2013, "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-273, Jan.
• Hutter, Christian & Weber, Enzo, 2013, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201317.
• Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn, 2013, "Selection Bias in Innovation Studies. A Simple Test," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n08, Mar.
• Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013, "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 53-78.
• Lino Meraz Ruiz & Sonia Elizabeth Maldonado Radillo, 2013, "Use Of Content Validation On Sme’S Competitiveness Instruments,Validez De Contenido De Un Instrumento De Medicion De La Competitividad De Las Pymes Vitivinicolas Del Valle De Guadalupe," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 6, pages 103-114.
• Arun Advani & Tymon Sloczynski, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/13, Dec.
• Wolfgang Polasek, 2013, "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series, Institute for Advanced Studies, number 295, Apr.
• Hülya TÜTEK & Ünal SEVEN, 2013, "An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 330, pages 41-60.
• Önder BÜBERKÖKÜ, 2013, "GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 330, pages 81-104.
• Hiroshi Fujiki & Cheng Hsiao, 2013, "Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-03, Jun.
• Ting Wang & Edgar C. Merkle & Achim Zeileis, 2013, "Score-Based Tests of Measurement Invariance: Use in Practice," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-33, Oct.
• Hannah Frick & Carolin Strobl & Achim Zeileis, 2013, "Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-36, Dec.
• Carlos A. Medel, 2013, "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 1, pages 133-161, May.
• Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013, "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 17-45.
• Maria Elena Bontempi, 2013, "The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 47-56.
• Gilberto Antonelli, 2013, "The new Istat Macroeconometric Model: improvements in statistical information availability and labour force projection," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 5-16.
• Ottavio Ricchi, 2013, "Analyzing MeMo-It supply side properties," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 57-64.
• António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/05, Feb.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2013, "Modelling italian potential output and the output gap," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 7, Aug.
• Bargain, Olivier B. & Doorley, Karina, 2013, "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," IZA Discussion Papers, IZA Network @ LISER, number 7508, Jul.
• Bryan, Mark L. & Jenkins, Stephen P., 2013, "Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale," IZA Discussion Papers, IZA Network @ LISER, number 7583, Aug.
• Bargain, Olivier B. & Peichl, Andreas, 2013, "Steady-State Labor Supply Elasticities: A Survey," IZA Discussion Papers, IZA Network @ LISER, number 7698, Oct.
• Advani, Arun & Sloczynski, Tymon, 2013, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, IZA Network @ LISER, number 7874, Dec.
• Maylene Y Damoense-Azevedo, 2013, "Modeling long-run determinants of economic growth for the mauritian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 1-21, January-J.
• Savin Ivan, 2013, "A Comparative Study of the Lasso-type and Heuristic Model Selection Methods," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 4, pages 526-549, August, DOI: 10.1515/jbnst-2013-0406.
• John W. Keating, 2013, "What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201302, Jan.
• William A. Barnett & Taniya Ghosh, 2013, "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201306, Oct, revised Oct 2013.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013, "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, volume 9, issue 4, pages 725-755, November, DOI: 10.1007/s10436-012-0216-z.
• Rodolphe Buda, 2013, "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 4, pages 517-524, April, DOI: 10.1007/s10614-011-9291-x.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013, "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 56, issue 3, pages 437-456, November, DOI: 10.1007/s10640-013-9644-0.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013, "Erratum to: Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 56, issue 3, pages 457-457, November, DOI: 10.1007/s10640-013-9733-0.
• Aart Kraay & Norikazu Tawara, 2013, "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, volume 18, issue 3, pages 253-283, September, DOI: 10.1007/s10887-013-9092-2.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Hung-pin Lai, 2013, "Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 227-237, October, DOI: 10.1007/s11123-012-0319-6.
• Daniel Cavagnaro & Mark Pitt & Richard Gonzalez & Jay Myung, 2013, "Discriminating among probability weighting functions using adaptive design optimization," Journal of Risk and Uncertainty, Springer, volume 47, issue 3, pages 255-289, December, DOI: 10.1007/s11166-013-9179-3.
• Vo Le & David Meenagh & Patrick Minford & Zhirong Ou, 2013, "What Causes Banking Crises? An Empirical Investigation for the World Economy," Open Economies Review, Springer, volume 24, issue 4, pages 581-611, September, DOI: 10.1007/s11079-013-9274-8.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, volume 24, issue 5, pages 853-879, November, DOI: 10.1007/s11079-013-9271-y.
• Martin Kukuk & Michael Rönnberg, 2013, "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 467-483, April, DOI: 10.1007/s11156-012-0281-4.
• Katarina Juselius, 2013, "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers, University of Copenhagen. Department of Economics, number 14-01, Dec.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013, "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research, number 855, Mar.
• Diego Lemus & Elkin Castaño, 2013, "A test for the existence of a fractional root in a non-stationary time series," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 151-184.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 1, pages 121-148, April.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics, University of Munich, Department of Economics, number 17104, Sep.
• John-Oliver Engler & Stefan Baumgaertner, 2013, "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 265, Feb.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity Risk Prediction," Cahiers de recherche, CIRPEE, number 1312.
• David Ardia & Lennart F. Hoogerheide, 2013, "Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012," Cahiers de recherche, CIRPEE, number 1313.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche, CIRPEE, number 1322.
• Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa, 2013, "Microcrédit, pauvreté et autonomisation des femmes au Bénin," Working Papers PMMA, PEP-PMMA, number 2013-13.
• Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 159, Oct.
• John W. Keating, 2013, "Interpreting Permanent Shocks to Output When Aggregate Demand May Not Be Neutral in the Long Run," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 4, pages 747-756, June.
• Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
• Lorenzo Frattarolo & Dominique Guegan, 2013, "Empirical Projected Copula Process and Conditional Independence an Extended Version," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13068, Oct.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080r, Nov, revised Oct 2017, DOI: 10.1080/03610918.2018.1554104.
• D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2013, "Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/13.
• Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2013, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/13.
• Mateusz Pipień, 2013, "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers, Narodowy Bank Polski, number 151.
• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014, "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Food Price Volatility".
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, National Bureau of Economic Research, Inc, "Sovereign Debt and Financial Crises".
• Geert Bekaert & Marie Hoerova, 2013, "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18995, Apr.
• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013, "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19037, May.
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 19506, Oct.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," NBER Working Papers, National Bureau of Economic Research, Inc, number 19565, Oct.
• S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE Model Nonlinearities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19693, Dec.
• Khai Xiang Chiong, 2013, "Revealed Preference Tests of Network Formation Models," Working Papers, NET Institute, number 13-23, Sep.
• Todor Krastevich, 2013, "Predicting Consumer Choices Through Analysis of Interactions in Social Networks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 24-40, September.
• Peter Carr & Liuren Wu, 2013, "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 3-46, December.
• Jennifer Castle & David Hendry & Oleg Kitov, 2013, "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 674, Sep.
• Dionisio Ramirez & Gabriel Rodríguez, 2013, "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-367.
• Antonio Merlo & Thomas R.Palfrey, 2013, "External Validation of Voter Turnout Models by Concealed Parameter Recovery," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-012, Feb.
• Leonardo Melosi, 2013, "Signaling Effects of Monetary Policy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-029, Mar.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-059, Oct.
• Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013, "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-017, Aug, revised 25 Mar 2015.
• Bespalova, Olga, 2013, "Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study," MPRA Paper, University Library of Munich, Germany, number 117670, May, revised 30 Nov 2013.
• Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco, 2013, "Identifying corruption through latent class models: evidence from transition economies," MPRA Paper, University Library of Munich, Germany, number 43981, Jan.
• Guardabascio, Barbara & Ventura, Marco, 2013, "Estimating the dose-response function through the GLM approach," MPRA Paper, University Library of Munich, Germany, number 45013, Mar, revised 13 Mar 2013.
• Tsyplakov, Alexander, 2013, "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper, University Library of Munich, Germany, number 45186, Mar.
• Proietti, Tommaso & Luati, Alessandra, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper, University Library of Munich, Germany, number 45280, Mar.
• Koop, Gary & Korobilis, Dimitris, 2013, "A New Index of Financial Conditions," MPRA Paper, University Library of Munich, Germany, number 45463, Mar.
• Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 45523, Mar.
• Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel, 2013, "Testing rational speculative bubbles in Central European stock markets," MPRA Paper, University Library of Munich, Germany, number 46582, Feb.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper, University Library of Munich, Germany, number 46765, May.
• Bezemer, Dirk & Grydaki, Maria, 2013, "Debt and the U.S. Great Moderation," MPRA Paper, University Library of Munich, Germany, number 47399, Jun.
• Grydaki, Maria & Bezemer, Dirk, 2013, "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper, University Library of Munich, Germany, number 47424, Jun.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," MPRA Paper, University Library of Munich, Germany, number 47485, Mar.
• Teneng, Dean, 2013, "Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes," MPRA Paper, University Library of Munich, Germany, number 47851, Jun.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Teneng, Dean, 2013, "A note on NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47862, Jun.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013, "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper, University Library of Munich, Germany, number 49344, Aug.
• Bunčák, Tomáš, 2013, "Jump Processes in Exchange Rates Modeling," MPRA Paper, University Library of Munich, Germany, number 49882, Sep.
• GUO-FITOUSSI, Liang, 2013, "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper, University Library of Munich, Germany, number 50005, Sep.
• Cruz, Christopher John & Mapa, Dennis, 2013, "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper, University Library of Munich, Germany, number 50078.
• Barnett, William & Ghosh, Taniya, 2013, "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper, University Library of Munich, Germany, number 50131, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
• Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
• Bai, Jushan & Ando, Tomohiro, 2013, "Panel data models with grouped factor structure under unknown group membership," MPRA Paper, University Library of Munich, Germany, number 52782, Dec.
• Bai, Jushan & Ando, Tomohiro, 2013, "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper, University Library of Munich, Germany, number 52785, Jul, revised Dec 2013.
• Liu, Chu-An, 2013, "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper, University Library of Munich, Germany, number 54201, Oct.
• Karapanagiotidis, Paul, 2013, "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56801, Aug.
• Martin, Eisele & Zhu, Junyi, 2013, "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper, University Library of Munich, Germany, number 57666, Nov.
• Ciuiu, Daniel, 2013, "Qualitative variables and their reduction possibility. Application to time series models," MPRA Paper, University Library of Munich, Germany, number 59284, Jun, revised Aug 2013.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013, "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
  [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Using SARIMA Models]," MPRA Paper, University Library of Munich, Germany, number 84385, Nov, revised 2013.
• Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Identifying a financial conditions index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201333, Jul.
• Avgeris Nikolaos & Katrakilidis Constantinos, 2013, "A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 147-162, DOI: 10.18267/j.pep.445.
• Luigi Spaventa, 2013, "The use of econometric models for long-term policies: A critical view," PSL Quarterly Review, Economia civile, volume 66, issue 266, pages 267-290.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 61-79.
• Barrera, Carlos, 2013, "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-009, Jul.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Working Papers, Banco Central de Reserva del Perú, number 2013-010, Aug.
• Stelios D. Bekiros, 2013, "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series, Rimini Centre for Economic Analysis, number 21_13, Apr.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013, "Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?," Working Paper series, Rimini Centre for Economic Analysis, number 24_13, May.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 13-4, Sep.
• Neil Dias Karunaratne, 2013, "Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 3, pages 345-369.
• Stephan B. Bruns & Christian Gross, 2013, "What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 10/2013, Sep.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2013, Aug.
• Anna Batyra, 2013, "Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?," GIAM Working Papers, Galatasaray University Economic Research Center, number 13-2, Feb.
• Pavelescu, Marius Florin, 2013, "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-158, June.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Emilian Dobrescu, 2013, "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-31, December.
• Pavelescu, Florin Marius, 2013, "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132603, Sep.
• Miruna MAZURENCU MARINESCU, 2013, "Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2013, issue 20, pages 25-34, June.
• Roberta De Santis, 2013, "Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?," Rivista di Politica Economica, SIPI Spa, issue 3, pages 215-225, July-Sept.
• Lavinia Piemontese, 2013, "The Spread of Mafia in Northern Italy: The Role of Public Infrastructure," Rivista di Politica Economica, SIPI Spa, issue 4, pages 113-140, October-D.
• Tommaso Proietti & Alessandra Luati, 2013, "Generalised Linear Spectral Models," CEIS Research Paper, Tor Vergata University, CEIS, number 290, Oct, revised 03 Oct 2013.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
• Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
• Isaac Kalonda-Kanyama & William A. Barnett, 2013, "Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?," ERSA Working Paper Series, Economic Research Southern Africa, number 335, Mar.
• Ebru ÇaÄŸlayan, 2011, "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 73-91, April, DOI: 10.1177/097265271101000103.
• Vincenzo Candila, 2013, "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_228, Nov.
• Jaroslava Hlouskova & Martin Wagner, 2013, "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue 4, pages 445-492, December.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A001, Jan.
• Yu-Chin Hsu & Xiaoxia Shi, 2013, "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A004, May.
• Teodor Sedlarski & Angel Eremiev, 2013, "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 11, issue 1, pages 227-251, March.
• Marco Huwiler & Daniel Kaufmann, 2013, "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies, Swiss National Bank, number 2013-07.
• Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013, "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, volume 28, issue 2, pages 701-734, April, DOI: 10.1007/s00180-012-0325-1.
• John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013, "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, volume 44, issue 2, pages 719-737, April, DOI: 10.1007/s00181-011-0539-z.
• Luca Riccetti, 2013, "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, volume 44, issue 3, pages 1315-1336, June, DOI: 10.1007/s00181-012-0577-1.
• Antonio Arroyo & Aránzazu Juan, 2013, "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, volume 45, issue 2, pages 715-733, October, DOI: 10.1007/s00181-012-0634-9.
• Eilev Jansen, 2013, "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, volume 45, issue 2, pages 873-904, October, DOI: 10.1007/s00181-012-0640-y.
• 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.