Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2013

• Gilles Duranton, 2013, "The Growth of U.S. Cities," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 857-876.
• Marcel-Cristian Voia & Mihailo Radoman, 2013, "Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players," Carleton Economic Papers, Carleton University, Department of Economics, number 13-01, Jan.
• Jelena Stanković & Vesna Janković-Milić & Snežana Radukić, 2013, "Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 2, issue 3, pages 29-46.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013, "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/4, Mar.
• Taylor, Nick & Xu, Yongdeng, 2013, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/7, Apr.
• Le, Vo Phuong Mai & Meenagh, David, 2013, "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/8, Jun.
• Adama BAH, 2013, "Finding the Best Indicators to Identify the Poor," Working Papers, CERDI, number 201324.
• Teresa Buchen & Klaus Wohlrabe, 2013, "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series, CESifo, number 4148.
• Michael Melvin & John Prins & Duncan Shand, 2013, "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series, CESifo, number 4238.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series, CESifo, number 4431.
• Tim Oliver Berg & Steffen Henzel, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 155.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 171.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, volume 46, issue 4, pages 1160-1195, November, DOI: 10.1111/caje.12057.
• Gabriele Fiorentini & Enrique Sentana, 2013, "Dynamic Specification Tests for Dynamic Factor Models," Working Papers, CEMFI, number wp2013_1306, Jun.
• Gilles Duranton & Diego Puga, 2013, "The Growth of Cities," Working Papers, CEMFI, number wp2013_1308, Jul.
• Cristina Borra & Luis Palma & M. Carmen Gonz�lez & Luis F. Aguado, 2013, "Evaluation of an Active Labour Market Programme in a Context of High Unemployment," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Mateo Clavijo, 2013, "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Mauricio G. Villena & Ericka Y. Lafuente, 2013, "Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Santiago Medina Hurtado & Jorge Aníbal Restrepo Morales, 2013, "Estimación de la utilidad en riesgo de una empresa de transmisión de energía eléctrica considerando variables económicas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero, 2013, "Metodología para un scoring de clientes sin referencias crediticias," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Mariana Gerstenbluth & Natalia Melgar & Máximo Rossi, 2013, "Ingreso y desigualdad: ¿Cómo afectan a la felicidad en América Latina?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Enrique Pinilla Rodríguez & Juan de Dios Jiménez Aguilera & Roberto Montero Granados, 2013, "Gasto público y crecimiento económico. Un estudio empírico para América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• H�ctor Manuel Z�arte Solano & Ang�lica Rengifo G�mez, 2013, "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia, Banco de la Republica, number 10462, Feb.
• Dennis Sánchez Navarro, 2013, "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 35-50, DOI: 10.32468/Espe.7203.
• Jorge Iván Pérez G. & Karen Lorena Gonz�lez C. & Mauricio Lopera C., 2013, "Modelos de predicción de la fragilidad empresarial: aplicación al caso colombiano para el ano 2011," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 205-228.
• Diego Fernando Lemus Polanía & Elkin Argemiro Casta�o V�lez, 2013, "Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 151-184.
• Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & voorheen CPB), 2013, "A structural analysis of labour supply elasticities in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 235, Mar.
• Joanna Gorna & Karolina Gorna & Elzbieta Szulc, 2013, "Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 127-144.
• Anna Czapkiewicz & Artur Machno, 2013, "Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 13, pages 145-162.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013, "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9411, Mar.
• Rossi, Barbara & Gürkaynak, Refet & KısacıkoÄŸlu, Burçin, 2013, "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9576, Jul.
• Werker, Bas J M & Andreou, Elena, 2013, "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9583, Aug.
• Duranton, Gilles & Puga, Diego, 2013, "The growth of cities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9590, Aug.
• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9678, Oct.
• Mackowiak, Bartosz & Jarocinski, Marek, 2013, "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9686, Oct.
• Muellbauer, John & Aron, Janine & Rankin, Neil & Creamer, Kenneth, 2013, "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9735, Nov.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers, Center for Research in Economics and Statistics, number 2013-21, Dec.
• Montes-Rojas, G. & Galvao Jr, A. F., 2013, "Bayesian Endogeneity Bias Modeling," Working Papers, Department of Economics, City St George's, University of London, number 13/09.
• Lanne, Markku & Saikkonen, Pentti, 2013, "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, volume 29, issue 3, pages 447-481, June.
• Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013, "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 45, issue 1, pages 79-94, February.
• Groshenny, Nicolas, 2013, "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 6, pages 1311-1329, September.
• Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
• Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1919, Oct.
• Igor Kheifets & Carlos Velasco, 2013, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924, Nov.
• Aris Spanos & Niki Papadopoulou, 2013, "A Small Macroeconometric Model for the Cyprus Economy," Working Papers, Central Bank of Cyprus, number 2013-2, Aug.
• Hong Lan & Alexander Meyer-Gohde, 2013, "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 196, revised .
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
• Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013, "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 154.
• Jia Li & Andrew J. Patton, 2013, "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-27.
• de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2013, "Introducing the ECB indicator on euro area industrial new orders," Occasional Paper Series, European Central Bank, number 149, Jun.
• Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009, "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series, European Central Bank, number 1002, Feb.
• Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009, "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series, European Central Bank, number 1115, Nov.
• Jarociński, Marek, 2010, "Imposing parsimony in cross-country growth regressions," Working Paper Series, European Central Bank, number 1234, Aug.
• Wieland, Volker & Taylor, John B., 2010, "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series, European Central Bank, number 1261, Nov.
• Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011, "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series, European Central Bank, number 1363, Jul.
• Nicoletti, Giulio & Passaro, Raffaele, 2012, "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series, European Central Bank, number 1447, Jul.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Jarociński, Marek & Maćkowiak, Bartosz, 2013, "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series, European Central Bank, number 1600, Oct.
• Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013, "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Yale University, Department of Economics, number 114, May.
• Miguel, Belmonte & Gary, Koop, 2013, "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-34.
• Gary, Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-35.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-47.
• Gary, Koop & Dimitris, Korobilis, 2013, "A New Index of Financial Conditions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-48.
• Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013, "How Optimal is US Monetary Policy?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-53.
• Boris Blagov, 2013, "Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-8, Dec, revised 09 Dec 2013.
• Hadad, Muliaman D. & Hall, Maximilian J.B. & Santoso, Wimboh & Simper, Richard, 2013, "Economies of scale and a process for identifying hypothetical merger potential in Indonesian commercial banks," Journal of Asian Economics, Elsevier, volume 26, issue C, pages 42-51, DOI: 10.1016/j.asieco.2013.04.006.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
• Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo, 2013, "Design limits and dynamic policy analysis," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2710-2728, DOI: 10.1016/j.jedc.2013.07.008.
• Poghosyan, Karen & Boldea, Otilia, 2013, "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, volume 30, issue C, pages 136-148, DOI: 10.1016/j.econmod.2012.09.008.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
• Kato, Takafumi, 2013, "A comparison of spatial error models through Monte Carlo experiments," Economic Modelling, Elsevier, volume 30, issue C, pages 743-753, DOI: 10.1016/j.econmod.2012.10.010.
• Barnett, William A. & Eryilmaz, Unal, 2013, "Hopf bifurcation in the Clarida, Gali, and Gertler model," Economic Modelling, Elsevier, volume 31, issue C, pages 401-404, DOI: 10.1016/j.econmod.2012.11.051.
• Guo, Zhichao & Feng, Yuanhua, 2013, "Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany," Economic Modelling, Elsevier, volume 31, issue C, pages 474-483, DOI: 10.1016/j.econmod.2012.12.015.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013, "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 312-325, DOI: 10.1016/j.econmod.2013.04.001.
• Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013, "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, volume 33, issue C, pages 482-492, DOI: 10.1016/j.econmod.2013.04.028.
• Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013, "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, volume 33, issue C, pages 867-883, DOI: 10.1016/j.econmod.2013.05.014.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Sin, Chor-Yiu (CY), 2013, "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 552-564, DOI: 10.1016/j.najef.2013.02.021.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Zhang, Lingxiang, 2013, "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, volume 118, issue 1, pages 189-191, DOI: 10.1016/j.econlet.2012.10.018.
• Mao, Guangyu, 2013, "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, volume 118, issue 3, pages 497-501, DOI: 10.1016/j.econlet.2012.12.035.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Atak, Alev & Kapetanios, George, 2013, "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, volume 120, issue 2, pages 224-228, DOI: 10.1016/j.econlet.2013.03.051.
• Valadkhani, Abbas & Bollen, Bernard, 2013, "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, volume 120, issue 3, pages 491-494, DOI: 10.1016/j.econlet.2013.06.006.
• Chicu, Mark & Masten, Matthew A., 2013, "A specification test for discrete choice models," Economics Letters, Elsevier, volume 121, issue 2, pages 336-339, DOI: 10.1016/j.econlet.2013.08.024.
• Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan, 2013, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, Elsevier, volume 121, issue 3, pages 546-549, DOI: 10.1016/j.econlet.2013.10.020.
• Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 106-126, DOI: 10.1016/j.jeconom.2012.09.002.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013, "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 82-94, DOI: 10.1016/j.jeconom.2013.01.004.
• Arbués, Ignacio, 2013, "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 61-70, DOI: 10.1016/j.jeconom.2012.02.009.
• Inoue, Atsushi & Kilian, Lutz, 2013, "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2013.02.009.
• Koop, Gary & Korobilis, Dimitris, 2013, "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 185-198, DOI: 10.1016/j.jeconom.2013.04.007.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013, "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 199-212, DOI: 10.1016/j.jeconom.2013.04.008.
• Gallegati, Marco & Ramsey, James B., 2013, "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 138-150, DOI: 10.1016/j.jempfin.2013.10.003.
• Kang, Sang Hoon & Yoon, Seong-Min, 2013, "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, volume 36, issue C, pages 354-362, DOI: 10.1016/j.eneco.2012.09.010.
• Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013, "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, volume 36, issue C, pages 698-707, DOI: 10.1016/j.eneco.2012.11.016.
• Chen, Chien-Ming, 2013, "A critique of non-parametric efficiency analysis in energy economics studies," Energy Economics, Elsevier, volume 38, issue C, pages 146-152, DOI: 10.1016/j.eneco.2013.03.009.
• Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, volume 38, issue C, pages 96-110, DOI: 10.1016/j.eneco.2013.03.013.
• Stern, David I. & Enflo, Kerstin, 2013, "Causality between energy and output in the long-run," Energy Economics, Elsevier, volume 39, issue C, pages 135-146, DOI: 10.1016/j.eneco.2013.05.007.
• Chang, Kuang-Liang & Yu, Shih-Ti, 2013, "Does crude oil price play an important role in explaining stock return behavior?," Energy Economics, Elsevier, volume 39, issue C, pages 159-168, DOI: 10.1016/j.eneco.2013.05.008.
• Venditti, Fabrizio, 2013, "From oil to consumer energy prices: How much asymmetry along the way?," Energy Economics, Elsevier, volume 40, issue C, pages 468-473, DOI: 10.1016/j.eneco.2013.07.008.
• Bruns, Stephan B. & Gross, Christian, 2013, "What if energy time series are not independent? Implications for energy-GDP causality analysis," Energy Economics, Elsevier, volume 40, issue C, pages 753-759, DOI: 10.1016/j.eneco.2013.08.020.
• Tong, Bin & Wu, Chongfeng & Zhou, Chunyang, 2013, "Modeling the co-movements between crude oil and refined petroleum markets," Energy Economics, Elsevier, volume 40, issue C, pages 882-897, DOI: 10.1016/j.eneco.2013.10.008.
• Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles, 2013, "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Energy Economics, Elsevier, volume 40, issue C, pages 90-109, DOI: 10.1016/j.eneco.2013.05.015.
• Vivian, Andrew & Wohar, Mark E., 2013, "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 40-50, DOI: 10.1016/j.irfa.2012.05.002.
• Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M., 2013, "Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 202-211, DOI: 10.1016/j.irfa.2012.12.001.
• Martin, Christopher & Milas, Costas, 2013, "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 654-661, DOI: 10.1016/j.jfs.2012.08.002.
• Spiliopoulos, Leonidas, 2013, "Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching," Games and Economic Behavior, Elsevier, volume 81, issue C, pages 69-85, DOI: 10.1016/j.geb.2013.04.005.
• Dixon, Peter B. & Rimmer, Maureen T., 2013, "Validation in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00019-5.
• Schmidt, Sebastian & Wieland, Volker, 2013, "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00022-5.
• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013, "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, volume 31, issue 5, pages 368-381, DOI: 10.1016/j.ijindorg.2013.06.003.
• Blackburn, Craig & Sherris, Michael, 2013, "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 64-73, DOI: 10.1016/j.insmatheco.2013.04.007.
• Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
• Grydaki, Maria & Bezemer, Dirk, 2013, "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4615-4626, DOI: 10.1016/j.jbankfin.2013.01.039.
• Lönnbark, Carl, 2013, "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 847-853, DOI: 10.1016/j.jbankfin.2012.10.013.
• Reboredo, Juan C., 2013, "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2665-2676, DOI: 10.1016/j.jbankfin.2013.03.020.
• Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013, "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3286-3294, DOI: 10.1016/j.jbankfin.2013.04.022.
• Wu, Meng-Wen & Shen, Chung-Hua, 2013, "Corporate social responsibility in the banking industry: Motives and financial performance," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3529-3547, DOI: 10.1016/j.jbankfin.2013.04.023.
• Elsinger, Helmut, 2013, "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 91, issue C, pages 131-138, DOI: 10.1016/j.jebo.2013.04.008.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Ampaabeng, Samuel K. & Tan, Chih Ming, 2013, "The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana," Journal of Health Economics, Elsevier, volume 32, issue 6, pages 1013-1027, DOI: 10.1016/j.jhealeco.2013.08.001.
• Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013, "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 191-210, DOI: 10.1016/j.jimonfin.2013.04.004.
• Kawakami, Kei, 2013, "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.01.006.
• Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 175-187, DOI: 10.1016/j.jmacro.2012.11.006.
• Keating, John W., 2013, "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 203-217, DOI: 10.1016/j.jmacro.2013.07.007.
• Yu, Xiangrong, 2013, "Measurement error and policy evaluation in the frequency domain," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 307-329, DOI: 10.1016/j.jmacro.2013.09.020.
• Barnett, William A. & Ghosh, Taniya, 2013, "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, volume 10, issue 1, pages 53-64, DOI: 10.1016/j.jeca.2013.09.003.
• Abbas, Faisal & Choudhury, Nirmalya, 2013, "Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 538-553, DOI: 10.1016/j.jpolmod.2012.09.001.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Jin, Fei & Lee, Lung-fei, 2013, "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 590-616, DOI: 10.1016/j.regsciurbeco.2013.03.003.
• Elsinger, Helmut, 2013, "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 838-840, DOI: 10.1016/j.regsciurbeco.2013.04.007.
• Gallegati, Marco & Ramsey, James B., 2013, "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, volume 25, issue C, pages 60-73, DOI: 10.1016/j.strueco.2013.02.002.
• Herzer, Dierk, 2013, "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, volume 44, issue C, pages 194-211, DOI: 10.1016/j.worlddev.2012.09.014.
• David I. Stern & Kerstin Enflo, 2013, "Causality Between Energy and Output in the Long-Run," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-01, Jan.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1307, Mar.
• Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz, 2013, "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Economic Growth Center, Yale University, number 1023, May.
• Fatih KARANFIL & Ata OZKAYA, 2013, "Indirect Taxes, Social Expenditures and Poverty:What Linkage?," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 337-350.
• Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013, "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 52626, Sep.
• Gerba, Eddie & Hauzenberger, Klemens, 2013, "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56393, Mar.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2013, "Institutional heterogeneity in social dilemma games: a Bayesian examination," Chapters, Edward Elgar Publishing, chapter 2, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
• 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.

2012

• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Christian Bach & Matt P. Dziubinski, 2012, "Commodity derivatives pricing with inventory effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-06, Feb.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, New Economic School (NES), number w0170, Feb.
• Ali Acaravci & Ilhan Ozturk, 2012, "Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 246-257, February.
• Matevž Rasković & Barbara Mörec, 2012, "Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 32, pages 522-536, June.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012, "International Pork Trade and Foot-and-Mouth Disease," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124356, DOI: 10.22004/ag.econ.124356.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012, "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124363, Jun, DOI: 10.22004/ag.econ.124363.
• Mandal, Maitreyi & Lagerkvist, Carl Johan, 2012, "A Comparison of Traditional and Copula based VaR with Agricultural portfolio," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124387, DOI: 10.22004/ag.econ.124387.
• Singbo, Alphonse G. & Emvalomatis, Grigorios & Alfons, Oude Lansink, 2013, "Assessing the impact of crop specialization on farms’ performance in vegetables farming in Benin: a non-neutral stochastic frontier approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149172, DOI: 10.22004/ag.econ.149172.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012, "Foot-and-Mouth Disease Impacts on U.S. Pork Exports: A Comparative Study of the Spatial Econometric Model versus the Gravity Model," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 124593, Aug, DOI: 10.22004/ag.econ.124593.
• MacDonald, Stephen & Pan, Suwen & Hudson, Darren & Tuan, Francis C., 2012, "Chinese Domestic Textile Demand: Where They Buy Does Matter," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126354, DOI: 10.22004/ag.econ.126354.
• Xie, Tian, 2012, "Least Squares Model Averaging by Prediction Criterion," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274619, Nov, DOI: 10.22004/ag.econ.274619.
• Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, , "Testing for optimal monetary policy via moment inequalities," Economic Research Papers, University of Warwick - Department of Economics, number 270654, DOI: 10.22004/ag.econ.270654.
• Rabeh Khalfaoui & Mohammed Boutahar, 2012, "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1208, Mar.
• Tamás Kristóf & Miklós Virág, 2012, "Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 2, pages 205-228, June.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2012, "Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination," Working Papers, University of Alaska Anchorage, Department of Economics, number 2012-04, Nov.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012, "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers, arXiv.org, number 1201.1840, Jan, revised Oct 2012.
• Nadia STOIAN & Mariana BALAN, 2012, "Stochastic Models For Credit Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 1, issue 26, pages 35-44, March.