Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2012

• Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012, "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper, University Library of Munich, Germany, number 70772, Apr.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012, "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper, University Library of Munich, Germany, number 73700, Jul.
• Melhem, Sadek & terraza, Michel & chikhi, Mohamed, 2012, "Cyclical Mackey Glass Model for Oil Bull Seasonal," MPRA Paper, University Library of Munich, Germany, number 76206, revised 2012.
• Omotosho, Babatunde S. & Doguwa, Sani I., 2012, "Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective," MPRA Paper, University Library of Munich, Germany, number 96125, Jun.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers, University of Pretoria, Department of Economics, number 201209, Mar.
• Gary Koop, 2012, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 143-167, September.
• Sofia D. ANASTASIADOU, 2012, "A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 102-111.
• Tian Xie, 2012, "Least Squares Model Averaging By Prediction Criterion," Working Paper, Economics Department, Queen's University, number 1299, Nov.
• John Muellbauer, 2012, "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Alexandra Heath & Frank Packer & Callan Windsor, "Property Markets and Financial Stability".
• Ferreyra, Jesús & Vásquez, José, 2012, "Proyección de precios de exportación utilizando tipos de cambio: Caso peruano," Working Papers, Banco Central de Reserva del Perú, number 2012-008, Feb.
• Barrera, Carlos, 2012, "El ciclo común y los grupos homogéneos en la inflación," Working Papers, Banco Central de Reserva del Perú, number 2012-010, Apr.
• Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012, "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-01, Jan.
• Gary Koop & Dimitris Korobilis, 2012, "Large Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 11_12, Mar.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2012, "Model Selection in Equations with Many 'Small' Effects," Working Paper series, Rimini Centre for Economic Analysis, number 53_12, Jul.
• Samuel K. Ampaabeng & Chih Ming Tang, 2012, "The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana," Working Paper series, Rimini Centre for Economic Analysis, number 64_12, Sep.
• Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012, "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series, Rimini Centre for Economic Analysis, number 65_12, Nov.
• Dimitris Korobilis, 2012, "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 67_12, Nov.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2012, "Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 36-69.
• Olga Demidova, 2012, "The European residents' attitude towards immigrants: A comparative analysis based on the ESS data," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 28, issue 4, pages 23-34.
• Vasilios Plakandaras & Theophilos Papadimitriou & Periklis Gogas, 2012, "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 5-2012, Jan.
• Lee, Chien Chiang & Chang, Chun Ping, 2012, "The Demand for Money in China: A Reassessment Using the Bounds Testing Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 74-94, March.
• Stratan, Alexandru & Chistruga, Marcel, 2012, "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 68-84, June.
• Pavelescu, Florin Marius, 2012, "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 122502, Mar.
• Georgeta VINTILA & Georgia Maria TOROAPA, 2012, "Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 2, pages 377-388, May.
• Łukasz Goczek, 2012, "Metody ekonometryczne w modelach wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 49-71.
• Katja Drechsel & Rolf Scheufele, 2012, "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers, Swiss National Bank, number 2012-16.
• Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012, "Estimating the system order by subspace methods," Computational Statistics, Springer, volume 27, issue 3, pages 411-425, September, DOI: 10.1007/s00180-011-0264-2.
• George Dikos & Dimitrios Thomakos, 2012, "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, volume 42, issue 1, pages 121-145, February, DOI: 10.1007/s00181-010-0412-5.
• Daniel Buncic, 2012, "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, volume 43, issue 1, pages 399-426, August, DOI: 10.1007/s00181-011-0460-5.
• Jens Hougaard & Tue Tjur & Lars Østerdal, 2012, "On the meaningfulness of testing preference axioms in stated preference discrete choice experiments," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 4, pages 409-417, August, DOI: 10.1007/s10198-011-0312-4.
• Lars Hansen & José Scheinkman, 2012, "Pricing growth-rate risk," Finance and Stochastics, Springer, volume 16, issue 1, pages 1-15, January, DOI: 10.1007/s00780-010-0141-9.
• Hassan Mohammadi & Mohammad Jahan-Parvar, 2012, "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 3, pages 766-779, July, DOI: 10.1007/s12197-010-9156-5.
• Guillaume Fréchette & John Kagel & Massimo Morelli, 2012, "Pork versus public goods: an experimental study of public good provision within a legislative bargaining framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 3, pages 779-800, April, DOI: 10.1007/s00199-011-0611-0.
• Alfredo Pereira & Jorge Andraz, 2012, "Social security and economic performance in Portugal: after all that has been said and done how much has actually changed?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 2, pages 83-100, August, DOI: 10.1007/s10258-012-0082-7.
• Matteo Barigozzi & Alessio Moneta, 2012, "Identifying the Independent Sources of Consumption Variation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2012/16, Sep.
• Yaw Osei Adofo & Joanne Evans & Lester Charles Hunt, 2012, "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 138, Nov.
• Paul Levine & Joseph Pearlman & Bo Yang, 2012, "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1012, Aug.
• James Morley & Jeremy Piger & Pao-Lin Tien, 2012, "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers, School of Economics, The University of New South Wales, number 2012-23, Mar.
• Hong il Yoo, 2012, "The perceived unreliability of rank-ordered data: an econometric origin and implications," Discussion Papers, School of Economics, The University of New South Wales, number 2012-46, Nov.
• Hong il Yoo, 2012, "The confounding effects of consumer heterogeneity on model-based inference of attribute non-attendance," Discussion Papers, School of Economics, The University of New South Wales, number 2012-47, Nov.
• Donghyun Oh & Almas Heshmati & Hans Lööf, 2012, "Technical change and total factor productivity growth for Swedish manufacturing and service industries," Applied Economics, Taylor & Francis Journals, volume 44, issue 18, pages 2373-2391, June, DOI: 10.1080/00036846.2011.564147.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012, "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, volume 44, issue 30, pages 3965-3985, October, DOI: 10.1080/00036846.2011.583226.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Andrew Patton & Allan Timmermann, 2012, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, DOI: 10.1080/07350015.2012.634337.
• Pascal Lavergne & Valentin Patilea, 2012, "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 41-52, DOI: 10.1198/jbes.2011.07152.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Victoria Prowse, 2012, "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 411-431, April, DOI: 10.1080/07350015.2012.697851.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 432-453, April, DOI: 10.1080/07350015.2012.693850.
• Lili Kang & Fei Peng, 2012, "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, volume 24, issue 4, pages 535-554, March, DOI: 10.1080/14631377.2012.729307.
• Giovanni Cerulli & Bianca Potì, 2012, "Evaluating the Robustness of the Effect of Public Subsidies on Firms' R&D: An Application to Italy," Journal of Applied Economics, Taylor & Francis Journals, volume 15, issue 2, pages 287-320, November, DOI: 10.1016/S1514-0326(12)60013-0.
• Nicolas Debarsy, 2012, "The Mundlak Approach in the Spatial Durbin Panel Data Model," Spatial Economic Analysis, Taylor & Francis Journals, volume 7, issue 1, pages 109-131, March, DOI: 10.1080/17421772.2011.647059.
• Doko Tchatoka, Firmin, 2012, "Testing for partial exogeneity with weak identification," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 14565, May, revised 31 May 2012.
• Doko Tchatoka, Firmin, 2012, "Specification tests with weak and invalid instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15063, Jun, revised 26 Jun 2012.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012, "Identification-robust inference for endogeneity parameters in linear structural models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15064, Aug, revised 01 Aug 2012.
• Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012, "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1209.
• Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers Series, Institute for New Economic Thinking, number 20, Oct, DOI: 10.2139/ssrn.2682713.
• Rodney Strachan & Herman K. van Dijk, 2012, "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-025/4, Mar.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-017.
• Magnus, J.R. & Wang, W., 2012, "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 889f1e52-6cc4-470e-87ce-2.
• Javier Mencía & Enrique Sentana, 2012, "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 133-152, February.
• Elena Andreou & Bas J. M. Werker, 2012, "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 88-99, February.
• John B. Taylor & Volker Wieland, 2012, "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 800-816, August.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2012, "A Trick of the (Pareto) Tail," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1206.
• Fève, Patrick & Jidoud, Ahmat, 2012, "Identifying News Shocks from SVARs," TSE Working Papers, Toulouse School of Economics (TSE), number 12-287, Mar.
• Fève, Patrick & Jidoud, Ahmat, 2012, "News Shocks, Information Flows and SVARs," TSE Working Papers, Toulouse School of Economics (TSE), number 12-286, Mar.
• Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-06, revised Apr 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-14, Jun.
• Yasmin Briceño Santafé & Giampaolo Orlandoni Merli, 2012, "Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 37, issue 34, pages 55-88, july-dece.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1404, Apr.
• Barbara Rossi, 2012, "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1405, Oct.
• Martínez Ibáñez, Óscar & Manjón Antolín, Miguel C. & Arauzo Carod, Josep Maria, 2012, "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/212205.
• Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012, "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1202, Jan.
• Roberta DE SANTIS, 2012, "The Impact Of Growth On Biodiversity: An Empirical Assessment," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 7, issue 3(21)/ Fa, pages 283-290.
• Gordan Stojić, 2012, "Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 3, pages 293-310.
• Mirjana Miletić, 2012, "Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 4, pages 475-499.
• Valente J. Matlaba & Mark Holmes & Philip McCann & Jacques Poot, 2012, "Agglomeration Externalities and 1981-2006 Regional Growth in Brazil," Working Papers in Economics, University of Waikato, number 12/07, Jun.
• Paweł Strawiński, 2012, "Small sample properties of matching with caliper," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2012-13, Jul.
• Zsuzsanna Csereklyei & Stefan Humer, 2012, "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp147, Nov.
• Csereklyei, Zsuzsanna & Humer, Stefan, 2012, "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 147, Nov.
• Tue Gørgens & Allan Würtz, 2012, "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, volume 15, issue 3, pages 462-489, October, DOI: j.1368-423X.2012.00382.x.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012, "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 603-624, June.
• Markku Lanne & Arto Luoma & Jani Luoto, 2012, "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 812-830, August.
• Dennis Fok & Richard Paap & Bram Van Dijk, 2012, "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 831-846, August.
• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012, "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 907-933, September.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012, "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 934-955, September.
• Xiaoshan Chen & Ronald Macdonald, 2012, "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1091-1116, September, DOI: 10.1111/j.1538-4616.2012.00524.x.
• Qaiser Munir & Kok Sook Ching & Fumitaka Furouka & Kasim Mansur, 2012, "The Efficient Market Hypothesis Revisited: Evidence From The Five Small Open Asean Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 03, pages 1-12, DOI: 10.1142/S021759081250021X.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012, "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-08.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-11.
• Tinschert, Jonas & Cremers, Heinz, 2012, "Fixed income strategies for trading and for asset management," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 191.
• Mora Rodriguez, Jhon James & Muro, Juan, 2012, "Consistent estimation of pseudo panels in the presence of selection bias," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-26.
• Qin, Duo & He, Xinhua, 2012, "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-56.
• Ulaşan, Bülent, 2012, "Cross-country growth empirics and model uncertainty: An overview," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-69, DOI: 10.5018/economics-ejournal.ja.2012-.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012, "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1799.
• Schmidt, Sebastian & Wieland, Volker, 2012, "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 52.
• Taylor, John B. & Wieland, Volker, 2012, "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 66.
• Dickhaus, Thorsten, 2012, "Simultaneous statistical inference in dynamic factor models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-033.
• Landau, Katja & Klasen, Stephan & Zucchini, Walter, 2012, "Measuring Vulnerability to Poverty Using Long-Term Panel Data," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 66057.
• De Rassenfosse, Gaétan & Wastyn, Annelies, 2012, "Selection bias in innovation studies: A simple test," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-012.
• 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, undated, "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 & Risk Management, Athenaeum University of Bucharest, volume 1, issue 26, pages 35-44, March.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Institute for Fiscal Studies, number 13/12, Jun, DOI: 10.1920/wp.cem.2012.1312.
• Guido Russi, 2012, "Estimating the Leverage Effect Using High Frequency Data," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-24, February.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012, "Which model to match?," Working Papers, Banco de España, number 1229, Aug.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012, "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 847, Jan.
• Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2012, "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 850, Jan.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012, "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 872, Jul.
• Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský, 2012, "Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 192, pages 25-40, January –.
• Stojanović Žaklina & Dragutinović-Mitrović Radmila, 2012, "The Serbian Functional Food Market: Does Regulation Make A Difference?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 193, pages 53-70, April- Ju.
• Pamfili Antipa & Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darn, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Working papers, Banque de France, number 401.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012, "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue Supplemen, pages 123-148, December, DOI: j.1467-8586.2012.00457.x.
• Ulrike Schneider & Martin Wagner, 2012, "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, volume 13, issue 1, pages 71-85, February.
• Szymon Wlazlowski & Birger Nilsson & Jane Binner & Monica Giulietti & Nathan Joseph, 2012, "New York Mark‐Ups On Petroleum Products," Manchester School, University of Manchester, volume 80, issue 2, pages 145-171, March, DOI: j.1467-9957.2010.02192.x.
• Antonello D’ Agostino & Domenico Giannone, 2012, "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 2, pages 306-326, April, DOI: j.1468-0084.2011.00642.x.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012, "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 345-366, September, DOI: j.1813-6982.2012.01328.x.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Francesco Furlanetto & Nicolas Groshenny, 2012, "Matching efficiency and business cycle fluctuations," Working Paper, Norges Bank, number 2012/07, Apr.
• Q. Farook Akram, 2012, "Macro effects of capital requirements and macroprudential policy," Working Paper, Norges Bank, number 2012/21, Dec.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp831, Jun.
• Schneider Ulrike & Wagner Martin, 2012, "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, De Gruyter, volume 13, issue 1, pages 71-85, February, DOI: 10.1111/j.1468-0475.2011.00541.x.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012, "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 49-70.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 557-567.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 591-600.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Oscar Jorda & Moritz Schularick & Alan Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers, University of California, Davis, Department of Economics, number 172, Oct.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012, "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/14, Jun, revised Apr 2013.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/15, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/17, Jul.
• Liu, Chunping & Minford, Patrick, 2012, "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/22, Aug, revised Dec 2013.
• Giacomini, Raffaella & Komunjer, Ivana, 2002, "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4n99t4wz, Jun.
• Giacomini, Raffaella, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt59s2g5j5, Jun.
• Giacomini, Raffaella & White, Halbert, 2003, "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5jk0j5jh, Jun.
• Giovanni Cerulli & Bianca Potì, 2012, "Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 287-320, November.
• Gebhard Flaig, 2012, "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," CESifo Working Paper Series, CESifo, number 3816.
• Robert Lehmann & Klaus Wohlrabe, 2012, "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series, CESifo, number 3956.
• Sasa Zikovic & Randall Filer, 2012, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 3980.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-217, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-219, May.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0170, Feb.
• Carlos Medel, 2012, "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile, Central Bank of Chile, number 657, Jan.
• Carlos Medel, 2012, "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile, Central Bank of Chile, number 658, Jan.
• Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Michael B. Devereux & Viktoria Hnatkovska, 2012, "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 509-534, May, DOI: 10.1111/j.1540-5982.2012.01707.x.
• Wolfgang Polasek, 2012, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
• Tito Yepes & Alejandro Vivas & Isabella Mu�oz & Alejandro Becerra & Felipe Castro & Juan Carlos Junca & Arturo Qui�ones, 2012, "Evaluación del marco regulatorio expedido por la Comisión de Regulación de Comunicaciones entre 2009 y 2011. Informe Final," Informes de Investigación, Fedesarrollo, number 12984, Dec.
• Elkin Argemiro Castano Velez & Jorge Sierra Almanza, 2012, "Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Fredy Ocaris Pérez Ramírez & Armando Len�n T�mara Ay�s, 2012, "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012, "Prior Selection for Vector Autoregressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 8755, Jan.
• Dolado, Juan J & Ortigueira, Salvador & Stucchi, Rodolfo, 2012, "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 8763, Jan.
• Muellbauer, John & Aron, Janine, 2012, "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers, Centre for Economic Policy Research, number 8800, Feb.
• Crawford, Gregory, 2012, "Endogenous Product Choice: A Progress Report," CEPR Discussion Papers, Centre for Economic Policy Research, number 8862, Feb.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers, Centre for Economic Policy Research, number 9056, Jul.
• Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012, "What causes banking crises? An empirical investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 9057, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, Centre for Economic Policy Research, number 9058, Jul.
• Minford, Patrick & Liu, Chunping, 2012, "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 9142, Sep.
• Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012, "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, volume 28, issue 4, pages 861-887, August.
• Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012, "The Log-Linear Return Approximation, Bubbles, and Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 3, pages 643-665, June.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012, "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1155-1185, December.
• Etner, François (ed.), 2012, "Comment justifier la multibancarité au sein des PME ?," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10919.
• Katja Landau & Stephan Klasen & Walter Zucchini, 2012, "Measuring Vulnerability to Poverty Using Long-Term Panel Data," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 481.
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012, "Comparing Labor Supply Elasticities in Europe and the US: New Results," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 525.
• A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012, "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers, Duke University, Department of Economics, number 12-01.
• Issa ALI & Reetu VERMA, 2012, "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.