Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2010

• Barrera, Carlos R., 2010, "Redes neuronales para predecir el tipo de cambio diario," Working Papers, Banco Central de Reserva del Perú, number 2010-001, Jan.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2010-04, May.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers, Society for Economic Dynamics, number 1117.
• Nicolas Groshenny, 2010, "Monetary policy, inflation and unemployment. In Defense of the Federal Reserve," 2010 Meeting Papers, Society for Economic Dynamics, number 676.
• Yang Shao & Jian-guo Zheng, 2010, "An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 163-180, December.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Wolfang Polasek & Carlos Llano & Richard Sellner, 2010, "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 194-214, June.
• Nela Vlahinic-Dizdarevic & Sasa Zikovic, 2010, "The role of energy in economic growth: the case of Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 28, issue 1, pages 35-60.
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009, "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series, Rimini Centre for Economic Analysis, number 05_09, Jan.
• Christopher Martin & Costas Milas, 2010, "Financial Stability and Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 12_10, Jan.
• Gianfranco Di Vaio & Kerstin Enflo, 2010, "Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run," Working Paper series, Rimini Centre for Economic Analysis, number 30_10, Jan.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Working Paper series, Rimini Centre for Economic Analysis, number 33_10, Jan.
• Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010, "Chow-Lin Methods in Spatial Mixed Models," Working Paper series, Rimini Centre for Economic Analysis, number 47_10, Jan.
• Wolfgang Polasek, 2011, "Marketing Response Models for Shrinking Beer Sales in Germany," Working Paper series, Rimini Centre for Economic Analysis, number 50_11, Nov.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.
• Olfa Maalaoui Chun & Georges Dionne & Pascal François, 2010, "Credit spread changes within switching regimes," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 09-1, Oct.
• Donghwan Oh & Kyttack Hong, 2010, "Balassa-Samuelson Effect in Won/Dollar and Won/Yen Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 1, pages 263-305, DOI: 10.11644/KIEP.JEAI.2010.14.1.215.
• Acaravici, Ali, 2010, "Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 140-154, July.
• Ciuiu, Daniel, 2010, "Informational Criteria for the Homoscedasticity of Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 231-244, July.
• Pavelescu, Florin Marius, 2010, "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 245-264, July.
• Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Thomas Siedler & Bettina Sonnenberg, 2010, "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers, German Data Forum (RatSWD), number 146.
• Manish Kumar, 2010, "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 1, pages 101-125, January, DOI: 10.1177/097380100900400105.
• Laura Bisio & Andrea Faccini, 2010, "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 133, May.
• Bozidar Cerovic, 2010, "Impact of Initial Conditions on Transition Progress: The Case of Montenegro," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 8, issue 2, pages 153-169.
• Alessandro Flamini & Costas Milas, 2010, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2010015, Jun, revised Jun 2010.
• Emil Stavrev, 2010, "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, volume 38, issue 1, pages 217-239, February, DOI: 10.1007/s00181-009-0263-0.
• Catherine Kyrtsou & Michel Terraza, 2010, "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 325-345, April, DOI: 10.1007/s00181-009-0268-8.
• Praveen Sinha, 2010, "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, volume 38, issue 2, pages 347-360, April, DOI: 10.1007/s00181-009-0269-7.
• Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2010, "On the relationship between female labour force participation and fertility in G7 countries: evidence from panel cointegration and Granger causality," Empirical Economics, Springer, volume 38, issue 2, pages 361-372, April, DOI: 10.1007/s00181-009-0270-1.
• Qin Xiao & Donghyun Park, 2010, "Seoul housing prices and the role of speculation," Empirical Economics, Springer, volume 38, issue 3, pages 619-644, June, DOI: 10.1007/s00181-009-0282-x.
• Stefan Klößner, 2010, "A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns," Finance and Stochastics, Springer, volume 14, issue 1, pages 1-12, January, DOI: 10.1007/s00780-009-0088-x.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 355-374, February, DOI: 10.1007/s00199-008-0432-y.
• William Barnett & Evgeniya Duzhak, 2010, "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 99-128, October, DOI: 10.1007/s00199-008-0430-0.
• Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2010, "“Making work pay” in a rationed labor market," Journal of Population Economics, Springer;European Society for Population Economics, volume 23, issue 1, pages 323-351, January, DOI: 10.1007/s00148-008-0220-9.
• George Lady & James Quirk, 2010, "The global LeChatelier Principle and multimarket equilibria," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 1, pages 193-201, March, DOI: 10.1007/s10058-008-0063-6.
• Eilev S. Jansen, 2010, "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers, Statistics Norway, Research Department, number 616, Apr.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-15, Nov.
• Iqbal Syed, 2010, "Consistency of Hedonic Price Indexes with Unobserved Characteristics," Discussion Papers, School of Economics, The University of New South Wales, number 2010-03, Jan.
• Pål Boug & Andreas Fagereng, 2010, "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, volume 42, issue 7, pages 851-864, DOI: 10.1080/00036840802600491.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
• Catalina Granda-Carvajal, 2010, "The Unofficial Economy and the Business Cycle: A Test for Theories," International Economic Journal, Taylor & Francis Journals, volume 24, issue 4, pages 573-586, DOI: 10.1080/10168737.2010.525998.
• Jan Bulla, 2010, "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 459-475, DOI: 10.1080/14697681003685563.
• Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010, "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10451, May, revised 30 May 2012.
• Necati Tekatli, 2010, "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1018.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Andrew J. Buck & George M. Lady, 2010, "Qualitative Matrices and Information," DETU Working Papers, Department of Economics, Temple University, number 1003, Mar.
• Andrew J. Buck & George M. Lady, 2010, "An Expanded Scope For Qualitative Economics," DETU Working Papers, Department of Economics, Temple University, number 1007, May.
• Bisio Laura & Faccini Andrea, 2010, "Does cointegration matter? An analysis in a RBC perspective," wp.comunite, Department of Communication, University of Teramo, number 0066, May.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010, "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-018/4, Feb.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-050/4, May.
• David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010, "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-059/4, Jun.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-722, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-729, Mar.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-740, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-742, May.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• Juan Carlos Escanciano & Chuan Goh, 2010, "Specification Analysis of Structural Quantile Regression Models," Working Papers, University of Toronto, Department of Economics, number tecipa-415, Nov.
• Stephen Machin & Sandra McNally & Costas Meghir, 2010, "Resources and Standards in Urban Schools," Journal of Human Capital, University of Chicago Press, volume 4, issue 4, pages 365-393, DOI: 10.1086/658634.
• WenShwo Fang & Stephen M. Miller, 2010, "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers, University of Connecticut, Department of Economics, number 2010-01, Jan.
• Catalina Granda-Carvajal, 2010, "The Unofficial Economy and the Business Cycle: A Test for Theories," Working papers, University of Connecticut, Department of Economics, number 2010-17, Jul.
• Elena Andreou & Bas J.M. Werker, 2010, "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2010, Nov.
• Rómulo Chumacero, 2010, "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, volume 37, issue 2 Year 20, pages 207-215, December.
• Alexandre Petkovic & David Veredas, 2010, "Aggregation of linear models for panel data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136203.
• Morgan J. Rose, 2010, "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers, UMBC Department of Economics, number 10-119, May.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
• Drama Bedi Guy HERVE & Yao SHEN, 2010, "Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 231-246.
• David E. Giles, 2010, "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 1004, Dec.
• Maciej Jakubowski, 2010, "Latent Variables and Propensity Score Matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-06.
• Mikko Packalen & Tony Wirjanto, 2010, "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers, University of Waterloo, Department of Economics, number 1012, Nov, revised Nov 2010.
• Evzen Kocenda & Jan Hanousek, 2010, "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp983, May.
• Pierre L. Siklos, 2010, "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 3, pages 994-1015, August, DOI: 10.1111/j.1540-5982.2010.01603.x.
• L Godfrey & T Yamagata, 2010, "A robust test for error cross-section correlation in panel models," Discussion Papers, Department of Economics, University of York, number 10/16, Jul.
• Leslie G. Godrey, 2010, "Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables," Discussion Papers, Department of Economics, University of York, number 10/22, Oct.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010, "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,06.
• Dreger, Christian & Wolters, Jürgen, 2010, "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 144, issue 3, pages 459-472.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Herzer, Dierk & Morrissey, Oliver, 2010, "The Long-Run Effect of Foreign Aid on Domestic Output," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 1.
• Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010, "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2010.
• Schaumburg, Julia, 2010, "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-009.
• Orth, Walter, 2010, "The predictive accuracy of credit ratings: measurement and statistical inference," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/10.
• Klarl, Torben, 2010, "Spatial model selection and spatial knowledge spillovers: a regional view of Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-005.
• Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-02, Jan.
• Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010, "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-37, Jul.
• Christos Ntantamis, 2010, "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-52, Aug.
• Peter Sandholt Jensen & Allan H. Würtz, 2010, "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-73, Nov.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
• Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
• Parks, Joanna C. & Smith, Aaron D. & Alston, Julian M., 2010, "Quantifying Obesity in Economic Research: How Misleading is the Body Mass Index?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61841, May, DOI: 10.22004/ag.econ.61841.
• Espinosa-Goded, Maria & Barreiro-Hurlé, Jesús, 2010, "Las preferencias discontinuas en los experimentos de elección: impacto en el cálculo de la prima de los programas agroambientales," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 10, issue 01, pages 1-22, DOI: 10.22004/ag.econ.99607.
• Rodríguez, Gabriel, 2010, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 6, issue 01-2, pages 1-13, April, DOI: 10.22004/ag.econ.143270.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010, "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 131-142, April.
• Oana Gherghinescu, 2010, "Econometric Model For Analysing The Structural Funds Absorption At Regional Level - Sectoral Operational Programme Human Resources Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 12, pages 1-5.
• Luca RICCETTI, 2010, "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 351, Nov.
• Francesca Rondina, 2010, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 834.10, Jun.
• Francesca Rondina, 2010, "Policy evaluation and uncertainty about the effects of oil prices on economic activity," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 855.10, Nov.
• Annalisa Di Clemente, 2010, "Advanced approaches for measuring total banking capital," BANCARIA, Bancaria Editrice, volume 2, pages 68-75, February.
• Dippold, Katrin & Hruschka, Harald, 2010, "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 443, Feb.
• David de Antonio Liedo, 2010, "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers, Banco de España, number 1012, Apr.
• Ivan Faiella, 2010, "The use of survey weights in regression analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 739, Jan.
• Fabrizio Venditti, 2010, "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 751, Mar.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010, "Modelling Italian potential output and the output gap," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 771, Sep.
• Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic, 2010, "Serbian Insurance Market – Select Issues," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 187, pages 109-124, October –.
• Escanciano, J. Carlos & Olmo, Jose, 2010, "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 36-51.
• Francesca Rondina, 2015, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers, Barcelona School of Economics, number 478, Sep.
• Francesca Rondina, 2015, "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers, Barcelona School of Economics, number 522, Sep.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 41, issue 2 (Fall), pages 209-259.
• Anindya Banerjee & Sushil Mohan & Bill Russell, 2010, "Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price," Discussion Papers, Department of Economics, University of Birmingham, number 10-22, Jul.
• Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010, "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo, Banco Central del Uruguay, number 2010008, Aug.
• Robert Breunig & Joseph Mercante, 2010, "The Accuracy of Predicted Wages of the Non‐Employed and Implications for Policy Simulations from Structural Labour Supply Models," The Economic Record, The Economic Society of Australia, volume 86, issue 272, pages 49-70, March, DOI: 10.1111/j.1475-4932.2009.00619.x.
• Lorraine Dearden, 2010, "Administrative Data and Economic Policy Evaluation," The Economic Record, The Economic Society of Australia, volume 86, issue s1, pages 18-21, September, DOI: 10.1111/j.1475-4932.2010.00666.x.
• Christopher Martin & Costas Milas, 2010, "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, volume 78, issue 2, pages 110-125, March, DOI: 10.1111/j.1467-9957.2009.02133.x.
• Pierre L. Siklos & Yang Zhang, 2010, "Identifying The Shocks Driving Inflation In China," Pacific Economic Review, Wiley Blackwell, volume 15, issue 2, pages 204-223, May, DOI: 10.1111/j.1468-0106.2010.00498.x.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010, "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, volume 57, issue 1, pages 103-117, February, DOI: 10.1111/j.1467-9485.2009.00509.x.
• Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010, "Weights and pools for a Norwegian density combination," Working Paper, Norges Bank, number 2010/06, May.
• Luca Fanelli, 2010, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 4.
• João Frois Caldeira & Marcelo Savino Portugal, 2010, "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 469-504.
• Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010, "The Choice between fixed and random effects models: some considerations for educational research," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 10/240, Jun.
• Pesaran, M.H., 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1025, May.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/05, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
• Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/34, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/73, Nov.
• Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni, 2010, "The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 183.
• John V. Duca & John Muellbauer & Anthony Murphy, 2010, "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0049, Apr.
• Gabriella Deborah Legrenzi & Costas Milas, 2010, "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series, CESifo, number 2926.
• Bahram Pesaran & M. Hashem Pesaran, 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series, CESifo, number 3023.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series, CESifo, number 3074.
• Eduardo Rodrigues-Oreggia, 2010, "The Impact of Natural Disasters on Human Development and Poverty at the Municipal Level in Mexico," CID Working Papers, Center for International Development at Harvard University, number 43, Jan.
• Manuel Dominguez & Ignacio Lobato, 2010, "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers, Centro de Investigacion Economica, ITAM, number 1005.
• Pierre L. Siklos, 2010, "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 3, pages 994-1015, August, DOI: 10.1111/j.1540-5982.2010.01603.x.
• Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/12, Dec.
• Jorge Andr√©s Perdomo Calvo & Hasbleidy CastaÔøΩeda & Juan Carlo Mendieta, 2010, "Evaluaci√≥n de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6884, Apr.
• Jorge Andr√©s Perdomo C., 2010, "Una propuesta metodol√≥gica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogot√° aplicando propensity score matching y," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7608, Sep.
• Jorge H. Maldonado & RocÔøΩo del Pilar Moreno-SÔøΩnchez & romoreno@uniandes.edu.co, 2010, "Estrategias de suavizaci√≥n del consumo y del ingreso de las madres beneficiarias del programa Familias en Acci√≥n: un an√°lisis cualitativo," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7609, Sep.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010, "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica, number 6859, Mar.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7013, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7014, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7015, May.
• Andr�s Gonz�lez & Omar mendoza & Hern�n Rinc�n & Norberto Rodr�guez, 2010, "Ciclo econ�mico y efecto inflacionario de la depreciaci�n de la moneda," Borradores de Economia, Banco de la Republica, number 7194, Jun.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulaci�n y Valor en Riesgo," Borradores de Economia, Banco de la Republica, number 7272, Jul.
• Hern�n Rinc�n & Jorge Toro, 2010, "Are Capital Controls and Central Bank Intervention Effective?," Borradores de Economia, Banco de la Republica, number 7622, Oct.
• Manfred Grautoff & Mauricio Jaramillo J, 2010, "Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Amaury Jiménez Martínez & Brigitte Ballestas Lopez & Andrés Hernández Pontón, 2010, "Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008," Revista Jornadas de Investigación, Universidad de Cartagena.
• Ivan Savin, 2010, "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers, COMISEF, number 042, Aug.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2010, "Some Problems in the Testing of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7621, Jan.
• Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010, "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7797, Apr.
• Muellbauer, John & Aron, Janine, 2010, "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7877, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7895, Jun.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8149, Dec.
• Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010, "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8153, Dec.
• Gürkaynak, Refet & Edge, Rochelle, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8158, Dec.
• Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1013, Jun.
• Vincent VANDENBERGHE & Fabio WALTENBERG, 2010, "Ageing Workforce, Productivity and Labour costs of Belgian Firms," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010003, Feb.
• D. Borowczyk Martins & V. Vandenberghe, 2010, "Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010007, Mar.
• Gabrieli, T., 2010, "Diverse societal beliefs and redistributive policies, but equal welfare: The trade-off effect of information," Working Papers, Department of Economics, City St George's, University of London, number 10/04.
• Montes-Rojas, G., 2010, "Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/06.
• Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010, "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/07.
• Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010, "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers, Department of Economics, City St George's, University of London, number 10/08.
• Baer, W & Margot, D & Montes-Rojas, G., 2010, "Argentina's default and the lack of dire consequences," Working Papers, Department of Economics, City St George's, University of London, number 10/09.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 838-862, June.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010, "Drivers of Private Equity Investment in CEE and Western European Countries," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 3.5.
• Christian Dreger & Jürgen Wolters, 2010, "Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 135-145, DOI: 10.3790/vjh.79.4.135.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010, "Drivers of Private Equity Investment in CEE and Western European Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1002.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1009.
• Christian Dreger & Jürgen Wolters, 2010, "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1064.
• Giovanni Cerulli & Bianca Potì, 2010, "The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case," Working Papers, Doctoral School of Economics, Sapienza University of Rome, number 10, revised 2010.
• Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, Duke University, Department of Economics, number 10-07.
• Viktor Todorov & George Tauchen, 2010, "Volatility Jumps," Working Papers, Duke University, Department of Economics, number 10-09.