Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2010

• 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.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers, Duke University, Department of Economics, number 10-16.
• Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 10-28.
• Barbara Rossi & Raffaella Giacomini, 2010, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 10-29.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2010, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-34.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Understanding Models' Forecasting Performance," Working Papers, Duke University, Department of Economics, number 10-56.
• Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2010, "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry," Working Papers, Duke University, Department of Economics, number 10-59.
• Viktor Todorov & George Tauchen, 2010, "The Realized Laplace Transform of Volatility," Working Papers, Duke University, Department of Economics, number 10-72.
• Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010, "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers, Duke University, Department of Economics, number 10-75.
• Gabriel RODRIGUEZ, 2010, "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• HODGES, Hart & KNABB, Shawn D., 2010, "How Robust is the Relationship between Financial Intermediation and Economic Growth?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• KETENCI, Natalya, 2010, "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Bildirici, M.E. & Alp, E.A. & Bakirtas, T., 2010, "OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Cohener, G. & Aguayo, E., 2010, "El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 10, issue 2, pages 77-106.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010, "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, volume 13, issue 2, pages 218-244, July.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
• Rossi, E. & Spazzini, F., 2010, "Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2786-2800, November.
• Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010, "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 2, pages 245-261, February.
• Poilly, Céline, 2010, "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2159-2178, October.
• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010, "Corrigendum to "New Keynesian versus old Keynesian government spending multipliers" [J. Econ. Dynam. Control 34(3) (2010) 281-295]," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2229-2229, October.
• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010, "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 3, pages 281-295, March.
• Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010, "The new Keynesian Phillips curve revisited," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 858-874, May.
• Malley, Jim & Woitek, Ulrich, 2010, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 7, pages 1214-1232, July.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
• Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010, "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, volume 27, issue 1, pages 125-133, January.
• Barnett, William A. & He, Susan, 2010, "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, volume 27, issue 6, pages 1345-1354, November.
• Pesaran, Bahram & Pesaran, M. Hashem, 2010, "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, volume 27, issue 6, pages 1398-1416, November.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010, "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, volume 27, issue 6, pages 1417-1428, November.
• Scheufele, Rolf, 2010, "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 2, pages 145-164, August.
• Karamé, F., 2010, "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, volume 106, issue 3, pages 162-165, March.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010, "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, volume 154, issue 2, pages 186-202, February.
• Conrad, Christian, 2010, "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 441-457, August.
• Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010, "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 108-116, September.
• Fanelli, Luca & Paruolo, Paolo, 2010, "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 130-141, September.
• Castle, Jennifer L. & Hendry, David F., 2010, "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 231-245, October.
• Francq, Christian & Zakoïan, Jean-Michel, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 151-165, November.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010, "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 209-221, November.
• Clements, Michael P. & Beatriz Galvão, Ana, 2010, "First announcements and real economic activity," European Economic Review, Elsevier, volume 54, issue 6, pages 803-817, August.
• Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy, 2010, "Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand," Energy Economics, Elsevier, volume 32, issue 5, pages 1157-1164, September.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010, "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, volume 6, issue 4, pages 203-217, December.
• Manjón-Antolín, Miguel C., 2010, "Firm size and short-term dynamics in aggregate entry and exit," International Journal of Industrial Organization, Elsevier, volume 28, issue 5, pages 464-476, September.
• Kurita, Takamitsu, 2010, "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 80, issue 10, pages 2033-2039, DOI: 10.1016/j.matcom.2010.03.008.
• Iskrev, Nikolay, 2010, "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 189-202, March.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
• Timo Mitze, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_22, Aug.
• Stefano Grassi & Tommaso Proietti, 2010, "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_25, Aug.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-37, Dec.
• María del Carmen Melgar Hiraldo & José Antonio Ordaz Sanz, 2010, "Aplicación de los modelos inflados de ceros en el análisis de la siniestralidad y el componente de culpabilidad en el seguro de automóviles," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 44-63.
• Christopher Martin & C Milas, 2010, "Financial Stability and Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 5/10, May.
• Cruz Aké, Salvador & Venegas-Martínez, Francisco, 2010, "Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 473-503, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010, "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 535-556, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.

2009

• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
• José Fajardo & Ernesto Mordecki, 2009, "Skewness Premium with Lévy Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-10, Mar.
• Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
• Tue Gørgens & Allan Würtz, 2009, "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-54, Jan.
• Luca Benati & Paolo Surico, 2009, "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, volume 99, issue 4, pages 1636-1652, September, DOI: 10.1257/aer.99.4.1636.
• Paul Alagidede, 2009, "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 37-53.
• Balagtas, Joseph Valdes & Holt, Matthew T., None, "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, volume 91, issue 01, pages 1-21, DOI: 10.22004/ag.econ.164070.
• Bastianin, Andrea, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50452, DOI: 10.22004/ag.econ.50452.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51454, DOI: 10.22004/ag.econ.51454.
• Ioan TRENCA & Annamaria BENYOVSZKI, 2009, "Using credit scoring method for probability of non-financial companies default estimation at industry level," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 45-58, May.
• Dorel BERCEANU & Marian SIMINICA, 2009, "The main theories of the dividend decision," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 91-96, May.
• Raj Chetty, 2009, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Annual Review of Economics, Annual Reviews, volume 1, issue 1, pages 451-488, May.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Vassil Tsanov, 2009, "Labor Market in Bulgaria: Institutions and Flexibility," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 80-127.
• Plamen Petkov, 2009, "Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-35.
• Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers, Bank of Canada, number 09-21, DOI: 10.34989/swp-2009-21.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers, Bank of Canada, number 09-7, DOI: 10.34989/swp-2009-7.
• Maritta Paloviita, 2009, "On the Generality of the New Keynesian Phillips Curves," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 55, pages 7-32, July - Se.
• Hasan Sahin & Ismail H. Genç, 2009, "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 107-119.
• Mert Ural, 2009, "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 63-86.
• Javier Mencía & Enrique Sentana, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers, Banco de España, number 0909, Jun.
• Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.
• Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009, "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 723, Sep.
• Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
• Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009, "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers, Banco de México, number 2009-05, Jul.
• Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
• Milica D. Obadović & Mirjana M. Obadović, 2009, "An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 54, issue 183, pages 119-138, October -.
• Božidar Cerovic & Aleksandra Nojkovic, 2009, "Transition And Growth: What Was Taught And What Happened," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 54, issue 183, pages 7-31, October -.
• Pesaran, M. Hashem & Timmermann, Allan, 2009, "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 485, pages 325-337.
• Anatolyev, Stanislav, 2009, "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 149-160.
• Millimet, Daniel L. & Tchernis, Rusty, 2009, "On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 3, pages 397-415.
• Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers, Banque de France, number 232.
• Claire C l rier, 2009, "Forecasting inflation in France," Working papers, Banque de France, number 262.
• Christopher Martin & Costas Milas, 2009, "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, volume 47, issue 2, pages 206-215, April, DOI: 10.1111/j.1465-7295.2008.00160.x.
• R. Aaberge & U. Colombino & T. Wennemo, 2009, "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 3, pages 586-612, July, DOI: 10.1111/j.1467-6419.2008.00573.x.
• Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009, "International Stock Return Comovements," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2591-2626, December, DOI: 10.1111/j.1540-6261.2009.01512.x.
• Q. Farooq Akram & Ragnar Nymoen, 2009, "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 1, pages 35-68, February, DOI: 10.1111/j.1468-0084.2008.00516.x.
• Thierry Warin & Phanindra V. Wunnava & Hubert P. Janicki, 2009, "Testing Mundell's Intuition of Endogenous OCA Theory," Review of International Economics, Wiley Blackwell, volume 17, issue 1, pages 74-86, February, DOI: 10.1111/j.1467-9396.2008.00802.x.
• Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009, "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper, Norges Bank, number 2009/19, Nov.
• Eyal Argov, 2009, "The Choice of a Foreign Price Measure in a Bayesian Estimated New-Keynesian Model for Israel," Bank of Israel Working Papers, Bank of Israel, number 2009.04, Jun.
• Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009, "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 29-50.
• Evarist Stoja & Arnold Polanski, 2009, "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/616, Sep.
• Evarist Stoja & Arnold Polanski, 2009, "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/617, Dec.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009, "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," Working Papers, Brock University, Department of Economics, number 0910, Dec, revised Oct 2010.
• Laurent Ferrara, 2009, "Caractérisation et datation des cycles économiques en zone euro," Revue économique, Presses de Sciences-Po, volume 60, issue 3, pages 703-712.
• A. Pedro Duarte Silva, 2009, "Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 01, Jan.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009, "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/13, Oct.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/22, Nov.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009, "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/3, Mar, revised Dec 2009.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "Some problems in the testing of DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/31, Dec.
• Li, GuangJie, 2009, "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/5, Mar.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Franz R. Hahn, 2009, "A note on management efficiency and international banking. Some empirical panel evidence," Journal of Applied Economics, Universidad del CEMA, volume 12, pages 69-81, May.
• PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009, "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0027, Oct.
• Jan Hanousek & Evzen Kocenda, 2009, "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp382, Feb.
• M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008, "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series, CESifo, number 2231.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009, "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series, CESifo, number 2618.
• Jim Malley & Ulrich Woitek, 2009, "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series, CESifo, number 2626.
• Jim Malley & Ulrich Woitek, 2009, "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series, CESifo, number 2672.
• Michael Funke & Marc Gronwald, 2009, "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," CESifo Working Paper Series, CESifo, number 2692.
• Sasa Zikovic & Randall Filer, 2009, "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 2820.
• M. Hashem Pesaran & Paolo Zaffaroni, 2009, "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series, CESifo, number 2857.
• Gerit Vogt, 2009, "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, October.
• Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007, "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2009, "Covariate Measurement Error: Bias Reduction under Response-based Sampling," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_15.
• Andrés Eduardo Rangel Jiménez, 2009, "¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009, "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 6160, May.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• SBRANA, Giacomo & SILVESTRINI, Andrea, 2009, "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009020, Mar.
• Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009, "On the Statistical Identification of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7176, Feb.
• Muellbauer, John & Aron, Janine, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7183, Feb.
• Duranton, Gilles & Combes, Pierre-Philippe & Puga, Diego & Gobillon, Laurent & Roux, Sébastien, 2009, "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7191, Mar.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: identification issues in DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7234, Mar.
• Taylor, John & Wieland, Volker & Cwik, Tobias & Cogan, John F., 2009, "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7236, Mar.
• Kilian, Lutz & Kim, Yun Jung, 2009, "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7266, Apr.
• Taylor, John & Wieland, Volker, 2009, "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7294, May.
• Attanasio, Orazio & Mesnard, Alice & Battistin, Erich, 2009, "Food and Cash Transfers: Evidence from Colombia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7326, Jun.
• Ferrara, Laurent & Darné, Olivier, 2009, "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7376, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009, "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7385, Jul.
• Fafchamps, Marcel & Comola, Margherita, 2009, "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7406, Aug.
• Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009, "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7447, Sep.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7537, Nov.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009, "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7539, Nov.
• Wieland, Volker, 2009, "Fiscal stimulus and the promise of future spending cuts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7615, Dec.
• Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009, "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers, Center for Research in Economics and Statistics, number 2009-08.
• Janine Aron & John Muellbauer, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-01.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing Unilateral and Bilateral Link Formation," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-13.
• Julie Litchfield & Barry Reilly & Mario Veneziani, 2009, "How Happy are the Albanians: an Empirical ANALYSIS OF LIFE SATISFACTION," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dises1065, Nov.
• Sucarrat, Genaro & Escribano, Álvaro, 2009, "Automated financial multi-path GETS modelling," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093620, Jul.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009, "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094625, May.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009, "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094827, Jul.
• Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA, 2009, "An Employment Equation for Belgium," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2009016, Jun.