Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2009

• Alagidede, Paul & Panagiotidis, Theodore, 2009, "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2009-04, Jan.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers, University of Strathclyde Business School, Department of Economics, number 0919, Oct.
• Atanas Christev & Allen Featherstone, 2009, "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 11, pages 1165-1169, DOI: 10.1080/13504850701367130.
• A. Ozlem Onder, 2009, "The stability of the Turkish Phillips curve and alternative regime shifting models," Applied Economics, Taylor & Francis Journals, volume 41, issue 20, pages 2597-2604, DOI: 10.1080/00036840701222645.
• Changli He & Timo Terasvirta & Andres Gonzalez, 2009, "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 225-245, DOI: 10.1080/07474930802388041.
• Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009, "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," Global Economic Review, Taylor & Francis Journals, volume 38, issue 4, pages 385-395, DOI: 10.1080/12265080903391784.
• Inder Ruprah & Luis Marcano, 2009, "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, volume 1, issue 4, pages 507-528, DOI: 10.1080/19439340903370451.
• Maritta Paloviita, 2009, "Estimating open economy Phillips curves for the euro area with directly measured expectations," New Zealand Economic Papers, Taylor & Francis Journals, volume 43, issue 3, pages 233-254, DOI: 10.1080/00779950903308760.
• Franz R. Hahn, 2009, "A Note on Management Efficiency and International Banking. Some Empirical Panel Evidence," Journal of Applied Economics, Taylor & Francis Journals, volume 12, issue 1, pages 69-81, May, DOI: 10.1016/S1514-0326(09)60006-4.
• David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009, "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-017/4, Feb.
• Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009, "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers, University of Toronto, Department of Economics, number tecipa-353, Mar.
• Robert Breunig & Joseph Mercante, 2009, "The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models," Treasury Working Papers, The Treasury, Australian Government, number 2009-03, Mar, revised Mar 2009.
• Jacob Dijkstra & Diane Payne, 2009, "Collective Decisions in the EU. Explaining the Norm of Co-operation," Working Papers, Geary Institute, University College Dublin, number 200930, Sep.
• Massimiliano Caporin & Michael McAleer, 2009, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-11.
• Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009, "On the statistical identification of DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7586, May.
• Olivier Bargain & Karina Doorley, 2009, "In-work transfers in good times and bad - simulations for Ireland," Working Papers, School of Economics, University College Dublin, number 200930, Dec.
• Borghans, L. & Cörvers, F., 2009, "The Americanization of European higher education and research," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 051, Jan, DOI: 10.26481/umamet.2009051.
• Fabio Canova, 2009, "Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1159, Jan.
• Arauzo Carod, Josep Maria & Manjón Antolín, Miguel C., 2009, "(Optimal) Spatial Aggregation in the Determinants of Industrial Location," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/42866.
• Katja Ignatieva & Eckhard Platen, 2009, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 265, Dec.
• Richard Blundell & Monica Costa Dias, 2009, "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, volume 44, issue 3.
• Christopher J. Bennett, 2009, "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0905, Apr.
• Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009, "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series, The World Bank, number 5066, Sep.
• James Morley & Jeremy Piger & Pao-Lin Tien, 2009, "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2009-003, May.
• Ulrike Schneider & Martin Wagner, 2009, "Catching Growth Determinants with the Adaptive Lasso," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 55, Jun.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, November, DOI: 10.1002/jae.1091.
• Clements, Michael P. & Galvão, Ana Beatriz, 2009, "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 885.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 32, Mar.
• Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009, "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 335-366, DOI: 10.1142/S0217590809003379.
• Kaddour Hadri & Yao Rao, 2009, "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 427-440, DOI: 10.1142/S0217590809003410.
• Dierk Herzer, 2009, "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series, FIW, number 026, Jan.
• Elçin Aykaç alp, 2009, "Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0023, Oct, revised Oct 2009.
• Dardanoni V & Li Donni P, 2009, "The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/03, Mar.
• Lanne, Markku & Saikkonen, Pentti, 2009, "Noncausal vector autoregression," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/2009.
• Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009, "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/17.
• Taylor, John B. & Wieland, Volker, 2009, "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/21.
• Dreger, Christian & Wolters, Jürgen, 2009, "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 36, issue 1, pages 51-63.
• Herzer, Dierk, 2009, "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 13.
• Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel, 2009, "The search for a long-run aid and growth relationship: Pitfalls and findings," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009, Verein für Socialpolitik, Research Committee Development Economics, number 23.
• Sucarrat, Genaro, 2009, "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 3, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2009-.
• Mitze, Timo, 2009, "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 83.
• Amendola, Alessandra & Storti, Giuseppe, 2009, "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-007.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009, "On economic evaluation of directional forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-052.
• Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009, "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF31V2.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 408, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 416, Jun.

2008

• Matteo Barigozzi & Marco Capasso, 2008, "Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2008/09, Apr.
• Håvard Hungnes, 2008, "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers, Statistics Norway, Research Department, number 556, Sep.
• Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2008, "The effects of R&D tax credits on patenting and innovations," Discussion Papers, Statistics Norway, Research Department, number 565, Nov.
• Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge, 2008, "Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 121, Oct.
• Ali Choudhary & Adnan Haider, 2008, "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0808, Nov.
• Young-Bae Kim, 2008, "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1008, Nov.
• Daniel Buncic, 2008, "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers, School of Economics, The University of New South Wales, number 2008-02, Feb.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers, School of Economics, The University of New South Wales, number 2008-10, May.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers, School of Economics, The University of New South Wales, number 2008-23, Oct.
• Daniele Fabbri & Chiara Monfardini, 2008, "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, volume 40, issue 11, pages 1411-1423, DOI: 10.1080/00036840600771395.
• Maritta Paloviita, 2008, "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Applied Economics, Taylor & Francis Journals, volume 40, issue 17, pages 2259-2270, DOI: 10.1080/00036840600949439.
• Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, volume 40, issue 23, pages 3051-3067, DOI: 10.1080/00036840600994039.
• Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008, "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 46-78, DOI: 10.1080/07474930701853616.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008, "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 1, pages 81-92, DOI: 10.1080/14697680601026998.
• Stavros Degiannakis & Evdokia Xekalaki, 2008, "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 6, pages 419-423, DOI: 10.1080/17446540701765258.
• V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008, "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-008/4, Jan.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-050/4, May.
• Oleg Sheremet & André Lucas, 2008, "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-086/2, Sep.
• Rodney W. Strachan & Herman K. van Dijk, 2008, "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-096/4, Oct.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-105/4, Nov.
• Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008, "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-39.
• Prüfer, P. & Tondl, G., 2008, "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-61.
• Einmahl, J.H.J. & van Keilegom, I., 2008, "Tests for independence in nonparametric regression," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4356c520-d1d5-4156-b5b7-0.
• Prüfer, P. & Tondl, G., 2008, "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 73b28850-1597-4bcb-a76c-1.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008, "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, volume 90, issue 3, pages 389-405, August.
• Marmer, Vadim & Otsu, Taisuke, 2008, "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-13, Oct, revised 25 Jul 2011.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008, "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Microeconomics.ca working papers, Vancouver School of Economics, number vadim_marmer-2008-14, Oct, revised 28 Sep 2011.
• Luis H. B. Braido, 2008, "Evidence on the Incentive Properties of Share Contracts," Journal of Law and Economics, University of Chicago Press, volume 51, issue 2, pages 327-349, May, DOI: 10.1086/589663.
• Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, University of Washington, Department of Economics, number UWEC-2008-11-FC, Feb, revised Oct 2009.
• Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008, "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics, School of Economics, University of Kent, number 0802, Jan.
• Hugo Gerard & Kristoffer Nimark, 2008, "Combining multivariate density forecasts using predictive criteria," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1117, Aug, revised Oct 2008.
• Beatrice Pataracchia, 2008, "Design Limits in Regime-Switching Cases," Department of Economics University of Siena, Department of Economics, University of Siena, number 529, Mar.
• D. Aristei & Luca Pieroni, 2008, "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0809, Nov.
• Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2008, "Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis," Working Papers in Economics, University of Waikato, number 08/01, Feb.
• R. Aaberge & T. Wennemo & U. Colombino, 2008, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp20_08, Oct.
• Laura Griner Hill & Scott G. Goates & Robert Rosenman, 2008, "Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs," Working Papers, School of Economic Sciences, Washington State University, number 2008-2, Apr.
• Michael G. Arghyrou & Maria Dolores Gadea, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2008-05, May.
• Juselius, Mikael, 2008, "Cointegration implications of linear rational expectation models," Bank of Finland Research Discussion Papers, Bank of Finland, number 6/2008.
• Herwartz, Helmut, 2008, "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-16.
• Mittnik, Stefan & Yener, Tina, 2008, "Value-at-Risk and expected shortfall for rare events," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/14.
• Bjørnstad, Roger & Nymoen, Ragnar, 2008, "The New Keynesian Phillips curve tested on OECD panel data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-4.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-10.
• Fanelli, Luca, 2008, "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-15.
• Sucarrat, Genaro, 2008, "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-18.
• Juselius, Mikael, 2008, "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-23.
• Bjørnstad, Roger & Nymoen, Ragnar, 2008, "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2008-.
• Juselius, Mikael, 2008, "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2008-.
• Fanelli, Luca, 2008, "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2008-.
• Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2008-.
• Scheufele, Rolf, 2008, "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2008.
• Härdle, Wolfgang Karl & Mungo, Julius, 2008, "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-006.
• Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "A consistent nonparametric test for causality in quantile," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-007.
• Schulz, Rainer & Werwatz, Axel, 2008, "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-013.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008, "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-019.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• Hautsch, Nikolaus & Jeleskovic, Vahidin, 2008, "Modelling high-frequency volatility and liquidity using multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-047.
• Hautsch, Nikolaus, 2008, "Testing multiplicative error models using conditional moment tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-067.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Seymen, Atilim, 2008, "A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-007.
• Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008, "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-03, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Multivariate GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-06, Jan.
• Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• Christian M. Hafner & Helmut Herwartz, 2008, "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
• Steffen Osterloh, 2008, "Accuracy and Properties of German Business Cycle Forecasts," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 54, issue 1, pages 27-57.
• Colombo, Sergio & Hanley, Nick, 2008, "Análisis econométrico de la heterogeneidad de las preferencias de los individuos: aplicación a la valoración económica de la conservación del paisaje agrícola de montaña," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 8, issue 01, pages 1-21, DOI: 10.22004/ag.econ.37191.
• Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2008, "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 2, pages 1-13, August, DOI: 10.22004/ag.econ.47204.
• Power, Gabriel J. & Turvey, Calum G., 2008, "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37608, DOI: 10.22004/ag.econ.37608.
• Cooray, Arusha, 2008, "A Model of Inflation for Sri Lanka," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-10, DOI: 10.22004/ag.econ.50017.
• Clements, Michael P. & Beatriz Galvao, Ana, , "First Announcements and Real Economic Activity," Economic Research Papers, University of Warwick - Department of Economics, number 271314, DOI: 10.22004/ag.econ.271314.
• Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
• Richard Blundell & Monica Costa Dias, 2008, "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers, Institute for Fiscal Studies, number 26/08, Oct, DOI: 10.1920/wp.cem.2008.2608.
• Vassil Tsanov, 2008, "Macroeconomic Dependencies of the Labor Market: Bulgaria and the European Union," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-32.
• Anita Staneva, 2008, "Analysis of the Labour Market in Bulgaria through a Error Correction Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-106.
• Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008, "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Staff Working Papers, Bank of Canada, number 08-16, DOI: 10.34989/swp-2008-16.
• Donald Coletti & René Lalonde & Dirk Muir, 2008, "Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations," Staff Working Papers, Bank of Canada, number 08-6, DOI: 10.34989/swp-2008-6.
• Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008, "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series, Central Bank of Brazil, Research Department, number 161, Feb.
• Carmen Broto & Esther Ruiz, 2008, "Testing for conditional heteroscedasticity in the components of inflation," Working Papers, Banco de España, number 0812, Jun.
• Valérie Chauvin & Antoine Devulder, 2008, "An Inflation Forecasting Model for the Euro Area," Working papers, Banque de France, number 192.
• Vassillis Hajivassiliou & Frédérique Savignac, 2008, "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers, Banque de France, number 202.
• Renaud Lacroix, 2008, "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers, Banque de France, number 206.
• Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008, "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers, Banque de France, number 222.
• Olivier Darn & Laurent Ferrara, 2009, "Identification of slowdowns and accelerations for the euro area economy," Working papers, Banque de France, number 239.
• BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & Laurent Ferrara & PLUYAUD, B. & ROUVREAU, B., 2008, "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
• Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008, "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
• Luca Fanelli, 2008, "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 1, pages 53-66, February, DOI: 10.1111/j.1468-0084.2007.00490.x.
• Michael G. Arghyrou & Georgios Chortareas, 2008, "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, volume 16, issue 4, pages 747-764, September, DOI: 10.1111/j.1467-9396.2008.00773.x.
• Fabio Milani, 2008, "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, volume 55, issue 1, pages 1-30, February, DOI: 10.1111/j.1467-9485.2008.00446.x.
• Ida Wolden Bache, 2008, "Assessing estimates of the exchange rate pass-through," Working Paper, Norges Bank, number 2007/12, Jan.
• Ida Wolden Bache & Bjørn E. Naug, 2008, "Estimating New Keynesian import price models," Working Paper, Norges Bank, number 2007/15, Jan.
• Christian Kascha & Karel Mertens, 2008, "Business cycle analysis and VARMA models," Working Paper, Norges Bank, number 2008/05, Apr.
• Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2008, "Modelling Household Expenditure on Health Care in Greece," Working Papers, Bank of Greece, number 68, Mar.
• Rafael Machado Santana & Rodrigo De Losso da Silveira Bueno, 2008, "SWARCH and the implicit volatility of the Real/USD exchange rate," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 235-265.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2008, "The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach," Working Papers, Brock University, Department of Economics, number 0803, Apr.
• Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008, "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0808, Jan.
• Pesaran, M.H. & Zaffaroni, P., 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0813, Mar.
• Carlos Santos, 2008, "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 062008, Sep.
• Andersson, Magnus & D'Agostino, Antonello, 2008, "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers, Central Bank of Ireland, number 2/RT/08, Apr.
• Oscar Jorda & Massimiliano Marcellino, 2008, "Path Forecast Evaluation," Working Papers, University of California, Davis, Department of Economics, number 131, Jul.
• Arghyrou, Michael G & Gadea, Maria Dolores, 2008, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/23, Oct.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008, "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/32, Dec, revised Jul 2011.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 527, Feb.
• Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008, "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp349, Mar.
• M. Hashem Pesaran & Allan Timmermann, 2004, "Real Time Econometrics," CESifo Working Paper Series, CESifo, number 1169.
• Thomas A. Knetsch, 2004, "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series, CESifo, number 1202.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series, CESifo, number 1358.
• Sebastian Buhai & Coenraad N. Teulings, 2006, "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CESifo Working Paper Series, CESifo, number 1688.
• M. Hashem Pesaran & Allan Timmermann, 2006, "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series, CESifo, number 1770.
• M. Hashem Pesaran & Paolo Zaffaroni, 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series, CESifo, number 2326.
• Jan Grossarth-Maticek & Johannes Mayr, 2008, "Medienberichte als Konjunkturindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 07, pages 17-29, April.
• Nikolay Robinzonov & Klaus Wohlrabe, 2008, "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 57.
• Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008, "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers, Center for International Development at Harvard University, number 158, Mar.
• Javier Mencía & Enrique Sentana, 2008, "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers, CEMFI, number wp2008_0804, Apr.
• Javier Mencía & Enrique Sentana, 2008, "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers, CEMFI, number wp2008_0805, Apr.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008, "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers, The Conference Board, Economics Program, number 08-04, Nov.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas De Riesgo Financiero Usando C�Pulas: Teor�A Y Aplicaciones," Borradores de Economia, Banco de la Republica, number 4523, Feb.
• Dairo Estrada & Javier Guti�rrez Rueda, 2008, "Supervisi�N Y Regulaci�N Del Sistema Financiero:Modelos Implicaciones Y Alcances," Borradores de Economia, Banco de la Republica, number 4543, Feb.
• Andr�s Gonz�lez & Hern�n Rinc�m & Norberto Rodr�guez, 2008, "La transmisi�n de los choques a la tasa de cambio sobre la inflaci�n," Borradores de Economia, Banco de la Republica, number 5089, Oct.
• Rubén Darío Sepúlveda Vargas, 2008, "Valoración económica del uso recreativo del Parque Ronda del Sinú, en Montería, Colombia," Revista Semestre Económico, Universidad de Medellín.
• Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008, "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 172, Oct.
• Canova, Fabio, 2008, "How much structure in empirical models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6791, Apr.
• Marcellino, Massimiliano & Jordà , Ã’scar, 2008, "Path Forecast Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7009, Oct.
• Dolado, Juan J & Stucchi, Rodolfo, 2008, "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7055, Nov.
• Linde, Jesper & Jacobson, Tor & Roszbach, Kasper & Kindell, Rikard, 2008, "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7083, Dec.
• Chernov, Mikhail & Bikbov, Ruslan, 2008, "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7096, Dec.
• Janine Aron & John Muellbauer, 2008, "Multi-sector inflation forecasting - quarterly models for South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2008-27.
• Giovanni Cerulli, 2008, "Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200803, Jun.