Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2008

• Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008, "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print, HAL, number halshs-00363168, Nov.
• Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print, HAL, number halshs-00364793.
• Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print, HAL, number halshs-00364796.
• Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print, HAL, number halshs-00364797.
• Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers, HAL, number halshs-00329495, Oct.
• Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G, 2008, "Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 114, Feb.
• Amado, Cristina & Teräsvirta, Timo, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 691, Jan.
• Mellander, Erik & Sandgren-Massih, Sofia, 2008, "Proxying ability by family background in returns to schooling estimations is generally a bad idea," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2008:22, Oct.
• Åsberg Sommar, Per & Shahnazarian, Hovick, 2008, "Macroeconomic Impact on Expected Default Frequency," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 219, Jan.
• Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008, "Firm Default and Aggregate Fluctuations," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 226, Sep.
• Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian, 2008, "Willingness to Pay for Car Safety: Sensitivity to Time Framing," Working Papers, Swedish National Road & Transport Research Institute (VTI), number 2008:8, Jul.
• Söderberg, Jonas, 2008, "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:9, Dec.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2008, "Comparing Forecast Performance of Exchange Rate Models," Working Papers, Hong Kong Monetary Authority, number 0808, Jun.
• Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008, "Stability Tests for Heterogeneous Panel Data," Working Papers, Hong Kong Institute for Monetary Research, number 092008, Sep.
• Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper, 2008, "Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis," Working Papers, Hong Kong Institute for Monetary Research, number 122008, Dec.
• Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008, "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles, Harvard University Department of Economics, number 3039049.
• Imbens, Guido & Abadie, Alberto, 2008, "On the Failure of the Bootstrap for Matching Estimators," Scholarly Articles, Harvard University Department of Economics, number 3043415.
• Christos Floros, 2008, "Long Memory In Exchange Rates: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 31-39.
• Robert Finger & Werner Hediger, 2008, "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," IED Working paper, IED Institute for Environmental Decisions, ETH Zurich, number 08-02, Jun.
• Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008, "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/08, Mar.
• Guido Imbens & Jeffrey M. Wooldridge, 2008, "Recent developments in the econometrics of program evaluation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/08, Aug.
• Richard Blundell & Monica Costa Dias, 2008, "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/08, Oct.
• Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
• Schneider, Ulrike & Wagner, Martin, 2008, "Catching Growth Determinants with the Adaptive LASSO," Economics Series, Institute for Advanced Studies, number 232, Nov.
• Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU, 2008, "Türkiye turizm sektörünün talep analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 263, pages 24-40.
• Jyotirmayee Kar & Mahamaya Kar, 2008, "Environment and Changing Agricultural Practices: Evidence from Orissa, India," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 2, issue 2, pages 119-128, December.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2008, "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 2, pages 1-22, June.
• Ippei Fujiwara, 2008, "Growth Expectation," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-21, Sep.
• Daniel Millimet & Rusty Tchernis, 2008, "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-008, Apr.
• Juan Carlos Escanciano & Carlos Velasco, 2008, "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-021, Aug.
• Sara Castellanos & Marco Oviedo, 2008, "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results of a Structural Econometric Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 131, pages 3-28.
• Michalis Petrides & Alex Karagrigoriou, 2008, "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, volume 32, issue 1, pages 45-64.
• Giancarlo Bruno, 2008, "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 98, Jun.
• Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008, "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers, IZA Network @ LISER, number 3589, Jul.
• Millimet, Daniel L. & Tchernis, Rusty, 2008, "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," IZA Discussion Papers, IZA Network @ LISER, number 3632, Aug.
• Imbens, Guido W. & Wooldridge, Jeffrey M., 2008, "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 3640, Aug.
• Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert P., 2008, "Testing Mundell's Intuition of Endogenous OCA Theory," IZA Discussion Papers, IZA Network @ LISER, number 3739, Sep.
• Blundell, Richard & Costa Dias, Monica, 2008, "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers, IZA Network @ LISER, number 3800, Oct.
• Dolado, Juan J. & Stucchi, Rodolfo, 2008, "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," IZA Discussion Papers, IZA Network @ LISER, number 3832, Nov.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2008-17, Sep.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008, "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 4, pages 279-291, DOI: 10.1002/for.1061.
• Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008, "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 4, pages 293-303, DOI: 10.1002/for.1060.
• Hyndman, Rob J. & Khandakar, Yeasmin, 2008, "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Thomas Busch, 2008, "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, volume 11, issue 1, pages 61-81, March, DOI: 10.1007/s11147-008-9024-z.
• Christian Conrad & Menelaos Karanasos, 2008, "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-189, Feb, DOI: 10.3929/ethz-a-005552237.
• Kristóf, Tamás, 2008, "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
  [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 441-461.
• Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper, 2008, "Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis," Discussion Paper Series, Department of Economics, Loughborough University, number 2008-01, Jun, revised Jun 2008.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008, "Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_07, Aug, revised Aug 2008.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008, "Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_08, Aug, revised Aug 2008.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008, "Efficiency in Indonesian Banking: Recent Evidence," Discussion Paper Series, Department of Economics, Loughborough University, number 2008_13, Nov, revised Nov 2008.
• Deborah Gefang & Rodney Strachan, 2008, "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/4, Jan.
• Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 266.
• Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008, "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche, GREEN, number 0801.
• Don Bredin & Stilianos Fountas, 2008, "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_01, Jan, revised Jan 2008.
• Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
• Theodore Panagiotidis, 2008, "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_14, Dec, revised Dec 2008.
• Timotheos Angelidis & Alexandros Benos, 2008, "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 67-104, March-Jun.
• Harold Alvarez Alvarez, 2008, "Contabilidad, juicios ético-morales y desarrollo humano: una reflexión en la perspectiva de la transdisciplinariedad Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 9, pages 8-19, Diciembre.
• Carlo Mazzaferro & Marcello Morciano, 2008, "CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0595, Oct.
• Dominique Guegan & Pierre-André Maugis, 2008, "New prospects on vines," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08095, Dec, revised Mar 2010.
• George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
• Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
• Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
• Marcin Kolasa, 2008, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," NBP Working Papers, Narodowy Bank Polski, number 49, Jul.
• Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008, "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13901, Mar.
• Kenneth S. Rogoff & Vania Stavrakeva, 2008, "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 14071, Jun.
• Maria Elena Bontempi & Jacques Mairesse, 2008, "Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 14108, Jun.
• Han Hong & Bruce Preston, 2008, "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 14284, Aug.
• Cristina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers, NIPE - Universidade do Minho, number 03/2008.
• Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo, 2008, "Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 5, issue 1, pages 49-66, June.
• Massimiliano Caporin & Michael McAleer, 2008, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0064.
• Kyungchul Song, 2008, "Testing Distributional Inequalities and Asymptotic Bias," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-005, Feb.
• Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008, "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-006, Feb.
• Ana Oliveira-Brochado & Francisco Vitorino Martins, 2008, "Determining the Number of Market Segments Using an Experimental Design," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 263, Jan.
• Chasco, Coro & López, Ana María & Guillain, Rachel, 2008, "The non-stationary influence of geography on the spatial agglomeration of production in the EU," MPRA Paper, University Library of Munich, Germany, number 10737, Sep.
• Barnett, William A. & Duzhak, Evgeniya A., 2008, "Empirical assessment of bifurcation regions within new Keynesian models," MPRA Paper, University Library of Munich, Germany, number 11249, Oct.
• Rossi, Eduardo & Spazzini, Filippo, 2008, "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 12260.
• Barnett, William A. & Serletis, Apostolos, 2008, "Measuring Consumer Preferences and Estimating Demand Systems," MPRA Paper, University Library of Munich, Germany, number 12318, Dec.
• Barnett, William A. & Serletis, Apostolos, 2008, "The Differential Approach to Demand Analysis and the Rotterdam Model," MPRA Paper, University Library of Munich, Germany, number 12319, Dec.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper, University Library of Munich, Germany, number 13435, Dec.
• Eo, Yunjong, 2008, "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper, University Library of Munich, Germany, number 13910, Aug, revised 11 Feb 2009.
• Rao, Surekha & Ghali, Moheb & Krieg, John, 2008, "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper, University Library of Munich, Germany, number 14637, Jan.
• Mendonca, Gui Pedro, 2008, "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper, University Library of Munich, Germany, number 14648, Nov.
• Maldonado, Diego & Pazmiño, Mariela, 2008, "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
  [New Management Tool for Credit Risk analysis: An aplication for Financial Institution in Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17163, Dec, revised 30 Dec 2008.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Korobilis, Dimitris, 2008, "Forecasting in vector autoregressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 21122, Jan.
• Mapa, Dennis & Beronilla, Nikkin, 2008, "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper, University Library of Munich, Germany, number 21223.
• Blache, Guillaume, 2008, "Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects," MPRA Paper, University Library of Munich, Germany, number 23168, Oct, revised 19 Feb 2009.
• El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi, 2008, "LES déterminants du taux de change au Maroc : Une étude empirique
  [THE Exchange Rate Determinants in Morocco: An Empirical Investigation]," MPRA Paper, University Library of Munich, Germany, number 24115, Nov.
• Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal, 2008, "Using Artificial intelligence to select the optimal E-CRM Based business needs," MPRA Paper, University Library of Munich, Germany, number 25758, Nov.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Harding, Don & Negara, Siwage, 2008, "Estimating baseline real business cycle models of the Australian economy," MPRA Paper, University Library of Munich, Germany, number 33556, Feb.
• Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008, "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper, University Library of Munich, Germany, number 3406, Apr.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Buncic, Daniel, 2008, "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper, University Library of Munich, Germany, number 6904, Jan.
• Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper, University Library of Munich, Germany, number 80434.
• Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper, University Library of Munich, Germany, number 80464.
• Lanne, Markku & Saikkonen, Pentti, 2008, "Modeling Expectations with Noncausal Autoregressions," MPRA Paper, University Library of Munich, Germany, number 8411.
• Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso, 2008, "Extracting the Cyclical Component in Hours Worked: a Bayesian Approach," MPRA Paper, University Library of Munich, Germany, number 8967, May.
• Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008, "Interest Rate Determination in Small Developing Countries," MPRA Paper, University Library of Munich, Germany, number 95621, Jan.
• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008, "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper, University Library of Munich, Germany, number 9684, Apr.
• Jesse Rothstein, 2008, "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers, Princeton University, School of Public and International Affairs, Education Research Section., number 1059, Jun.
• António Rua & Francisco Craveiro Dias, 2008, "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers, Banco de Portugal, Economics and Research Department, number w200809.
• José R. Maria & Sara Serra, 2008, "Forecasting investment: A fishing contest using survey data," Working Papers, Banco de Portugal, Economics and Research Department, number w200818.
• T M Christensen & A S Hurn & K A Lindsay, 2008, "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series, National Centre for Econometric Research, number 25, Jun.
• Adam Clements & A S Hurn & K A Lindsay, 2008, "Estimating the Payoffs of Temperature-based Weather Derivatives," NCER Working Paper Series, National Centre for Econometric Research, number 33, Aug.
• Adam Clements & A S Hurn & K A Lindsay, 2008, "Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives," NCER Working Paper Series, National Centre for Econometric Research, number 34, Sep.
• Hugo Gerard & Kristoffer Nimark, 2008, "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-02, May.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2008-63, Nov.
• Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008, "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers, Society for Economic Dynamics, number 540.
• Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga, 2008, "Déficit en la provisión local de servicios públicos y tipología municipal," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 16, issue 3, pages 111-132, Winter.
• Sami Saafi, 2008, "Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)," Working Papers, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation, number 184, May.
• Christopher Martin & Costas Milas, 2008, "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 31_08, Jan.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Dean Fantazzini, 2008, "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 87-122.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• Emil Ershov, 2008, "A choice of the regression maximizing an unbiased estimate of the coefficient of determination," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 71-83.
• Stefananescu, Stefan, 2008, "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 149-161, March.
• Ruxanda, Gheorghe & Botezatu, Andreea, 2008, "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 51-62, September.
• Nicolae Balan, Mariana & Vasile, Valentina, 2008, "Impact Of Globalisation On The Evolution Of The Demographic Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 174-195, December.
• Jula, Dorin, 2008, "Economic Impact of Political Cycles – The Relevance of European experinces for Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 081101, Nov.
• Stefania Gabriele & Corrado Pollastri & Michele Raitano, 2008, "Assessing the Increase of Italian Families Perceived Vulnerability," Rivista di Politica Economica, SIPI Spa, volume 98, issue 5, pages 293-324, September.
• Tommaso Proietti & Alessandra Luati, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CEIS Research Paper, Tor Vergata University, CEIS, number 272, Apr, revised 19 Apr 2013.
• João Cotter Salvado, 2008, "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 3, pages 437-458, September.
• Pascal Lavergne & Valentin Patilea, 2008, "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-06, Nov.
• Robert Pontius & Wideke Boersma & Jean-Christophe Castella & Keith Clarke & Ton Nijs & Charles Dietzel & Zengqiang Duan & Eric Fotsing & Noah Goldstein & Kasper Kok & Eric Koomen & Christopher Lippitt, 2008, "Comparing the input, output, and validation maps for several models of land change," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 11-37, March, DOI: 10.1007/s00168-007-0138-2.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.

2007

• Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007, "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-03, Jan.
• van Dijk, A. & Fok, D. & Paap, R., 2007, "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-07, Feb.
• Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P., 2007, "Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-065-LIS, Oct.
• David Madden, 2007, "Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump?," The Economic and Social Review, Economic and Social Studies, volume 38, issue 2, pages 259-274.
• ZHANG Ning & HU Angang & ZHENG Jinghai, 2007, "Using Data Envelopment Analysis approach to estimate the health production efficiencies in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 2, issue 1, pages 1-23, March.
• Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007, "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers, Fondazione Eni Enrico Mattei, number 2007.4, Jan.
• Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007, "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-10.
• Giampiero Gallo & Edoardo Otranto, 2007, "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_11, Oct.
• Christian T. Brownlees & Giampiero M. Gallo, 2007, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_15, Nov.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
• Vassilis Hajivassiliou & Frédérique Savignac, 2007, "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers, Financial Markets Group, number dp594, Jun.
• Jean-François Goux & Thomas Rusuhuzwa Kigabo, 2007, "Rupture structurelle et demande de monnaie au Rwanda," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0727, Nov.
• Giacomo Sbrana, 2007, "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 1, pages 3-28, March.
• Josiane Confais & Monique Le Guen, 2007, "First steps in linear regression with SAS
  [Premiers pas en régression linéaire avec SAS®]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00180861, Oct.
• Josiane Confais & Monique Le Guen, 2007, "First steps in linear regression with SAS
  [Premiers pas en régression linéaire avec SAS®]," Post-Print, HAL, number halshs-00180861, Oct.
• Alkhamisi, M.A. & Shukur, Ghazi, 2007, "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 80, Jan.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
• Teräsvirta, Timo & Zhao, Zhenfang, 2007, "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 662, Jun, revised 01 Aug 2007.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 669, Jun, revised 18 Jan 2008.
• Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger, 2007, "New York mark-ups on petroleum products," Working Papers, Lund University, Department of Economics, number 2008:2, Aug.
• Eklund, Jana & Karlsson, Sune, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Örebro University, School of Business, number 2007:1, Mar.
• Eklund, Jana & Karlsson, Sune, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers, Örebro University, School of Business, number 2007:4, Sep.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian Forecast Combination for VAR Models," Working Papers, Örebro University, School of Business, number 2007:13, Dec.
• Akram, Q. Farooq & Nymoen, Ragnar, 2007, "Model selection for monetary policy analysis How important is empirical validity?," Memorandum, Oslo University, Department of Economics, number 14/2007, Jul.
• Sellin, Peter, 2007, "Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 213, Oct.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
• Hans Genberg & Jian Chang, 2007, "A VAR Framework for Forecasting Hong Kong'S Output and Inflation," Working Papers, Hong Kong Monetary Authority, number 0702, Mar.
• Jana Eklund & Sune Karlsson, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Economics, Department of Economics, Central bank of Iceland, number wp34, May.
• Jana Eklund & Sune Karlsson, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Economics, Department of Economics, Central bank of Iceland, number wp35, May.
• Erwin Gunawan Hutapea, 2007, "Credit Downturn in the Aftermath of Indonesian Crisis 1997 Revisited: An Application of ARDL Bounds Testing Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 4, pages 5-22, April, DOI: https://doi.org/10.21098/bemp.v9i4..
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-15, Dec.
• Verónica Herrero & Mónica Bocco, 2007, "Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 45, issue 2, pages 95-124, Diciembre, DOI: 10.55444/2451.7321.2007.v45.n2.3841.
• Michael P. Keane & Kenneth I. Wolpin, 2007, "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 48, issue 4, pages 1351-1378, November.
• Peter Haan & Michal Myck, 2007, "Apply with Caution: Introducing UK-Style In-Work Support in Germany," Fiscal Studies, Institute for Fiscal Studies, volume 28, issue 1, pages 43-72, March.