Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2019

• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita & Dobrolyubova E. & Yuzhakov V. & Mkrtchyan N., 2019, "Monitoring of Russia`s Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-18, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-25, February.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita & Dobrolyubova E. & Yuzhakov V., 2019, "Monitoring of Russia`s Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-17, April.
• Tsukhlo Sergey, 2019, "Russian industrial sector in 2018: slowdown of exiting from stagnation of 2012–2016 (on business surveys’ findings)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2019-969, revised 2019.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2019, "Government support of small and medium sized entrepreneurship in Russia," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2019-977, revised 2019.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.
• Michael Kostmann & Wolfgang K. Härdle, 2019, "Forecasting in Blockchain-Based Local Energy Markets," Energies, MDPI, volume 12, issue 14, pages 1-27, July.
• Peter G. Dunne, 2019, "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," JRFM, MDPI, volume 12, issue 2, pages 1-25, April.
• Meri Papavangjeli, 2019, "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2019, Oct, revised 09 Oct 2019.
• Miriam Steurer & Robert Hill, 2019, "Metrics for Evaluating the Performance of Automated Valuation Models," Graz Economics Papers, University of Graz, Department of Economics, number 2019-02, Feb.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019, "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers, University of Graz, Department of Economics, number 2019-06, Aug.
• Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019, "Conditional variance forecasts for long-term stock returns," Graz Economics Papers, University of Graz, Department of Economics, number 2019-08, Aug.
• Tara M. Sinclair, 2019, "Continuities and Discontinuities in Economic Forecasting," Working Papers, The George Washington University, The Center for Economic Research, number 2019-003, Aug.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-4, Jul.
• Roman Matkovskyy & Taoufik Bouraoui, 2019, "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Post-Print, HAL, number hal-02155402, Jun, DOI: 10.1007/s40953-018-0133-8.
• Michael Brei & Ramon Moreno, 2019, "Reserve requirements and capital flows in Latin America," Post-Print, HAL, number hal-02504212, Dec, DOI: 10.1016/j.jimonfin.2019.102079.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number hal-04582262, Jun.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number halshs-02418967, DOI: 10.1016/j.jmva.2019.02.015.
• Yao T. Kpegli & Anne Bator, 2019, "Poisson-model Analysis of Power Alternation in Africa," Post-Print, HAL, number halshs-02900779, DOI: 10.32479/ijefi.6335.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," PSE Working Papers, HAL, number halshs-02262202, Jul.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, HAL, number halshs-02262202, Jul.
• Steffen Q. Mueller & Patrick Ring & Maria Schmidt, 2019, "Forecasting economic decisions under risk: The predictive importance of choice-process data," Working Papers, Chair for Economic Policy, University of Hamburg, number 066, Jan.
• Reslow, André, 2019, "Inefficient Use of Competitors'Forecasts?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 380, Oct.
• Reslow, André, 2019, "Inefficient Use of Competitors’ Forecasts?," Working Paper Series, Uppsala University, Department of Economics, number 2019:9, Oct.
• Alex Borodin & Victoria Pyatanova & Anton Yashin, 2019, "Bankruptcy Predictions for Air Carriers: Global Market," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 3, pages 418-443.
• Morita, Hiroshi & 森田, 裕史, 2019, "Forecasting Public Investment Using Daily Stock Returns," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-88, Aug.
• SYAHRIL & Raja MASBAR & M. Shabri Abd. MAJID & Sofyan SYAHNUR, 2019, "Does Indonesia As The World Largest Palm Oil Producing Country Determine The World Crude Palm Oil Price Volatility?," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 93-104, June.
• David Kohns & Arnab Bhattacharjee, 2019, "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 010, Oct.
• Claveria, Oscar, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 53, issue 1, pages 1-3, DOI: 10.1186/s12651-019-0253-4.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019, "Private financing of long-term care: income, savings and reverse mortgages," Working Papers, French Institute for Demographic Studies, number 14.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019, "LASSO-Driven Inference in Time and Space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/19, Apr.
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019, "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 2, pages 151-178, June.
• Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2019, "Using Payment System Data to Forecast Economic Activity," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 4, pages 55-80, October.
• Jonathan Benchimol & Lahcen Bounader, 2019, "Optimal Monetary Policy Under Bounded Rationality," IMF Working Papers, International Monetary Fund, number 2019/166, Aug.
• Jonathan O. ONIORE & Uju R. EZENEKWE & Uche C.C NWOGWUGWU, 2019, "Forecasting of Nigeria Manufacturing Sector Growth Rates Using Arima Model," Romanian Journal of Economics, Institute of National Economy, volume 48, issue 1(57), pages 63-70, June.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019, "Forecasting with a Panel Tobit Model," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2019-005, May.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019, "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201912, Jul, revised Jul 2019.
• Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E, 2019, "lassopack: Model Selection and Prediction with Regularized Regression in Stata," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12081, Jan.
• Emmanuel Antwi & Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2019, "Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 93-105, Summer.
• Aytaç PEKMEZCÄ° & Nevin Güler DÄ°NCER & Öznur İŞÇİGÃœNERÄ°, 2019, "Comparison Of The Performance Of Fuzzy Time Series Methods Based On Clustering In The Econometric Time Series Estimation," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 6, issue 3, pages 307-320, July, DOI: 10.15637/jlecon.6.019.
• Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2019-006, Sep.
• Zied Ftiti & Fredj Jawadi, 2019, "Forecasting Inflation Uncertainty in the United States and Euro Area," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 1, pages 455-476, June, DOI: 10.1007/s10614-018-9794-9.
• Elettra Agliardi & Thomas Alexopoulos & Christian Cech, 2019, "On the Relationship Between GHGs and Global Temperature Anomalies: Multi-level Rolling Analysis and Copula Calibration," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 72, issue 1, pages 109-133, January, DOI: 10.1007/s10640-018-0259-3.
• Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019, "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 447-470, December, DOI: 10.1007/s11408-019-00340-5.
• Heather L. R. Tierney, 2019, "Forecasting with the Nonparametric Exclusion-from-Core Inflation Persistence Model Using Real-Time Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 25, issue 1, pages 39-63, February, DOI: 10.1007/s11294-019-09726-7.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
• Sabrina Backs & Markus Günther & Christian Stummer, 2019, "Stimulating academic patenting in a university ecosystem: an agent-based simulation approach," The Journal of Technology Transfer, Springer, volume 44, issue 2, pages 434-461, April, DOI: 10.1007/s10961-018-9697-x.
• Phillip A. Cartwright & Natalija Riabko, 2019, "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 153-194, July, DOI: 10.1007/s11156-018-0746-1.
• Mihaela Simionescu & Maria-Simona Naros, 2019, "Sustainable Development and the Insertion of Higher Educated Unemployed People on Romanian Labour Market," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 12-16, March.
• Mirela Catalina Turkes, 2019, "The Evolution of Fertility over the Life Course. A Comparative Study between Romania and Turkey," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 95-105, March.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-457, Jul, DOI: 10.3929/ethz-b-000354388.
• Tóth, Tamás & Kulin, Ferenc, 2019, "A megújuló energia részarányának modellezése 2020-as kitekintéssel
  [Modelling the proportion of renewable energy with an outlook up to 2020]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 1073-1092, DOI: 10.18414/KSZ.2019.10.1073.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
• Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
• Egle Jakucionyte & Swapnil Singh, 2019, "Mortgage Foreclosure Risk After the Great Recession," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 69, Dec.
• P.N. Brusov & T.V. Filatova & N.P. Orekhova & V.L. Kulik & I. Weil, 2019, "Ratings of The Investment Projects of Arbitrary Durations: New Methodology," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 437-448.
• Boriss Siliverstovs, 2019, "Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts," Working Papers, Latvijas Banka, number 2019/01, Mar.
• Daniel Gros & Roberto Musmeci, 2019, "Preparing for the next MFF: Where did the money go in the past?," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 19147.
• José M. Belbute & Alfredo M. Pereira, 2019, "Reference Forecasts for CO2 Emissions from Fossil-Fuel Combustion and Cement Production in Portugal," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 00126, Aug, revised Aug 2019.
• José M. Belbute & Alfredo Marvão Pereira, 2019, "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0125, Aug, revised Aug 2019.
• Ewert Kleynhans & Clive Coetzee, 2021, "Regional Business Confidence as Early Indicator of Regional Economic Growth," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 19, issue 1 (Spring, pages 27-48, DOI: 10.26493/1854-6935.19.27-48.
• Kristen M. Altenburger & Daniel E. Ho, 2019, "When Algorithms Import Private Bias into Public Enforcement: The Promise and Limitations ofStatistical Debiasing Solutions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 175, issue 1, pages 98-122, DOI: 10.1628/jite-2019-0001.
• Sándor Karajz, 2019, "Multi-Agent-Based Macroeconomic Modelling," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 15, issue 01, pages 19-24.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/19.
• Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/19.
• Hannes Mueller & Christopher Rauh, 2019, "The hard problem of prediction for conflict prevention," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2019-02, Apr.
• Hannes Mueller & Christopher Rauh, 2019, "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 02-2019, Apr.
• Krystian Jaworski, 2019, "Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates. Calibrated simulation trumps estimated autoregression," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 1, pages 83-106.
• Marcin Pełka, 2019, "Symbolic decision stumps in individual credit scoring," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 513-528.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019, "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data for Twenty-First-Century Economic Statistics".
• Geert Bekaert & George Panayotov, 2019, "Good Carry, Bad Carry," NBER Working Papers, National Bureau of Economic Research, Inc, number 25420, Jan.
• Arash Aloosh & Geert Bekaert, 2019, "Currency Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25449, Jan.
• John B. Donaldson & Rajnish Mehra, 2019, "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 25519, Jan.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers, National Bureau of Economic Research, Inc, number 25980, Jun.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019, "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26033, Jul.
• Sruthi Davuluri & René García Franceschini & Christopher R. Knittel & Chikara Onda & Kelly Roache, 2019, "Machine Learning for Solar Accessibility: Implications for Low-Income Solar Expansion and Profitability," NBER Working Papers, National Bureau of Economic Research, Inc, number 26178, Sep.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
• Christopher R. Knittel & Samuel Stolper, 2019, "Using Machine Learning to Target Treatment: The Case of Household Energy Use," NBER Working Papers, National Bureau of Economic Research, Inc, number 26531, Dec.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019, "Forecasting with a Panel Tobit Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26569, Dec.
• Andrzej JARYNOWSKI, 2019, "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 50-64.
• Ben-Akiva, Moshe & McFadden, Daniel & Train, Kenneth, 2019, "Foundations of Stated Preference Elicitation: Consumer Behavior and Choice-based Conjoint Analysis," Foundations and Trends(R) in Econometrics, now publishers, volume 10, issue 1-2, pages 1-144, January, DOI: 10.1561/0800000036.
• Shrestha, Ruzel & Chakraborty, Lekha, 2019, "Practising Subnational Public Finance in an Emerging Economy: Fiscal Marksmanship in Kerala," Working Papers, National Institute of Public Finance and Policy, number 19/261, Apr.
• Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019, "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Working Papers, National Institute of Public Finance and Policy, number 19/280, Sep.
• Carole Bonnet & Sandrine Juin & Anne Laferrère, 2019, "Private Financing of Long‑Term Care: Income, Savings and Reverse Mortgages," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 5-24, DOI: https://doi.org/10.24187/ecostat.20.
• Jérôme Wittwer, 2019, "Comment – Is Self‑Insurance for Long‑Term Care Risk a Solution?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 507-508, pages 25-30, DOI: https://doi.org/10.24187/ecostat.20.
• François Legendre, 2019, "The Emergence and Consolidation of Microsimulation Methods in France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 510-511-5, pages 201-217, DOI: https://doi.org/10.24187/ecostat.20.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-07, Mar.
• Ana Beatriz Galvão & James Mitchell, 2019, "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-08, May.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019, "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2019/03, Nov.
• Luca Lorenzoni & Alberto Marino & David Morgan & Chris James, 2019, "Health Spending Projections to 2030: New results based on a revised OECD methodology," OECD Health Working Papers, OECD Publishing, number 110, May, DOI: 10.1787/5667f23d-en.
• Martin Feldkircher & Nico Hauzenberger, 2019, "How useful are time-varying parameter models for forecasting economic growth in CESEE?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 29-48.
• Nosakhare Liberty Arodoye & John Norense Izevbigie, 2019, "Sectoral Composition And Tax Revenue Performance In Ecowas Countries," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 4, issue 2, pages 45-55, September.
• Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv, Center for Open Science, number bkrn8, Jun, DOI: 10.31219/osf.io/bkrn8.
• Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, volume 17, issue 5, pages 1538-1584.
• Kevin Sheppard & Wen Xu, 2019, "Factor High-Frequency-Based Volatility (HEAVY) Models," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 33-65.
• Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2019, "The macroeconomic effects of official debt restructuring: evidence from the Paris Club," Oxford Economic Papers, Oxford University Press, volume 71, issue 2, pages 344-363.
• Alonso Cifuentes, Julio César & Díaz, Javier Gustavo & Estrada, Daniela & Figueroa, César Alfonso & Tamura, Gabriel, 2019, "Empleando modelos jerárquicos para encontrar el mejor modelo para pronosticar los galones de gasolina corriente demandados en Bogotá (Colombia) || Use of hierarchical models to find the best model to ," 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 28, issue 1, pages 113-123, December.
• Dominik Wolff & Ulrich Neugebauer, 2019, "Tree-based machine learning approaches for equity market predictions," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 273-288, July, DOI: 10.1057/s41260-019-00125-5.
• Mauricio Zevallos, 2019, "A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 94-101.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-014, Jul.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-001, Dec.
• Maria Kovacova & Tomas Kliestik & Katarina Valaskova & Pavol Durana & Zuzana Juhaszova, 2019, "Systematic review of variables applied in bankruptcy prediction models of Visegrad group countries," Oeconomia Copernicana, Institute of Economic Research, volume 10, issue 4, pages 743-772, December, DOI: 10.24136/oc.2019.034.
• Raul V. Fabella & Geoffrey Ducanes, 2019, "Power Industry Disruptors and Prospects of the Electricity Demand in the Greater Metro-Manila Area," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201901, Mar.
• Asongu, Simplice & Nnanna, Joseph, 2019, "Foreign aid, instability and governance in Africa," MPRA Paper, University Library of Munich, Germany, number 101087, Jan.
• Rossi, Barbara & Wang, Yiru, 2019, "Vector autoregressive-based Granger causality test in the presence of instabilities," MPRA Paper, University Library of Munich, Germany, number 101492, Dec.
• Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas, 2019, "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," MPRA Paper, University Library of Munich, Germany, number 101763, Oct.
• Doojav, Gan-Ochir & Damdinjav, Davaasukh, 2019, "The policy-driven boom and bust in the housing market: Evidence from Mongolia," MPRA Paper, University Library of Munich, Germany, number 102933, revised 2019.
• Mukherjee, Paramita & Coondoo, Dipankor & Lahiri, Poulomi, 2019, "Forecasting Hourly Prices in Indian Spot Electricity Market," MPRA Paper, University Library of Munich, Germany, number 103161.
• Ngomba Bodi, Francis Ghislain & Bikai, Landry, 2019, "Les prévisions conditionnelles sont-elles plus précises que les prévisions inconditionnelles dans les projections de croissance et d’inflation en zone CEMAC ?
  [Should conditional forecasts of infla," MPRA Paper, University Library of Munich, Germany, number 116432.
• Nyoni, Thabani, 2019, "Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 91353, Jan.
• Nyoni, Thabani, 2019, "Modeling and forecasting population in Bangladesh: a Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 91394, Jan.
• Nyoni, Thabani, 2019, "Where is Kenya being headed to? Empirical evidence from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 91395, Jan.
• Nyoni, Thabani, 2019, "Is Nigeria's economy progressing or backsliding? Implications from ARIMA models," MPRA Paper, University Library of Munich, Germany, number 91396, Jan.
• Nyoni, Thabani, 2019, "Time series modeling and forecasting of the consumer price index in Japan," MPRA Paper, University Library of Munich, Germany, number 92409, Feb.
• Nyoni, Thabani, 2019, "Forecasting UK consumer price index using Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92410, Feb.
• Nyoni, Thabani, 2019, "Forecasting consumer price index in Norway: An application of Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92411, Feb.
• Nyoni, Thabani, 2019, "Forecasting Australian CPI using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92412, Feb.
• Nyoni, Thabani, 2019, "Predicting CPI in Singapore: An application of the Box-Jenkins methodology," MPRA Paper, University Library of Munich, Germany, number 92413, Feb.
• Nyoni, Thabani, 2019, "Time series modeling and forecasting of the consumer price index in Belgium," MPRA Paper, University Library of Munich, Germany, number 92414, Feb.
• Nyoni, Thabani, 2019, "Understanding CPI dynamics in Canada," MPRA Paper, University Library of Munich, Germany, number 92415, Feb.
• Nyoni, Thabani, 2019, "Predicting CPI in France," MPRA Paper, University Library of Munich, Germany, number 92416, Feb.
• Nyoni, Thabani, 2019, "Forecasting CPI in Sweden," MPRA Paper, University Library of Munich, Germany, number 92418, Feb.
• Nyoni, Thabani, 2019, "Predicting CPI in Panama," MPRA Paper, University Library of Munich, Germany, number 92419, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Myanmar: An application of ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92420, Feb.
• Nyoni, Thabani, 2019, "Analyzing CPI dynamics in Italy," MPRA Paper, University Library of Munich, Germany, number 92421, Feb.
• Nyoni, Thabani, 2019, "Predicting consumer price index in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 92422, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Mauritius," MPRA Paper, University Library of Munich, Germany, number 92423, Feb.
• Nyoni, Thabani, 2019, "Can Algeria be the first African country to outsmart the Malthusian population trap? Insights from the ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92425, Feb.
• Nyoni, Thabani, 2019, "Prediction of Inflation in Algeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92426, Feb.
• Nyoni, Thabani, 2019, "Understanding inflation trends in Israel: A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92427, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92428, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Philippines using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92429, Feb.
• Nyoni, Thabani, 2019, "Predicting inflation in Senegal: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92431, Feb.
• Nyoni, Thabani, 2019, "Predicting inflation in Sri Lanka using ARMA models," MPRA Paper, University Library of Munich, Germany, number 92432, Feb.
• Nyoni, Thabani, 2019, "Forecasting total population in Yemen using Box-Jenkins ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92433, Feb.
• Nyoni, Thabani, 2019, "A Box-Jenkins ARIMA approach to the population question in Pakistan: A reliable prognosis," MPRA Paper, University Library of Munich, Germany, number 92434, Feb.
• Nyoni, Thabani, 2019, "Where is Eritrea going in terms of population growth? Insights from the ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92435, Feb.
• Nyoni, Thabani, 2019, "Predicting total population in India: A Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92436, Feb.
• Nyoni, Thabani, 2019, "Forecasting the population of Brazil using the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92437, Feb.
• Nyoni, Thabani, 2019, "What will be China's population in 2050? Evidence from the Box-Jenkins approach," MPRA Paper, University Library of Munich, Germany, number 92439, Feb.
• Nyoni, Thabani, 2019, "Addressing the population question in Mexico: A Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92440, Feb.
• Nyoni, Thabani, 2019, "Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92441, Feb.
• Nyoni, Thabani, 2019, "ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany," MPRA Paper, University Library of Munich, Germany, number 92442, Feb.
• Nyoni, Thabani, 2019, "Forecasting inflation in Burkina Faso using ARMA models," MPRA Paper, University Library of Munich, Germany, number 92443, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Burundi using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92444, Feb.
• Nyoni, Thabani, 2019, "ARIMA modeling and forecasting of inflation in Egypt (1960-2017)," MPRA Paper, University Library of Munich, Germany, number 92446, Feb.
• Nyoni, Thabani, 2019, "Understanding inflation trends in Finland: A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92448, Feb.
• Nyoni, Thabani, 2019, "Inflation dynamics in Jamaica: Evidence from the ARMA methodology," MPRA Paper, University Library of Munich, Germany, number 92449, Feb.
• Nyoni, Thabani, 2019, "Inflation dynamics in Niger unlocked: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92450, Feb.
• Nyoni, Thabani, 2019, "Understanding inflation patterns in Thailand: An ARMA approach," MPRA Paper, University Library of Munich, Germany, number 92451, Feb.
• Nyoni, Thabani, 2019, "Predicting inflation in the Kingdom of Bahrain using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92452, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting CPI in Iran: A univariate analysis," MPRA Paper, University Library of Munich, Germany, number 92454, Feb.
• Nyoni, Thabani, 2019, "Uncovering inflation dynamics in Morocco: An ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92455, Feb.
• Nyoni, Thabani, 2019, "Box-Jenkins ARIMA approach to predicting total population in Russia," MPRA Paper, University Library of Munich, Germany, number 92456, Feb.
• Nyoni, Thabani, 2019, "Somalia population dynamics versus the Malthusian population trap: What does the ARIMA approach tell us?," MPRA Paper, University Library of Munich, Germany, number 92457, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting inflation in Tanzania using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 92458, Feb.
• Nyoni, Thabani, 2019, "Will the United States of America (USA) be a beneficiary of the Alburg (1998) and Becker et al (1999) prophecies? Recent insights from the Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 92459, Feb.
• Nyoni, Thabani, 2019, "Understanding inflation dynamics in the United States of America (USA): A univariate approach," MPRA Paper, University Library of Munich, Germany, number 92460, Feb.
• Nyoni, Thabani, 2019, "Modeling and forecasting remittances in Bangladesh using the Box-Jenkins ARIMA methodology," MPRA Paper, University Library of Munich, Germany, number 92463, Feb.
• Bastos, João A., 2019, "Forecasting the capacity of mobile networks," MPRA Paper, University Library of Munich, Germany, number 92727, Mar.
• Voisin, Elisa & Hecq, Alain, 2019, "Forecasting bubbles with mixed causal-noncausal autoregressive models," MPRA Paper, University Library of Munich, Germany, number 92734, Mar.
• Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019, "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 93366, Mar.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
• Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
• Naimoli, Antonio & Storti, Giuseppe, 2019, "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper, University Library of Munich, Germany, number 93802, May.
• Nyoni, Thabani, 2019, "What will be Botswana's population in 2050? Evidence from the Box-Jenkins approach," MPRA Paper, University Library of Munich, Germany, number 93977, May.
• Nyoni, Thabani & Mutongi, Chipo, 2019, "Can Afghanistan be a victim of the Malthusian population trap? what does the ARIMA approach tell us?," MPRA Paper, University Library of Munich, Germany, number 93978, May.
• Nyoni, Thabani & Mutongi, Chipo & Nyoni, Munyaradzi & Hamadziripi, Oscar Hapanyengwi, 2019, "Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach," MPRA Paper, University Library of Munich, Germany, number 93979, May.
• Nyoni, Thabani & Mutongi, Chipo, 2019, "Modeling and forecasting inflation in The Gambia: an ARMA approach," MPRA Paper, University Library of Munich, Germany, number 93980, May.
• Nyoni, Thabani, 2019, "Demystifying inflation dynamics in Rwanda: an ARMA approach," MPRA Paper, University Library of Munich, Germany, number 93982, May.
• Nyoni, Thabani & Mutongi, Chipo, 2019, "Prediction of total population in Togo using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 93983, May.
• Nyoni, Thabani & Mutongi, Chipo, 2019, "Modeling and forecasting carbon dioxide emissions in China using Autoregressive Integrated Moving Average (ARIMA) models," MPRA Paper, University Library of Munich, Germany, number 93984, May.
• Nyoni, Thabani & Mutongi, Chipo & Munyaradzi, Nyoni, 2019, "Population dynamics in Gambia: an ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 93985, May.
• Nyoni, Thabani & Muchingami, Lovemore, 2019, "Foreign Direct Investment (FDI) dynamics in India: what do ARIMA models tell us?," MPRA Paper, University Library of Munich, Germany, number 93986, May.
• Nyoni, Thabani & Muchingami, Lovemore, 2019, "Modeling and forecasting Botswana's Growth Domestic Product (GDP) per capita," MPRA Paper, University Library of Munich, Germany, number 93987, May.
• Maas, Benedikt, 2019, "Short-term forecasting of the US unemployment rate," MPRA Paper, University Library of Munich, Germany, number 94066, Apr.
• Shah, Syed Sibghatullah, 2019, "On Trust Dynamics of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 94095, May, revised 30 May 2019.
• Ojeda-Joya, Jair, 2019, "A consumption-based approach to exchange rate predictability," MPRA Paper, University Library of Munich, Germany, number 94231, May.
• Degiannakis, Stavros & Filis, George, 2019, "Oil price volatility forecasts: What do investors need to know?," MPRA Paper, University Library of Munich, Germany, number 94445, Jun.
• Dmitriy, Skrypnik & Marina, Shakleina, 2019, "Counter sanctions and well-being population of Russia: econometric analyses," MPRA Paper, University Library of Munich, Germany, number 94478.
• Pourghorban, Mojtaba & Mamipour, Siab, 2019, "Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models)," MPRA Paper, University Library of Munich, Germany, number 94826, Feb.
• Bucci, Andrea, 2019, "Cholesky-ANN models for predicting multivariate realized volatility," MPRA Paper, University Library of Munich, Germany, number 95137, Jul.
• Quaas, Georg, 2019, "Ferndiagnose des RWI-Konjunkturmodells
  [Remote diagnosis of the RWI business cycle model]," MPRA Paper, University Library of Munich, Germany, number 95292, Jun.
• Bucci, Andrea, 2019, "Realized Volatility Forecasting with Neural Networks," MPRA Paper, University Library of Munich, Germany, number 95443, Aug.
• Loermann, Julius & Maas, Benedikt, 2019, "Nowcasting US GDP with artificial neural networks," MPRA Paper, University Library of Munich, Germany, number 95459, May.
• Indaco, Agustín, 2019, "From Twitter to GDP: Estimating Economic Activity From Social Media," MPRA Paper, University Library of Munich, Germany, number 95885, Mar.
• Chakraborty, Lekha & Chakraborty, Pinaki & Shrestha, Ruzel, 2019, "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," MPRA Paper, University Library of Munich, Germany, number 95921.
• Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
• Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
• Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019, "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper, University Library of Munich, Germany, number 96007, Sep.