Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2018

• Sriyana, Jaka, 2018, "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 14, issue 3, June, DOI: 10.22004/ag.econ.287222.
• Emrah Gulay, 2018, "Comparing Simple Forecasting Methods and Complex Methods: A Frame of Forecasting Competition," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 159-169, June.
• Marco Ginanneschi & Pietro Piu, 2018, "The Role of e-Commerce in the Success of Low-cost Carriers," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 407-425, December.
• Hanna Tarasova, 2018, "Scientific and methodical approach to adaptive diversification of industrial enterprise development under crisis conditions," Virtual Economics, The London Academy of Science and Business, volume 1, issue 1, pages 42-52, October, DOI: 10.34021/ve.2018.01.01(3).
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1845, Dec.
• Wang, Cindy Shin-Huei & Hafner, Christian, 2018, "A simple solution of the spurious regression problem," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2018044, Jan.
• Mioara POPESCU, 2018, "Data Mining For Analysing Trends And Customer Behaviour Via Internet Searches," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 20, pages 1-7.
• Milind Tiwari, 2018, "Shell Companies – Identification of an Instrument Used for Illicit Purposes: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 4, pages 685-692, December.
• Allan Timmermann, 2018, "Forecasting Methods in Finance," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 449-479, November, DOI: 10.1146/annurev-financial-110217-02.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, volume 10, issue 1, pages 615-643, August, DOI: 10.1146/annurev-economics-080217-05.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201802, Apr, revised Apr 2018.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
• Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers, arXiv.org, number 1804.02289, Apr.
• Michael Stanley Smith & Thomas S. Shively, 2018, "Econometric Modeling of Regional Electricity Spot Prices in the Australian Market," Papers, arXiv.org, number 1804.08218, Apr.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2018, "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," Papers, arXiv.org, number 1804.08315, Apr.
• Laura Liu, 2018, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers, arXiv.org, number 1805.04178, May, revised Oct 2021.
• Florian Ziel & Rafal Weron, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers, arXiv.org, number 1805.06649, May.
• Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018, "LASSO-Driven Inference in Time and Space," Papers, arXiv.org, number 1806.05081, Jun, revised May 2020.
• Ray Fair, 2018, "Information Content of DSGE Forecasts," Papers, arXiv.org, number 1808.02910, Aug.
• Carol Alexander & Emese Lazar & Silvia Stanescu, 2018, "Analytic Moments for GARCH Processes," Papers, arXiv.org, number 1808.09666, Aug, revised Sep 2018.
• Gary Koop & Dimitris Korobilis, 2018, "Bayesian dynamic variable selection in high dimensions," Papers, arXiv.org, number 1809.03031, Sep, revised May 2020.
• Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018, "On LASSO for Predictive Regression," Papers, arXiv.org, number 1810.03140, Oct, revised Feb 2021.
• Tobias Hartl & Roland Weigand, 2018, "Multivariate Fractional Components Analysis," Papers, arXiv.org, number 1812.09149, Dec, revised Jan 2019.
• Renáta Myšková & Petr Hájek & Vladimír Olej, 2018, "Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ? A Meta-Learning Approach," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 185-185, February.
• Ivan Kozic, 2018, "Medium-Term Forecast Of Tourism Activity In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 27, issue 2, pages 419-437, december.
• Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018, "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1882.
• Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1889.
• Massimo Guidolin & Alexei Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1890.
• Nataliya Bondarchuk & Lesya Vasiljeva, 2018, "Impact Of Operating Costs On Economic Phenomena And The Possibility Of Their Optimization At Processors," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-40-46.
• Olha Kaut & Dmytro Kozenkov & Valentyna Lebedieva, 2018, "Organizational And Methodological Aspects Of Management Of Economic Consequences Of Technical Risks," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 3, DOI: 10.30525/2256-0742/2018-4-3-104-114.
• Stavros Degiannakis & George Filis, 2018, "Forecasting European Economic Policy Uncertainty," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES15, Mar.
• Antonio Stasi & Francesco Diotallevi & Andrea Marchini & Gianluca Nardone, 2018, "Italian Extra-Virgin Olive Oil: Impact on Demand on Being Market Leaders, Private Labels or Small Producers," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 39-54, August.
• Stephen Wright & James Mitchell & Donald Robertson, 2018, "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1804, Apr.
• Tony Chernis & Rodrigo Sekkel, 2018, "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers, Bank of Canada, number 18-9, DOI: 10.34989/sdp-2018-9.
• Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant, 2018, "Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation," Staff Working Papers, Bank of Canada, number 18-10, DOI: 10.34989/swp-2018-10.
• Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
• Patrick Rizzetto, 2018, "GDP by Industry in Real Time: Are Revisions Well Behaved?," Staff Analytical Notes, Bank of Canada, number 2018-40, DOI: 10.34989/san-2018-40.
• Fiorella Dogliolo, 2018, "Investment Nowcasting. A Real-Time Estimate with High Frequency Indicators," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201878, Apr.
• Lorena Garegnani & Mauricio Gómez Aguirre, 2018, "Forecasting Inflation in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201879, May.
• Mar Delgado-Téllez & Javier J. Pérez, 2018, "Institutional and economic determinants of regional public debt in Spain," Occasional Papers, Banco de España, number 1807, Jul.
• Pablo Aguilar & Jesús Vázquez, 2018, "Term structure and real-time learning," Working Papers, Banco de España, number 1803, Jan.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers, Banco de España, number 1841, Dec.
• María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018, "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers, Banco de España, number 1842, Dec.
• Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto, 2018, "Forecasting house prices in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 463, Oct.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018, "The global component of inflation volatility," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1170, Apr.
• Libero Monteforte & Valentina Raponi, 2018, "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1177, Jun.
• Gálvez-Soriano Oscar de Jesús, 2018, "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers, Banco de México, number 2018-06, Jun.
• Carlos León & Fabio Ortega, 2018, "Nowcasting economic activity with electronic payments data: A predictive modeling approach," Borradores de Economia, Banco de la Republica de Colombia, number 1037, Feb, DOI: 10.32468/be.1037.
• Sophie Béreau & Faubert Violaine & Katia Schmidt, 2018, "Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors," Working papers, Banque de France, number 663.
• Timothée Stumpf-Fétizon & Omiros Papaspiliopoulos & José García-Montalvo, 2018, "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers, Barcelona School of Economics, number 1065, Dec.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers, Barcelona School of Economics, number 1077, Mar.
• Atsushi Inoue & Barbara Rossi, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," Working Papers, Barcelona School of Economics, number 1078, Mar.
• Benjamin K Johannsen & Elmar Mertens, 2018, "A time series model of interest rates with the effective lower bound," BIS Working Papers, Bank for International Settlements, number 715, Apr.
• Michael Brei & Ramon Moreno, 2018, "Reserve requirements and capital flows in Latin America," BIS Working Papers, Bank for International Settlements, number 741, Aug.
• Erzsebet Eva Nagy & Veronika Tengely, 2018, "External and Domestic Drivers of Inflation: The Case Study of Hungary," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 3, pages 49-64, September, DOI: 10.31477/rjmf.201803.49.
• Mikhail Mamonov & Renat Akhmetov & Vera Pankova & Oleg Solntsev & Anna Pestova & Artem Deshko, 2018, "Identification of Financial Sector Optimal Depth and Structure from the Perspective of Economic Growth, Macroeconomic and Financial Stability," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 3, pages 89-123, September, DOI: 10.31477/rjmf.201803.89.
• Ivan Baybuza, 2018, "Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 4, pages 42-59, December, DOI: 10.31477/rjmf.201804.42.
• Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018, "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Nov.
• Konstantin Styrin, 2018, "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series, Bank of Russia, number wps39, Dec.
• Angela Abbate & Massimiliano Marcellino, 2018, "Point, interval and density forecasts of exchange rates with time varying parameter models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 181, issue 1, pages 155-179, January, DOI: 10.1111/rssa.12273.
• Giampiero M. Gallo & Edoardo Otranto, 2018, "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 549-573, April, DOI: 10.1111/rssc.12253.
• Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018, "On the Comparison of Interval Forecasts," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 953-965, November, DOI: 10.1111/jtsa.12426.
• Daniela Bragoli & Jack Fosten, 2018, "Nowcasting Indian GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 2, pages 259-282, April, DOI: 10.1111/obes.12219.
• Lasse Bork & Stig V. Møller, 2018, "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 3, pages 582-611, September, DOI: 10.1111/1540-6229.12185.
• Laura Bisio & Filippo Moauro, 2018, "Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 72, issue 4, pages 471-494, November, DOI: 10.1111/stan.12156.
• Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018, "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics, Boston College Department of Economics, number 952, Jun, revised 29 May 2019.
• Rickard Nyman & Sujit Kapadia & David Tuckett & David Gregory & Paul Ormerod & Robert Smith, 2018, "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers, Bank of England, number 704, Jan.
• Ching-Wai (Jeremy) Chiu & simon hayes & george kapetanios & Konstantinos Theodoridis, 2018, "A new approach for detecting shifts in forecast accuracy," Bank of England working papers, Bank of England, number 721, Apr.
• Matei Demetrescu & Sinem Hacioglu Hoke, 2018, "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers, Bank of England, number 723, May.
• Nikoleta Anesti & Ana Galvão & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers, Bank of England, number 764, Nov.
• Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka, 2018, "Nowcasting Japanese GDPs," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-18, Nov.
• Bulut Levent & Dogan Can, 2018, "Google Trends and Structural Exchange Rate Models for Turkish Lira–US Dollar Exchange Rate," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 2, pages 1-12, August, DOI: 10.1515/rmeef-2017-0026.
• Wang Cindy Shin-Huei & Hafner Christian M., 2018, "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 3, pages 1-14, June, DOI: 10.1515/snde-2015-0040.
• Nicoleta Valentina FLOREA & Anisoara DUICA, 2018, "Improving Relationship With Customers By Reducing Complaints - Using Modelling And Pareto Diagram," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 1, pages 79-87.
• Lustenberger, Thomas & Rossi, Enzo, 2018, "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers, Faculty of Business and Economics - University of Basel, number 2018/06.
• Kuhlmey, Florian & Minke, Matthias, 2018, "Estimating Survival Times Using Swiss Hospital Data," Working papers, Faculty of Business and Economics - University of Basel, number 2018/14.
• Angelica Gianfreda & Derek Bunn, 2018, "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS46, Jan.
• Matus Kubik & Pavol Majher, 2018, "Budgetary Traffic Lights," Discussion Papers, Council for Budget Responsibility, number Discussion Paper No. 2/20, Dec.
• Dunne, Peter G., 2018, "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers, Central Bank of Ireland, number 5/RT/18, Feb.
• Congressional Budget Office, 2018, "The Accuracy of CBO’s Outlay Projections for Fiscal Year 2017," Reports, Congressional Budget Office, number 53923, Jun.
• Congressional Budget Office, 2018, "The Accuracy of CBO's Baseline Estimates for Fiscal Year 2018," Reports, Congressional Budget Office, number 54872, Dec.
• Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018, "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/24, Nov.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
• Cristina Sattarhoff & Marc Gronwald, 2018, "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series, CESifo, number 7102.
• Florian Urbschat, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," CESifo Working Paper Series, CESifo, number 7358.
• Magnus Reif, 2018, "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 265.
• Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1824, Aug.
• Spencer Wheatley & Didier Sornette & Tobias Huber & Max Reppen & Robert N. Gantner, 2018, "Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-22, Mar, revised Mar 2018.
• Jerome L Kreuser & Didier Sornette, 2018, "Bitcoin Bubble Trouble," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-24, Mar, revised Jun 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Feng Zhou & Zhang Qun & Didier Sornette & Liu Jiang, 2018, "Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-50, Jul, revised Aug 2018.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Flavio Scognamiglio, 2018, "Estimation and Updating Methods for Hedonic Valuation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-76, Dec.
• Tomas Adam & Filip Novotny, 2018, "Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/18, Dec.
• J Gallego & G Rivero & J.D. MartÔøΩnez, 2018, "Preventing rather than Punishing: An Early Warning Model of Malfeasance in Public Procurement," Documentos de Trabajo, Universidad del Rosario, number 16724, Sep.
• Carlos León & Fabio Ortega, 2018, "Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach," Revista de Economía del Rosario, Universidad del Rosario, volume 21, issue 2, pages 381-407.
• Carlos Andrés Yanes Guerra, 2018, "La reforma laboral de 2002 y la dinámica del empleo industrial en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 12, issue 1, pages 7-35.
• Astrid Martínez Ortiz, 2018, "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia. Caracterización departamental Santander," Cuadernos de Fedesarrollo, Fedesarrollo, number 16813, Sep.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
• Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018, "A Model of the Fed's View on Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12564, Jan.
• Petrella, Ivan & Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco, 2018, "Structural Scenario Analysis with SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12579, Jan.
• Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12589, Jan.
• Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12687, Feb.
• Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018, "Common Factors of Commodity Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12767, Mar.
• Broer, Tobias & Kohlhas, Alexandre, 2018, "Forecaster (Mis-)Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12898, Apr.
• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13034, Jul.
• Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
• Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018, "LASSO-Driven Inference in Time and Space," Working Papers, Department of Economics, City St George's, University of London, number 18/04.
• Moses Tule & Afees A. Salisu & Charles Chimeke, 2018, "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 040, Jan.
• Afees A. Salisu & Raymond Swaray & Idris Adediran, 2018, "Improving the predictability of commodity prices in US inflation: The role of coffee price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 041, Jan.
• Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018, "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 045, Feb.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Afees A. Salisu & Idris Adediran, 2018, "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 060, Jul.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
• Figen BÜYÜKAKIN & Seda AYDIN, 2018, "Predictability of financial crises by KLR method: Turkey case (Period of 1990:01-2018:09)," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 4, pages 231-237, December.
• Ray C. Fair, 2018, "Information Content of DSGE Forecasts," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2140, Aug.
• Martin Bruns & Malte Rieth & Ben Schumann, 2018, "Berücksichtigung des Teufelskreises zwischen Banken und Staaten verbessert Prognose von Kreditrisiken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 12, pages 253-260.
• Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018, "Predicting risk with risk measures : an empirical study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1803, Feb.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018, "Common factors of commodity prices," Research Bulletin, European Central Bank, volume 51.
• Nymand-Andersen, Per & Pantelidis, Emmanouil, 2018, "Google econometrics: nowcasting euro area car sales and big data quality requirements," Statistics Paper Series, European Central Bank, number 30, Nov.
• Gräb, Johannes & Kostka, Thomas, 2018, "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series, European Central Bank, number 2131, Feb.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018, "From carry trades to curvy trades," Working Paper Series, European Central Bank, number 2149, May.
• Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018, "ALICE: A new inflation monitoring tool," Working Paper Series, European Central Bank, number 2175, Sep.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018, "Mixed frequency models with MA components," Working Paper Series, European Central Bank, number 2206, Nov.
• Nikolaos Dritsakis & Paraskevi Klazoglou, 2018, "Forecasting Unemployment Rates in USA using Box-Jenkins Methodology," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 9-20.
• Onder Buberkoku, 2018, "Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 36-50.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• Jorge Barrientos Marin & Elkin Tabares Orozco & Esteban Velilla, 2018, "Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 97-106.
• Jean Gaston Tamba & Salom Ndjakomo Essiane & Emmanuel Flavian Sapnken & Francis Djanna Koffi & Jean Luc Nsouand l & Bozidar Soldo & Donatien Njomo, 2018, "Forecasting Natural Gas: A Literature Survey," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 216-249.
• Sallahuddin Hassan, 2018, "Dynamic Impact of Energy Consumption, Private Investment and Financial Development on Environmental Pollutions: Evidence from Malaysia," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 63-69.
• Kunlapath Sukcharoen & David Leatham, 2018, "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 193-201.
• Blagrave, Patrick & Vesperoni, Esteban, 2018, "The implications of China’s slowdown for international trade," Journal of Asian Economics, Elsevier, volume 56, issue C, pages 36-47, DOI: 10.1016/j.asieco.2018.01.001.
• Kabukçuoğlu, Ayşe & Martínez-García, Enrique, 2018, "Inflation as a global phenomenon—Some implications for inflation modeling and forecasting," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 46-73, DOI: 10.1016/j.jedc.2017.11.006.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018, "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.01.040.
• Berger, Theo & Gençay, Ramazan, 2018, "Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 30-46, DOI: 10.1016/j.jedc.2018.03.016.
• Dellas, Harris & Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018, "The macroeconomic and fiscal implications of inflation forecast errors," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 203-217, DOI: 10.1016/j.jedc.2018.01.030.
• Nalban, Valeriu, 2018, "Forecasting with DSGE models: What frictions are important?," Economic Modelling, Elsevier, volume 68, issue C, pages 190-204, DOI: 10.1016/j.econmod.2017.07.015.
• Salisu, Afees A. & Isah, Kazeem O., 2018, "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, volume 71, issue C, pages 134-158, DOI: 10.1016/j.econmod.2017.12.008.
• Burney, Nadeem A. & Mohaddes, Kamiar & Alawadhi, Ahmad & Al-Musallam, Marwa, 2018, "The dynamics and determinants of Kuwait's long-run economic growth," Economic Modelling, Elsevier, volume 71, issue C, pages 289-304, DOI: 10.1016/j.econmod.2017.12.018.
• Behrens, Christoph & Pierdzioch, Christian & Risse, Marian, 2018, "Testing the optimality of inflation forecasts under flexible loss with random forests," Economic Modelling, Elsevier, volume 72, issue C, pages 270-277, DOI: 10.1016/j.econmod.2018.02.004.
• Ma, Feng & Liu, Jing & Wahab, M.I.M. & Zhang, Yaojie, 2018, "Forecasting the aggregate oil price volatility in a data-rich environment," Economic Modelling, Elsevier, volume 72, issue C, pages 320-332, DOI: 10.1016/j.econmod.2018.02.009.
• Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018, "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, volume 73, issue C, pages 378-394, DOI: 10.1016/j.econmod.2018.04.016.
• Salisu, Afees A. & Ndako, Umar B., 2018, "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, volume 74, issue C, pages 105-123, DOI: 10.1016/j.econmod.2018.05.010.
• Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2018, "Forecasting the prices of crude oil using the predictor, economic and combined constraints," Economic Modelling, Elsevier, volume 75, issue C, pages 237-245, DOI: 10.1016/j.econmod.2018.06.020.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie, 2018, "Are low-frequency data really uninformative? A forecasting combination perspective," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 92-108, DOI: 10.1016/j.najef.2017.11.006.
• Ong, Sheue Li & Sato, Kiyotaka, 2018, "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 232-248, DOI: 10.1016/j.najef.2018.04.009.
• Papanikolaou, Nikolaos I., 2018, "A dual early warning model of bank distress," Economics Letters, Elsevier, volume 162, issue C, pages 127-130, DOI: 10.1016/j.econlet.2017.10.028.
• Feng, Pan & Qian, Junhui, 2018, "Forecasting the yield curve using a dynamic natural cubic spline model," Economics Letters, Elsevier, volume 168, issue C, pages 73-76, DOI: 10.1016/j.econlet.2018.04.009.
• González-Fernández, Marcos & González-Velasco, Carmen, 2018, "Can Google econometrics predict unemployment? Evidence from Spain," Economics Letters, Elsevier, volume 170, issue C, pages 42-45, DOI: 10.1016/j.econlet.2018.05.031.
• Dias, Gustavo Fruet & Kapetanios, George, 2018, "Estimation and forecasting in vector autoregressive moving average models for rich datasets," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 75-91, DOI: 10.1016/j.jeconom.2017.06.022.
• Li, Jia & Patton, Andrew J., 2018, "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 223-240, DOI: 10.1016/j.jeconom.2017.10.005.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 223-247, DOI: 10.1016/j.jeconom.2018.02.003.
• Chen, Le-Yu & Lee, Sokbae, 2018, "Best subset binary prediction," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 39-56, DOI: 10.1016/j.jeconom.2018.05.001.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2018, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 107-123, DOI: 10.1016/j.ecosta.2017.02.002.
• Breitung, Jörg & Schreiber, Sven, 2018, "Assessing causality and delay within a frequency band," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 57-73, DOI: 10.1016/j.ecosta.2017.04.005.
• Kapetanios, George & Price, Simon & Young, Garry, 2018, "A UK financial conditions index using targeted data reduction: Forecasting and structural identification," Econometrics and Statistics, Elsevier, volume 7, issue C, pages 1-17, DOI: 10.1016/j.ecosta.2017.12.002.
• Bayer, Sebastian, 2018, "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 56-77, DOI: 10.1016/j.ecosta.2017.08.001.
• Sarrias, Mauricio & Daziano, Ricardo A., 2018, "Individual-specific point and interval conditional estimates of latent class logit parameters," Journal of choice modelling, Elsevier, volume 27, issue C, pages 50-61, DOI: 10.1016/j.jocm.2017.10.004.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018, "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ememar.2018.02.006.
• Susanne Maidorn, 2018, "Is there a trade-off between procyclicality and revisions in EC trend TFP estimations?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 59-82, February, DOI: 10.1007/s10663-016-9346-2.
• Jurij Weinblat, 2018, "Forecasting European high-growth Firms - A Random Forest Approach," Journal of Industry, Competition and Trade, Springer, volume 18, issue 3, pages 253-294, September, DOI: 10.1007/s10842-017-0257-0.
• Felix Brinkmann & Olaf Korn, 2018, "Risk-adjusted option-implied moments," Review of Derivatives Research, Springer, volume 21, issue 2, pages 149-173, July, DOI: 10.1007/s11147-017-9136-4.
• Yu-Sheng Lai, 2018, "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, volume 21, issue 3, pages 307-329, October, DOI: 10.1007/s11147-018-9142-1.
• Iris Bergmann & Wolfgang Schultze, 2018, "Accounting based valuation: a simultaneous equations model for forecasting earnings to proxy for ‘other information’," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1057-1091, May, DOI: 10.1007/s11156-017-0654-9.
• Peter Grundke & Kamil Pliszka, 2018, "A macroeconomic reverse stress test," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1093-1130, May, DOI: 10.1007/s11156-017-0655-8.
• Heiner Mikosch & Laura Solanko, 2018, "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher†frequency indicators," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 18-438, Jan, DOI: 10.3929/ethz-b-000230784.
• Boros, Péter, 2018, "A hitelértékelési kiigazítás tőketartalékolásának új szabályozása
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• Evzen Kocenda & Karen Poghosyan, 2018, "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1002, Sep.
• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018, "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 8, Jun.
• Julius Stakenas, 2018, "Slicing up inflation: analysis and forecasting of Lithuanian inflation components," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 56, Dec.
• Urbschat, Florian, 2018, "The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks," Discussion Papers in Economics, University of Munich, Department of Economics, number 56535, Jul.
• Danica Unevska-Andonova, 2018, "Inflation Decomposition Model: Application to Macedonian inflation," Working Papers, National Bank of the Republic of North Macedonia, number 2018-06.
• Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2018, "Modeling the Liquidity Gap in a Private Bank," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 2, pages 153-176, April.
• Nadri, Kamran & Ebrahimi, Sajad & Fadaie, Abbas, 2018, "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 4, pages 501-523, October.
• Evžen Kočenda & Karen Poghosyan, 2018, "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 12, pages 2799-2814, September, DOI: 10.1080/1540496X.2017.1412305.
• Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018, "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 9, pages 2136-2152, July, DOI: 10.1080/1540496X.2017.1358608.
• Renáta Géczi-Papp, 2018, "Presentation and Testing of the Creeping Trend with Harmonic Weights Method in the Light of Sovereign CDS Prices," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 14, issue 02, pages 25-37.
• Ian Borg & Germano Ruisi, 2018, "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers, Central Bank of Malta, number WP/04/2018.
• György Inzelt & Zsuzsa Szentes-Markhot & Gábor Budai, 2018, "Monitoring of Banks’ Risks Related to the Funding of Financial Enterprises," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 17, issue 4, pages 112-139.
• Francesco Caloia & Andrea Cipollini & Silvia Muzzioli, 2018, "On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0131, Sep.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 138, Nov.
• Luca Di Bonaventura & Mario Forni & Francesco Pattarin, 2018, "The Forecasting Performance of Dynamic Factor Models with Vintage Data," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0070, Jul.