Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2019

• 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: 10.31235/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 forecast the gallons of regular gasoline demanded ," 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 inflation and real growth more accurate than unconditio," 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.
• Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019, "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper, University Library of Munich, Germany, number 96266.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2019, "Forecasting Realized Volatility of Agricultural Commodities," MPRA Paper, University Library of Munich, Germany, number 96267.
• Degiannakis, Stavros & Filis, George, 2019, "Forecasting European Economic Policy Uncertainty," MPRA Paper, University Library of Munich, Germany, number 96268.
• Maas, Benedikt, 2019, "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper, University Library of Munich, Germany, number 96408, Sep.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," MPRA Paper, University Library of Munich, Germany, number 96446.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019, "Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006
  [Construction of an artificial Bolivia: Effects of the Economic Policy since 2006]," MPRA Paper, University Library of Munich, Germany, number 96626, Oct.
• Lorde, Troy & Alleyne, Antonio & Hosein, Roger & Yifei, Mu, 2019, "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," MPRA Paper, University Library of Munich, Germany, number 96641, Jun.
• Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019, "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 96735, Sep, revised 26 Nov 2019.
• Nyoni, Thabani, 2019, "The population question in Zimbabwe: reliable projections from the Box – Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 96791, Sep.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper, University Library of Munich, Germany, number 96845, Sep, revised 23 Dec 2019.
• Gharsallah, Sofian & Sucarrat, Genaro, 2019, "Hvor presise er prognosene i Nasjonalbudsjettet?
  [How precise are the forecasts of the Norwegian national budget?]," MPRA Paper, University Library of Munich, Germany, number 96850, Oct.
• Mullat, Joseph, 2019, "The Financing Dilemma Supporting a Project," MPRA Paper, University Library of Munich, Germany, number 96879, Nov.
• Nyoni, Thabani, 2019, "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper, University Library of Munich, Germany, number 96908, Nov.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Aknouche, Abdelhakim & Francq, Christian, 2019, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper, University Library of Munich, Germany, number 97382, Dec.
• Bovi, Maurizio, 2019, "A Time-Varying Expectations Formation Mechanism," MPRA Paper, University Library of Munich, Germany, number 97624, Dec.
• Pincheira, Pablo & Hernández, Ana María, 2019, "Forecasting Unemployment Rates with International Factors," MPRA Paper, University Library of Munich, Germany, number 97855, Dec.
• Emara, Noha & Ma, Jinpeng, 2019, "An Analysis of the Seasonal Cycle and the Business Cycle," MPRA Paper, University Library of Munich, Germany, number 99310.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
• Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201911, Feb.
• Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers, University of Pretoria, Department of Economics, number 201912, Feb.
• Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
• Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
• Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019, "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers, University of Pretoria, Department of Economics, number 201973, Sep.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
• Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
• Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
• Miroslav Navratil & Andrea Kolkova, 2019, "Decomposition and Forecasting Time Series in the Business Economy Using Prophet Forecasting Model," Central European Business Review, Prague University of Economics and Business, volume 2019, issue 4, pages 26-39, DOI: 10.18267/j.cebr.221.
• Pavel Jasek & Lenka Vrana & Lucie Sperkova & Zdenek Smutny & Marek Kobulsky, 2019, "Predictive Performance of Customer Lifetime Value Models in E-Commerce and the Use of Non-Financial Data," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 6, pages 648-669, DOI: 10.18267/j.pep.714.
• Maciej Kostrzewski, 2019, "The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 2, pages 107-131, June.
• António Rua & Hossein Hassani, 2019, "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers, Banco de Portugal, Economics and Research Department, number w201913.
• Alessio Volpicella, 2019, "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 890, Jul.
• A Clements & D Preve, 2019, "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series, National Centre for Econometric Research, number 120, Apr.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2019-07, Aug.
• Carl Singleton & J. James Reade & Alasdair Brown, 2019, "Going with your gut: the (in)accuracy of forecast revisions in a football score prediction game," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-05, Apr, revised 01 Nov 2019.
• Guy Elaad & J. James Reade & Carl Singleton, 2019, "Information, prices and efficiency in an online betting market," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-10, Apr.
• J. James Reade & Carl Singleton & Alasdair Brown, 2019, "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-18, Jun, revised 01 Aug 2020.
• Sacha Gelfer, 2019, "Code and data files for "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery"," Computer Codes, Review of Economic Dynamics, number 18-269, revised .
• Sacha Gelfer, 2019, "Data-Rich DSGE Model Forecasts of the Great Recession and its Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 32, pages 18-41, April, DOI: 10.1016/j.red.2018.12.005.
• Alexandre Kohlhas & Tobias Broer, 2019, "Forecaster (Mis-)Behavior," 2019 Meeting Papers, Society for Economic Dynamics, number 1171.
• Thomas Cook, 2019, "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers, Society for Economic Dynamics, number 402.
• Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers, Red Investigadores de Economía, number 8, Jun.
• Echavarría, Juan José & Giraldo, Iader & Jaramillo, Fernando, 2019, "Cadenas globales de valor, crecimiento y protección arancelaria en Colombia," Working papers, Red Investigadores de Economía, number 9, Jun.
• Abhijit Sen Gupta & Tara Iyer, 2019, "Quarterly Forecasting Model for India’s Economic Growth: Bayesian Vector Autoregression Approach," ADB Economics Working Paper Series, Asian Development Bank, number 573, Mar.
• Tara Iyer & Abhijit Sen Gupta, 2019, "Nowcasting Economic Growth in India: The Role of Rainfall," ADB Economics Working Paper Series, Asian Development Bank, number 593, Oct.
• Nikita Moiseev & Andrei Volodin, 2019, "Increasing the accuracy of macroeconomic time series forecast by incorporating functional and correlational dependencies between them," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 53, pages 119-137.
• Yury Gorlin & Marina Kartseva & Victor Lyashok, 2019, "The impact of the retirement age increase on the poverty level of the Russian population: Microsimulation analysis," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 54, pages 26-50.
• Dean Fantazzini & Tamara Shangina, 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," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 55, pages 5-31.
• Georges Dionne & Xiaozhou Zhou, 2019, "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-3, Jun.
• Nikolaos DRITSAKIS & Paraskevi KLAZOGLOU, 2019, "Time Series Analysis using ARIMA Models: An Approach to Forecasting Health Expenditure in USA," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 1, pages 77-106.
• Chaido Dritsaki, 2019, "Modeling the Volatility of Exchange Rate Currency using GARCH Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 2, pages 209-230.
• Narges Javidi Abdollahzadeh Aval & Ahmad Assad Zadeh & Sedaghat Shahmorad, 2019, "A Comparative Study of the Efficiency of Ponzi Vs. No-Ponzi Economic System Based on Agent-Based Modeling," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 3, pages 73-102.
• Blagica Novkovska & Ksenija Dumicic, 2019, "Ordering Goods And Services Online In South East European Countries: Comparison By Cluster Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 10, issue 2, pages 163-173.
• A. ISLAS & Víctor M. GUERRERO & Eliud SILVA, 2019, "Forecasting Remittances to Mexico with a Multi-State Markov-Switching Model Applied to the Trend with Controlled Smoothness," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 38-56, March.
• Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-18, March.
• Dimitar EFTIMOSKI, 2019, "Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 32-53, June.
• Xianning WANG & Jingrong DONG & Zhi XIAO & Guanjie HE, 2019, "A novel spatial mixed frequency forecasting model with application to Chinese regional GDP," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 54-77, June.
• Gheorghe RUXANDA & Sorin OPINCARIU & Stefan IONESCU, 2019, "Modelling Non-Stationary Financial Time Series with Input Warped Student T-Processes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 51-61, September.
• Yuchen PAN & Zhi XIAO & Xianning WANG & Daoli YANG, 2019, "A Multi-Indicator Multi-Output Mixed Frequency Sampling Approach for Stock Index Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 100-123, December.
• Wali ULLAH, 2019, "The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 44-66, December.
• Ansgar Belke & Jens Klose, 2019, "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers, ROME Network, number 201906, Jun.
• Julia Mortera & A. Philip Dawid, 2019, "Probability Forecasts and Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0250, Nov.
• Paolo Andreini & Donato Ceci, 2019, "A Horse Race in High Dimensional Space," CEIS Research Paper, Tor Vergata University, CEIS, number 452, Feb, revised 14 Feb 2019.
• Tommaso Proietti, 2019, "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper, Tor Vergata University, CEIS, number 455, Mar, revised 22 Mar 2019.
• Emilio Zanetti Chini, 2019, "Strategic judgment: its game-theoretic foundations,its econometric elicitation," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 190, Oct.
• Muhammad Ejaz & Javed Iqbal, 2019, "Estimation and Forecasting of Industrial Production Index," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 103, Apr.
• Nájera Salmerón, Jorge Alberto, 2019, "Relaciones en el comportamiento de los precios de las criptomonedas: un análisis econométrico a través de modelos VAR y VEC / Relationship in the Cryptocurrencies Price Behavior: An Econometric Analysis through VAR and VEC Models," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 33-61, enero-jun.
• Cristófoli, María Elizabeth & García Fronti, Javier, 2019, "Macroeconomic Reverse Stress Testing: An Early-Warning System for Spanish Banking Regulators. Analysis Based on the 2008 Global Financial Crisis / Prueba de resistencia inversa Macroeconómica: una prueba de alerta temprana para los reguladores bancar," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 181-204, julio-dic.
• Zeineb Affes & Rania Hentati-Kaffel, 2019, "Forecast bankruptcy using a blend of clustering and MARS model: case of US banks," Annals of Operations Research, Springer, volume 281, issue 1, pages 27-64, October, DOI: 10.1007/s10479-018-2845-8.
• James P. LeSage & Daniel Hendrikz, 2019, "Large Bayesian vector autoregressive forecasting for regions: A comparison of methods based on alternative disturbance structures," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 3, pages 563-599, June, DOI: 10.1007/s00168-019-00908-z.
• Henryk Gurgul & Łukasz Lach, 2019, "On approximating the accelerator part in dynamic input–output models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 27, issue 1, pages 219-239, March, DOI: 10.1007/s10100-017-0502-y.
• Asmerilda Hitaj & Lorenzo Mercuri & Edit Rroji, 2019, "Lévy CARMA models for shocks in mortality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 205-227, June, DOI: 10.1007/s10203-019-00248-9.
• Jonathan Haynes & Daniel Schmitt & Lukas Grimm, 2019, "Estimating stochastic volatility: the rough side to equity returns," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 449-469, December, DOI: 10.1007/s10203-019-00261-y.
• Bahar Şen Doğan & Murat Midiliç, 2019, "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, volume 56, issue 1, pages 367-395, January, DOI: 10.1007/s00181-017-1357-8.
• Silvija Vlah Jerić & Mihovil Anđelinović, 2019, "Evaluating Croatian stock index forecasts," Empirical Economics, Springer, volume 56, issue 4, pages 1325-1339, April, DOI: 10.1007/s00181-017-1393-4.
• Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019, "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, volume 56, issue 4, pages 1251-1268, April, DOI: 10.1007/s00181-017-1395-2.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019, "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, volume 57, issue 3, pages 923-955, September, DOI: 10.1007/s00181-018-1475-y.
• Ard Reijer & Andreas Johansson, 2019, "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, volume 57, issue 4, pages 1351-1373, October, DOI: 10.1007/s00181-018-1500-1.
• Cees Diks & Cars Hommes & Juanxi Wang, 2019, "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, volume 57, issue 4, pages 1201-1228, October, DOI: 10.1007/s00181-018-1527-3.
• Paul Lehmann & Jos Sijm & Erik Gawel & Sebastian Strunz & Unnada Chewpreecha & Jean-Francois Mercure & Hector Pollitt, 2019, "Addressing multiple externalities from electricity generation: a case for EU renewable energy policy beyond 2020?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 21, issue 2, pages 255-283, April, DOI: 10.1007/s10018-018-0229-6.
• Antonio Fabio Forgione & Carlo Migliardo, 2019, "An empirical analysis of the impact of trade credit on bank debt restructuring," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 36, issue 2, pages 415-438, July, DOI: 10.1007/s40888-018-0110-x.
• Carlos Uribe-Teran & Santiago Mosquera, 2019, "Structural factors, global shocks and sovereign debt credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 104-126, January, DOI: 10.1007/s12197-018-9435-0.
• Oscar Claveria, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 53, issue 1, pages 1-10, December, DOI: 10.1186/s12651-019-0253-4.
• 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," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 433-446, June, DOI: 10.1007/s40953-018-0133-8.
• Balasubramaniam Meghanadh & Lagesh Aravalath & Bhupesh Joshi & Raghunathan Sathiamoorthy & Manish Kumar, 2019, "Imputation of Missing Values in the Fundamental Data: Using MICE Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 3, pages 459-475, September, DOI: 10.1007/s40953-018-0142-7.