Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2018

• 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.
• Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018, "Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, volume 14, issue 4, pages 547-570, November, DOI: 10.1007/s10436-018-0326-3.
• 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
  [New regulation of the Credit Valuation Adjustment for capital reserves]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 161-184, DOI: 10.18414/KSZ.2018.2.161.
• 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.
• Seika Akemura & Daizo Kojima, 2018, "Japan’s Long-Term Care Cost Projections: Comparison with the European Commission Ageing Report," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 14, issue 4, pages 541-562, July.
• Dominique Guegan & Matteo Iacopini, 2018, "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18012, Mar.
• Jørgen Vitting Andersen & Philippe de Peretti, 2018, "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18038, Dec.
• David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018, "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/18.
• GONÇALVES, Sílvia & PERRON, Benoit, 2018, "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2018-07.
• Sílvia GONÇALVES & Benoit PERRON, 2018, "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2018.
• Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018, "Quantile-based Inflation Risk Models," Working Paper Research, National Bank of Belgium, number 349, Oct.
• Witold Orzeszko, 2018, "Prognozowanie indeksu WIG za pomocą jądrowych estymatorów funkcji regresji," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 3, pages 253-288.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2018".
• Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2018, "The Impact of Big Data on Firm Performance: An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24334, Feb.
• Steven F. Lehrer & Tian Xie, 2018, "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers, National Bureau of Economic Research, Inc, number 24755, Jun.
• Ş. Pelin Akyol & Kala Krishna & Jinwen Wang, 2018, "Taking PISA Seriously: How Accurate are Low Stakes Exams?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24930, Aug.
• Francis X. Diebold & Minchul Shin, 2018, "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 24967, Aug.
• Atsushi Inoue & Barbara Rossi, 2018, "The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 25021, Sep.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2018, "Forecasting with Dynamic Panel Data Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 25102, Sep.
• Soumya Bhadury & Sanjib Pohit & Robert C. M. Beyer, 2018, "A new approach to nowcast Indian Gross Value Added," NCAER Working Papers, National Council of Applied Economic Research, number 115, Jun.
• Erika Vanessa Alves da Silva & Nathália da Silva Oliveira & Roberto Tatiwa Ferreira & Cristiano da Costa da Silva, 2018, "Média móvel e a Curva de Phillips: previsões para a taxa de inflação em uma amostra de países desenvolvidos e em desenvolvimento [Moving Average and the Phillips Curve: forecasts for the inflation rate in a sample of developed and developing countrie," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 28, issue 2, pages 499-521, May-Augus.
• Chakraborty, Lekha & Sinha, Darshy, 2018, "Has Fiscal Rule changed the Fiscal Marksmanship of Union Government?," Working Papers, National Institute of Public Finance and Policy, number 18/234, Jun.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018, "Nowcasting GDP Growth by Reading the Newspapers," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 17-33, DOI: https://doi.org/10.24187/ecostat.20.
• François Robin, 2018, "Use of Google Trends Data in Banque de France Monthly Retail Trade Surveys," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 35-63, DOI: https://doi.org/10.24187/ecostat.20.
• Pete Richardson, 2018, "Nowcasting and the Use of Big Data in Short-Term Macroeconomic Forecasting: A Critical Review," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 65-87, DOI: https://doi.org/10.24187/ecostat.20.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-07, Jun.
• George Kapetanios & Fotis Papailias, 2018, "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-12, Jul.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018, "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-14, Nov.
• Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang, 2018, "Real-time Forecast Combinations for the Oil Price," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 494, Oct.
• Aleksandra Riedl & Julia Wörz, 2018, "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
• Tommaso Proietti & Alessandro Giovannelli, 2018, "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, volume 105, issue 4, pages 783-795.
• Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018, "Forecasting Bond Yields with Segmented Term Structure Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 1-33.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
• Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 1-49.
• Tim Bollerslev & Benjamin Hood & John Huss & Lasse Heje Pedersen, 2018, "Risk Everywhere: Modeling and Managing Volatility," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2729-2773.
• Vintu Denis & Negotei Ioana-Alina, 2018, "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 264-270, July.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018, "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?," 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 26, issue 1, pages 237-249, Diciembre.
• Max Schreder, 2018, "Volatility forecasting in practice: exploratory evidence from European hedge funds," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 245-258, July, DOI: 10.1057/s41260-018-0082-y.
• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 145, Jan.
• Santiago Javier Fucci & Martín Grandes, 2018, "Inflación y crecimiento a largo plazo: malas predicciones, ¿buenos modelos?," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 41, issue 82, pages 83-123.
• Jaka Sriyana, 2018, "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 3, pages 674-688, June, DOI: 10.15208/beh.2018.47.
• Ross Askanazi & Francis X. Diebold & Frank Schorfheide & Minchul Shin, 2018, "On the Comparison of Interval Forecasts," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 18-013, Aug, revised 02 Aug 2018.
• Francis X. Diebold & Minchul Shin, 2018, "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 18-014, Aug, revised 17 Aug 2018.
• Marcin Chlebus, 2018, "One-day-ahead forecast of state of turbulence based on today's economic situation," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 3, pages 357-389, September, DOI: 10.24136/eq.2018.018.
• Miskolczi, Panna, 2018, "Comparison of Risk Calculation Based on Historical Simulation and the Copula Function," Public Finance Quarterly, Corvinus University of Budapest, volume 63, issue 1, pages 80-95.
• Malik, Afia, 2018, "Fuel Demand in Pakistan's TRansport Sector," MPRA Paper, University Library of Munich, Germany, number 103455, Jun.
• Vîntu, Denis & Negotei, Ioana-Alina, 2018, "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," MPRA Paper, University Library of Munich, Germany, number 107625, Jun, revised 15 Apr 2018.
• Bespalova, Olga, 2018, "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper, University Library of Munich, Germany, number 117706, Mar.
• Maheu, John M & Yang, Qiao & Song, Yong, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83779.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 83893, Jan.
• GRITLI, Mohamed Ilyes, 2018, "Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA
  [What future of the Tunisian dinar against the euro? Prediction with the ARIMA model]," MPRA Paper, University Library of Munich, Germany, number 83937, Jan.
• Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018, "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper, University Library of Munich, Germany, number 83973, Jan.
• Maheu, John M & Song, Yong & Yang, Qiao, 2018, "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper, University Library of Munich, Germany, number 83999, Jan.
• Sabaj, Ernil & Kahveci, Mustafa, 2018, "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper, University Library of Munich, Germany, number 84404, Feb.
• Corradini, Riccardo, 2018, "A set of state space models at an high disaggregation level to forecast Italian Industrial Production," MPRA Paper, University Library of Munich, Germany, number 84558, Feb, revised 12 Feb 2018.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018, "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper, University Library of Munich, Germany, number 85523, Mar.
• Lee, David, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," MPRA Paper, University Library of Munich, Germany, number 85575, Mar.
• Jackson, Emerson Abraham, 2018, "Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index," MPRA Paper, University Library of Munich, Germany, number 86180, Jan, revised 12 Apr 2018.
• Check, Adam J. & Nolan, Anna K. & Schipper, Tyler C., 2018, "Forecasting GDP: Do Revisions Matter?," MPRA Paper, University Library of Munich, Germany, number 86194, Apr.
• Fingleton, Bernard, 2018, "Exploring Brexit with dynamic spatial panel models : some possible outcomes for employment across the EU regions," MPRA Paper, University Library of Munich, Germany, number 86553, May.
• Raputsoane, Leroi, 2018, "Quantifying economic recovery from the recent global financial crisis," MPRA Paper, University Library of Munich, Germany, number 87410, Jun.
• Brkic, Sabina & Hodzic, Migdat & Dzanic, Enis, 2018, "Soft Data Modeling via Type 2 Fuzzy Distributions for Corporate Credit Risk Assessment in Commercial Banking," MPRA Paper, University Library of Munich, Germany, number 87652, Jun.
• Koop, Gary & Korobilis, Dimitris, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 87972, Jul.
• Spelta, Alessandro & Pecora, Nicolò & Flori, Andrea & Pammolli, Fabio, 2018, "Transition drivers and crisis signaling in stock markets," MPRA Paper, University Library of Munich, Germany, number 88127, Jul.