Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2018

• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
• Pan, Zhiyuan & Liu, Li, 2018, "Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 168-180, DOI: 10.1016/j.physa.2017.09.030.
• Fang, Libing & Xiao, Binqing & Yu, Honghai & You, Qixing, 2018, "A stable systemic risk ranking in China’s banking sector: Based on principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1997-2009, DOI: 10.1016/j.physa.2017.11.115.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018, "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 148-154, DOI: 10.1016/j.physa.2017.10.040.
• Chen, Yanhui & Zhang, Chuan & He, Kaijian & Zheng, Aibing, 2018, "Multi-step-ahead crude oil price forecasting using a hybrid grey wave model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 98-110, DOI: 10.1016/j.physa.2018.02.061.
• Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
• Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
• He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2018, "Forecasting exchange rate using Variational Mode Decomposition and entropy theory," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 510, issue C, pages 15-25, DOI: 10.1016/j.physa.2018.05.135.
• Hong, Hui & Chen, Naiwei & O’Brien, Fergal & Ryan, James, 2018, "Stock return predictability and model instability: Evidence from mainland China and Hong Kong," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 132-142, DOI: 10.1016/j.qref.2017.11.007.
• Nowotarski, Jakub & Weron, Rafał, 2018, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1548-1568, DOI: 10.1016/j.rser.2017.05.234.
• Skjerpen, Terje & Storrøsten, Halvor Briseid & Rosendahl, Knut Einar & Osmundsen, Petter, 2018, "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Resource and Energy Economics, Elsevier, volume 53, issue C, pages 220-239, DOI: 10.1016/j.reseneeco.2018.05.004.
• Zhu, Min & Chen, Rui & Du, Ke & Wang, You-Gan, 2018, "Dividend growth and equity premium predictability," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 125-137, DOI: 10.1016/j.iref.2017.10.020.
• Ari, Ali & Cergibozan, Raif, 2018, "Currency crises in Turkey: An empirical assessment," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 281-293, DOI: 10.1016/j.ribaf.2018.04.001.
• Stahl, Dale O., 2018, "Assessing the forecast performance of models of choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 73, issue C, pages 86-92, DOI: 10.1016/j.socec.2018.02.006.
• Deaton, Angus & Cartwright, Nancy, 2018, "Understanding and misunderstanding randomized controlled trials," Social Science & Medicine, Elsevier, volume 210, issue C, pages 2-21, DOI: 10.1016/j.socscimed.2017.12.005.
• Gurgul, Henryk & Lach, Łukasz, 2018, "On using dynamic IO models with layers of techniques to measure value added in global value chains," Structural Change and Economic Dynamics, Elsevier, volume 47, issue C, pages 155-170, DOI: 10.1016/j.strueco.2018.07.004.
• Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne, 2018, "How well do experience curves predict technological progress? A method for making distributional forecasts," Technological Forecasting and Social Change, Elsevier, volume 128, issue C, pages 104-117, DOI: 10.1016/j.techfore.2017.11.001.
• Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018, "International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-16, Apr.
• Joshua C.C. Chan & Liana Jacobi & Dan Zhu, 2018, "How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-25, May.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-26, May.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
• Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2018, "Real-Time Forecast Combinations for the Oil Price," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-38, Aug.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018, "Nowcasting New Zealand GDP Using Machine Learning Algorithms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-47, Sep.
• Anesti, Nikoleta & Galvao, Ana Beatriz & Miranda-Agrippino, Silvia, 2018, "Uncertain kingdom: nowcasting GDP and its revisions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90382, Aug.
• Jens Prüfer & Patricia Prüfer, 2018, "Data science for institutional and organizational economics," Chapters, Edward Elgar Publishing, chapter 28, in: Claude Ménard & Mary M. Shirley, "A Research Agenda for New Institutional Economics".
• Pan Feng & Junhui Qian, 2018, "Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 275-296, April, DOI: 10.1108/CFRI-06-2017-0065.
• Qi Deng, 2018, "A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 453-467, March, DOI: 10.1108/CFRI-07-2016-0095.
• Juan DU, 2018, "Empirical differences between the overnight and day trading hour returns," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 315-331, May, DOI: 10.1108/CFRI-10-2017-0213.
• Rosylin Mohd Yusof & Farrell Hazsan Usman & Akhmad Affandi Mahfudz & Ahmad Suki Arif, 2018, "Macroeconomic shocks, fragility and home financing in Malaysia: can rental index be the answer?," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 9, issue 1, pages 17-44, January, DOI: 10.1108/JIABR-11-2015-0058.
• Pierre Rostan & Alexandra Rostan, 2018, "Will Saudi Arabia get older? Will its pension system be sustainable? Spectral answers," PSU Research Review, Emerald Group Publishing Limited, volume 2, issue 3, pages 189-205, April, DOI: 10.1108/PRR-12-2017-0045.
• Franses, Ph.H.B.F., 2018, "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-14, Mar.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• George A. Dyer & Alan Hernández-Solano & Pablo Meza-Pale & Héctor Robles-Berlanga & Antonio Yúnez-Naude, 2018, "Mexican agriculture and policy under NAFTA," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2018-04, Jun.
• Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018, "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2018-05, Jul.
• Carlos A. Rodríguez, 2018, "Fuentes de las fluctuaciones macroeconómicas en Puerto Rico\Sources of macroeconomic fluctuations in Puerto Rico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 33, issue 2, pages 219-252.
• R.G. Akhmadeev & O.A. Bykanova & N.V. Philippova & I.V. Vashchekina & T.B. Turishcheva, 2018, "Macroeconomic Indicators and their Impact on the Foreign Debt Burden: The Case of BRICS Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 68-82.
• M. Kruk & A. Semenov & A. Cherepovitsyn & A. Nikulina, 2018, "Environmental and Economic Damage from the Development of Oil and Gas Fields in the Arctic Shelf of the Russian Federation," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 423-433.
• Josep Lluís Raymond & Dolors Cotrina & Àlex Costa & Enric Puig & Vittorio Galletto & Sandra Aguilera & Marc Fíguls, 2018, "GDP estimation for Barcelona and the Barcelona Metropolitan Area. Methodological improvement in the estimation of productivity dynamics with wage information," Institut Metròpoli Working Paper in economics, Institut Metròpoli, number 1801, Feb.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Gustavo Félix Verduzco. & David Castro Lugo. & Gilberto Aboites Manrique., 2018, "Nuevas barreras comerciales de EU a las importaciones automotrices y posibles efectos en el empleo regional," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 0, issue 2, pages 125-176, Agosto, DOI: 10.24275/ETYPUAM/NE/E042018/Felix.
• Natalya Gennadievna Dzhurka, 2018, "Spatial Concentration of Industrial Production in Russia: Testing the Home Market Effectûíêà," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 19-42, DOI: 10.14530/se.2018.3.019-042.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of FED'S view on inflation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-03, Jan.
• Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018, "On the robustness of the principal volatility components," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 474, Mar.
• Ellis W. Tallman & Saeed Zaman, 2018, "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1809, Jun, DOI: 10.26509/frbc-wp-201809.
• Jonathan Benchimol & Lahcen Bounader, 2018, "Optimal Monetary Policy Under Bounded Rationality," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 336, Jan, DOI: 10.24149/gwp336.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz & Tyler Radler, 2018, "Using Payroll Processor Microdata to Measure Aggregate Labor Market Activity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-005, Jan, DOI: 10.17016/FEDS.2018.005.
• Andrew C. Chang, 2018, "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-026, Apr, DOI: 10.17016/FEDS.2018.026.
• Laura Liu, 2018, "Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-036, May, DOI: 10.17016/FEDS.2018.036.
• Daniel Baquero & Manuel Gonzalez-Astudillo, 2018, "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-044, Jul, DOI: 10.17016/FEDS.2018.044.
• Jun Nie & Amy Oksol, 2018, "Forecasting Current-Quarter U.S.Exports Using Satellite Data," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-24, DOI: 10.18651/ER/2q18nieoksol.
• Aaron Smalter Hall, 2018, "Machine Learning Approaches to Macroeconomic Forecasting," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 63-81, DOI: 10.18651/ER/4q18SmalterHall.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic predictions with big data: the illusion of sparsity," Staff Reports, Federal Reserve Bank of New York, number 847, Apr.
• Eyyüp Ensari ŞAHİN, 2018, "Crypto Money Bitcoin: Price Estimation with ARIMA and Artificial Neural Networks," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Samvel S. Lazaryan & Nikita E. German, 2018, "Forecasting Current GDP Dynamics With Google Search Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 83-94, December, DOI: 10.31107/2075-1990-2018-6-83-94.
• Cornel Coca Constantinescu & Ion Stancu & Iulian Panait, 2018, "Studiu de impact al asigurărilor auto telematice," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 19-38, June.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Tishchenko Tatiana, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 10, pages 1-24, May.
• Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
• Trunin Pavel & Khromov Mikhail & Lyashok Viktor & Kiyutsevskaya Anna & Gadiy Ludmila & Sherbustanova Maria, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-18, October.
• Avraamova Elena & Loginov Dmitry & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Miller Evgenia & Khudko Elizaveta, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-20, November.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Zubarevich Natalia, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-20, December.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bobylev Yuri & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya & Tretiakova Elena & Osmakov Vasiliy, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 6, pages 1-25, March.
• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Tishchenko Tatiana, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 1-23, May.
• Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
• Trunin Pavel & Khromov Mikhail & Lyashok Viktor & Kiyutsevskaya Anna & Gadiy Ludmila & Sherbustanova Maria, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-16, October.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Zubarevich Natalia, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-17, December.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Bobylev Yuri & Tsukhlo Sergey & Khasanova Ramilya & Tretiakova Elena & Osmakov Vasiliy, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 1-20, March.
• Tsukhlo Sergey, 2018, "Russian industrial enterprises in 2017 (on business surveys’ findings)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2018-307, revised 2018.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2018, "Small and medium-sized enterprises in 2016–2017," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2018-312, revised 2018.
• Bartosz Uniejewski & Rafał Weron, 2018, "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, volume 11, issue 8, pages 1-26, August.
• Grzegorz Marcjasz & Tomasz Serafin & Rafał Weron, 2018, "Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 11, issue 9, pages 1-20, September.
• Pedro Gajardo & Luc Doyen, 2018, "Viability standards and multi-criteria maximin," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2018-04.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2018, "Choice of Benchmark When Forecasting Long-term Stock Returns," Graz Economics Papers, University of Graz, Department of Economics, number 2018-08, Apr.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers, University of Graz, Department of Economics, number 2018-09, Apr.
• Gabriel Mathy & Christian Roatta, 2018, "Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2018-004, Nov.
• Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018, "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2018-005, Nov, revised May 2019.
• Carl Singleton & J. James Reade & Alsdair Brown, 2018, "Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game," Working Papers, The George Washington University, The Center for Economic Research, number 2018-006, Nov.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018, "Nowcasting GDP Growth by Reading Newspapers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03205161, DOI: 10.24187/ecostat.2018.505d.1964.
• Stephen Bazen & Jean-Marie Cardebat, 2018, "Forecasting Bordeaux wine prices using state-space methods," Post-Print, HAL, number hal-01867216, Oct, DOI: 10.1080/00036846.2018.1472740.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-01980815, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Clément Bortoli & Stéphanie Combes & Thomas Renault, 2018, "Nowcasting GDP Growth by Reading Newspapers," Post-Print, HAL, number hal-03205161, DOI: 10.24187/ecostat.2018.505d.1964.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2018, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number hal-04590149, Dec.
• Serge Darolles & Christian Francq & Sebastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590180, Sep.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590232, Jun.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590251, May.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers, HAL, number hal-01758922, Apr.
• Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018, "Predicting risk with risk measures : an empirical study," Working Papers, HAL, number hal-01791026, Feb.
• Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018, "A model of the FED's view on inflation," Working Papers, HAL, number hal-03458456, Jan.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers, HAL, number halshs-01944656, Dec.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Principal Component Simulation of Age-Specific Fertility - Impacts of Family and Social Policy on Reproductive Behavior in Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-630, Apr.
• Vanella, Patrizio & Deschermeier, Philipp, 2018, "A Probabilistic Cohort-Component Model for Population Forecasting - The Case of Germany," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-638, Sep.
• Steffen Q. Mueller, 2018, "Pre- and within-season attendance forecasting in Major League Baseball: A random forest approach," Working Papers, Chair for Economic Policy, University of Hamburg, number 065, Jun.
• Mirjana Čižmešija & Zrinka Orlović, 2018, "Consumer Confidence Indicator As A Leading Indicator Of Changes In Retail Trade Turnover," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 1, pages 3-19.
• Lindholm, Unn & Mossfeldt, Marcus & Stockhammar, Pär, 2018, "Forecasting Inflation in Sweden," Working Papers, National Institute of Economic Research, number 152, Nov.
• George Borshchevskiy, 2018, "Improvement of Evaluation Approaches of the Russian Public Programs," HSE Economic Journal, National Research University Higher School of Economics, volume 22, issue 1, pages 110-134.
• Igor Gurkov & Evgeniy Morgunov & Zokirzhon Saidov & Alexander Arshavsky, 2018, "Perspectives of Manufacturing Subsidiaries of Foreign Companies in Russia: Frontier, Faubourg or Sticks?," Foresight and STI Governance, National Research University Higher School of Economics, volume 12, issue 2, pages 24-35.
• Ricardo Seidl da Fonseca & Alex Pinheiro Veloso, 2018, "The Practice and Future of Financing Science, Technology, and Innovation," Foresight and STI Governance, National Research University Higher School of Economics, volume 12, issue 2, pages 6-22.
• Timofei Nestik, 2018, "The Psychological Aspects of Corporate Foresight," Foresight and STI Governance, National Research University Higher School of Economics, volume 12, issue 2, pages 78-90.
• Evgeniy M. Ozhegov & Alina Ozhegova, 2018, "Segmentation of Theatre Audiences: A Latent Class Approach for Combined Data," HSE Working papers, National Research University Higher School of Economics, number WP BRP 198/EC/2018.
• Evgeniy M. Ozhegov & Daria Teterina, 2018, "The Ensemble Method For Censored Demand Prediction," HSE Working papers, National Research University Higher School of Economics, number WP BRP 200/EC/2018.
• Li, Jinjing & Wang, Xinmei & Yuan, Chang & Xu, Jing, 2018, "The Role of Public Pensions in Income Inequality among Elderly Households in China 1988–2013," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 674, Dec.
• Xu, Jing & Wang, Xinmei, 2018, "Working Longer in China: Implicit Tax or Subsidy?," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 675, Dec.
• Garegnani, Lorena & Gómez Aguirre, Maximiliano, 2018, "Forecasting Inflation in Argentina," IDB Publications (Working Papers), Inter-American Development Bank, number 8940, Jun, DOI: http://dx.doi.org/10.18235/0001160.
• Libonatti, Luis, 2018, "MIDAS Modeling for Core Inflation Forecasting," IDB Publications (Working Papers), Inter-American Development Bank, number 9035, Jul, DOI: http://dx.doi.org/10.18235/0001250.
• Castañeda-Fuentes, Juan Carlos & Valle-Samayoa, Héctor Augusto & Catalán-Herrera, Juan Carlos & Arriaza-Herrera, Juan Carlos & Gutiérrez-Morales, José & Castillo-Maldonado, Carlos Eduardo & Galindo-Go, 2018, "Evaluation of Inflation Forecasting Models in Guatemala," IDB Publications (Working Papers), Inter-American Development Bank, number 9054, Jul, DOI: http://dx.doi.org/10.18235/0001266.
• Saiful Anwar & A.M Hasan Ali, 2018, "ANNs-BASED EARLY WARNING SYSTEM FOR INDONESIAN ISLAMIC BANKS," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 3, pages 325-342, January, DOI: https://doi.org/10.21098/bemp.v20i3.
• Tarsidin & Idham & Robbi Nur Rakhman, 2018, "Nowcasting Household Consumption And Investment In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 3, pages 375-403, January, DOI: https://doi.org/10.21098/bemp.v20i3.
• Profita Sumunar Luthfiana & Nasrudin, 2018, "Disaggregation And Forecasting Of The Monthly Indonesian Gross Domestic Product (Gdp)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 4, pages 529-556, April, DOI: https://doi.org/10.21098/bemp.v20i4.
• Luigi Grossi & Fany Nan, 2018, "The influence of renewables on electricity price forecasting: a robust approach," Working Papers, Institut d'Economia de Barcelona (IEB), number 2018/10.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2018, "LASSO-driven inference in time and space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/18, Jun.
• Costantini, Mauro & Kunst, Robert M., 2018, "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series, Institute for Advanced Studies, number 341, Jul.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2018, "Do Phillips Curves Conditionally Help to Forecast Inflation?," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 43-92, September.
• Cathal O'Donoghue & Gijs Dekkers, 2018, "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 1, pages 61-96.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 100-121.
• Abbygail Jaccard & Lise Retat & Martin Brown & Laura Webber & Zaid Chalabi, 2018, "Global Sensitivity Analysis of a Model Simulating an Individual’s Health State through Their Lifetime APPENDIX," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 122-133.
• Rupendra N Shrestha & Deborah Schofield & Melanie J B Zeppel & Michelle M Cunich & Robert Tanton & Simon J Kelly & Lennert Veerman & Megan E Passey, 2018, "Care&WorkMOD: An Australian Microsimulation Model Projecting the Economic Impacts of Early Retirement in Informal Carers," International Journal of Microsimulation, International Microsimulation Association, volume 11, issue 3, pages 78-99.
• Luis Manuel León Anaya & Víctor Manuel Landassuri Moreno & Héctor Rafael Orozco Aguirre & Maricela Quintana López, 2018, "Predicción del IPC mexicano combinando modelos econométricos e inteligencia artificial," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 4, pages 603-629, Octubre-D.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2018, "Probabilistic forecasts for the 2018 FIFA World Cup based on the bookmaker consensus model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-09, May.
• Thorsten Simon & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2018, "Lightning Prediction Using Model Output Statistics," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-14, Jul.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201805, Mar, revised Mar 2018.
• Julián Andrada-Félixa & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2018, "“Time connectedness of fear”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201818, Sep, revised Sep 2018.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201821, Sep, revised Oct 2018.
• Antonio Cappiello, 2018, "Mediation: economic concepts and some examples of rational framework for legal professionals," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 72, issue 2, pages 149-158, April-Jun.
• Stefania Pozzuoli, 2018, "L'evoluzione del credito alle società non finanziarie e alle famiglie: un'analisi empririca per l'Italia," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 2, Feb.
• Dr. Brijesh Kumar Agarwal & Anamica Bansal, 2018, "An Analytical Study of Marketing Mix of Selected Brands of Vegetable Oil in Northern India," Journal of Commerce and Trade, Society for Advanced Management Studies, volume 13, issue 1, pages 118-123, April.
• Jose Cuesta & Gabriel Lara Ibarra, 2018, "Comparing Cross-Survey Micro Imputation and Macro Projection Techniques: Poverty in Post Revolution Tunisia," Journal of Income Distribution, Ad libros publications inc., volume 25, issue 1, pages 1-30, March.
• 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.
• Carlos Cuerpo & Ángel Cuevas & Enrique M. Quilis, 2018, "Estimating output gap: a beauty contest approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 9, issue 3, pages 275-304, August, DOI: 10.1007/s13209-018-0181-5.
• Leif Jacobs & Lara Quack, 2018, "Das Ende der Dieselsubvention: Verteilungseffekte einer CO2-basierten Energiesteuerreform
  [The End of the Diesel Subsidy: Distributional Effects of a CO2-based Energy Tax Reform]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 8, pages 578-586, August, DOI: 10.1007/s10273-018-2334-3.
• Djahoué Mangblé Gérald, 2018, "Estimating and Forecasting West Africa Stock Market Volatility Using Asymmetric GARCH Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 6, pages 1-4.
• Emeka Nkoro & Aham Kelvin Uko, 2018, "A Small-Size Macroeconometric Model for Nigerian Economy," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 2, pages 1-4.
• Dunne, Peter G., 2018, "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series, European Systemic Risk Board, number 67, Jan.
• Nick Jagger, 2018, "A Co-Evolutionary, Long-Term, MacroEconomic Forecast for the UK Using Demographic Projections," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 2018-20, Oct.
• Håvard Hungnes, 2018, "Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations," Discussion Papers, Statistics Norway, Research Department, number 871, Jan.
• Nico Keilman & Dinh Q. Pham & Astri Syse, 2018, "Mortality shifts and mortality compression. The case of Norway, 1900-2060," Discussion Papers, Statistics Norway, Research Department, number 884, Sep.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2018, "Evaluating Strategic Forecasters," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-23.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018, "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers, University of Strathclyde Business School, Department of Economics, number 1805, Jul.
• Marian Vavra, 2018, "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2018, Mar.
• Yuzhi Cai & Guodong Li, 2018, "A novel approach to modelling the distribution of financial returns," Working Papers, Swansea University, School of Management, number 2018-22, Feb.
• Stephen Bazen & Jean-Marie Cardebat, 2018, "Forecasting Bordeaux wine prices using state-space methods," Applied Economics, Taylor & Francis Journals, volume 50, issue 47, pages 5110-5121, October, DOI: 10.1080/00036846.2018.1472740.
• Tomasz Woźniak, 2018, "Granger-causal analysis of GARCH models: A Bayesian approach," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 4, pages 325-346, April, DOI: 10.1080/07474938.2015.1092839.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
• Carlos A. Medel, 2018, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, volume 32, issue 3, pages 331-371, July, DOI: 10.1080/10168737.2018.1501589.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 522, pages 675-685, April, DOI: 10.1080/01621459.2016.1273117.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018, "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 131-145, January, DOI: 10.1080/07350015.2015.1137760.
• Rasmus T. Varneskov & Pierre Perron, 2018, "Combining long memory and level shifts in modelling and forecasting the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 3, pages 371-393, March, DOI: 10.1080/14697688.2017.1329591.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018, "Causal relations between knowledge-intensive business services and regional employment growth," Regional Studies, Taylor & Francis Journals, volume 52, issue 2, pages 172-183, February, DOI: 10.1080/00343404.2016.1265104.
• Tian, Jing & Goodwin, Thomas, 2018, "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-04.
• Mahmut Gunay, 2018, "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 18, issue 4, pages 149-161.
• Mahmut Gunay, 2018, "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1805.
• Nikolaos Arnis, 2018, "Predicting Corporate Bankruptcy: A Cross-Sectoral Empirical Study - The Case of Greece," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 11, issue 3, pages 31-56, December.
• P. Gorgi & Siem Jan (S.J.) Koopman & R. Lit, 2018, "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-009/III, Jan.
• Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
• Mengheng Li & Siem Jan (S.J.) Koopman, 2018, "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-027/III, Mar.
• Florian Peters & Simas Kucinskas, 2018, "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-058/IV, Jun.
• Prüfer, Jens & Prüfer, Patricia, 2018, "Data Science for Institutional and Organizational Economics," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-016.
• Prüfer, Jens & Prüfer, Patricia, 2018, "Data Science for Institutional and Organizational Economics," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2018-011.
• Prüfer, Jens & Prüfer, Patricia, 2018, "Data Science for Institutional and Organizational Economics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4392ac65-4fb6-4e9a-a92d-5.
• Prüfer, Jens & Prüfer, Patricia, 2018, "Data Science for Institutional and Organizational Economics," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6d04f0fe-0bcd-4cf4-86f6-f.
• Heikki Kauppi & Timo Virtanen, 2018, "Boosting Non-linear Predictabilityof Macroeconomic Time Series," Discussion Papers, Aboa Centre for Economics, number 124, Dec.
• Giacomo Caterini, 2018, "Classifying Firms with Text Mining," DEM Working Papers, Department of Economics and Management, number 2018/09.
• Carlo Fezzi & Luca Mosetti, 2018, "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers, Department of Economics and Management, number 2018/10.
• Carolina Fugazza, 2018, "Anatomy of Unemployment Risk," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 048, Feb.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2018, "Prediction Regions for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 201817, Oct.
• Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers, University of California at Riverside, Department of Economics, number 201908, Sep.
• Tae-Hwy Lee & Yundong Tu, 2018, "Forecasting Using Supervised Factor Models," Working Papers, University of California at Riverside, Department of Economics, number 201909, Dec.
• Alula Nerea, 2018, "The Impact of Illicit Financial Flow on Economic Growth of Ethiopia," Working Papers, University of Ferrara, Department of Economics, number 2018107, Dec.
• Francis Bismans, 2018, "Is the South African economy likely to fall back into recession in 2018-2019?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2018-33.
• J. Isaac Miller & Kyungsik Nam, 2019, "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers, Department of Economics, University of Missouri, number 1903.
• Atsushi Inoue & Barbara Rossi, 2018, "The effects of conventional and unconventional monetary policy on exchange rates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1639, Dec.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1640, Sep.
• Galina A. Timofeeva & Yana A. Bozhalkina, 2018, "Dependence of a Loan Portfolio Structure on a Cut-Off Level in a Scoring Model," Journal of New Economy, Ural State University of Economics, volume 19, issue 2, pages 24-35, April, DOI: 10.29141/2073-1019-2018-19-2-2.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Goller, Daniel & Knaus, Michael C. & Lechner, Michael & Okasa, Gabriel, 2018, "Predicting Match Outcomes in Football by an Ordered Forest Estimator," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1811, Nov.
• Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018, "Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 44, May.
• Mengheng Li & Marcel Scharth, 2018, "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 49, Aug.
• Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018, "Bayesian Dynamic Tensor Regression," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:13.
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:14.
• Matteo Iacopini & Dominique Guégan, 2018, "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:15.
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018, "A scoring rule for factor and autoregressive models under misspecification," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:18.
• Boriss Siliverstovs, 2018, "Dissecting the Purchasing Managers’ Index: Are All Relevant Components Included? Are All Included Components Relevant?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 381-394.
• Mariana Kaneva, 2018, "Telecommunications in the Balkans - Retrospective Statistical Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 163-174, November.