Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2017

• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Artem Aganin, 2017, "Forecast comparison of volatility models on Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 63-84.
• Valerii Makarov & Albert Bakhtizin & Elena Sushko & Alina Ageeva, 2017, "Simulation of the socio-economic system of the Eurasian continent using the agent-based models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 122-139.
• Mehdi Behrad-Amin & Gholamreza Zamanian & Marziyeh Esfandiari, 2017, "The Impact of Oil Shocks on Foreign Trade in Iran: The Role of Inflation Targeting Policy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 1-28.
• Emilian DOBRESCU, 2017, "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-28, June.
• Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017, "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 97-115, December.
• Akaev, Askar A. (Акаев, Аскар) & Sarygulov, Askar I. (Сарыгулов, Аскар) & Sokolov, Valentin N. (Соколов, Валентин), 2017, "On the Possibility of Dynamic Optimization of Output by Changing the Level of Income Inequality
  [О Динамической Оптимизации Роста Ввп Путем Изменения Уровня Неравенства Доходов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 6, pages 8-23, December.
• Randall W. Jackson, 2017, "Technical Document for Computing Coal Dependent Employment Estimates," Working Papers, Regional Research Institute, West Virginia University, number Technical Document 2017-0, Apr.
• Madalina-Gabriela ANGHEL & Ana CARP & Marian SFETCU & Stefan Gabriel DUMBRAVA, 2017, "Econometric Model For Analyzing The Influence Of Factors On Final Consumption," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 10, pages 123-131, October.
• Madalina-Gabriela ANGHEL & Constantin ANGHELACHE & Georgiana NITA & Gyorgy BODO, 2017, "The Main Concepts Of The Eqcm Model And Data-Based Dvar Systems," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 7, pages 132-140, July.
• Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Zoica NICOLA & Radu STOICA, 2017, "Correction Of Equilibrum And Autoregressive Models Used In The Macroeconomic Forecast," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 7, pages 92-104, July.
• Julia Mortera & A. Philip Dawid, 2017, "A Note on Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0215, Feb.
• Loretta Mastroeni & Pierluigi Vellucci, 2017, "“Chaos” In Energy And Commodity Markets: A Controversial Matter," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0218, May.
• Davide De Gaetano, 2017, "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0219, May.
• Vincenzo Atella & Federico Belotti & Ludovico Carrino & Andrea Piano Mortari, 2017, "The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model," CEIS Research Paper, Tor Vergata University, CEIS, number 405, May, revised 08 May 2017.
• Tommaso Proietti & Alessandro Giovannelli, 2017, "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper, Tor Vergata University, CEIS, number 410, Jul, revised 19 Jul 2017.
• Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017, "Spikes and Memory in (Nord Pool) Electricity Price Spot Prices," CEIS Research Paper, Tor Vergata University, CEIS, number 422, Dec, revised 18 Dec 2017.
• Qing Zhou & Robert Faff, 2017, "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 113-139, February, DOI: 10.1177/0312896215575888.
• Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017, "Exchange Rates and International Reserves in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 18, issue 1, pages 76-93, March, DOI: 10.1177/1391561416684237.
• Santos, André Alves Portela & Ferreira, Alexandre R., 2017, "On the choice of covariance specifications for portfolio selection problems," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 37, issue 1, May.
• Fida Hussain & Asif Mahmood, 2017, "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 13, pages 53-76.
• Fida Hussain & Asif Mahmood, 2017, "Predicting Inflation and Output in Pakistan: The Role of Yield Spread," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 93, Oct.
• Witold Orzeszko, 2017, "Nonparametric prediction of nonlinear time series. A Monte Carlo study," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5107220, May.
• Jiri Prochazka & Matej Camaj, 2017, "Modelling the number of road accidents of uninsured drivers and their severity," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5408040, Jul.
• Taku Yamamoto & Hiroaki Chigira, 2017, "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808110, Oct.
• Michał Chojnowski & Piotr Dybka, 2017, "Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 1-21, June, DOI: 10.33119/ERFIN.2017.2.1.1.
• Giovanni De Luca & Giampiero M. Gallo & Danilo Carità, 2017, "Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 2, pages 99-111, December, DOI: 10.33119/ERFIN.2017.2.2.3.
• Waldemar Florczak, 2017, "Wpływ starzejącego się społeczeństwa na długookresowy wzrost gospodarczy Polski do roku 2050," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 73-104.
• Mihaela Simionescu, 2017, "Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-06, May, revised May 2017.
• Elena Pelinescu & Mihaela Simionescu, 2017, "The Effects of the Recent Economic and Financial Crisis on the Romanian Economy," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 15, Jan, DOI: 10.5281/zenodo.581780.
• Mihaela Simionescu & Mirel Daniel Simionescu, 2017, "The Connection between Foreign Direct Investment and Unemployment Rate in the United States," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 18, Jan, DOI: 10.5281/zenodo.581785.
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017, "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers, Swiss National Bank, number 2017-02.
• Alain Galli, 2017, "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers, Swiss National Bank, number 2017-08.
• Thomas Lustenberger & Enzo Rossi, 2017, "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers, Swiss National Bank, number 2017-12.
• Xin Li & Kyung-Min Nam, 2017, "One country, two “urban” systems: focusing on bimodality in China’s city-size distribution," The Annals of Regional Science, Springer;Western Regional Science Association, volume 59, issue 2, pages 427-452, September, DOI: 10.1007/s00168-017-0838-1.
• Ricardo Buettner, 2017, "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, volume 27, issue 3, pages 247-265, August, DOI: 10.1007/s12525-016-0228-z.
• Eric. W. K. See-To & Yang Yang, 2017, "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, volume 27, issue 3, pages 283-296, August, DOI: 10.1007/s12525-017-0254-5.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017, "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, volume 52, issue 1, pages 155-178, February, DOI: 10.1007/s00181-016-1069-5.
• Harri Pönkä, 2017, "Predicting the direction of US stock markets using industry returns," Empirical Economics, Springer, volume 52, issue 4, pages 1451-1480, June, DOI: 10.1007/s00181-016-1098-0.
• Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017, "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, volume 53, issue 1, pages 79-99, August, DOI: 10.1007/s00181-016-1151-z.
• Constantin Bürgi & Tara M. Sinclair, 2017, "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, volume 53, issue 1, pages 101-115, August, DOI: 10.1007/s00181-016-1152-y.
• Malte Knüppel & Guido Schultefrankenfeld, 2017, "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, volume 53, issue 1, pages 195-215, August, DOI: 10.1007/s00181-016-1182-5.
• Fabian Krüger, 2017, "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, volume 53, issue 1, pages 235-246, August, DOI: 10.1007/s00181-017-1228-3.
• Graham Elliott, 2017, "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, volume 53, issue 1, pages 7-20, August, DOI: 10.1007/s00181-017-1253-2.
• Tony Chernis & Rodrigo Sekkel, 2017, "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, volume 53, issue 1, pages 217-234, August, DOI: 10.1007/s00181-017-1254-1.
• Dimitrios P. Louzis, 2017, "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs," Empirical Economics, Springer, volume 53, issue 2, pages 569-598, September, DOI: 10.1007/s00181-016-1128-y.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
• Vladimir Vovk, 2017, "The role of measurability in game-theoretic probability," Finance and Stochastics, Springer, volume 21, issue 3, pages 719-739, July, DOI: 10.1007/s00780-017-0336-4.
• Sebastian Voigt & Oliver Hinz, 2017, "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, volume 87, issue 4, pages 421-464, May, DOI: 10.1007/s11573-016-0825-5.
• Sami Oinonen & Maritta Paloviita, 2017, "How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 13, issue 2, pages 139-163, November, DOI: 10.1007/s41549-017-0017-6.
• Amit K. Sinha & Philip A. Horvath & Robert C. Scott, 2017, "The real miss-specification in the forward rate premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 463-473, July, DOI: 10.1007/s12197-016-9363-9.
• Beatriz Vaz de Melo Mendes & Victor Bello Accioly, 2017, "Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 631-658, October, DOI: 10.1007/s12197-017-9386-x.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, volume 68, issue 3, pages 352-363, September, DOI: 10.1111/jere.12139.
• Timo Teräsvirta, 2017, "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-04, Jan.
• Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
• Tobias Basse & Robinson Kruse & Christoph Wegener, 2017, "The Walking Debt Crisis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-06, Jan.
• Oskar Knapik, 2017, "Modeling and forecasting electricity price jumps in the Nord Pool power market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-07, Feb.
• Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold, 2017, "Insight into the Female Longevity Puzzle: Using Register Data to Analyse Mortality and Cause of Death Behaviour Across Socio-economic Groups," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-08, Feb.
• Daniel Borup & Martin Thyrsgaard, 2017, "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-19, May.
• Tommaso Proietti & Alessandro Giovannelli, 2017, "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-20, May.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2017, "Decoupling the short- and long-term behavior of stochastic volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-26, Aug.
• Tommaso Proietti & Niels Haldrup & Oskar Knapik, 2017, "Spikes and memory in (Nord Pool) electricity price spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-39, Nov.
• Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-03, May.
• Mihaela Simionescu & Yuriy Bilan & Grzegorz Mentel, 2017, "Economic Effects of Migration from Poland to the UK," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 19, issue 46, pages 757-757, August.
• Jana Fabianová & Jaroslava Janeková & Daniela Onofrejová, 2017, "Cost Analysis of Poor Quality Using a Software Simulation," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 19, issue 44, pages 181-181, February.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, , "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 253725, DOI: 10.22004/ag.econ.253725.
• Djogbenou, Antoine A., 2017, "Model Selection in Factor-Augmented Regressions with Estimated Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274717, Oct, DOI: 10.22004/ag.econ.274717.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, , "A Model of the Fed’s View on Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269087, DOI: 10.22004/ag.econ.269087.
• Nimet Melis Esenyel & Melda Akın, 2017, "Comparing Accuracy Performance of ELM, ARMA and ARMA-GARCH Model In Predicting Exchange Rate Return," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 1, pages 1-14, June, DOI: http://dx.doi.org/10.17093/alphanum.
• Tuncay Özcan, 2017, "Application of Seasonal and Multivariable Grey Prediction Models for Short-Term Load Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 5, issue 2, pages 329-338, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Jonathan H. Wright, 2017, "Forward-Looking Estimates of Interest-Rate Distributions," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 333-351, November, DOI: 10.1146/annurev-financial-110716-03.
• Мекенбаева К.Б. & Жузбаев А.М., 2017, "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Система селективно-комбинированного прогноза инфляции (SSCIF): выбор оптимальной техники прогнозирования динамики потребительских цен в условиях структурного шока (на примере Казахстана) // System of selective-combined inflation forecast (SSCIF): cho," Working Papers, National Bank of Kazakhstan, number #2017-9.
• Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017, "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers, National Bank of Kazakhstan, number #2017-1.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Трансграничная динамика инфляционных процессов в ЕАЭС: эмпирическая оценка // A сross-border dynamics of inflationary processes in the Eurasian Economic Union: an empirical assessment," Working Papers, National Bank of Kazakhstan, number #2017-5.
• Diego Winkelried & Javier Torres, 2017, "Economic mobility along the business cycle. The case of Peru," Working Papers, Peruvian Economic Association, number 115, Dec.
• Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
• Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer, 2017, "How well do experience curves predict technological progress? A method for making distributional forecasts," Papers, arXiv.org, number 1703.05979, Mar, revised Sep 2017.
• Mihaly Ormos & Dusan Timotity, 2017, "The case of 'Less is more': Modelling risk-preference with Expected Downside Risk," Papers, arXiv.org, number 1704.05332, Apr.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Forecasting with Dynamic Panel Data Models," Papers, arXiv.org, number 1709.10193, Sep.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017, "A Justification of Conditional Confidence Intervals," Papers, arXiv.org, number 1710.00643, Oct, revised Jan 2019.
• Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner, 2017, "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Papers, arXiv.org, number 1711.00564, Nov, revised Mar 2024.
• Mihaela SIMIONESCU, 2017, "The Efficiency Of Fertilizers And Minimum Tiilage Method In The Agricultural Production In Romania," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 46, issue 2, pages 76-84, June.
• Doina PRODAN-PALADE, 2017, "Bankruptcy risk prediction models based on artificial neural networks," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 15, issue 147, pages 418-418.
• Mirjana Cizmesija, 2017, "The Relationship Between Expected Production And Consumer Confidence Indicator In The European Union Manufacturing Industry," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 1, pages 25-40, june.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Best subset binary prediction," CeMMAP working papers, Institute for Fiscal Studies, number 50/17, Nov, DOI: 10.1920/wp.cem.2017.5017.
• Anastasiia Koliesnichenko, 2017, "Theoretical Aspects Of The Predictional Instrumentation For Application In The State Regulation Of The Participants Relationships In The Electricity Market," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 2, DOI: 10.30525/2256-0742/2017-3-2-59-65.
• Nikolaos I. Papanikolaou, 2017, "A Dual Early Warning Model of Bank Distress," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES11, Nov.
• Nikolaos I. Papanikolaou, 2017, "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES12, Dec.
• Lidiya Guryanova & Tamara Klebanova & Tetiana Trunova, 2017, "Modeling the Financial Strategy of the Enterprise in an Unstable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 91-109.
• Lise Pichette & Marie-Noëlle Robitaille, 2017, "Assessing the Business Outlook Survey Indicator Using Real-Time Data," Discussion Papers, Bank of Canada, number 17-5, DOI: 10.34989/sdp-2017-5.
• David Xiao Chen & Philippe Muller & Hawa Wagué, 2017, "Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data," Discussion Papers, Bank of Canada, number 17-6, DOI: 10.34989/sdp-2017-6.
• Tony Chernis & Calista Cheung & Gabriella Velasco, 2017, "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers, Bank of Canada, number 17-8, DOI: 10.34989/sdp-2017-8.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017, "Markov-Switching Three-Pass Regression Filter," Staff Working Papers, Bank of Canada, number 17-13, DOI: 10.34989/swp-2017-13.
• Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017, "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers, Bank of Canada, number 17-19, DOI: 10.34989/swp-2017-19.
• Tony Chernis & Rodrigo Sekkel, 2017, "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers, Bank of Canada, number 17-2, DOI: 10.34989/swp-2017-2.
• Reinhard Ellwanger, 2017, "On the Tail Risk Premium in the Oil Market," Staff Working Papers, Bank of Canada, number 17-46, DOI: 10.34989/swp-2017-46.
• Luis Libonatti, 2017, "MIDAS Modeling for Core Inflation Forecasting," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201772, Dec.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2017, "Nowcasting GDP in Argentina: Comparing the Predictive Ability of Different Models," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201774, Dec.
• Pinar KAYA & Bulent GULOGLU, 2017, "Modeling and Forecasting the Markets Volatility and VaR Dynamics of Commodity," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 11, issue 1, pages 9-49.
• Luis J. Álvarez & Isabel Sánchez, 2017, "A suite of inflation forecasting models," Occasional Papers, Banco de España, number 1703, Feb.
• Pierre Guérin & Danilo Leiva-Leon, 2017, "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers, Banco de España, number 1727, Jul.
• Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017, "Markov-switching three-pass regression filter," Working Papers, Banco de España, number 1748, Dec.
• Gergely Akos Ganics, 2017, "Optimal density forecast combinations," Working Papers, Banco de España, number 1751, Dec.
• Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2017, "Using the payment system data to forecast the Italian GDP," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1098, Feb.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017, "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1122, Jun.
• Ibarra-Ramírez Raúl & Gómez-Zamudio Luis M., 2017, "Are daily financial data useful for forecasting GDP? Evidence from Mexico," Working Papers, Banco de México, number 2017-17, Sep.
• Juan Manuel Julio & Javier Guillermo Gómez & Manuel Dario Hernández, 2017, "La Inflación de los Precios Rígidos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1007, Aug, DOI: 10.32468/be.1007.
• Muhammad Shahzad Ijaz & Ahmed Imran Hunjra & Rauf I Azam, 2017, "Forewarning Bankruptcy: An Indigenous Model for Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 4, pages 259-286, December, DOI: dx.doi.org/10.22547/BER/9.4.12.
• Louis de Charsonville & Thomas Ferrière & Caroline Jardet, 2017, "MAPI: Model for Analysis and Projection of Inflation in France," Working papers, Banque de France, number 637.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2017, "Common Factors of Commodity Prices," Working papers, Banque de France, number 645.
• Nicolas Reigl, 2017, "Forecasting the Estonian rate of inflation using factor models," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 2, pages 152-189.
• Michael Funke & Julius Loermann & Richhild Moessner, 2017, "The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?," BIS Working Papers, Bank for International Settlements, number 652, Jul.
• Todd E Clark & Michael W McCracken & Elmar Mertens, 2017, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers, Bank for International Settlements, number 667, Oct.
• Florian Huber & Tamás Krisztin & Philipp Piribauer, 2017, "Forecasting Global Equity Indices Using Large Bayesian Vars," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 3, pages 288-308, July.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 3, pages 352-363, September.
• Stephen Chick & Martin Forster & Paolo Pertile, 2017, "A Bayesian decision theoretic model of sequential experimentation with delayed response," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 5, pages 1439-1462, November.
• Fabio Busetti, 2017, "Quantile Aggregation of Density Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 4, pages 495-512, August.
• Ron Boschma & Simona Iammarino & Raffaele Paci & Jordy Suriñach & Raul Ramos & Jordi Suriñach, 2017, "A Gravity Model of Migration Between the ENC and the EU," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, volume 108, issue 1, pages 21-35, February.
• ANDREI Dumitru, 2017, "Liniarity Of The Economic System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 2, pages 30-38, August.
• Kenneth Sæterhagen Paulsen, 2017, "Conditional forecasting with DSGE models - A conditional copula approach," Working Paper, Norges Bank, number 2017/4, Apr.
• Knut Are Aastveit & André K. Anundsen & Eyo I. Herstad, 2017, "Residential investment and recession predictability," Working Paper, Norges Bank, number 2017/24, Nov.
• Dario Sansone, 2017, "Now You See Me: High School Dropout and Machine Learning," 2017 Stata Conference, Stata Users Group, number 5, Aug.
• Arnold Polanski & Evarist Stoja, 2017, "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers, Bank of England, number 660, Jun.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
• Katerina Petrova & George Kapetanios & Riccardo Masolo & Matthew Waldron, 2017, "A time varying parameter structural model of the UK economy," Bank of England working papers, Bank of England, number 677, Sep.
• George Kapetanios & Simon Price & Garry Young, 2017, "A UK financial conditions index using targeted data reduction: forecasting and structural identification," Bank of England working papers, Bank of England, number 699, Dec.
• Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager & Etti Baranoff, 2017, "A ternary-state early warning system for the European Union," Working Papers, Bank of Greece, number 222, Apr.
• Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2017-14, May.
• Kanghyun Oh & Sol Kim & Jaejun Yoon & Sangki Ahn & Donghwee Kwon, 2017, "Impact of population aging on the housing market (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-25, Jul.
• F. Lilla, 2017, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1099, Apr.
• Rasmus T. Varneskov & Pierre Perron, 2017, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2017-006, Jan.
• Jiawen Xu & Pierre Perron, 2017, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2018-014, Jan, revised Nov 2018.
• Ormos Mihály & Timotity Dusán, 2017, "The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk," The B.E. Journal of Theoretical Economics, De Gruyter, volume 17, issue 2, pages 1-14, June, DOI: 10.1515/bejte-2016-0100.
• Pohl Philipp, 2017, "Valuation of a Company using Time Series Analysis," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, volume 12, issue 1, pages 1-39, February, DOI: 10.1515/jbvela-2015-0004.
• Hännikäinen Jari, 2017, "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, volume 6, issue 1, pages 1-22, January, DOI: 10.1515/jem-2015-0021.
• Chevallier Julien & Goutte Stéphane, 2017, "On the estimation of regime-switching Lévy models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 3-29, February, DOI: 10.1515/snde-2016-0048.
• Berg Tim Oliver, 2017, "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 2, pages 1-29, April, DOI: 10.1515/snde-2015-0084.
• Chu Shiou-Yen & Shane Christopher, 2017, "Using the hybrid Phillips curve with memory to forecast US inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-16, September, DOI: 10.1515/snde-2016-0088.
• Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
• Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
• Patrick Kouontchou & Bertrand Maillet & Alejandro Modesto & Sessi Tokpavi, 2017, "Quand l’union fait la force : un indice de risque systémique," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 87-106.
• Éric Heyer & Xavier Timbeau, 2017, "Chômage, déficit, dette publique. Quelles marges pour les cinq prochaines années ?," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 2, pages 135-155.
• Céline Antonin & Mathieu Plane & Raul Sampognaro, 2017, "Les comportements de consommation des ménages ont-ils été affectés par la crise de 2008 ?. Une analyse économétrique de cinq grands pays développés," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 2, pages 177-225.
• Congressional Budget Office, 2017, "CBO’s Economic Forecasting Record: 2017 Update," Reports, Congressional Budget Office, number 53090, Oct.
• Congressional Budget Office, 2017, "An Evaluation of CBO’s Past Outlay Projections," Reports, Congressional Budget Office, number 53328, Nov.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017, "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/07, Nov.
• Carolina Fugazza, 2017, "Anatomy of unemployment risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 531.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017, "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/14, Nov.
• Gorodnichenko, Yuriy & Lee, Byoungchan, 2017, "A Note on Variance Decomposition with Local Projections," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt8878h9r2, Nov.
• Mohammad Reza Farzanegan & Mai Hassan, 2017, "The Impact of Economic Globalization on the Shadow Economy in Egypt," CESifo Working Paper Series, CESifo, number 6424.
• Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series, CESifo, number 6457.
• Christian Grimme & Marc Stöckli, 2017, "Makroökonomische Unsicherheit in Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 06, pages 41-50, March.
• Carlos Medel, 2017, "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 20, issue 3, pages 004-050, December.
• Ke WU & Spencer WHEATLEY & Didier SORNETTE, 2017, "The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-12, Mar.
• Zhang Qun & Didier Sornette & Hao Zhang, 2017, "Anticipating Critical Transitions of Chinese Housing Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-18, May.
• Jerome L Kreuser & Didier Sornette, 2017, "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-33, Nov.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Lionel Fontagné & Jean Fouré, 2017, "La politique commerciale au service de la politique climatique," La Lettre du CEPII, CEPII research center, issue 373.
• Cecilia Bellora & Jean Fouré, 2017, "Retrait des États-Unis de l’Accord de Paris : le relais encourageant des initiatives locales," La Lettre du CEPII, CEPII research center, issue 380.
• Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU, 2017, "Aspects Of Seasonality Touristic Activity Specific To Mamaia Station," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 13, pages 73-78, May.
• Fabrizio Orrego, 2017, "Precios de viviendas en Lima," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 7, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• Ricardo Crisóstomo & Lorena Couso, 2017, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Xiomara Pulido, 2017, "Extracci√≥n din√°mica √≥ptima de gas y petr√≥leo en Colombia: retos del uso simult√°neo de dos recursos naturales," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15731, Sep.
• Jorge Tovar & AndrÔøΩs Clavijo & JuliÔøΩn CÔøΩrdenas, 2017, "A strategy to predict association football players‚Äô passing skills," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15821, Nov.
• Santiago Medina Hurtado & Jorge Restrepo-Morales & Alejandro Bedoya, 2017, "Pérdidas esperadas y detrimento patrimonial por hurto de vehículos en Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 36, issue 71, pages 261-292.
• Lina Cortés & Andr�s Mora-Valencia & Javier Perote, 2017, "Measuring firm size distribution with semi-nonparametric densities," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15300, Jan.
• Astrid Martínez Ortiz & Jairo N��ez & Martha Delgado, 2017, "Estudio sobre el impacto de la actividad petrolera en las regiones productoras de Colombia," Informes de Investigación, Fedesarrollo, number 16042, Sep.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
• Lya Paola Sierra Suárez & Jaime Andr�s Collazos-Rodr�guez & Johana Sanabria-Dom�nguez & Pavel Vidal-Alejandro, 2017, "La construcción de indicadores de la actividad económica: una revisión bibliográfica," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 64, pages 79-107.
• Daniel Felipe Cuervo & Camilo Ernesto G�mez & Miguel Antonio Melo & Jos� Gregorio Ojeda, 2017, "Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 15378, Feb.
• Jorge Hugo Barrientos Marín & M�nica Toro Mart�nez, 2017, "Sobre los fundamentales del precio de la energía eléctrica : evidencia empírica para Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17497, Mar.
• Jorge Barrientos Marín & M�nica Toro Mart�nez, 2017, "Análisis de los fundamentales del precio de la energía eléctrica: evidencia empírica para Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-26.
• Gustavo Rodríguez Albor & James Frasser Camargo & Deisy Andapi�a Acosta, 2017, "Desarrollo sostenible, modelo extractivista e inversión extranjera en Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-19.
• Anahí Montserrat Torres Oliveros & Arturo Morales Castro & Jos� Luis Alcal� Villarreal, 2017, "Análisis del impacto por nueva regulación a las sofomes mexicanas," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-33.
• Raul Ibarra & Luis M. Gomez-Zamudio, 2017, "Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 173-203.
• PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
• Luc BAUWENS & Jean-François CARPENTIER & Arnaud DUFAYS, 2017, "Autoregressive moving average infinite hidden Markov-switching models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2836, Jan.
• Pawel Kaczmarczyk, 2017, "Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 41-57.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017, "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12256, Aug.
• Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12339, Sep.
• McKenzie, David & Sansone, Dario, 2017, "Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12523, Dec.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.