Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2017

• 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.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2017, "Discovering pervasive and non-pervasive common cycles," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25392, Sep.
• Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017, "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25985, Nov.
• Gonzalo Ruiz Díaz, 2017, "¿Están las proyecciones oficiales del PBI de los países de América Latina y El Caribe sesgadas hacia abajo?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 236-246, Septiembr.
• Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017, "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 022, Aug.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017, "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 025, Aug.
• Afees A. Salisu & Kazeem Isah, 2017, "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 026, Aug.
• Afees A. Salisu & Raymond Swaray, 2017, "Forecasting the return volatility of energy prices: A GARCH MIDAS approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 029, Sep.
• Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
• Afees A. Salisu & Umar B. Ndako, 2017, "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 038, Dec.
• Afees A. Salisu & Kazeem Isah, 2017, "Predicting US Inflation: Evidence from a New Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 039, Dec.
• Ouael EL JEBARI & Abdelati HAKMAOUI, 2017, "Modeling persistence of volatility in the Moroccan exchange market using a fractionally integrated EGARCH," Turkish Economic Review, EconSciences Journals, volume 4, issue 4, pages 388-399, December.
• Ron W. NIELSEN, 2017, "Application of differential equations in projecting growth trajectories," Journal of Economics Bibliography, EconSciences Journals, volume 4, issue 3, pages 203-221, September.
• Răzvan BOLOGA & Ana Ramona LUPU, 2017, "A Model for Predicting Future Demand for ICT Specialists in Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 151-168.
• Narges TALEBIMOTLAGH & Farzad HASHEMZADEH & Amir RIKHTEHGAR GHIASI & Sehraneh GHAEMI, 2017, "A Novel Method of Modeling Dynamic Evolutionary Game with Rational Agents for Market Forecasting," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 281-302.
• Kyoung-SookMOON & Heejean KIM & Hongjoong KIM, 2017, "A Prediction Methodology for the Change of the Values of Financial Products," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 197-210.
• Konstantin A. Kholodilin & Claus Michelsen, 2017, "No Germany-Wide Housing Bubble but Overvaluation in Regional Markets and Segments," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 25/26, pages 255-264.
• Konstantin A. Kholodilin & Claus Michelsen, 2017, "Keine Immobilienpreisblase in Deutschland – aber regional begrenzte Übertreibungen in Teilmärkten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 25, pages 503-513.
• Benjamin Beckers & Konstantin A. Kholodilin & Dirk Ulbricht, 2017, "Reading between the Lines: Using Media to Improve German Inflation Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1665.
• Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
• Strasser, Georg, 2017, "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, volume 37.
• Sousa, João & Falagiarda, Matteo, 2017, "Forecasting euro area inflation using targeted predictors: is money coming back?," Working Paper Series, European Central Bank, number 2015, Feb.
• Sarlin, Peter & von Schweinitz, Gregor, 2017, "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series, European Central Bank, number 2025, Feb.
• Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017, "Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector," Working Paper Series, European Central Bank, number 2096, Aug.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017, "Common factors of commodity prices," Working Paper Series, European Central Bank, number 2112, Nov.
• Maryam Hosseinzadeh & Saeed Daei-Karimzadeh, 2017, "Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 166-174.
• Khalil Abbasi Museloo & Shaker Abartavi, 2017, "Incorrect Pricing Impact on Investment and the Capital Structure of Companies with Financial Constraints," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 319-324.
• Mehdi Behrad-Amin & Gholamreza Zamanian & Marzie Esfandiari, 2017, "The Effect of Oil Shocks on Foreign Trade under Inflation and Exchange Rate Targeting Policies (In the Form of a Dynamic Stochastic General Equilibrium Model for Iran)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 342-351.
• Abbas Taleb Bidokhti & Ali Akbar Esmailpour, 2017, "Examining the Effect of Social and Intellectual Value on Organizational Performance Based on the Balanced Evaluation Method and Structural Equations in the Iranian Oil Terminals Company," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 404-410.
• Ghazi Al-Assaf, 2017, "An Early Warning System for Currency Crisis: A Comparative Study for the Case of Jordan and Egypt," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 43-50.
• Shahram Fattahi & Kiomars Sohaili & Hamed Monkaresi & Fatemeh Mehrabi, 2017, "Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 569-574.
• Morteza Doosti Seyyed Shekari & Babak Jamshidinavid, 2017, "Study of Information Asymmetry Effect on Price Synchronism in Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 343-346.
• Daniel Toth & Lenka Kuc rkov, 2017, "Macroeconomic Prognosis of Employment in the Czech Republic," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 730-736.
• Songul Cinaroglu, 2017, "A Fresh Look at Out-of-Pocket Health Expenditures after More than a Decade Health Reform Experience in Turkey: A Data Mining Application," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 33-40.
• Lana V. L. Costa-Silva & Vinicio S. Almeida & Felipe M. Pimenta & Giovanna T. Segantini, 2017, "Time Span does Matter for Offshore Wind Plant Allocation with Modern Portfolio Theory," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 188-193.
• Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh, 2017, "Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo)," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 67-70.
• Neda Sharifi Asadi Malafe & Masoud Ahmadi & Fahime Baei, 2017, "The Relationship between Demographic Characteristics with Information and Communication Technology and Empowerment in General Organizations (Case Study: Sari Municipality)," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 71-75.
• Rasool Sarihi Asfestani & Mehraban Hadi Peykani & Akbar Eetebaryan, 2017, "Design and Presentation of Professional Ethics Criteria and Indicators for the Promotion of Political Accountability within Iranian’s Government Organizations (Case Study: National Chief Executive Devices)," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 226-232.
• Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh, 2017, "Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil)," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 233-236.
• Mahdi Rezapour & Mehraban Hadi Peykani, 2017, "Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 237-243.
• Fahime Baei & Masoud Ahmadi & Neda Sharifi Asadi Malafeh & Abbasali Baee, 2017, "The Relationship between Manager’s Strategic Intelligence and Organization Development in Governmental Agencies in Iran (Case Study: Office of Cooperatives Labor and Social Welfare)," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 244-249.
• Azade Aryana & Reza Ameri Siyahouei & Tahereh Mahmoudi, 2017, "Investigating the Relationship between Employee Empowerment and the Development of an Entrepreneurial Culture at Fatemieh Technical and Vocational University of Bandar Abbas," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 250-255.
• Bella, Giovanni, 2017, "Homoclinic bifurcation and the Belyakov degeneracy in a variant of the Romer model of endogenous growth," Chaos, Solitons & Fractals, Elsevier, volume 104, issue C, pages 452-460, DOI: 10.1016/j.chaos.2017.08.025.
• Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2017, "The dynamics of hours worked and technology," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 67-82, DOI: 10.1016/j.jedc.2017.05.009.
• Wei, Yu & Cao, Yang, 2017, "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, volume 61, issue C, pages 147-155, DOI: 10.1016/j.econmod.2016.12.002.
• Paret, Anne-Charlotte, 2017, "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Economic Modelling, Elsevier, volume 63, issue C, pages 26-45, DOI: 10.1016/j.econmod.2017.01.010.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017, "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, volume 64, issue C, pages 26-39, DOI: 10.1016/j.econmod.2017.03.003.
• Doumpos, Michael & Hasan, Iftekhar & Pasiouras, Fotios, 2017, "Bank overall financial strength: Islamic versus conventional banks," Economic Modelling, Elsevier, volume 64, issue C, pages 513-523, DOI: 10.1016/j.econmod.2017.03.026.
• Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017, "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, volume 66, issue C, pages 132-138, DOI: 10.1016/j.econmod.2017.06.005.
• Pop, Raluca-Elena, 2017, "A small-scale DSGE-VAR model for the Romanian economy," Economic Modelling, Elsevier, volume 67, issue C, pages 1-9, DOI: 10.1016/j.econmod.2016.07.011.
• Siliverstovs, Boriss, 2017, "Dissecting models' forecasting performance," Economic Modelling, Elsevier, volume 67, issue C, pages 294-299, DOI: 10.1016/j.econmod.2017.01.008.
• Zhang, Heng-Guo & Su, Chi-Wei & Song, Yan & Qiu, Shuqi & Xiao, Ran & Su, Fei, 2017, "Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model," Economic Modelling, Elsevier, volume 67, issue C, pages 355-367, DOI: 10.1016/j.econmod.2017.02.014.
• Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017, "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 38-55, DOI: 10.1016/j.najef.2016.10.015.
• Li, Leon, 2017, "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 116-135, DOI: 10.1016/j.najef.2017.02.006.
• Jung, Alexander, 2017, "Forecasting broad money velocity," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 421-432, DOI: 10.1016/j.najef.2017.08.005.
• Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat, 2017, "Efficient modelling and forecasting with range based volatility models and its application," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 448-460, DOI: 10.1016/j.najef.2017.08.009.
• Ñíguez, Trino-Manuel & Perote, Javier, 2017, "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 53-69, DOI: 10.1016/j.najef.2017.06.002.
• Xie, Tian, 2017, "Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics," Economics Letters, Elsevier, volume 151, issue C, pages 119-122, DOI: 10.1016/j.econlet.2016.12.019.
• Bürgi, Constantin, 2017, "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, volume 154, issue C, pages 113-116, DOI: 10.1016/j.econlet.2017.03.002.
• Guérin, Pierre & Leiva-Leon, Danilo, 2017, "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, volume 157, issue C, pages 45-49, DOI: 10.1016/j.econlet.2017.05.027.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Zhang, Keyi & Gençay, Ramazan & Ege Yazgan, M., 2017, "Application of wavelet decomposition in time-series forecasting," Economics Letters, Elsevier, volume 158, issue C, pages 41-46, DOI: 10.1016/j.econlet.2017.06.010.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
• Galvão, Ana Beatriz, 2017, "Data revisions and DSGE models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 215-232, DOI: 10.1016/j.jeconom.2016.09.006.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 55-67, DOI: 10.1016/j.jeconom.2016.03.006.
• Tu, Yundong & Yi, Yanping, 2017, "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 83-98, DOI: 10.1016/j.jeconom.2016.09.012.
• Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil, 2017, "Scenario generation for long run interest rate risk assessment," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 333-347, DOI: 10.1016/j.jeconom.2017.08.012.
• Amador-Torres, J. Sebastián, 2017, "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, volume 41, issue 3, pages 389-407, DOI: 10.1016/j.ecosys.2016.09.003.
• Roesel, Felix, 2017, "The causal effect of wrong-hand drive vehicles on road safety," Economics of Transportation, Elsevier, volume 11, issue , pages 15-22, DOI: 10.1016/j.ecotra.2017.10.002.
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2017, "Who creates jobs? Econometric modeling and evidence for Austrian firm level data," European Economic Review, Elsevier, volume 91, issue C, pages 57-71, DOI: 10.1016/j.euroecorev.2016.09.008.
• Meinen, Philipp & Roehe, Oke, 2017, "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," European Economic Review, Elsevier, volume 92, issue C, pages 161-179, DOI: 10.1016/j.euroecorev.2016.12.002.
• Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017, "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1085-1096, DOI: 10.1016/j.ejor.2016.11.045.
• Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017, "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, volume 262, issue 1, pages 60-74, DOI: 10.1016/j.ejor.2017.02.046.
• Guarin, Alexander & Lozano, Ignacio, 2017, "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, volume 32, issue C, pages 168-189, DOI: 10.1016/j.ememar.2017.06.004.
• Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang, 2017, "Relation between higher order comoments and dependence structure of equity portfolio," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 101-120, DOI: 10.1016/j.jempfin.2016.11.007.
• Nonejad, Nima, 2017, "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 131-154, DOI: 10.1016/j.jempfin.2017.03.003.
• Fries, Christian P. & Nigbur, Tobias & Seeger, Norman, 2017, "Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 175-198, DOI: 10.1016/j.jempfin.2017.03.004.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.
• Risse, Marian & Ohl, Ludwig, 2017, "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 158-176, DOI: 10.1016/j.jempfin.2017.09.005.
• Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
• Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
• Bennedsen, Mikkel, 2017, "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, volume 63, issue C, pages 301-313, DOI: 10.1016/j.eneco.2017.02.007.
• Bataille, Chris & Melton, Noel, 2017, "Energy efficiency and economic growth: A retrospective CGE analysis for Canada from 2002 to 2012," Energy Economics, Elsevier, volume 64, issue C, pages 118-130, DOI: 10.1016/j.eneco.2017.03.008.
• Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco, 2017, "Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil," Energy Economics, Elsevier, volume 64, issue C, pages 238-250, DOI: 10.1016/j.eneco.2017.03.020.
• Lof, Matthijs & Nyberg, Henri, 2017, "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, volume 65, issue C, pages 424-433, DOI: 10.1016/j.eneco.2017.05.024.
• Zhang, Lei & Li, Yaoyu, 2017, "Regime-switching based vehicle-to-building operation against electricity price spikes," Energy Economics, Elsevier, volume 66, issue C, pages 1-8, DOI: 10.1016/j.eneco.2017.05.019.
• Campos, I. & Cortazar, G. & Reyes, T., 2017, "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, volume 66, issue C, pages 194-204, DOI: 10.1016/j.eneco.2017.06.009.
• Mirakyan, Atom & Meyer-Renschhausen, Martin & Koch, Andreas, 2017, "Composite forecasting approach, application for next-day electricity price forecasting," Energy Economics, Elsevier, volume 66, issue C, pages 228-237, DOI: 10.1016/j.eneco.2017.06.020.
• Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017, "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, volume 66, issue C, pages 337-348, DOI: 10.1016/j.eneco.2017.07.007.
• Taylor, Nick, 2017, "Timing strategy performance in the crude oil futures market," Energy Economics, Elsevier, volume 66, issue C, pages 480-492, DOI: 10.1016/j.eneco.2017.07.019.
• Sukcharoen, Kunlapath & Leatham, David J., 2017, "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, volume 66, issue C, pages 493-507, DOI: 10.1016/j.eneco.2017.07.012.
• Lyu, Yongjian & Wang, Peng & Wei, Yu & Ke, Rui, 2017, "Forecasting the VaR of crude oil market: Do alternative distributions help?," Energy Economics, Elsevier, volume 66, issue C, pages 523-534, DOI: 10.1016/j.eneco.2017.06.015.
• Han, Liyan & Lv, Qiuna & Yin, Libo, 2017, "Can investor attention predict oil prices?," Energy Economics, Elsevier, volume 66, issue C, pages 547-558, DOI: 10.1016/j.eneco.2017.04.018.
• Zhao, Yang & Li, Jianping & Yu, Lean, 2017, "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, volume 66, issue C, pages 9-16, DOI: 10.1016/j.eneco.2017.05.023.
• Ma, Feng & Wahab, M.I.M. & Huang, Dengshi & Xu, Weiju, 2017, "Forecasting the realized volatility of the oil futures market: A regime switching approach," Energy Economics, Elsevier, volume 67, issue C, pages 136-145, DOI: 10.1016/j.eneco.2017.08.004.
• Charles, Amélie & Darné, Olivier, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, volume 67, issue C, pages 508-519, DOI: 10.1016/j.eneco.2017.09.002.
• Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017, "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, volume 68, issue C, pages 77-88, DOI: 10.1016/j.eneco.2017.09.010.
• Croonenbroeck, Carsten & Hüttel, Silke, 2017, "Quantifying the economic efficiency impact of inaccurate renewable energy price forecasts," Energy, Elsevier, volume 134, issue C, pages 767-774, DOI: 10.1016/j.energy.2017.06.077.
• Alexopoulos, Thomas A., 2017, "The growing importance of natural gas as a predictor for retail electricity prices in US," Energy, Elsevier, volume 137, issue C, pages 219-233, DOI: 10.1016/j.energy.2017.07.002.
• Moral-Carcedo, Julián & Pérez-García, Julián, 2017, "Integrating long-term economic scenarios into peak load forecasting: An application to Spain," Energy, Elsevier, volume 140, issue P1, pages 682-695, DOI: 10.1016/j.energy.2017.08.113.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017, "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 52-66, DOI: 10.1016/j.irfa.2016.12.009.
• Tunaru, Radu & Zheng, Teng, 2017, "Parameter estimation risk in asset pricing and risk management: A Bayesian approach," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 80-93, DOI: 10.1016/j.irfa.2017.08.004.
• Svec, Jiri & Katrak, Xerxis, 2017, "Forecasting volatility with interacting multiple models," Finance Research Letters, Elsevier, volume 20, issue C, pages 245-252, DOI: 10.1016/j.frl.2016.10.005.
• Chen, Cathy W.S. & Lin, Tsai-Yu, 2017, "Nonparametric tolerance limits for pair trading," Finance Research Letters, Elsevier, volume 21, issue C, pages 1-9, DOI: 10.1016/j.frl.2016.11.002.
• Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas, 2017, "Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?," Finance Research Letters, Elsevier, volume 21, issue C, pages 144-150, DOI: 10.1016/j.frl.2016.11.006.
• Klein, Tony & Walther, Thomas, 2017, "Fast fractional differencing in modeling long memory of conditional variance for high-frequency data," Finance Research Letters, Elsevier, volume 22, issue C, pages 274-279, DOI: 10.1016/j.frl.2016.12.020.
• Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng, 2017, "On the short-term predictability of stock returns: A quantile boosting approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 35-41, DOI: 10.1016/j.frl.2016.12.032.
• Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho, 2017, "Implementing and testing the Maximum Drawdown at Risk," Finance Research Letters, Elsevier, volume 22, issue C, pages 95-100, DOI: 10.1016/j.frl.2017.06.001.
• Lyócsa, Štefan & Molnár, Peter, 2017, "The effect of non-trading days on volatility forecasts in equity markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 39-49, DOI: 10.1016/j.frl.2017.07.002.
• Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017, "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 16-28, DOI: 10.1016/j.jfs.2016.11.008.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
• Kolo, Horst & Tzanova, Polia, 2017, "Forecasting the German forest products trade: A vector error correction model," Journal of Forest Economics, Elsevier, volume 26, issue C, pages 30-45, DOI: 10.1016/j.jfe.2016.11.001.
• Ince, Onur & Molodtsova, Tanya, 2017, "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 131-151, DOI: 10.1016/j.intfin.2016.11.002.
• Lyócsa, Štefan & Molnár, Peter & Todorova, Neda, 2017, "Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 228-247, DOI: 10.1016/j.intfin.2017.08.005.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017, "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 153-173, DOI: 10.1016/j.ijforecast.2016.02.004.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017, "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 345-358, DOI: 10.1016/j.ijforecast.2016.09.004.
• Hendry, David F. & Martinez, Andrew B., 2017, "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 359-372, DOI: 10.1016/j.ijforecast.2016.08.007.
• Tallman, Ellis W. & Zaman, Saeed, 2017, "Forecasting inflation: Phillips curve effects on services price measures," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 442-457, DOI: 10.1016/j.ijforecast.2016.10.004.
• Delle Monache, Davide & Petrella, Ivan, 2017, "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 482-501, DOI: 10.1016/j.ijforecast.2016.11.007.
• Ericsson, Neil R., 2017, "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 523-542, DOI: 10.1016/j.ijforecast.2016.10.001.
• Ericsson, Neil R., 2017, "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 543-559, DOI: 10.1016/j.ijforecast.2016.09.001.
• Rua, António, 2017, "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, volume 33, issue 3, pages 581-590, DOI: 10.1016/j.ijforecast.2017.01.007.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio, 2017, "Short-term inflation forecasting: The M.E.T.A. approach," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1065-1081, DOI: 10.1016/j.ijforecast.2017.06.007.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017, "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 745-759, DOI: 10.1016/j.ijforecast.2017.02.003.
• Taylor, Nick, 2017, "Realised variance forecasting under Box-Cox transformations," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 770-785, DOI: 10.1016/j.ijforecast.2017.04.001.
• Bragoli, Daniela & Modugno, Michele, 2017, "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 786-800, DOI: 10.1016/j.ijforecast.2017.03.002.
• D’Amuri, Francesco & Marcucci, Juri, 2017, "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 801-816, DOI: 10.1016/j.ijforecast.2017.03.004.
• Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017, "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 915-935, DOI: 10.1016/j.ijforecast.2017.05.002.
• Kolev, Gueorgui I. & Karapandza, Rasa, 2017, "Out-of-sample equity premium predictability and sample split–invariant inference," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 188-201, DOI: 10.1016/j.jbankfin.2016.07.017.
• Bella, Giovanni & Mattana, Paolo & Venturi, Beatrice, 2017, "Shilnikov chaos in the Lucas model of endogenous growth," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 451-477, DOI: 10.1016/j.jet.2017.09.010.
• Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017, "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 183-203, DOI: 10.1016/j.jimonfin.2016.08.007.
• Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil price realized volatility using information channels from other asset classes," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 28-49, DOI: 10.1016/j.jimonfin.2017.05.006.
• David, Benjamin, 2017, "Computer technology and probable job destructions in Japan: An evaluation," Journal of the Japanese and International Economies, Elsevier, volume 43, issue C, pages 77-87, DOI: 10.1016/j.jjie.2017.01.001.