Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2017

• Michael Dotsey & Shigeru Fujita & Tom Stark, 2017, "Do Phillips Curves Conditionally Help to Forecast Inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 17-26, Aug.
• Giampiero M. Gallo & Edoardo Otranto, 2017, "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_05, Aug.
• Ludovic Dobbelaere & Igor Lebrun, 2017, "Working Paper 12-17 - Évaluation de la précision des prévisions à court terme du BFP - Une mise à jour
  [Working Paper 12-17 - Evaluatie van de nauwkeurigheid van de kortetermijnvooruitzichten van het FPB - Een update]," Working Papers, Federal Planning Bureau, Belgium, number 201712, Sep.
• Igor Lebrun, 2017, "Working Paper 13-17 - Évaluation de la précision des perspectives à moyen terme du BFP - Une mise à jour
  [Working Paper 13-17 - Evaluatie van de nauwkeurigheid van de middellangetermijnvooruitzichten van het FPB - Een update]," Working Papers, Federal Planning Bureau, Belgium, number 201713, Sep.
• Debnath, Deepayan & Babu, Suresh Chandra & Ghosh, Parijat & Helmer, Michael, 2017, "Impact of India’s National Food Security Act on domestic and international rice markets," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1635.
• Căpățînă Adrian-Nicolae, 2017, "Evaluarea riscului unui portofoliu de acțiuni utilizând metoda Value at Risk," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 140-156, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Deryugin Alexander & Lyashok Viktor & Kiyutsevskaya Anna & Arlashkin Igor, 2017, "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 1-30, May.
• Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Ponomarev Yuri & Kiyutsevskaya Anna & Miller Evgenia & Pleskachev Yuri & Khudko Elizaveta, 2017, "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 11, pages 1-27, June.
• Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita, 2017, "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 1-27, June.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Gorshkova Taisiya, 2017, "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 14, pages 1-24, July.
• Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Kaukin Andrey & Miller Evgenia & Tishchenko Tatiana, 2017, "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 15, pages 1-24, September.
• Bozhechkova Alexandra & Trunin Pavel & Shagaida Natalia & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Sokolov Ilya & Malinina Tatiana, 2017, "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 16, pages 1-24, September.
• Avraamova Elena & Loginov Dmitry & Bobylev Yuri & Rasenko Oleg & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Zaitsev Yuri, 2017, "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 1-23, October.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir, 2017, "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 1-23, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Lyashok Viktor, 2017, "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 1-27, December.
• Bobylev Yuri & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey, 2017, "This publication deals with the issues related to direct foreign investments, living standards, wages in educational institutions, short-term forecasting of GDP," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 23, pages 1-17, December.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017, "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 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia, 2017, "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 8, pages 1-26, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Deryugin Alexander & Lyashok Viktor & Kiyutsevskaya Anna & Arlashkin Igor, 2017, "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 1-30, May.
• Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Ponomarev Yuri & Kiyutsevskaya Anna & Miller Evgenia & Pleskachev Yuri & Khudko Elizaveta, 2017, "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 11, pages 1-27, June.
• Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita, 2017, "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 1-27, June.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Gorshkova Taisiya, 2017, "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 14, pages 1-24, July.
• Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Kaukin Andrey & Miller Evgenia & Tishchenko Tatiana, 2017, "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 15, pages 1-24, September.
• Bozhechkova Alexandra & Trunin Pavel & Shagaida Natalia & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Sokolov Ilya & Malinina Tatiana, 2017, "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 16, pages 1-24, September.
• Avraamova Elena & Loginov Dmitry & Bobylev Yuri & Rasenko Oleg & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Zaitsev Yuri, 2017, "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 1-23, October.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V., 2017, "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 1-23, February.
• Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Lyashok Viktor, 2017, "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 1-27, December.
• Bobylev Yuri & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey, 2017, "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 23, pages 1-17, December.
• Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna, 2017, "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 1-21, April.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia, 2017, "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 8, pages 1-26, April.
• Tsukhlo Sergey, 2017, "Russian industrial enterprises in 2016 (on business surveys’ findings)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2017-278, revised 2017.
• Tran Thanh Hoa, 2017, "Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2017, Feb.
• Martina Hengge & Seton Leonard, 2017, "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2017, Jun.
• Adrien Lagarde & Abdoul Ahad-Cissé & Sophie Gourguet & Olivier Le Pape & Olivier Thébaud & Nathalie Caill-Milly & Gilles Morandeau & Claire Macher & Luc Doyen, 2017, "How MMEY mitigates bio-economic impacts of climate change on mixed fisheries," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2017-22.
• Sri Hapsari Wijayanti, 2017, "The Canvas Model as a Strategy for Improving Financial Profits: A Casey Study of Online Businesses in Indonesia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber148, Dec.
• Neil R. Ericsson, 2017, "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers, The George Washington University, The Center for Economic Research, number 2017-001, Jan.
• Lionel Fontagné & Jean Fouré, 2017, "La politique commerciale au service de la politique climatique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01459839, Jan.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
• Lionel Fontagné & Jean Fouré, 2017, "La politique commerciale au service de la politique climatique," Post-Print, HAL, number hal-01459839, Jan.
• Anne-Charlotte Paret, 2017, "Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach," Post-Print, HAL, number hal-01590005, Jun, DOI: 10.1016/j.econmod.2017.01.010.
• Amélie Charles & Olivier Darné, 2017, "Forecasting crude-oil market volatility: Further evidence with jumps," Post-Print, HAL, number hal-01598141, Sep, DOI: 10.1016/j.eneco.2017.09.002.
• Laurent Ferrara & Clément Marsilli, 2019, "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print, HAL, number hal-01636761, DOI: 10.1111/twec.12708.
• Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017, "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print, HAL, number hal-01795051, Mar, DOI: 10.1080/07350015.2015.1123636.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590471, Aug.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2017, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590522, Jun.
• Vanella, Patrizio, 2017, "Stochastische Prognose demografischer Komponenten auf Basis der Hauptkomponentenanalyse," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-597, Jun.
• Vanella, Patrizio & Deschermeier, Philipp, 2017, "Ein stochastisches Prognosemodell internationaler Migration in Deutschland," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-605, Aug.
• Vanella, Patrizio, 2017, "Age- and Sex-Specific Fertility in Germany until the Year 2040 - The Impact of International Migration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-606, Sep.
• Franziska K. Kruse & Wolfgang Maennig, 2017, "The future development of world records," Working Papers, Chair for Economic Policy, University of Hamburg, number 061, Oct.
• Przemyslaw Zbierowski, 2017, "The Aspirations of New Technology-Based Firms in CEE and CIS Countries," Foresight and STI Governance, National Research University Higher School of Economics, volume 11, issue 3, pages 50-60.
• Olga Obraztsova & Tatiana Poliakova & Ekaterina Popovskaya, 2017, "The Choice of Funding Sources for Start-Ups in a Transitional Economy: The Ability to Predict in a National Context," Foresight and STI Governance, National Research University Higher School of Economics, volume 11, issue 3, pages 71-81.
• Victoria Golikova & Boris Kuznetsov, 2017, "Suboptimal Size: Factors Preventing the Growth of Russian Small and Medium-Sized Enterprises," Foresight and STI Governance, National Research University Higher School of Economics, volume 11, issue 3, pages 83-93.
• Evgeniy M. Ozhegov & Alina Ozhegova, 2017, "Regression Tree Model for Analysis of Demand with Heterogeneity and Censorship," HSE Working papers, National Research University Higher School of Economics, number WP BRP 174/EC/2017.
• Takeuchi-Nogimori, Asuka, 2017, "An Empirical Analysis of Nikkei 225 Options Using Realized GARCH Models," Economic Review, Hitotsubashi University, volume 68, issue 2, pages 97-113, April, DOI: 10.15057/28531.
• Violeta DUTA, 2017, "Analysis and Modeling of NYSE Arca Oil & Gas Stock Index Returns," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 4, pages 48-62, December.
• Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017, "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 8488, Aug, DOI: http://dx.doi.org/10.18235/0011805.
• Benito Muela, Sonia & López Martín, Carmen & Arguedas Sanz, Raquel, 2017, "An Application Of Extreme Value Theory In Estimating Liquidity Risk," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 23, issue 3, pages 157-164.
• G.C. Imanov & H.S.Alieva & R.A.Yusifzadeh, 2017, "Financial Stability In Azerbaijan: The Application Of Fuzzy Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 3, pages 319-334, January, DOI: https://doi.org/10.21098/bemp.v19i3.
• Bambang Pramono & Syachman Perdymer & Handri Adiwilaga & Nurkholisoh Ibnu Aman & Rio Khasananda & Saraswati & Illinia A. Riyadi & Bintari Dewi Darmaputri, 2017, "Quarterly Outlook On Monetary, Banking, And Payment System In Indonesia: Quarter Ii, 2017," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 1, pages 1-28, July, DOI: https://doi.org/10.21098/bemp.v20i1.
• Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti, 2017, "A daily indicator of economic growth for the euro area," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 43-63.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Best subset binary prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/17, Nov.
• Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2017, "Consumers' Attitudes and Their Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 1, pages 225-259, February.
• Stavroula A Chrysanthopoulou, 2017, "MILC: A Microsimulation Model of the Natural History of Lung Cancer," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 3, pages 5-26.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 183-2017.
• Christian R. Proaño & Artur Tarassow, 2017, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 188-2017.
• Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017, "Probabilistic forecasting of thunderstorms in the Eastern Alps," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-25, Dec.
• José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía, 2017, "Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/07.
• Dr. Sudeshna Ghosh, 2017, "Forecasting Exports of Tea from India : Application of Arima Model," Journal of Commerce and Trade, Society for Advanced Management Studies, volume 12, issue 2, pages 116-129, October.
• Bernard Njindan Iyke & Sin-Yu Ho, 2017, "Monetary uncertainty and the demand for money in Ghana," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 1-15, October-D.
• Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem, 2017, "Econometric estimation of banking stocks," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 207-237, October-D.
• Jose Cuesta & Gabriel Lara Ibarra, 2017, "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.
• Heilemann Ullrich & Schnorr-Bäcker Susanne, 2017, "Could the start of the German recession 2008–2009 have been foreseen? Evidence from Real-Time Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 237, issue 1, pages 29-62, February, DOI: 10.1515/jbnst-2016-1002.
• William A. Barnett & Liting Su, 2017, "Financial Firm Production Of Inside Monetary And Credit Card Services: An Aggregation Theoretic Approach1," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201707, Oct, revised Oct 2017.

2016

• Ghonghadze, Jaba & Lux, Thomas, 2016, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.02.002.
• Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016, "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 128-158, DOI: 10.1016/j.jempfin.2016.03.004.
• Campbell, Randall C. & Nagel, Gregory L., 2016, "Private information and limitations of Heckman's estimator in banking and corporate finance research," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 186-195, DOI: 10.1016/j.jempfin.2016.03.007.
• Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
• Davidson, James & Li, Xiaoyu, 2016, "Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 534-547, DOI: 10.1016/j.jempfin.2015.08.010.
• Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016, "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 690-716, DOI: 10.1016/j.jempfin.2016.02.012.
• Feuerriegel, Stefan & Bodenbenner, Philipp & Neumann, Dirk, 2016, "Value and granularity of ICT and smart meter data in demand response systems," Energy Economics, Elsevier, volume 54, issue C, pages 1-10, DOI: 10.1016/j.eneco.2015.11.016.
• Benedetto, F. & Giunta, G. & Mastroeni, L., 2016, "On the predictability of energy commodity markets by an entropy-based computational method," Energy Economics, Elsevier, volume 54, issue C, pages 302-312, DOI: 10.1016/j.eneco.2015.12.009.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016, "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, volume 56, issue C, pages 117-133, DOI: 10.1016/j.eneco.2016.03.008.
• Yin, Libo & Yang, Qingyuan, 2016, "Predicting the oil prices: Do technical indicators help?," Energy Economics, Elsevier, volume 56, issue C, pages 338-350, DOI: 10.1016/j.eneco.2016.03.017.
• Naser, Hanan, 2016, "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, volume 56, issue C, pages 75-87, DOI: 10.1016/j.eneco.2016.02.017.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Klein, Tony & Walther, Thomas, 2016, "Oil price volatility forecast with mixture memory GARCH," Energy Economics, Elsevier, volume 58, issue C, pages 46-58, DOI: 10.1016/j.eneco.2016.06.004.
• Wen, Fenghua & Gong, Xu & Cai, Shenghua, 2016, "Forecasting the volatility of crude oil futures using HAR-type models with structural breaks," Energy Economics, Elsevier, volume 59, issue C, pages 400-413, DOI: 10.1016/j.eneco.2016.07.014.
• Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016, "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, volume 60, issue C, pages 206-216, DOI: 10.1016/j.eneco.2016.09.016.
• Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016, "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, volume 60, issue C, pages 232-243, DOI: 10.1016/j.eneco.2016.10.002.
• Manner, Hans & Türk, Dennis & Eichler, Michael, 2016, "Modeling and forecasting multivariate electricity price spikes," Energy Economics, Elsevier, volume 60, issue C, pages 255-265, DOI: 10.1016/j.eneco.2016.10.006.
• Drachal, Krzysztof, 2016, "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, volume 60, issue C, pages 35-46, DOI: 10.1016/j.eneco.2016.09.020.
• Hussain, Anwar & Rahman, Muhammad & Memon, Junaid Alam, 2016, "Forecasting electricity consumption in Pakistan: the way forward," Energy Policy, Elsevier, volume 90, issue C, pages 73-80, DOI: 10.1016/j.enpol.2015.11.028.
• Fantazzini, Dean, 2016, "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, volume 96, issue C, pages 383-396, DOI: 10.1016/j.enpol.2016.06.020.
• Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016, "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, volume 98, issue C, pages 40-49, DOI: 10.1016/j.energy.2015.12.142.
• Olkhov, Victor, 2016, "On Economic Space notion," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 372-381, DOI: 10.1016/j.irfa.2016.01.001.
• Rivieccio, Giorgia & De Luca, Giovanni, 2016, "Copula function approaches for the analysis of serial and cross dependence in stock returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 55-61, DOI: 10.1016/j.frl.2016.01.006.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
• Johnston, Craig M.T., 2016, "Global paper market forecasts to 2030 under future internet demand scenarios," Journal of Forest Economics, Elsevier, volume 25, issue C, pages 14-28, DOI: 10.1016/j.jfe.2016.07.003.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016, "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, volume 102, issue C, pages 188-208, DOI: 10.1016/j.jinteco.2016.03.012.
• Bohnert, Alexander & Gatzert, Nadine & Kolb, Andreas, 2016, "Assessing inflation risk in non-life insurance," Insurance: Mathematics and Economics, Elsevier, volume 66, issue C, pages 86-96, DOI: 10.1016/j.insmatheco.2015.11.003.
• Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016, "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 82-96, DOI: 10.1016/j.insmatheco.2016.04.007.
• Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016, "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2016.07.002.
• Marczak, Martyna & Proietti, Tommaso, 2016, "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 180-202, DOI: 10.1016/j.ijforecast.2015.04.005.
• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016, "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 283-292, DOI: 10.1016/j.ijforecast.2015.06.006.
• Lucas, André & Zhang, Xin, 2016, "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 293-302, DOI: 10.1016/j.ijforecast.2015.09.003.
• Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016, "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 411-436, DOI: 10.1016/j.ijforecast.2015.05.008.
• Ericsson, Neil R., 2016, "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 571-583, DOI: 10.1016/j.ijforecast.2015.09.007.
• Maciejowska, Katarzyna & Nowotarski, Jakub, 2016, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 1051-1056, DOI: 10.1016/j.ijforecast.2015.11.008.
• Wang, Pu & Liu, Bidong & Hong, Tao, 2016, "Electric load forecasting with recency effect: A big data approach," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 585-597, DOI: 10.1016/j.ijforecast.2015.09.006.
• Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016, "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 736-753, DOI: 10.1016/j.ijforecast.2015.11.017.
• Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016, "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 754-762, DOI: 10.1016/j.ijforecast.2015.12.005.
• Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016, "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 875-887, DOI: 10.1016/j.ijforecast.2015.11.018.
• Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał, 2016, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 957-965, DOI: 10.1016/j.ijforecast.2014.12.004.
• Liu, Weiling & Moench, Emanuel, 2016, "What predicts US recessions?," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1138-1150, DOI: 10.1016/j.ijforecast.2016.02.007.
• Buncic, Daniel & Gisler, Katja I.M., 2016, "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1317-1339, DOI: 10.1016/j.ijforecast.2016.05.001.
• Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016, "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1369-1384, DOI: 10.1016/j.ijforecast.2016.07.001.
• Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016, "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 112-135, DOI: 10.1016/j.jbankfin.2015.12.007.
• Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel, 2016, "Evaluating Value-at-Risk forecasts: A new set of multivariate backtests," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 121-132, DOI: 10.1016/j.jbankfin.2016.07.014.
• Krüger, Fabian & Nolte, Ingmar, 2016, "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 172-186, DOI: 10.1016/j.jbankfin.2015.05.007.
• Sorwar, Ghulam & Pappas, Vasileios & Pereira, John & Nurullah, Mohamed, 2016, "To debt or not to debt: Are Islamic banks less risky than conventional banks?," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 113-126, DOI: 10.1016/j.jebo.2016.10.012.
• Chang, Andrew C. & Hanson, Tyler J., 2016, "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, volume 83, issue C, pages 23-43, DOI: 10.1016/j.jeconbus.2015.12.001.
• Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar, 2016, "Politics matters: Regulatory events as catalysts for price formation under cap-and-trade," Journal of Environmental Economics and Management, Elsevier, volume 78, issue C, pages 121-139, DOI: 10.1016/j.jeem.2016.03.004.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016, "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, volume 63, issue C, pages 53-61, DOI: 10.1016/j.foodpol.2016.06.010.
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• Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016, "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2015.12.001.
• Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong, 2016, "Can credit spreads help predict a yield curve?," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 39-61, DOI: 10.1016/j.jimonfin.2016.02.003.
• Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016, "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 161-180, DOI: 10.1016/j.jimonfin.2016.07.010.
• Schreiber, Sven & Soldatenkova, Natalia, 2016, "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 166-187, DOI: 10.1016/j.jmacro.2015.12.002.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016, "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 45-57, DOI: 10.1016/j.jcomm.2016.07.005.
• Lamprou, Dimitra, 2016, "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 93-102, DOI: 10.1016/j.jeca.2016.07.006.
• Cabrera Delgado, Jorge & Bonnel, Patrick, 2016, "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Journal of Transport Geography, Elsevier, volume 51, issue C, pages 17-26, DOI: 10.1016/j.jtrangeo.2015.10.016.
• Espinosa, Maria & Gocht, Alexander & Heckelei, Thomas & Paloma, Sergio Gomez y, 2016, "Incorporating farm structural change in models assessing the Common Agricultural Policy: An application in the CAPRI farm type model," Journal of Policy Modeling, Elsevier, volume 38, issue 6, pages 1040-1059, DOI: 10.1016/j.jpolmod.2016.03.005.
• Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016, "A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss," Resources Policy, Elsevier, volume 47, issue C, pages 95-107, DOI: 10.1016/j.resourpol.2016.01.003.
• Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
• Aron, Janine & Muellbauer, John, 2016, "“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”," Journal of Urban Economics, Elsevier, volume 94, issue C, pages 32-53, DOI: 10.1016/j.jue.2016.03.005.
• Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016, "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 201-215, DOI: 10.1016/j.jmoneco.2016.10.011.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016, "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 70-83, DOI: 10.1016/j.pacfin.2016.05.013.
• Dai, Feng & Li, Pengpeng & Liang, Ling, 2016, "Long-term economic growth under environmental pressure: An optimal path," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 15-24, DOI: 10.1016/j.qref.2015.03.008.
• Farmer, J. Doyne & Lafond, François, 2016, "How predictable is technological progress?," Research Policy, Elsevier, volume 45, issue 3, pages 647-665, DOI: 10.1016/j.respol.2015.11.001.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016, "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 172-188, DOI: 10.1016/j.iref.2015.08.013.
• Tsuchiya, Yoichi, 2016, "Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 189-201, DOI: 10.1016/j.iref.2015.08.012.
• Chang, Kuang-Liang, 2016, "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.018.
• Laurini, Márcio P. & Caldeira, João F., 2016, "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 68-90, DOI: 10.1016/j.iref.2016.03.008.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 62, issue C, pages 42-50, DOI: 10.1016/j.socec.2016.03.004.
• Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016, "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 96, issue C, pages 81-94, DOI: 10.1016/j.tre.2016.10.006.
• Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016, "Forecasting GDP with Global Components. This Time Is Different," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-26, May.
• Ceyda YERDELEN KAYGIN & Alper TAZEGUL & Hakan YAZARKAN, 2016, "Isletmelerin Finansal Basarili ve Basarisiz Olma Durumlarinin Veri Madenciligi ve Lojistik Regresyon Analizi Ile Tahmin Edilebilirligi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 16, issue 1, pages 147-159, DOI: 10.21121/eab.2016119960.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2016, "An information based one-factor asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118978, Apr.
• Bianchi, Daniele & Tamoni, Andrea, 2016, "The dynamics of expected returns: evidence from multi-scale time series modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118992, Mar.
• Delajara, Marcelo & Álvarez, Federico Hernández & Tirado, Abel Rodríguez, 2016, "Nowcasting Mexico’s short-term GDP growth in real-time: a factor model versus professional forecasters," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123297, Oct.
• Cai, Xiaoming & Den Haan, Wouter J. & Pinder, Jonathan, 2016, "Predictable recoveries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65188, Apr.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016, "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Department of Economics Working Papers, University of Bath, Department of Economics, number 54/16.
• Guilherme Jonas Costa da Silva & Humberto Eduardo de Paula Martins & Henrique Dantas Neder, 2016, "Transport infrastructure investment and regional inequalities in Brazil: an Analysis of the impacts of the Growth Acceleration Program (PAC)," Brazilian Journal of Political Economy, Center of Political Economy, volume 36, issue 4, pages 840-863.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016, "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035013.
• Gerhard Rünstler, 2016, "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035016.
• Eric Renault & Daniela Scidá, 2016, "Causality and Markovianity: Information Theoretic Measures," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036019.
• R. Kelley Pace & James P. LeSage, 2016, "Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037008.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016, "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 595-624, October, DOI: 10.1108/SEF-03-2016-0055.
• Yue, X-G. & Gao, R. & McAleer, M.J., 2016, "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-22, Apr.
• Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016, "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers, eSocialSciences, number id:11381, Sep.
• Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016, "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 532152, Feb.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the Basis of Data-driven Techniques," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 034, Jul.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Pablo M. Pincheira & Carlos A. Medel, 2016, "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 6, pages 539-564, December.
• Hana Dzmuranova, 2016, "Risk Management of Demand Deposits in a Low Interest Rate Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/10, May, revised May 2016.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2016, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," Working Papers, FEDEA, number 2016-07, Sep.
• Nikolay Gospodinov, 2016, "The role of commodity prices in forecasting U.S. core inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-5, Feb.
• Patrick C. Higgins & Tao Zha & Karen Zhong, 2016, "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-7, Jul.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Large Vector Autoregressions with Stochastic Volatility and Flexible Priors," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1617, Jun.
• Hal Martin & Isaac Oduro & Francisca Richter & Apirl Hirsh Urban & Stephan D. Whitaker, 2016, "Predictive Modeling of Surveyed Property Conditions and Vacancy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1637, Dec, DOI: 10.26509/frbc-wp-201637.
• Ayse Kabukcuoglu & Enrique Martínez García, 2016, "Inflation as a global phenomenon - some implications for policy analysis and forecasting," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 261, Jan, DOI: 10.24149/gwp261.
• Kirstin Hubrich & Frauke Skudelny, 2016, "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-104, Aug, DOI: 10.17016/FEDS.2016.104.
• Hie Joo Ahn & James D. Hamilton, 2016, "Heterogeneity and Unemployment Dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-12, Feb, DOI: 10.17016/FEDS.2016.012r1.
• Benjamin K. Johannsen & Elmar Mertens, 2016, "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-033, Apr, DOI: 10.17016/FEDS.2016.033.
• Daniela Bragoli & Michele Modugno, 2016, "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-036, Apr, DOI: 10.17016/FEDS.2016.036.
• Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016, "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-044, May, DOI: 10.17016/FEDS.2016.044.
• Hie Joo Ahn, 2016, "The Role of Observed and Unobserved Heterogeneity in the Duration of Unemployment Spells," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-063r1, Jul, revised 25 Mar 2022, DOI: 10.17016/FEDS.2016.063r1.
• Neil R. Ericsson, 2016, "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1184, Nov, DOI: 10.17016/IFDP.2016.1184.
• Scott Brave & R. Andrew Butters & Alejandro Justiniano, 2016, "Forecasting Economic Activity with Mixed Frequency Bayesian VARs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-5, May.
• Sean P. Grover & Kevin L. Kliesen & Michael W. McCracken, 2016, "A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth," Review, Federal Reserve Bank of St. Louis, volume 98, issue 4, pages 277-296, DOI: 10.20955/r.2016.277-296.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016, "Copula--based Specification of vector MEMs," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_04, Apr.
• Mueller, Georg P., 2016, "On the use of interview data for the microsimulation of ideological conflicts : an analysis of the political cleavages of the European left," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 471, Jul.
• Michiel van Dijk & Maryia Mandryk & Marc Gramberger & David Laborde & Lindsay Shutes & Elke Stehfest & Hugo Valin & Katharina Zellmer, 2016, "Scenarios to explore global food security up to 2050: Development process, storylines and quantification of drivers," FOODSECURE Working papers, LEI Wageningen UR, number 38, Jan.
• Tero Haahtela, 2016, "Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 21, issue 2, pages 71-91, November.
• Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016, "Online 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 1-26, January.
• Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016, "Online 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 20, pages 1-26, February.
• Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016, "Online 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 1-30, February.
• Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya, 2016, "Online 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 22, pages 1-27, April.