Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2016

• Chi Ming Wong & Lei Lam Olivia Ting, 2016, "A Quantile Regression Approach to the Multiple Period Value at Risk Estimation," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 12, issue 1, pages 1-35, February.
• Tanaka, Kiyoyasu, 2016, "Forecasting inbound tourists in Cambodia," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 601, Jun.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• Rossen Anja, 2016, "On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 236, issue 3, pages 389-409, May, DOI: 10.1515/jbnst-2015-1019.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016, "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201604, Aug, revised Aug 2016.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016, "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201605, Aug, revised Aug 2016.
• William A. Barnett & Liting Su, 2016, "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201606, Aug, revised Aug 2016.
• Khurshid M. Kiani, 2016, "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 3, pages 487-502, October, DOI: 10.1007/s10614-015-9510-y.
• Jing Zeng, 2016, "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 2, pages 415-444, May, DOI: 10.1007/s10663-016-9330-x.
• Feng Dai & Songtao Wu & Ling Liang & Zifu Qin, 2016, "Bilateral Trade under Environmental Pressure: Balanced Growth," Journal of Industry, Competition and Trade, Springer, volume 16, issue 2, pages 209-231, June, DOI: 10.1007/s10842-015-0205-9.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
• Yun-Yeong Kim, 2016, "Dynamic Analyses Using VAR Model with Mixed Frequency Data through Observable Representation," Korean Economic Review, Korean Economic Association, volume 32, pages 41-75.
• Ayse Kabukcuoglu & Enrique Martínez-García, 2016, "What Helps Forecast U.S. Inflation?—Mind the Gap!," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1615, Dec.
• Burak Erkut, 2016, "Entrepreneurship and Economic Freedom: Do Objective and Subjective Data Reflect the Same Tendencies?," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 4, issue 3, pages 11-26.
• Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás, 2016, "A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről
  [The scope for analysis of world trade through network theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 79-98, DOI: 10.18414/KSZ.2016.1.79.
• Mellár, Tamás, 2016, "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása?
  [From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 285-306, DOI: 10.18414/KSZ.2016.3.285.
• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, KSP Journals, volume 3, issue 2, pages 340-349, June.
• Latifa AITOUTOUHEN & Faris HAMZA, 2016, "Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan," Turkish Economic Review, KSP Journals, volume 3, issue 4, pages 652-667, December.
• Pantelis Promponas & David Alan Peel, 2016, "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers, Lancaster University Management School, Economics Department, number 144439514.
• Jorge Barrientos Marín & Mónica Toro Martínez, 2016, "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 74.
• Carlos Diaz Vela, 2016, "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/13.
• Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016, "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics, University of Munich, Department of Economics, number 43488.
• Bührig, Pascal & Wohlrabe, Klaus, 2016, "Forecasting revisions of German industrial production," Munich Reprints in Economics, University of Munich, Department of Economics, number 43524.
• Lehmann, R. & Wohlrabe, K., 2016, "Looking into the black box of boosting: the case of Germany," Munich Reprints in Economics, University of Munich, Department of Economics, number 43525.
• JEdgar Alfredo Nande Vazque & Juan Carlos Martínez, 2016, "Political Budget Cycle: Mexican Town Halls Case," International Journal of Business and Social Research, LAR Center Press, volume 6, issue 8, pages 31-42, August.
• Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016, "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 16125.
• David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud, 2016, "Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1601.
• Tibor Hledik & Sultanija Bojceva-Terzijan & Biljana Jovanovic & Rilind Kabashi, 2016, "Overview of the Macedonian Policy Analysis Model (MAKPAM)," Working Papers, National Bank of the Republic of North Macedonia, number 2016-04, Sep.
• Heibati, Reza & Shajari, Hoshang & Samadi, Saeid, 2016, "Measuring Uncertainty in Macroeconomics," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 28, pages 223-250, July.
• Aleksandra Hałka & Karol Szafranek, 2016, "Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies," Eastern European Economics, Taylor & Francis Journals, volume 54, issue 2, pages 109-132, March, DOI: 10.1080/00128775.2015.1126788.
• Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
• Kelly Burns, 2016, "A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation," Multinational Finance Journal, Multinational Finance Journal, volume 20, issue 1, pages 41-83, March.
• JEdgar Alfredo Nande Vazque & Juan Carlos Martínez, 2016, "Political Budget Cycle: Mexican Town Halls Case," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 6, issue 8, pages 31-42, August.
• Tomasz Wozniak, 2016, "Rare Events and Risk Perception: Evidence from Fukushima Accident," Department of Economics - Working Papers Series, The University of Melbourne, number 2021, Apr.
• György Inzelt & Gábor Szappanos & Zsolt Armai, 2016, "Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 3, pages 51-78.
• Gergely Patrik Balla & Tamás Ilyés, 2016, "Liquidity Needs And Liquidity Costs Of An Instant Payment System," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2016/124.
• Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli, 2016, "A note on normalization schemes:The case of generalized forecast error variance decompositions," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0092, Aug.
• Zeineb Affes & Rania Hentati-Kaffel, 2016, "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16016, Feb.
• Zeineb Affes & Rania Hentati-Kaffel, 2016, "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16026, Mar.
• Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
• Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016, "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/16.
• Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
• Diana Gabrielyan, 2016, "Forecasting Inflation Using The Phillips Curve: Evidence From Swedish Data," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 100.
• Marina Emiris, 2016, "A dynamic factor model for forecasting house prices in Belgium," Working Paper Research, National Bank of Belgium, number 313, Nov.
• Łukasz Lenart & Agnieszka Leszczyńska-Paczesna, 2016, "Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 5, pages 365-394.
• Xi Chen & Michael Funke, 2016, "Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble," Chapters from NBP Conference Publications, Narodowy Bank Polski, chapter 16, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk, "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition".
• Aleksandra Hałka & Jacek Kotłowski, 2016, "Global or domestic? Which shocks drive inflation in European small open economies?," NBP Working Papers, Narodowy Bank Polski, number 232.
• Jorge Guzman & Scott Stern, 2016, "The State of American Entrepreneurship: New Estimates of the Quality and Quantity of Entrepreneurship for 32 US States, 1988-2014," NBER Working Papers, National Bureau of Economic Research, Inc, number 22095, Mar.
• Edward L. Glaeser & Andrew Hillis & Scott Duke Kominers & Michael Luca, 2016, "Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22124, Mar.
• Patrick Higgins & Tao Zha & Karen Zhong, 2016, "Forecasting China's Economic Growth and Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22402, Jul.
• Francis X. Diebold & Minchul Shin, 2016, "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22516, Aug.
• Steven Lehrer & Tian Xie, 2016, "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22959, Dec.
• Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016, "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, volume 30, issue 2, pages 60-76.
• Eder L. V. & Nemov V. Yu. & Filimonova I. V., 2016, "Prospects for Transport Energy Consumption: Methodological Approaches and Results of Forecasting," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 1, pages 25-38.
• Sokolova G.E., 2016, "A simulation model of the gas complex," World of economics and management / Vestnik NSU. Series: Social and Economics Sciences, Socionet, volume 16, issue 2, pages 57-69.
• Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh, 2016, "Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models," OECD Economics Department Working Papers, OECD Publishing, number 1313, Jul, DOI: 10.1787/5jlv2jj4mw40-en.
• David Havrlant & Peter Tóth & Julia Wörz, 2016, "On the optimal number of indicators – nowcasting GDP growth in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-72.
• Niematallah Elamin & Mototsugu Fukushige, 2016, "A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 16-22, Sep.
• Karen Poghosyan & Evžen Kočenda, 2016, "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 360, Oct.
• Holger Bonin & Karsten Reuss & Holger Stichnoth, 2016, "The Monetary Value of Family Policy Measures in Germany over the Life Cycle: Evidence from a Dynamic Microsimulation Model," CESifo Economic Studies, CESifo Group, volume 62, issue 4, pages 650-671.
• Ulrich K. Müller & Mark W. Watson, 2016, "Measuring Uncertainty about Long-Run Predictions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1711-1740.
• David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
• Janine Aron & John Muellbauer, 2016, "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," Economics Series Working Papers, University of Oxford, Department of Economics, number 793, Apr.
• Arango A., Mónica Andrea & Arroyave O., Santiago, 2016, "Análisis de combustibles fósiles en el mercado de generación de energía eléctrica en Colombia: un contraste entre modelos de volatilidad || Analysis of Fossil Fuels in the Market for Electricity Gener," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 22, issue 1, pages 190-215, December.
• Vipul Kumar Singh, 2016, "Pricing and hedging competitiveness of the tree option pricing models: Evidence from India," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 6, pages 453-475, October, DOI: 10.1057/s41260-016-0024-5.
• Gabriel Rodriguez & Willy Alanya, 2016, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-413.
• Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016, "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-022, Dec, revised 21 Dec 2016.
• Przemyslaw Cieslak, 2016, "Prospects for Africa's economic growth," Working Papers, Institute of Economic Research, number 17/2016, May, revised May 2016.
• Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016, "A Primer on Slovene House Prices Forecast," MPRA Paper, University Library of Munich, Germany, number 103552, May.
• Djemaci, Brahim, 2016, "Forecast future production of municipal waste on the basis of a panel data model in Algeria," MPRA Paper, University Library of Munich, Germany, number 68879, Jan, revised 16 Jan 2016.
• Piersanti, Fabio Massimo & Rizzati, Massimiliano & Nakmai, Siwat, 2016, "Foreign exchange rates with the Taylor rule and VECMs," MPRA Paper, University Library of Munich, Germany, number 68888, Mar, revised 30 Mar 2016.
• Degiannakis, Stavros & Filis, George, 2016, "Forecasting oil price realized volatility: A new approach," MPRA Paper, University Library of Munich, Germany, number 69105, Jan.
• Lehmann, Robert & Wohlrabe, Klaus, 2016, "Experts, firms, consumers or even hard data? Forecasting employment in Germany," MPRA Paper, University Library of Munich, Germany, number 69611, Feb.
• García, Jaume & Pérez, Levi & Rodríguez, Plácido, 2016, "Forecasting football match results: Are the many smarter than the few?," MPRA Paper, University Library of Munich, Germany, number 69687, Jan.
• Hännikäinen, Jari, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 70489, Apr.
• Gerunov, Anton, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," MPRA Paper, University Library of Munich, Germany, number 71010, Apr.
• O'Hare, Colin & Li, Youwei, 2016, "Modelling mortality: Are we heading in the right direction?," MPRA Paper, University Library of Munich, Germany, number 71392, May.
• O'Hare, Colin & Li, Youwei, 2016, "Models of Mortality rates - analysing the residuals," MPRA Paper, University Library of Munich, Germany, number 71394, May.
• Hännikäinen, Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 71432, May.
• Thomadakis, Apostolos, 2016, "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper, University Library of Munich, Germany, number 71589, May.
• Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
• Fantazzini, Dean, 2016, "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper, University Library of Munich, Germany, number 72094, Jun.
• Tamayo, Adrian, 2016, "Determining Statistical Pattern on the Drug-Related Killing in Philippines Using ARIMA and Poisson Techniques," MPRA Paper, University Library of Munich, Germany, number 72518, Jul.
• Davis, Brent, 2016, "“Attitudes to Leadership and Voting: Finding the Efficient Frontier”," MPRA Paper, University Library of Munich, Germany, number 72792, Aug.
• Stacey, Brian, 2016, "A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity," MPRA Paper, University Library of Munich, Germany, number 72815, Aug.
• Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016, "The credit-card-services augmented Divisia monetary aggregates," MPRA Paper, University Library of Munich, Germany, number 73245, Aug.
• Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016, "Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates," MPRA Paper, University Library of Munich, Germany, number 73246, Aug.
• Barnett, William & Su, Liting, 2016, "Risk adjustment of the credit-card augmented Divisia monetary aggregates," MPRA Paper, University Library of Munich, Germany, number 73248, Aug.
• R. Ferreira, Alexandre & A. P. Santos, Andre, 2016, "On the choice of covariance specifications for portfolio selection problems," MPRA Paper, University Library of Munich, Germany, number 73259, Aug.
• Asongu, Simplice & Nwachukwu, Jacinta, 2016, "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," MPRA Paper, University Library of Munich, Germany, number 74649, Jan.
• Degiannakis, Stavros & Potamia, Artemis, 2016, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data," MPRA Paper, University Library of Munich, Germany, number 74670, Jan.
• Delle Monache, Davide & Petrella, Ivan, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper, University Library of Munich, Germany, number 75424, Sep.
• Urbina, Jilber, 2016, "Crecimiento del crédito en Nicaragua, ¿Crecimiento natural o boom crediticio?
  [Credit growth in Nicaragua: Natural growth or credit boom?]," MPRA Paper, University Library of Munich, Germany, number 75577, Oct, revised Nov 2016.
• Skrypnik, Dmitriy, 2016, "Budget Policy And Economic Growth In Russia. Optimal Budget Rule," MPRA Paper, University Library of Munich, Germany, number 75853, Jan.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016, "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," MPRA Paper, University Library of Munich, Germany, number 76308, Dec.
• Feng, Bo & Partridge, Mark & Rembert, Mark, 2016, "The Perils of Modelling How Migration Responds to Climate Change," MPRA Paper, University Library of Munich, Germany, number 77059, Nov.
• Danao, Rolando & Ducanes, Geoffrey, 2016, "An Error Correction Model for Forecasting Philippine Aggregate Electricity Consumption," MPRA Paper, University Library of Munich, Germany, number 87722, revised Mar 2017.
• Skrypnik, Dmitriy, 2016, "A Macroeconomic Model of the Russian Economy," MPRA Paper, University Library of Munich, Germany, number 93506, Sep.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
• Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
• Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016, "The Term Premium as a Leading Macroeconomic Indicator," Working Papers, University of Pretoria, Department of Economics, number 201613, Feb.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers, University of Pretoria, Department of Economics, number 201615, Mar.
• Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
• Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
• Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016, "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201631, Apr.
• Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
• Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
• Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
• Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
• Daniela Spiesova, 2016, "Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models," ACTA VSFS, University of Finance and Administration, volume 10, issue 1, pages 66-79.
• Tomáš Bunčák, 2016, "Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 5, pages 527-546, DOI: 10.18267/j.pep.581.
• Angus Deaton & Nancy Cartwright, 2016, "Understanding and Misunderstanding Randomized Controlled Trials," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies., number august_25.pdf, Aug.
• Damian Stelmasiak & Grzegorz Szafrański, 2016, "Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 21-42, March.
• Cláudia Duarte, 2016, "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers, Banco de Portugal, Economics and Research Department, number w201601.
• António Rua, 2016, "A wavelet-based multivariate multiscale approach for forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201612.
• Graham Elliott & Allan Timmermann, 2016, "Economic Forecasting," Economics Books, Princeton University Press, number 10740, edition 1.
• David Magaña Lemus, 2016, "Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions," Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 106-118, Enero-Jun.
• Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016, "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series, National Centre for Econometric Research, number 115, Nov.
• Alain Kabundi & Elmarie Nel & Franz Ruch, 2016, "Nowcasting Real GDP growth in South Africa," Working Papers, South African Reserve Bank, number 7068, Feb.
• Michael Clements, 2016, "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-02, Apr.
• Steffen Heinig & Anupam Nanda & Sotiris Tsolacos, 2016, "Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-04, Jun.
• Michael Clements, 2016, "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-08, Oct.
• Marc Giannoni & Christina Patterson & Marco Del Negro, 2016, "The Forward Guidance Puzzle," 2016 Meeting Papers, Society for Economic Dynamics, number 143.
• Mihaela Simionescu, 2016, "The relation between economic growth and foreign direct investment during the economic crisis in the European Union," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 1, pages 187-213.
• Nataša Erjavec & Petar Soriæ & Mirjana Èižmešija, 2016, "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 2, pages 555-579.
• Tuhkuri, Joonas, 2016, "ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe," ETLA Reports, The Research Institute of the Finnish Economy, number 54, May.
• Widgrén, Joona, 2016, "Predicting Housing Prices with Google Searches in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 63, Dec.
• Tuhkuri, Joonas, 2016, "Forecasting Unemployment with Google Searches," ETLA Working Papers, The Research Institute of the Finnish Economy, number 35, Mar.
• Marina Lifshits, 2016, "Forecasting of the global migration situation based on the analysis of net migration in the countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 41, pages 96-122.
• Boris Demeshev & Oxana Malakhovskaya, 2016, "BVAR mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 43, pages 118-141.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
• Monzur Hossain & Mohammad Yunus, 2016, "Estimates of Per Capita Consumption of Food Grains in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 39, issue 1-2, pages 103-116.
• Recep Akdağ, 2016, "Urban Water Demand Forecasting and Comparative Analysis by Artificial Neural Networks, Support Vector Machines and Box-Jenkins Methods," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 123-138.
• Georges Dionne & Xiaozhou Zhou, 2016, "The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-4, Nov.
• William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016, "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 59, Aug.
• William Barnett & Liting Su, 2016, "Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 67, Oct.
• Sora Chon, 2016, "A Predictive System for International Trade Growth," Working Papers, Korea Institute for International Economic Policy, number 16-3, Aug.
• Hossein Asgharpur & Ali Rezazadeh, 2016, "Determining the Stock Optimal Portfolio using Value at Risk," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 4, pages 93-118.
• Odette Virginia Delfín Ortega & Plinio Hernánez Barriga & Noemí Ramírez Sepúlveda, 2016, "La Evasión Fiscal del IVA en México 2004-2013," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 61-80.
• Eugen Scarlat, 2016, "Connectivity - Based Clustering of GDP Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 23-38, March.
• Dorina Lazar & Anuta Buiga & Adela Deaconu, 2016, "Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 152-168, June.
• Mihaela SIMIONESCU, 2016, "Investiţiile Străine Directe Şi Criza Economică Recentă," Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting, number 161106, Nov.
• Mihaela Simionescu, 2016, "The Real GDP Rate in European Union. A Panel Data Approach," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 161001, Oct.
• Mihaela Simionescu, 2016, "Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 162702, Nov.
• Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu, 2016, "Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 1, pages 21-40, March.
• Davide De Gaetano, 2016, "Forecast Combinations For Realized Volatility In Presence Of Structural Breaks," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0208, Jun.
• Loretta Mastroeni & Pierluigi Vellucci, 2016, "“Butterfly Effect" vs Chaos in Energy Futures Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0209, Oct.
• Martyna Marczak & Tommaso Proietti & Stefano Grassi, 2016, "A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models," CEIS Research Paper, Tor Vergata University, CEIS, number 374, Mar, revised 31 Mar 2016.
• Murat Midilic, 2016, "Estimation Of Star-Garch Models With Iteratively Weighted Least Squares," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 16/918, Jan.
• Ulyana Dzyuma-Zaremba, 2016, "Gant Development S.A. – the effectiveness of bankruptcy prediction models in case of sudden bankruptcy. Case study," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 45-57, February.
• Paramita Mukherjee & Malabika Roy, 2016, "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 119-145, April, DOI: 10.1177/0972652715623681.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016, "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , volume 41, issue 2, pages 146-179, April, DOI: 10.3102/1076998615622234.
• Эдер Л. В. & Немов В. Ю. & Филимонова И. В., 2016, "Перспективы энергопотребления на транспорте: методические подходы и результаты прогнозирования. Prospects for Transport Energy Consumption: Methodological Approaches and Results of Forecasting," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 16, issue 1, pages 25-38.
• Соколова Г. Е., 2016, "Имитационная модель газового комплекса. A simulation model of the gas complex," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 16, issue 2, pages 57-69.
• Dilip Kumar, 2016, "Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205528, Mar.
• Mihaela Simionescu, 2016, "Determinats Of Unemployment Rate In Romanian Counties. A Panel Var Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 1 (March), pages 136-145.
• Mihaela Simionescu, 2016, "The Impact of BREXIT on the Foreign Direct Investment in the United Kingdom," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2016-07, Jul, revised Jul 2016.
• Boyan Lomev & Nikolay Netov, 2016, "Bulgarian stock market and market risk forecasting under long memory in returns," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 13, issue 1, pages 185-200, September.
• Sandra Hanslin Grossmann & Rolf Scheufele, 2016, "Foreign PMIs: A reliable indicator for exports?," Working Papers, Swiss National Bank, number 2016-01.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, number 2016-02.
• Christian Hepenstrick & Massimiliano Marcellino, 2016, "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers, Swiss National Bank, number 2016-04.
• Duo Qin & Qingchao Wang, 2016, "Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA," Working Papers, Department of Economics, SOAS University of London, UK, number 201, Oct.
• Daniel Ambach & Robert Garthoff, 2016, "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 1, pages 15-36, February, DOI: 10.1007/s11943-016-0177-1.
• Hiroshi Mori & Toshio Inaba & John Dyck, 2016, "Accounting for structural changes in demand for foods in the presence of age and cohort effects: the case of fresh fish in Japan," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 363-379, December, DOI: 10.1007/s40844-016-0056-z.
• Zouheir Mighri & Faysal Mansouri, 2016, "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, volume 51, issue 3, pages 1115-1149, November, DOI: 10.1007/s00181-015-1029-5.
• Ali Babikir & Henry Mwambi, 2016, "Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods," Empirical Economics, Springer, volume 51, issue 4, pages 1541-1556, December, DOI: 10.1007/s00181-015-1049-1.
• Christian Pierdzioch & Marian Risse & Sebastian Rohloff, 2016, "Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy," Empirical Economics, Springer, volume 51, issue 4, pages 1481-1499, December, DOI: 10.1007/s00181-015-1053-5.
• Jacques Peeperkorn & Yudhvir Seetharam, 2016, "A learning-augmented approach to pricing risk in South Africa," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 1, pages 117-139, April, DOI: 10.1007/s40821-015-0038-9.
• Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini, 2016, "Labour mobility and labour market adjustment in the EU," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-21, December, DOI: 10.1186/s40176-016-0069-8.
• Michal Franta & David Havrlant & Marek Rusnák, 2016, "Forecasting Czech GDP Using Mixed-Frequency Data Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 2, pages 165-185, December, DOI: 10.1007/s41549-016-0008-z.
• Kaushik Bhattacharya & Sunny Kumar Singh, 2016, "Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 117-136, June, DOI: 10.1007/s40953-015-0024-1.
• Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng, 2016, "Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 2, pages 323-344, December, DOI: 10.1007/s40953-016-0037-4.
• Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016, "Great expectations? evidence from Colombia’s exchange rate survey," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 25, issue 1, pages 1-27, December, DOI: 10.1007/s40503-016-0033-2.
• Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín, 2016, "Poverty, vulnerability, and the middle class in Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 25, issue 1, pages 1-44, December, DOI: 10.1007/s40503-016-0034-1.
• Lina M. Cortés & Andrés Mora-Valencia & Javier Perote, 2016, "The productivity of top researchers: a semi-nonparametric approach," Scientometrics, Springer;Akadémiai Kiadó, volume 109, issue 2, pages 891-915, November, DOI: 10.1007/s11192-016-2072-5.
• Oscar Claveria & Enric Monte & Salvador Torra, 2016, "Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 3, pages 341-357, August, DOI: 10.1007/s13209-016-0144-7.
• Gong Cheng & Javier Diaz-Cassou & Aitor Erce, 2016, "The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club," Working Papers, European Stability Mechanism, number 21, Dec, revised 24 Apr 2017.
• Pinar Yesin, 2016, "Exchange Rate Predictability and State-of-the-Art Models," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.03, Mar.
• Pascal Bührig & Klaus Wohlrabe, 2016, "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 15, pages 1062-1064, October, DOI: 10.1080/13504851.2015.1133890.
• R. Lehmann & K. Wohlrabe, 2016, "Looking into the black box of boosting: the case of Germany," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 17, pages 1229-1233, November, DOI: 10.1080/13504851.2016.1148246.
• Jari H�nnik�inen, 2016, "The mortgage spread as a predictor of real-time economic activity," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 112-116, February, DOI: 10.1080/13504851.2015.1054064.
• Carlos A. Medel & Pablo M. Pincheira, 2016, "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 126-131, February, DOI: 10.1080/13504851.2015.1057890.
• David Iselin & Boriss Siliverstovs, 2016, "Using newspapers for tracking the business cycle: a comparative study for Germany and Switzerland," Applied Economics, Taylor & Francis Journals, volume 48, issue 12, pages 1103-1118, March, DOI: 10.1080/00036846.2015.1093085.
• Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis, 2016, "Forecasting tourist arrivals using origin country macroeconomics," Applied Economics, Taylor & Francis Journals, volume 48, issue 27, pages 2571-2585, June, DOI: 10.1080/00036846.2015.1125434.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.