Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2016

• 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, FGV EAESP, volume 36, issue 4, pages 840-863, October, DOI: 10.1590/0101-31572016v36n04a10.
• 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, FGV EAESP, volume 36, issue 4, pages 840-863, October, DOI: 10.1590/0101-31572016v36n04a10.
• 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.
• Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 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 23, pages 1-27, April.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & S, 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 24, pages 1-27, April.
• Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 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 25, pages 1-22, April.
• Drobyshevsky Sergey & Kazakova Maria & Tsukhlo Sergey & Lyashok Viktor, 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 27, pages 1-24, May.
• Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 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 28, pages 1-28, June.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 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 31, pages 1-27, July.
• Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 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 32, pages 1-27, September.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir, 2016, "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 33, pages 1-19, September.
• Idrisov Georgy & Avraamova Elena & Khromov Mikhail & Tsukhlo Sergey & Shagaida Natalia & Kaukin Andrey & Gurevich Vladimir & Loginov Dmitry & Pavlov Pavel, 2016, "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 35, pages 1-23, November.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian N. & Mamedov Arseny & Fomina Elena & Gurevich Vladimir, 2016, "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 37, pages 1-20, December.
• Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia, 2016, "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 38, pages 1-23, December.
• 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, 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, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
• Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & 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, 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, Gaidar Institute for Economic Policy, issue 22, pages 1-27, March.
• Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016, "Online 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 1-27, March.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Flor, 2016, "Online 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 24, pages 1-27, April.
• Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016, "Online 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 25, pages 1-22, April.
• Drobyshevsky Sergey & Kazakova Maria & Idrisov Georgy & Tsukhlo Sergey & Lyashok Viktor, 2016, "Online 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 27, pages 1-24, May.
• Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Ann, 2016, "Online 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 28, pages 1-28, June.
• Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016, "Online 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 31, pages 1-27, July.
• Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016, "Online 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 32, pages 1-27, September.
• Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir, 2016, "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 33, pages 1-19, September.
• Idrisov Georgy & Avraamova Elena & Tsukhlo Sergey & Shagaida Natalia & Kaukin Andrey & Gurevich Vladimir & Loginov Dmitry & Pavlov Pavel, 2016, "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 35, pages 1-23, November.
• Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchyan Nikita & Mamedov Arseny & Fomina Elena & Gurevich Vladimir, 2016, "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 37, pages 1-20, December.
• Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia, 2016, "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 38, pages 1-23, December.
• Idrisov Georgy & Kaukin Andrey & Ponomarev Yuri, 2016, "Industrial production dynamics in particular sectors of Russian industry," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2016-253, revised 2016.
• Tsukhlo Sergey, 2016, "Russian industrial enterprises in 2015 (on the basis of business surveys)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2016-254, revised 2016.
• Francesco Audrino & Yujia Hu, 2016, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Econometrics, MDPI, volume 4, issue 1, pages 1-24, February.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016, "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, volume 4, issue 1, pages 1-14, March.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2016, "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2016, May, revised 18 May 2016.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2016_09, Mar.
• Yuxuan Huang, 2016, "Forecasting the USD/CNY Exchange Rate under Different Policy Regimes," Working Papers, The George Washington University, The Center for Economic Research, number 2016-001, Jan.
• Ulrich Heilemann & Susanne Schnorr-Bäcker, 2016, "Could The Start Of The German Recession 2008-2009 Have Been Foreseen? Evidence From Real-Time Data," Working Papers, The George Washington University, The Center for Economic Research, number 2016-003, Feb.
• Herman O. Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, The George Washington University, The Center for Economic Research, number 2016-006, Sep.
• Neil R. Ericsson, 2016, "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2016-012, Nov.
• Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
• Zeineb Affes & Rania Hentati-Kaffel, 2016, "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01281948, Feb.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016, "Do We Need High Frequency Data to Forecast Variances?," Post-Print, HAL, number hal-01448237, Dec, DOI: 10.15609/annaeconstat2009.123-124.0.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2016, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-04590533, Dec.
• Jorge Cabrera Delgado & Patrick Bonnel, 2016, "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Post-Print, HAL, number halshs-01328761, Feb, DOI: 10.1016/j.jtrangeo.2015.10.016.
• Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers, HAL, number hal-01424285, Nov.
• Rachidi Kotchoni & Dalibor Stevanovic, 2016, "Forecasting U.S. Recessions and Economic Activity," Working Papers, HAL, number hal-04141569.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-571, Feb.
• Vanella, Patrizio, 2016, "The Total Fertility Rate in Germany until 2040 - A Stochastic Principal Components Projection based on Age-specific Fertility Rates," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-579, Aug.
• Tine Hufkens & Gerlinde Verbist, 2016, "The distributive effects of work-family life policies in European welfare states," ImPRovE Working Papers, Herman Deleeck Centre for Social Policy, University of Antwerp, number 16/09, Mar.
• Mossfeldt, Marcus & Stockhammar, Pär, 2016, "Forecasting Goods and Services Inflation in Sweden," Working Papers, National Institute of Economic Research, number 146, Oct.
• Andersson, Michael K. & Aranki, Ted & Reslow, André, 2016, "Adjusting for Information Content when Comparing Forecast Performance," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 328, Aug.
• Alexander Yu. Apokin & Irina B. Ipatova, 2016, "Structural Breaks in Potential GDP Of Three Major Economies: Just Impaired Credit or the “New Normal”?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 142/EC/2016.
• Sergey Egiev, 2016, "On Persistence of Uncertainty Shocks," HSE Working papers, National Research University Higher School of Economics, number WP BRP 144/EC/2016.
• Fahima Charef & Fethi Ayachi, 2016, "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 6, issue 1, pages 94-99, January.
• Fahima Charef & Fethi Ayachi, 2016, "A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 6, issue 1, pages 244-253, January.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Maciej Lis & Agata Miazga & Michal Ramsza, 2016, "Dynamiczne wlasnosci miar ubostwa energetycznego," IBS Research Reports, Instytut Badan Strukturalnych, number 01/2016, Jan.
• Pierre L. Siklos, 2016, "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-03, Mar.
• Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016, "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers, International Monetary Fund, number 2016/236, Dec.
• Jörg Breitung & Sven Schreiber, 2016, "Assessing Causality and Delay within a Frequency Band," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 165-2016.
• Guillermo Benavides Perales, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 55-77, Enero-Jun.
• 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," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-024, Jul.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016, "Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-07, Apr.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016, "Spatial Ensemble Post-Processing with Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-08, Apr.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2016, "Predictive Bookmaker Consensus Model for the UEFA Euro 2016," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-15, May.
• Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016, "Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-21, Jul.
• Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016, "Tricks for improving non-homogeneous regression for probabilistic precipitation forecasts: Perfect predictions, heavy tails, and link functions," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-28, Oct.
• Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016, "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-31, Oct.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Bangzhu Zhu & Xuetao Shi & Julien Chevallier & Ping Wang & Yi-Ming Wei, 2016, "An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting," Working Papers, Department of Research, Ipag Business School, number 2016-004, Jan.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2016, "Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective," IRENE Working Papers, IRENE Institute of Economic Research, number 16-05, Oct.
• Antonio Cappiello, 2016, "Decision Making And Saint Petersburg Paradox: Focusing On Heuristic Parameters, Considering The Non-Ergodic Context And The Gambling Risks," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 70, issue 4, pages 147-158, October-D.
• Raul Ramos, 2016, "Gravity models: A tool for migration analysis," World of Labour, LISER, pages 239-239, February.
• IKM Mokhtarul Wadud & Huson Joher Ali Ahmed, 2016, "Oil price volatility, investment and sectoral responses: The Thai experience," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 357-379, July-Sept.
• Isaac Nwaogwugwu & Olaniyi Evans, 2016, "A Sectoral Analysis Of Fiscal And Monetary Actions In Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 211-229, October-D.
• 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, DOI: 10.1007/s10614-017-9698-0.
• 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, DOI: 10.1007/s10479-018-2845-8.
• 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.