Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2016

• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2016, "Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 2, pages 232-256, February, DOI: 10.1080/07474938.2013.833809.
• Álvaro Cartea & Dimitrios Karyampas, 2016, "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 6, pages 929-950, June, DOI: 10.1080/07474938.2014.976529.
• Anders Bredahl Kock & Timo Teräsvirta, 2016, "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1753-1779, December, DOI: 10.1080/07474938.2015.1035163.
• Stavros Degiannakis & Alexandra Livada, 2016, "Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors," Journal of Applied Statistics, Taylor & Francis Journals, volume 43, issue 5, pages 871-892, April, DOI: 10.1080/02664763.2015.1079306.
• Marine Carrasco & Barbara Rossi, 2016, "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 313-338, July, DOI: 10.1080/07350015.2016.1186029.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Common Drifting Volatility in Large Bayesian VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 375-390, July, DOI: 10.1080/07350015.2015.1040116.
• Laura Coroneo & Domenico Giannone & Michele Modugno, 2016, "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 472-485, July, DOI: 10.1080/07350015.2015.1052456.
• Jari Hännikäinen, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1603, Apr.
• Hännikäinen Jari, 2016, "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1606, Jun.
• Jari Hännikäinen, 2016, "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1692, Nov.
• Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing, 2016, "Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2016-04.
• Bahar Sen Dogan & Murat Midilic, 2016, "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1611.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016, "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-084/III, Mar, revised 03 Jul 2017.
• Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016, "Prediction of Gas Concentration based on the Opposite Degree Algorithm," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-027/III, Apr.
• Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016, "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-067/IV, Aug.
• Tom Boot & Didier Nibbering, 2016, "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-073/III, Sep, revised 11 Aug 2017.
• Triepels, Ron & Daniels, Hennie, 2016, "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper, Tilburg University, Center for Economic Research, number 2016-037.
• Herman Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, Towson University, Department of Economics, number 2016-15, Sep, revised Sep 2016.
• Siem Jan Koopman & André Lucas & Marcel Scharth, 2016, "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, volume 98, issue 1, pages 97-110, March.
• Graham Elliott & Dalia Ghanem & Fabian Krüger, 2016, "Forecasting Conditional Probabilities of Binary Outcomes under Misspecification," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 742-755, October.
• Rochelle M. Edge & Jeremy B. Rudd, 2016, "Real-Time Properties of the Federal Reserve's Output Gap," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 785-791, October.
• Anil Alpman, 2016, "Implementing Rubin's alternative multiple-imputation method for statistical matching in Stata," Stata Journal, StataCorp LLC, volume 16, issue 3, pages 717-739, September.
• Mihaela Simionescu & Irina Dragan, 2016, "The Evaluation Of Quarterly Forecast Intervals For Inflation Rate In Romania," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 14, issue 1, pages 80-89, May.
• Xiao-Guang Yue & Rui Gao & Michael McAleer, 2016, "Prediction of Gas Concentration Based on the Opposite Degree Algorithm," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-05, Apr.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2016, "Volatility transmission between stock and exchange-rate markets: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1604.
• Christiane Baumeister & Lutz Kilian, 2016, "Understanding the Decline in the Price of Oil since June 2014," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 3, issue 1, pages 131-158, DOI: 10.1086/684160.
• Elena Andreou, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 03-2016, Apr.
• Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016, "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, volume 43, issue 1 Year 20, pages 29-52, June.
• Jack Fosten, 2016, "Forecast evaluation with factor-augmented models," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-05, Jan.
• Daniela Bragoli & Jack Fosten, 2016, "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-06, Jun.
• Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.
• Francis Bismans & Igor N. Litvine, 2016, "Forecasting with Neural Networks Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-28.
• Smeekes, Stephan & Wijler, Etiënne, 2016, "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 039, Jan, DOI: 10.26481/umagsb.2016039.
• Marine Carrasco & Barbara Rossi, 2016, "In-sample inference and forecasting in misspecified factor models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1530, Apr.
• Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016, "Understanding the sources of macroeconomic uncertainty," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1531, May, revised Dec 2018.
• Galina Gagarina & Nikita Moiseev & Alla Ryzhakova & Gleb Ryzhakov, 2016, "Estimation And Forecast Of Regional Competitiveness Level," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1040-1049.
• EMAMVERDI, Ghodratollah & KARIMI, Mohammad Sharif & KHAKIE, Sima & KARIMI, Mojtaba, 2016, "Forecasting The Total Index Of Tehran Stock Exchange," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 1, pages 54-68.
• GHERBOVET, Sergiu, 2016, "Prospects For Triggering The Crisis And Related Investment Opportunities," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 3, issue 1, pages 238-244, October.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
• Wiśniewski Jerzy Witold, 2016, "Empirical Econometric Model of an Enterprise," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 232-247, December, DOI: 10.1515/foli-2016-0015.
• Kaczmarczyk Paweł, 2016, "Integrated Model of Demand for Telephone Services in Terms of Microeconometrics," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 2, pages 72-83, December, DOI: 10.1515/foli-2016-0026.
• Kostetska Iryna, 2016, "Improving of Business Planning Using the Method of Fuzzy Numbers," Journal of Management and Business Administration. Central Europe, Sciendo, volume 24, issue 3, pages 47-61, September, DOI: 10.7206/jmba.ce.2450-7814.175.
• Marcin Chlebus, 2016, "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-01.
• Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.
• Florian Huber & Martin Feldkircher, 2016, "Adaptive shrinkage in Bayesian vector autoregressive models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp221, Mar.
• Feldkircher, Martin & Huber, Florian, 2016, "Adaptive Shrinkage in Bayesian Vector Autoregressive Models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 221, Mar.
• Chu‐An Liu & Biing‐Shen Kuo, 2016, "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 203-231, June.
• Raffaella Giacomini & Barbara Rossi, 2016, "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 2, pages 369-392, May, DOI: 10.1111/iere.12161.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
• Barbara Rossi & Tatevik Sekhposyan, 2016, "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 507-532, April.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2016, "Daily House Price Indices: Construction, Modeling, and Longer‐run Predictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1005-1025, September.
• George Athanasopoulos & Donald S. Poskitt & Farshid Vahid & Wenying Yao, 2016, "Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1100-1119, September.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016, "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1254-1275, November.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
• David A. Bessler & Shahriar Kibriya & Junyi Chen & Edwin Price, 2016, "On Forecasting Conflict in the Sudan: 2009–2012," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 179-188, March.
• Kavita Sirichand & Stephen G. Hall, 2016, "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 2, pages 93-112, March.
• Andre Jungmittag, 2016, "Combination of Forecasts across Estimation Windows: An Application to Air Travel Demand," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-380, July.
• Alessandro Girardi & Christian Gayer & Andreas Reuter, 2016, "The Role of Survey Data in Nowcasting Euro Area GDP Growth," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 400-418, August.
• 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," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 7, pages 633-651, November.
• Tim Oliver Berg, 2016, "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 8, pages 718-740, December.
• Mark Rempel, 2016, "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 549-564, March, DOI: 10.1111/jmcb.12309.
• Jakub Nowotarski & Rafal Weron, 2016, "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/01, Jan.
• Jakub Nowotarski & Rafal Weron, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/05, Mar.
• Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.
• Jakub Nowotarski & Rafal Weron, 2016, "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/07, Sep.
• Florian Ziel & Rafal Weron, 2016, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/08, Oct.
• Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016, "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/10, Nov.
• Han, Xing & Li, Youwei, 2016, "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-07, Jul, revised 12 Jan 2017.
• Donal Smith, 2016, "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers, Department of Economics, University of York, number 16/07, May.
• Oinonen, Sami & Paloviita, Maritta, 2016, "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2016.
• Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016, "The Aino 2.0 model," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2016.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016, "Credit risk interconnectedness: What does the market really know?," Discussion Papers, Deutsche Bundesbank, number 09/2016.
• Abbate, Angela & Marcellino, Massimiliano, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," Discussion Papers, Deutsche Bundesbank, number 19/2016.
• Knüppel, Malte & Vladu, Andreea L., 2016, "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers, Deutsche Bundesbank, number 28/2016.
• Kurz-Kim, Jeong-Ryeol, 2016, "Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators," Discussion Papers, Deutsche Bundesbank, number 47/2016.
• Meinen, Philipp & Röhe, Oke, 2016, "On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area," Discussion Papers, Deutsche Bundesbank, number 48/2016.
• Ćorić, Ivica, 2016, "Comparison of Multivariate Statistical Analysis and Machine Learning Methods in Retailing: Research Framework Proposition," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016".
• Pirschel, Inske, 2016, "Forecasting euro area recessions in real-time," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2020.
• Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Wieschemeyer, Matthias & Zeddies, Götz, 2016, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2016 bis 2021," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 4, issue 4, pages 155-158.
• Deschermeier, Philipp, 2016, "Die Großstädte im Wachstumsmodus: Stochastische Bevölkerungsprognosen für Berlin, München und Frankfurt am Main bis 2035," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 39/2016.
• Deschermeier, Philipp, 2016, "Einfluss der Zuwanderung auf die demografische Entwicklung in Deutschland," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 43, issue 2, pages 21-38, DOI: 10.2373/1864-810X.16-02-03.
• Hanck, Christoph & Prüser, Jan, 2016, "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 620, DOI: 10.4419/86788722.
• Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl, 2016, "Academic ranking scales in economics: Prediction and imputation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-020.
• Chen, Ying & Chua, Wee Song & Härdle, Wolfgang Karl, 2016, "Forecasting limit order book liquidity supply-demand curves with functional AutoRegressive dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-025.
• Zieba, Maciej & Härdle, Wolfgang Karl, 2016, "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-052.
• Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016, "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145537.
• Dovern, Jonas & Manner, Hans, 2016, "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145547.
• Bätje, Fabian & Menkhoff, Lukas, 2016, "Predicting the equity premium via its components," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145789.
• Heinisch, Katja, 2016, "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145864.
• Hartmann, Matthias & Dovern, Jonas, 2016, "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145925.
• Niels Haldrup & Oskar Knapik & Tommaso Proietti, 2016, "A generalized exponential time series regression model for electricity prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-08, Mar.
• Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd, 2016, "Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-14, May.
• Robinson Kruse & Christian Leschinski & Michael Will, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-17, May.
• Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2016, "A New Index of Housing Sentiment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-32, Nov.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2016, "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/020, Jan.
• Luis Uzeda, 2016, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-632, Mar.
• Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016, "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174, DOI: 10.15609/annaeconstat2009.123-124.0.
• Peter Diamond & Kashin Konstantin & Gary King & Samir Soneji, 2016, "Correspondence: Scoring Social Security Proposals," Journal of Economic Perspectives, American Economic Association, volume 30, issue 2, pages 245-246, Spring.
• Diana Ioncica & Maria Ioncica & Eva-Cristina Petrescu, 2016, "The Environment, Tourist Transport and the Sustainable Development of Tourism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue S10, pages 898-898, November.
• Simplice Asongu & Jacinta C. Nwachukwu, 2016, "Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/020, Jan.
• MacDonald, Stephen & Ash, Mark, 2016, "Detecting the Sources of Information Rigidity: Analyzing Forecast Bias and Smoothing in USDA’s Soybean Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235349, DOI: 10.22004/ag.econ.235349.
• Pena-Levano, Luis M & Foster, Kenneth, 2016, "Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235792, DOI: 10.22004/ag.econ.235792.
• Huang, Wei & Hagerman, Amy & Bessler, David A., 2016, "The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 31, issue 2, pages 1-7, DOI: 10.22004/ag.econ.236294.
• Jo, Jisung & Lusk, Jayson L., 2016, "Predicting Food Prices using Data from Consumer Surveys and Search," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas, Southern Agricultural Economics Association, number 230028, DOI: 10.22004/ag.econ.230028.
• George C?ru?a?u & Alexandru Pîrjan, 2016, "A Seasonal And Monthly Approach For Predicting The Delivered Energy Quantity In A Photovoltaic Power Plant In Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 198-207.
• Gordon Rausser & David A. Bessler, 2016, "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 7-23, October.
• Jozef Barunik & Lukas Vacha, 2016, "Do co-jumps impact correlations in currency markets?," Papers, arXiv.org, number 1602.05489, Feb, revised Oct 2017.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Papers, arXiv.org, number 1602.08258, Feb.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016, "Copula--based Specification of vector MEMs," Papers, arXiv.org, number 1604.01338, Apr.
• Mihaly Ormos & Dusan Timotity, 2016, "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers, arXiv.org, number 1606.03597, Jun.
• Gregor Kastner, 2016, "Sparse Bayesian time-varying covariance estimation in many dimensions," Papers, arXiv.org, number 1608.08468, Aug, revised Nov 2017.
• Le-Yu Chen & Sokbae Lee, 2016, "Best Subset Binary Prediction," Papers, arXiv.org, number 1610.02738, Oct, revised May 2018.
• Mirel - Daniel SIMIONESCU, 2016, "The Relationship Between Foreign Direct Investment And Economic Growth In Bulgaria, Romania And Croatia During The Recent Economic Crisis1," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 42, issue 1, pages 149-158, June.
• Dovern, Jonas & Hartmann, Matthias, 2016, "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers, University of Heidelberg, Department of Economics, number 0611, Mar.
• Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov, 2016, "Forecasting inflation in post-oil boom years: A case for non-linear models?," Working Papers, Central Bank of Azerbaijan Republic, number 1601, Apr.
• Nataliia Marynenko, 2016, "The Comprehensive Approach To The Enterprise’S Adaptation In The Process Of Development: Managerial Aspect," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-92-95.
• Serhiy Us, 2016, "Agricultural Enterprises Production Evaluation And Development In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-171-175.
• Yuriy Drachuk & Elena Stalinskay & Natalia Trushkina, 2016, "Trends Of The Global Market For Venture Funding: Comparative Analysis," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 3, DOI: 10.30525/2256-0742/2016-2-3-59-68.
• Shlomo Yitzhaki, 2016, "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 13-27, May.
• Mihaela Simionescu, 2016, "The Impact of Work Accidents on the Sickness/Health Care Expenses in Romania. A Panel Data Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 29-40.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1603, Nov.
• Adiya Belgibayeva & Alexander Plekhanov, 2016, "Does Corruption Matter for Sources of Foreign Direct Investment?," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1604, May.
• Calista Cheung & Dmitry Granovsky, 2016, "New Housing Registrations as a Leading Indicator of the BC Economy," Discussion Papers, Bank of Canada, number 16-3, DOI: 10.34989/sdp-2016-3.
• Christiane Baumeister & Lutz Kilian, 2016, "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers, Bank of Canada, number 16-18, DOI: 10.34989/swp-2017-18.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016, "Financial Conditions Indicators for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 435, May.
• Laura D'Amato & Lorena Garegnani & Emilio Blanco, 2016, "GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 74, pages 7-26, December.
• Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1052, Feb.
• Benavides Guillermo, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers, Banco de México, number 2016-11, Jun.
• Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica de Colombia, number 927, Feb, DOI: 10.32468/be.927.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 931, Mar, DOI: 10.32468/be.931.
• J. Sebastián Amador-Torres, 2016, "Finance neutral potential output: an evaluation on an emerging market monetary policy context," Borradores de Economia, Banco de la Republica de Colombia, number 958, Sep, DOI: 10.32468/be.958.
• Carlos León & José Fernando Moreno & Jorge Cely, 2016, "Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition," Borradores de Economia, Banco de la Republica de Colombia, number 959, Sep, DOI: 10.32468/be.959.
• C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016, "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers, Banque de France, number 596.
• Majid M. Al-Sadoon, 2015, "Testing Subspace Granger Causality," Working Papers, Barcelona School of Economics, number 850, Nov.
• Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016, "Understanding the Sources of Macroeconomic Uncertainty," Working Papers, Barcelona School of Economics, number 920, Jul.
• Bilandžić Ana & Marina Jeger & Šarlija Nataša, 2016, "Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach," Business Systems Research, Sciendo, volume 7, issue 2, pages 23-34, September, DOI: 10.1515/bsrj-2016-0010.
• Yury Achkasov, 2016, "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series, Bank of Russia, number wps8, Jan.
• Rod Tyers & Aaron Walker, 2016, "Quantifying Australia's ‘Three-Speed’ Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 49, issue 1, pages 20-43, March.
• Zhichao Zhang & Li Xie & Xiangyun Lu & Zhuang Zhang, 2016, "Determinants Of Financial Distress In Large Financial Institutions: Evidence From U.S. Bank Holding Companies," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 2, pages 250-267, April.
• Luis Filipe Martins & Pierre Perron, 2016, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 5, pages 650-659, September.
• Tae-Seok Jang & Stephen Sacht, 2016, "Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching," Metroeconomica, Wiley Blackwell, volume 67, issue 1, pages 76-113, February.
• Markku Lanne & Henri Nyberg, 2016, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 4, pages 595-603, August.
• Jonnathan R. Cáceres Santos, 2016, "Pronóstico de la actividad económica con base en el volumen transaccional - caso boliviano," Revista de Análisis del BCB, Banco Central de Bolivia, volume 24, issue 1, pages 115-145, June.
• Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint prediction bands for macroeconomic risk management," Working Paper, Norges Bank, number 2016/7, Apr.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Paper, Norges Bank, number 2016/19, Dec.
• Farooq Akram & Andrew Binning & Junior Maih, 2016, "Joint Prediction Bands for Macroeconomic Risk Management," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 5/2016, May.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2016, Nov.
• Ivan Petrella & Davide Delle Monache, 2016, "Adaptive models and heavy tails," Bank of England working papers, Bank of England, number 577, Jan.
• Sílvia Domit & Francesca Monti & Andrej Sokol, 2016, "A Bayesian VAR benchmark for COMPASS," Bank of England working papers, Bank of England, number 583, Jan.
• Richard D F Harris & Evarist Stoja & Linzhi Tan, 2016, "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers, Bank of England, number 596, Apr.
• Ching-Wai (Jeremy) Chiu & Sinem Hacioglu Hoke, 2016, "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers, Bank of England, number 611, Aug.
• Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager, 2016, "Systemic early warning systems for EU15 based on the 2008 crisis," Working Papers, Bank of Greece, number 202, Jan.
• George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016, "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers, Bank of Greece, number 203, Jan.
• Yuto Iwasaki & Sohei Kaihatsu, 2016, "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-8, Jun.
• Koji Takahashi, 2016, "TIPS: The Trend Inflation Projection System and Estimation Results," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-18, Nov.
• F. Lilla, 2016, "High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1084, Nov.
• Lahiri Kajal & Yang Liu, 2016, "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 421-440, September, DOI: 10.1515/snde-2014-0054.
• Ravazzolo Francesco & Rothman Philip, 2016, "Oil-price density forecasts of US GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 441-453, September, DOI: 10.1515/snde-2015-0116.
• Daniel-Petru, Ghencea & Miron, Zapciu, 2016, "MULTI-CRITERIA DECISION TOOL USING FIS MAMDANI vs FIS TAKAGI-SUGENO-KANG," Management Strategies Journal, Constantin Brancoveanu University, volume 34, issue 4, pages 225-238.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103, Mar.
• Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016, "Bayesian Compressed Vector Autoregressions," Working Papers, Brandeis University, Department of Economics and International Business School, number 103R, Mar, revised Apr 2016.
• Thierry Kamionka & Xavier Vu Ngoc, 2016, "Insertion des jeunes sur le marché du travail, diplôme et quartier d’origine : une modélisation dynamique," Revue économique, Presses de Sciences-Po, volume 67, issue 3, pages 463-494.
• Grégoire de Lagasnerie, 2016, "Assurance maladie obligatoire et demande de soins : une analyse par microsimulation," Revue économique, Presses de Sciences-Po, volume 67, issue 4, pages 849-878.
• Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
• Peter Malec, 2016, "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1633, May.
• Karen Poghosyan, 2016, "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 81-99.
• Christiane Baumeister & Lutz Kilian, 2016, "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series, CESifo, number 5709.
• Atsushi Inoue & Lutz Kilian, 2016, "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series, CESifo, number 5746.
• Christiane Baumeister & Lutz Kilian, 2016, "Understanding the Decline in the Price of Oil since June 2014," CESifo Working Paper Series, CESifo, number 5755.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016, "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series, CESifo, number 5759.
• Christiane Baumeister & Lutz Kilian, 2016, "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series, CESifo, number 5782.
• Peter A. Zadrozny, 2016, "Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI," CESifo Working Paper Series, CESifo, number 5897.
• Robert Lehmann & Klaus Wohlrabe, 2016, "Boosting and Regional Economic Forecasting: The Case of Germany," CESifo Working Paper Series, CESifo, number 6157.
• Cristiana Belu Manescu & Ine Van Robays, 2016, "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series, CESifo, number 6242.
• Robert Lehmann, 2016, "Economic Growth and Business Cycle Forecasting at the Regional Level," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Robert Lehmann & Michael Weber, 2016, "Mehr als Kaffeesatzleserei: Eine Evaluation der ifo Prognosen zur Erwerbstätigkeit in Ostdeutschland und Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 23, issue 02, pages 22-26, April.
• Klaus Abberger & Biswa Nath Bhattacharyay & Chang Woon Nam & Gernot Nerb & Siegfried Schönherr, 2014, "How Can the Crisis Vulnerability of Emerging Economies Be Reduced?," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Wolfgang Nierhaus & Timo Wollmershäuser, 2016, "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
• Robert Lehmann & Klaus Wohlrabe, 2016, "Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 03, pages 30-33, February.
• Franziska Fobbe & Robert Lehmann, 2016, "Elektromotoren, Energieversorgung und Erziehung: Die Güte der entstehungsseitigen ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 12, pages 58-63, June.
• Carlos Medel & Gilmour Camilleri & Hsiang-Ling Hsu & Stefan Kania & Miltiadis Touloumtzoglou, 2016, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-Based Modelling After the Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 784, May.
• Carlos Medel, 2016, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 785, May.
• Carlos Medel, 2016, "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile, Central Bank of Chile, number 791, Oct.
• Vladimir Filimonov & Guilherme Demos & Didier Sornette, 2016, "Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-12, Feb.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
• 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," CIRANO Working Papers, CIRANO, number 2016s-07, Feb.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers, CIRANO, number 2016s-36, Aug.
• Pablo Galaso & Sandra Rodríguez, 2016, "A composite leading cycle indicator for Uruguay," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez., Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, number 31, Feb, revised 01 Feb 2016.