Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2016

• 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.
• 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.
• Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU, 2016, "The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 93-108, June.
• Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU, 2016, "Significant Moments In The History And Evolution Of The Touristic City Of Constanta And Anticipation Of The Number Of Arrived Tourists Using The Arima Models," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 179-196, December.
• Michal Franta, 2016, "Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/05, Jun.
• Oxana Babecka Kucharcukova & Jan Bruha, 2016, "Nowcasting the Czech Trade Balance," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/11, Dec.
• Francisco Barreras & Carlos DÔøΩaz & ÔøΩlvaro J. Riascos Villegas & MÔøΩnica Ribero, 2016, "Una comparaci√≥n de diferentes modelos para la predicci√≥n del crimen en Bogot√°," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15230, Nov.
• Santiago Gamba Santamar�a & Oscar Fernando Jaul�n M�ndez & Luis Fernando Melo Velandia & Carlos Andr�s Quicaz�n Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica, number 14263, Feb.
• Alexander Guar�n-L�pez & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica, number 14306, Mar.
• Lina M. Cortés & Javier Perote & Andr�s Mora-Valencia, 2016, "The productivity of top researchers: A semi-nonparametric approach," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14437, Mar.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas L�pez & Juan Carlos Correa Morales & Jorge An�bal Restrepo Morales, 2016, "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 199-230.
• Miller Ariza, 2016, "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-46.
• Abel Rodríguez Tirado & Marcelo Delajara & Federico Hern�ndez �lvarez, 2016, "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2016, pages 167-182.
• J.M. Dixon & J. Nassios, 2016, "Modelling the Impacts of a Cut to Company Tax in Australia," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-260, Apr.
• DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
• Magdalena Osinska & Tadeusz Kufel & Marcin Blazejowski & Pawel Kufel, 2016, "Modelling and Forecasting Business Cycle in CEE Countries using a Threshold Approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 145-164.
• Joanna Bruzda, 2016, "Quantile forecasting in operational planning and inventory management – an initial empirical verification," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 16, pages 5-20.
• Waldemar Florczak, 2016, "Modelling effective legal aid system," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 3, pages 317-334, September, DOI: 10.12775/EiP.2016.021.
• Kilian, Lutz & Baumeister, Christiane, 2016, "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11035, Jan.
• Muellbauer, John & Aron, Janine, 2016, "Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11236, Apr.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11307, Jun.
• Timmermann, Allan & Pettenuzzo, Davide, 2016, "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11355, Jun.
• Rossi, Barbara & Carrasco, Marine, 2016, "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11388, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik, 2016, "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11391, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016, "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11415, Jul.
• Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd, 2016, "Have Standard VARs Remained Stable Since the Crisis?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11558, Oct.
• Marcellino, Massimiliano & Abbate, Angela, 2016, "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11559, Oct.
• Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11560, Oct.
• Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2016, "Vulnerable Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11583, Oct.
• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016, "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11599, Nov.
• Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11726, Dec.
• Till Weigt & Bernd Wilfling, 2016, "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4616, Apr.
• Alessandro Spelta, 2016, "A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def036, Jan.
• Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Anton Antonov GERUNOV, 2016, "Automating Analytics: Forecasting Time Series in Economics and Business," Journal of Economics and Political Economy, EconSciences 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, EconSciences Journals, volume 3, issue 4, pages 652-667, December.
• José M. Belbute & Alfredo Marvão Pereira, 2016, "Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption," Working Papers, Economics Department, William & Mary, number 170, May.
• Antonis Michis, 2016, "Mean Squared Prediction Error Reduction With Instrumental Variables," Working Papers, Central Bank of Cyprus, number 2016-5, Jul.
• Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA, 2016, "Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 1, pages 85-102.
• Vasile GEORGESCU, 2016, "Using Nature-Inspired Metaheuristics to Train Predictive Machines," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 5-24.
• Pooi AH-HIN & Ng KOK-HAUR & Soo HUEI-CHING, 2016, "Modelling and Forecasting with Financial Duration Data Using Non-linear Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 79-92.
• Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016, "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 135-150.
• Voigt, Sebastian & Hinz, Oliver, 2016, "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84846.
• Ha-Thu Nguyen, 2016, "Reject inference in application scorecards: evidence from France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-10.
• Rachidi Kotchoni & Dalibor Stevanovic, 2016, "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-40.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1618, Nov.
• Jarociński, Marek & Lenza, Michele, 2016, "How large is the output gap in the euro area," Research Bulletin, European Central Bank, volume 24.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016, "The information in systemic risk rankings," Working Paper Series, European Central Bank, number 1875, Jan.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Rünstler, Gerhard, 2016, "On the design of data sets for forecasting with dynamic factor models," Working Paper Series, European Central Bank, number 1893, Apr.
• Lenza, Michele & Jarociński, Marek, 2016, "An inflation-predicting measure of the output gap in the euro area," Working Paper Series, European Central Bank, number 1966, Sep.
• Hubrich, Kirstin & Skudelny, Frauke, 2016, "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series, European Central Bank, number 1972, Oct.
• Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel r dl, 2016, "Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 176-178.
• Amin Jan & Maran Marimuthu, 2016, "Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 332-346.
• Ebru Caglayan Akay & Sinem Guler Kangalli Uyar, 2016, "Determining the Functional Form of Relationships between Oil Prices and Macroeconomic Variables: The Case of Mexico, Indonesia, South Korea, Turkey Countries," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 880-891.
• Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova, 2016, "Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1616-1624.
• Ivani Bora & Naliniprava Tripathy, 2016, "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1716-1721.
• Nasser Al-Mawali & Haslifah Mohamad Hasim & Khalil Al-Busaidi, 2016, "Modeling the Impact of the Oil Sector on the Economy of Sultanate of Oman," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 120-127.
• Nicolas Reigl, 2016, "Forecasting the Estonian rate of inflation using factor models," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-8, Oct, revised 10 Oct 2016.
• Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel, 2016, "Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity," Applied Energy, Elsevier, volume 177, issue C, pages 285-297, DOI: 10.1016/j.apenergy.2016.05.111.
• Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016, "Forecasting China's economic growth and inflation," China Economic Review, Elsevier, volume 41, issue C, pages 46-61, DOI: 10.1016/j.chieco.2016.07.011.
• Groen, Jan J.J. & Kapetanios, George, 2016, "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 221-239, DOI: 10.1016/j.csda.2015.11.014.
• Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016, "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 37-57, DOI: 10.1016/j.csda.2014.04.011.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, volume 97, issue C, pages 16-32, DOI: 10.1016/j.csda.2015.11.007.
• Kellner, Ralf & Rösch, Daniel, 2016, "Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk," Journal of Economic Dynamics and Control, Elsevier, volume 68, issue C, pages 45-63, DOI: 10.1016/j.jedc.2016.05.002.
• Popp, Aaron & Zhang, Fang, 2016, "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 319-349, DOI: 10.1016/j.jedc.2016.05.021.
• Diks, Cees & Wang, Juanxi, 2016, "Can a stochastic cusp catastrophe model explain housing market crashes?," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 68-88, DOI: 10.1016/j.jedc.2016.05.008.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016, "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 86-100, DOI: 10.1016/j.jedc.2016.06.006.
• Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016, "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, volume 52, issue C, pages 11-22, DOI: 10.1016/j.eap.2016.07.003.
• El-Shazly, Alaa, 2016, "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, volume 53, issue C, pages 133-143, DOI: 10.1016/j.econmod.2015.11.019.
• Rusnák, Marek, 2016, "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, volume 54, issue C, pages 26-39, DOI: 10.1016/j.econmod.2015.12.010.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016, "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, volume 56, issue C, pages 133-147, DOI: 10.1016/j.econmod.2016.03.017.
• Tsuchiya, Yoichi, 2016, "Do production managers predict turning points? A directional analysis," Economic Modelling, Elsevier, volume 58, issue C, pages 1-8, DOI: 10.1016/j.econmod.2016.05.019.
• Cross, Jamie & Poon, Aubrey, 2016, "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, volume 58, issue C, pages 34-51, DOI: 10.1016/j.econmod.2016.04.021.
• Liyanaarachchi, Tilak S. & Naranpanawa, Athula & Bandara, Jayatilleke S., 2016, "Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach," Economic Modelling, Elsevier, volume 59, issue C, pages 102-115, DOI: 10.1016/j.econmod.2016.07.008.
• Risse, Marian & Kern, Martin, 2016, "Forecasting house-price growth in the Euro area with dynamic model averaging," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 70-85, DOI: 10.1016/j.najef.2016.08.001.
• Deng, Kaihua, 2016, "A refined asymptotic framework for dividend yield in predictive regressions," Economics Letters, Elsevier, volume 138, issue C, pages 60-63, DOI: 10.1016/j.econlet.2015.11.022.
• Balaban, Ercan & Lu, Shan, 2016, "Forecasting the term structure of volatility of crude oil price changes," Economics Letters, Elsevier, volume 141, issue C, pages 116-118, DOI: 10.1016/j.econlet.2016.02.015.
• Lahiri, Kajal & Yang, Liu, 2016, "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, volume 141, issue C, pages 125-129, DOI: 10.1016/j.econlet.2015.09.022.
• Li, Shuo & Tu, Yundong, 2016, "On estimating the nonparametric multiplicative error models," Economics Letters, Elsevier, volume 143, issue C, pages 66-68, DOI: 10.1016/j.econlet.2016.03.023.
• Kim, Jong-Min & Jung, Hojin, 2016, "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, volume 145, issue C, pages 262-265, DOI: 10.1016/j.econlet.2016.06.027.
• Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016, "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, volume 148, issue C, pages 96-98, DOI: 10.1016/j.econlet.2016.09.026.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016, "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2015.10.007.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2016, "Structural analysis with Multivariate Autoregressive Index models," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 332-348, DOI: 10.1016/j.jeconom.2016.02.002.
• Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016, "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 349-365, DOI: 10.1016/j.jeconom.2016.02.003.
• Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016, "Dynamic prediction pools: An investigation of financial frictions and forecasting performance," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 391-405, DOI: 10.1016/j.jeconom.2016.02.006.
• Inoue, Atsushi & Kilian, Lutz, 2016, "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 421-432, DOI: 10.1016/j.jeconom.2016.02.008.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016, "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 315-334, DOI: 10.1016/j.jeconom.2016.04.009.
• Andreou, Elena, 2016, "On the use of high frequency measures of volatility in MIDAS regressions," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 367-389, DOI: 10.1016/j.jeconom.2016.04.012.
• Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016, "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
• Wang, Chuan-Sheng & Zhao, Zhibiao, 2016, "Conditional Value-at-Risk: Semiparametric estimation and inference," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 86-103, DOI: 10.1016/j.jeconom.2016.07.002.
• Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, volume 40, issue 1, pages 82-92, DOI: 10.1016/j.ecosys.2015.08.004.
• Ormos, Mihály & Timotity, Dusan, 2016, "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, volume 40, issue 3, pages 345-354, DOI: 10.1016/j.ecosys.2015.09.008.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016, "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, volume 40, issue 3, pages 387-397, DOI: 10.1016/j.ecosys.2015.11.002.

2015

• Ali Çelik & Hakan Eygü & Erkan Oktay, 2015, "A study on factors influencing young consumers’ smartphone brand preference in Erzurum, Turkey," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 2, pages 6871:10-687, January, DOI: 10.12955/ejbe.v10i2.687.
• Tim Bollerslev & Andrew J. Patton & Wenjing Wang, 2015, "Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-02, Jan.
• Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015, "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-04, Jan.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-12, Feb.
• Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015, "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-14, Mar.
• Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
• Jean-Guy Simonato & Lars Stentoft, 2015, "Which pricing approach for options under GARCH with non-normal innovations?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-32, Jul.
• Mikkel Bennedsen, 2015, "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-42, Sep.
• Tommaso Proietti, 2015, "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-51, Jun.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2015, "Foreign aid instability and bundled governance dynamics in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/058, Dec.
• Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015, "Measuring Uncertainty," American Economic Review, American Economic Association, volume 105, issue 3, pages 1177-1216, March.
• Jon Kleinberg & Jens Ludwig & Sendhil Mullainathan & Ziad Obermeyer, 2015, "Prediction Policy Problems," American Economic Review, American Economic Association, volume 105, issue 5, pages 491-495, May.
• Barbara Rossi & Tatevik Sekhposyan, 2015, "Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions," American Economic Review, American Economic Association, volume 105, issue 5, pages 650-655, May.
• Olivier Coibion & Yuriy Gorodnichenko, 2015, "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," American Economic Review, American Economic Association, volume 105, issue 8, pages 2644-2678, August.
• Konstantin Kashin & Gary King & Samir Soneji, 2015, "Systematic Bias and Nontransparency in US Social Security Administration Forecasts," Journal of Economic Perspectives, American Economic Association, volume 29, issue 2, pages 239-258, Spring.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-02, Feb.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Volatility spillovers in EMU sovereign bond markets," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 15-03, Mar.
• Songkran Somboon, 2015, "Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 1, pages 27-50, June.
• Ion Stancu & Dumitra Stancu & Dalina Dumitrescu & Andrei Tinca, 2015, "Sales Forecasting in the Context of Seasonal Activities and Company Sustainable Growth," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 17, issue 40, pages 1054-1054, August.
• Mihaela SIMIONESCU, 2015, "The Accuracy Of Exchange Rate Forecasts In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 4, issue 1, pages 54-64, JULY.
• Asongu Simplice & Jacinta C. Nwachukwu, 2015, "Foreign aid instability and bundled governance dynamics in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/058, Dec.
• Dorfman, Jeffrey H., , "Is Money Neutral for Agriculture?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 204880, DOI: 10.22004/ag.econ.204880.