Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

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.
• Ghonghadze, Jaba & Lux, Thomas, 2016, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.02.002.
• Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016, "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 128-158, DOI: 10.1016/j.jempfin.2016.03.004.

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.
• Yun, Seong Do & Gramig, Benjamin M & Delgado, Michael S. & Florax, Raymond J.G.M., 2015, "Does Spatial Correlation Matter in Econometric Models of Crop Yield Response and Weather?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205465, DOI: 10.22004/ag.econ.205465.
• Pena-Levano, Luis M. & Ramirez, Octavio & Renteria-Pinon, Mario, 2015, "Efficiency Gains in Commodity Forecasting with High Volatility in Prices using Different Levels of Data Aggregation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205740, DOI: 10.22004/ag.econ.205740.
• Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015, "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207860, Jun, DOI: 10.22004/ag.econ.207860.
• Taha, Fawzi A. & Hahn, William F., 2015, "Factors Driving South African Poultry and Meat Imports," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 18, issue A, pages 1-18, July, DOI: 10.22004/ag.econ.207009.
• Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada, , "Consumers’ Willingness to Pay for Renewable Energy: A Meta-Regression Analysis," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 204197, DOI: 10.22004/ag.econ.204197.
• Sorin-Manuel Delureanu Ph. D Student, 2015, "A Spectral Decomposition Approach To Separating Independent Factors: The Case Of Foreign Exchange Rates," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 25, pages 117-126, NOVEMBER.
• Sihem Khemakhem & Younes Boujelbene, 2015, "Credit Risk Prediction: A Comparative Study between Discriminant Analysis and the Neural Network Approach," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 14, issue 1, pages 60-78, March.
• Aida Krichene Abdelmoula, 2015, "Bank Credit Risk Analysis with K-Nearest-Neighbor Classifier: Case of Tunisian Banks," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 14, issue 1, pages 79-106, March.
• Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015, "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-01.
• Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015, "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-04.
• Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-07.
• Enes Emen & Ercan Salman & Gönül Sekendur & Şadi Evren Şeker, 2015, "Forecasting Turkish Informatics Valley via Computerised Argument Delphi Technique," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 113-120, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Duygu Turgut & İzzettin Temiz, 2015, "Time Series Analysis and Forecasting For Air Pollution In Ankara: A Box-Jenkins Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 131-138, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Lütfü Şağbanşua & Osman Şahin & Muhterem Çöl, 2015, "Determinants of Mobile Penetration to Forecast New Broadband Adoption: OECD Case," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 35-40, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Sinan Apak, 2015, "A Bayesian Approach Proposal For Inventory Cost and Demand Forecasting," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 2, pages 41-48, December, DOI: http://dx.doi.org/10.17093/aj.2015..
• Oksana Okseniuk, 2015, "Methods of forecasting VAT revenues for the state budget of Ukraine," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 10, pages 81-94, June.
• Wojciech Grabowski & Ewa Stawasz & Justyna Wieloch, 2015, "Wpływ porozumień handlowych na synchronizację gospodarki meksykańskiej z gospodarką światową / Impact of the Mexican trade agreements on its business cycle synchronization with the world economy," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 12, pages 205-216, December.
• Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 207-229, August.
• Cesar Carrera & Alan Ledesma, 2015, "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers, Peruvian Economic Association, number 50, Jul.
• Oscar Claveria & Enric Monte & Salvador Torra, 2015, "“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201503, Jan, revised Jan 2015.
• J. Doyne Farmer & Francois Lafond, 2015, "How predictable is technological progress?," Papers, arXiv.org, number 1502.05274, Feb, revised Nov 2015.
• M. Bonollo & L. Di Persio & I. Oliva & A. Semmoloni, 2015, "A Quantization Approach to the Counterparty Credit Exposure Estimation," Papers, arXiv.org, number 1503.01754, Mar.
• Antoine Kornprobst & Raphael Douady, 2015, "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers, arXiv.org, number 1506.00806, Jun, revised Sep 2017.
• Conrad, Christian & Loch, Karin, 2015, "The Variance Risk Premium and Fundamental Uncertainty," Working Papers, University of Heidelberg, Department of Economics, number 0583, Feb.
• Dovern, Jonas & Huber, Florian, 2015, "Global Prediction of Recessions," Working Papers, University of Heidelberg, Department of Economics, number 0585, Mar.
• Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers, University of Heidelberg, Department of Economics, number 0590, Mar.
• Florina Popa, 2015, "Total Factor Productivity - Influence Factor Of The Economic Growth Potential. Practical Application," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 21.
• Andrew R. Blair & Gershon Mandelker & Thomas L. Saaty & Rozann Whitaker, 2015, "Forecasting the Resurgence of the U.S. Economy in 2010: An Expert Judgment Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 1-18, May.
• Minka Anastasova-Chopeva, 2015, "Analysis and forecast estimate of consumption of basic food products and beverages by rural households by 2020 made with ARIMA-models," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 104-120.
• Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015, "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1515, Jul.
• Diego Torres Torres, 2015, "Eurozona | Evaluando la capacidad predictiva del MIDAS," Working Papers, BBVA Bank, Economic Research Department, number 1516, May.
• Pierre Guérin & Danilo Leiva-Leon, 2015, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers, Bank of Canada, number 15-24, DOI: 10.34989/swp-2015-24.
• Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015, "Nowcasting BRIC+M in Real Time," Staff Working Papers, Bank of Canada, number 15-38, DOI: 10.34989/swp-2015-38.
• Laura D´Amato & Lorena Garegnani & Emilio Blanco, 2015, "GDP Nowcasting: Assessing business cycle conditions in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201569, Nov.
• Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani, 2015, "Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 257, Jan.
• Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015, "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1016, Jun.
• Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo, 2015, "La formación de expectativas de inflación en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 880, Apr, DOI: 10.32468/be.880.
• Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015, "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia, Banco de la Republica de Colombia, number 900, Aug, DOI: 10.32468/be.900.
• Vladimir Vladimirovich Kolmakov & Aleksandra Grigorievna Polyakova & Vasily Sergeevich Shalaev, 2015, "An Analysis Of The Impact Of Venture Capital Investment On Economic Growth And Innovation: Evidence From The Usa And Russia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 207, pages 7-38, September.
• Tatevik Sekhposyan & Barbara Rossi, 2015, "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers, Barcelona School of Economics, number 758, Sep.
• Kenneth Rogoff & Domenico Ferraro & Barbara Rossi, 2015, "Can Oil Prices Forecast Exchange Rates?," Working Papers, Barcelona School of Economics, number 803, Sep.
• Charles Rahal, 2015, "Housing Market Forecasting with Factor Combinations," Discussion Papers, Department of Economics, University of Birmingham, number 15-05, Jun.
• Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015, "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series, Bank of Russia, number wps2, Mar.
• Robert Lehmann & Klaus Wohlrabe, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 226-254, May.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 178, issue 4, pages 837-862, October.
• Ralf Brüggemann & Jing Zeng, 2015, "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 1, pages 22-39, February.
• Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015, "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper, Norges Bank, number 2015/03, Feb.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Paper, Norges Bank, number 2015/05, Mar.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015, "Identification and real-time forecasting of Norwegian business cycles," Working Paper, Norges Bank, number 2015/09, May.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
• Claudia Foroni & Pierre Guérin & Massimiliano Marcellino, 2015, "Using low frequency information for predicting high frequency variables," Working Paper, Norges Bank, number 2015/13, Oct.
• Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015, "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper, Norges Bank, number 2015/14, Oct.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2015, Jan.
• Fabian Kr ger & Todd E. Clark & Francesco Ravazzolo, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2015, Aug.
• Francesco Ravazzolo & Philip Rothman, 2015, "Oil-Price Density Forecasts of U.S. GDP," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2015, Oct.
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics, Boston College Department of Economics, number 874, Feb, revised 23 Apr 2015.
• Nicholas Fawcett & Lena Koerber & Riccardo Masolo & Matthew Waldron, 2015, "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England working papers, Bank of England, number 538, Jul.
• Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2015-30, Dec.
• Jiawen Xu & Pierre Perron, 2015, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-012, Sep.
• Luis Filipe Martins & Pierre Perron, 2015, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-014, Oct.
• Rasmus T. Varneskov & Pierre Perron, 2015, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-015, Sep.
• Lehmann Robert & Wohlrabe Klaus, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, volume 16, issue 2, pages 226-254, May, DOI: 10.1111/geer.12042.
• Njindan Iyke Bernard & Odhiambo Nicholas M., 2015, "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal, De Gruyter, volume 15, issue 3, pages 319-336, September, DOI: 10.1515/gej-2015-0015.
• Bekiros Stelios & Paccagnini Alessia, 2015, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 107-136, April, DOI: 10.1515/snde-2013-0061.
• Guilherme Demos & Thomas Pires & Guilherme Valle Moura, 2015, "Portfolio Optimisation and Endogenous Rebalancing Methods," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 544-570.
• Christophe Boucher & Bertrand Maillet, 2015, "La macroéconomie-en-risque," Revue économique, Presses de Sciences-Po, volume 66, issue 4, pages 769-782.
• Matías Mayor & Roberto Patuelli, 2015, "Spatial panel data forecasting over different horizons, cross-sectional and temporal dimensions," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 149-180.