Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2015

• Robert M. Sauer, 2015, "Does it Pay for Women to Volunteer?," CHILD Working Papers Series, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA, number 31.
• Kajal Lahiri & Liu Yang, 2015, "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series, CESifo, number 5175.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series, CESifo, number 5252.
• Kajal Lahiri & Liu Yang, 2015, "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series, CESifo, number 5290.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series, CESifo, number 5336.
• Bart Cockx & Stijn Baert, 2015, "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," CESifo Working Paper Series, CESifo, number 5587.
• Robert Lehmann & Klaus Wohlrabe, 2015, "Looking into the Black Box of Boosting: The Case of Germany," CESifo Working Paper Series, CESifo, number 5686.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 22, issue 04, pages 21-25, August.
• Timo Wollmershäuser, 2015, "Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 22, pages 26-28, November.
• Korbinian Breitrainer & Atanas Hristov, 2015, "Evaluation des Eurozone Economic Outlook," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 68, issue 24, pages 67-73, December.
• Tim Oliver Berg, 2015, "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 203.
• José Manuel Madeira Belbute, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2015_11.
• Xiaoming Cai & Wouter Den Haan & Jonathan Pinder, 2015, "Predictable Recoveries," Discussion Papers, Centre for Macroeconomics (CFM), number 1520, Aug.
• Carlos Medel & Pablo Pincheira, 2015, "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 768, Sep.
• Carlos Medel, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 769, Sep.
• Marc S. PAOLELLA & Pawel POLAK, 2015, "Portfolio Selection with Active Risk Monitoring," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-17, Jun.
• Qun ZHANG & Qunzhi ZHANG & Didier SORNETTE, 2015, "Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-43, Oct.
• Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE, 2015, "Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-57, Dec.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015, "Reforming Old Age Security: Effects And Alternatives," CIRANO Papers, CIRANO, number 2015n-04a, Apr.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015, "Reforming Old Age Security: Effects and Alternatives," CIRANO Working Papers, CIRANO, number 2015s-11, Mar.
• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015, "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015, "Labour Market Modelling within a DSGE Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/06, Aug.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2015, "Evaluating a Structural Model Forecast: Decomposition Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/12, Dec.
• Jan Bruha, 2015, "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/13, Dec.
• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Carlos Huertas Campos & Eliana Gonz�lez Molano & Cristhian Ruiz Cardozo, 2015, "La formaci�n de expectativas de inflaci�n en Colombia," Borradores de Economia, Banco de la Republica, number 12699, Apr.
• Pavel Vidal Alejandro & Lya Paola Sierra Su�rez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodr�guez, 2015, "Indicador mensual de actividad econ�mica (IMAE) para el Valle del Cauca," Borradores de Economia, Banco de la Republica, number 13610, Aug.
• Jorge Barrientos Marin & M�nica Toro Mart�nez, 2015, "La hidrología como predictor del comportamiento del precio de energía en bolsa," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 25, pages 125-140.
• Daniel Barráez Guzmán & Mariela Perdomo Le�n, 2015, "Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR," Revista Semestre Económico, Universidad de Medellín, volume 13, issue 27, pages 81-97.
• Jorge Enrique Agudelo Torres & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbel�ez & Luis Eduardo Franco Ceballos, 2015, "Efecto de un estadio deportivo en los precios de arrendamiento de viviendas: una aplicación de regresión ponderada geográficamente (GWR)," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 66-80.
• G.A. Meagher & R.A. Wilson & Hector Pollitt, 2015, "The Europe 2020 Strategy and Skill Mismatch," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-259, Dec.
• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015, "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2651, Jan.
• Blazej Mazur, 2015, "Density forecasts based on disaggregate data: nowcasting Polish inflation," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 71-87.
• Giavazzi, Francesco & Alesina, Alberto & Favero, Carlo A. & Paradisi, Matteo & Barbiero, Omar, 2015, "Austerity in 2009-2013," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10347, Jan.
• Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2015, "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10362, Jan.
• Kilian, Lutz & Baumeister, Christiane, 2015, "Understanding the Decline in the Price of Oil since June 2014," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10404, Feb.
• Anderson, Kym, 2015, "Asia?s Evolving Role in Global Wine Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10552, Apr.
• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10739, Jul.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015, "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10801, Sep.
• Den Haan, Wouter & Cai, Xiaoming & Pinder, Jonathan, 2015, "Predictable Recoveries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10815, Sep.
• Flavia Coda Moscarola & Ugo Colombino & Francesco Figari & Marilena Locatelli, 2015, "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 149, Jul.
• Thierry Kamionka & Xavier VU NGOC, 2015, "Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique," Working Papers, Center for Research in Economics and Statistics, number 2015-01, May.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def022, Jan.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2015, "Reforming Old Age Security: Effects and Alternatives," Canadian Tax Journal, Canadian Tax Foundation, volume 63, issue 2, pages 357-373.
• Pablo Aguilar & Jesús Vázquez, 2015, "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015007, Apr.
• Bart Cockx & Stijn Baert, 2015, "Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015022, Oct.
• Nikolai Dokuchaev, 2015, "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 143-161, May.
• Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015, "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 676.
• Guérin, Pierre & Maurin, Laurent & Mohr, Matthias, 2015, "Trend-Cycle Decomposition Of Output And Euro Area Inflation Forecasts: A Real-Time Approach Based On Model Combination," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 2, pages 363-393, March.
• Ron W. NIELSEN, 2015, "Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 460-466, December.
• Ron W. NIELSEN, 2015, "Mathematics of Predicting Growth," Turkish Economic Review, EconSciences Journals, volume 2, issue 4, pages 222-238, December.
• Ron W. NIELSEN, 2015, "The Insecure Future of the World Economic Growth," Journal of Economic and Social Thought, EconSciences Journals, volume 2, issue 4, pages 242-255, December.
• José M. Belbute & Alfredo Marvão Pereira, 2015, "An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach," Working Papers, Economics Department, William & Mary, number 164, Aug.
• Antonis A. Michis & Guy P. Nason, 2015, "Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform," Working Papers, Central Bank of Cyprus, number 2015-1, Aug.
• Monfort, Alain (ed.), 2015, "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295.
• Holger Bonin & Karsten Reuss & Holger Stichnoth, 2015, "Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 770.
• Konstantin A. Kholodilin, 2015, "War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1477.
• Benjamin Beckers, 2015, "The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1496.
• Benjamin David, 2015, "Computer technology and probable job destructions in Japan: an evaluation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-28.
• Cai Fang, Lu Yang, 2015, "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 24834, Apr.
• Cai Fang, Lu Yang, 2015, "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24834, Apr.
• Cai Fang, Lu Yang, 2015, "Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth," EABER Working Papers, East Asian Bureau of Economic Research, number 24834, Apr.
• Dacorogna, Michel & Kratz, Marie, 2015, "Living in a Stochastic World and Managing Complex Risks," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1517, Oct.
• Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir, 2015, "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," HEC Research Papers Series, HEC Paris, number 1097, Oct.
• Harry-Paul Vander Elst, 2015, "FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-12, Apr.
• Yves Dominicy & Harry-Paul Vander Elst, 2015, "Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-41, Nov.
• Galbraith, John W. & Tkacz, Greg, 2015, "Nowcasting GDP with electronic payments data," Statistics Paper Series, European Central Bank, number 10, Aug.
• Warne, Anders & Droumaguet, Matthieu & Woźniak, Tomasz, 2015, "Granger causality and regime inference in Bayesian Markov-Switching VARs," Working Paper Series, European Central Bank, number 1794, May.
• Chaido Dritsak, 2015, "Box Jenkins Modeling of Greek Stock Prices Data," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 740-747.
• G. P. Girish & S. Vijayalakshmi, 2015, "Role of Energy Exchanges for Power Trading in India," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 673-676.
• Samuel Yeboah Asuamah & Joseph Ohene-Manu, 2015, "An Econometric Investigation of Forecasting Premium Fuel," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 716-724.
• G. P. Girish & P. Sashikala & Bharath Supra & Anitha Acharya, 2015, "Renewable Energy Certifi cate Trading through Power Exchanges in India," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 805-808.
• S. Vijayalakshmi & G. P. Girish, 2015, "Artificial Neural Networks for Spot Electricity Price Forecasting: A Review," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1092-1097.
• Anderson, Kym & Wittwer, Glyn, 2015, "Asia's evolving role in global wine markets," China Economic Review, Elsevier, volume 35, issue C, pages 1-14, DOI: 10.1016/j.chieco.2015.05.003.
• Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015, "Corporate social responsibility, stakeholder risk, and idiosyncratic volatility," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 297-309, DOI: 10.1016/j.jcorpfin.2015.09.007.
• Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015, "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, volume 54, issue C, pages 86-110, DOI: 10.1016/j.jedc.2015.03.004.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015, "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 1-25, DOI: 10.1016/j.jedc.2015.08.003.
• Sévi, Benoît, 2015, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, volume 44, issue C, pages 243-251, DOI: 10.1016/j.econmod.2014.10.026.
• Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
• Gradojevic, Nikola & Lento, Camillo, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, volume 47, issue C, pages 156-165, DOI: 10.1016/j.econmod.2015.02.028.
• Todorova, Neda, 2015, "The course of realized volatility in the LME non-ferrous metal market," Economic Modelling, Elsevier, volume 51, issue C, pages 1-12, DOI: 10.1016/j.econmod.2015.07.005.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• Buncic, Daniel & Moretto, Carlo, 2015, "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 1-38, DOI: 10.1016/j.najef.2015.03.002.
• Dokken, Therese & Angelsen, Arild, 2015, "Forest reliance across poverty groups in Tanzania," Ecological Economics, Elsevier, volume 117, issue C, pages 203-211, DOI: 10.1016/j.ecolecon.2015.06.006.
• Mayr, Johannes & Ulbricht, Dirk, 2015, "Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected," Economics Letters, Elsevier, volume 126, issue C, pages 40-42, DOI: 10.1016/j.econlet.2014.11.008.
• Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng, 2015, "Commodity price changes and the predictability of economic policy uncertainty," Economics Letters, Elsevier, volume 127, issue C, pages 39-42, DOI: 10.1016/j.econlet.2014.12.030.
• Diebold, Francis X. & Shin, Minchul, 2015, "Assessing point forecast accuracy by stochastic loss distance," Economics Letters, Elsevier, volume 130, issue C, pages 37-38, DOI: 10.1016/j.econlet.2015.02.018.
• Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015, "Stationarity of econometric learning with bounded memory and a predicted state variable," Economics Letters, Elsevier, volume 130, issue C, pages 93-96, DOI: 10.1016/j.econlet.2015.03.011.
• Xie, Tian, 2015, "Prediction model averaging estimator," Economics Letters, Elsevier, volume 131, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.03.027.
• Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
• Camacho, Maximo & Dal Bianco, Marcos & Martinez-Martin, Jaime, 2015, "Toward a more reliable picture of the economic activity: An application to Argentina," Economics Letters, Elsevier, volume 132, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.03.032.
• Conrad, Christian & Loch, Karin, 2015, "The variance risk premium and fundamental uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 56-60, DOI: 10.1016/j.econlet.2015.04.006.
• Dovern, Jonas & Huber, Florian, 2015, "Global prediction of recessions," Economics Letters, Elsevier, volume 133, issue C, pages 81-84, DOI: 10.1016/j.econlet.2015.05.022.
• Belbute, José M. & Pereira, Alfredo M., 2015, "An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach," Economics Letters, Elsevier, volume 136, issue C, pages 108-111, DOI: 10.1016/j.econlet.2015.09.001.
• Delgado, Michael S. & Florax, Raymond J.G.M., 2015, "Difference-in-differences techniques for spatial data: Local autocorrelation and spatial interaction," Economics Letters, Elsevier, volume 137, issue C, pages 123-126, DOI: 10.1016/j.econlet.2015.10.035.
• Krämer, Walter & Wied, Dominik, 2015, "A simple and focused backtest of value at risk," Economics Letters, Elsevier, volume 137, issue C, pages 29-31, DOI: 10.1016/j.econlet.2015.10.028.
• Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015, "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 1-12, DOI: 10.1016/j.jeconom.2014.08.003.
• Calvet, Laurent E. & Czellar, Veronika, 2015, "Through the looking glass: Indirect inference via simple equilibria," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 343-358, DOI: 10.1016/j.jeconom.2014.11.003.
• Clark, Todd E. & McCracken, Michael W., 2015, "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 160-177, DOI: 10.1016/j.jeconom.2014.06.016.
• Cheng, Xu & Hansen, Bruce E., 2015, "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 280-293, DOI: 10.1016/j.jeconom.2015.02.010.
• Kelly, Bryan & Pruitt, Seth, 2015, "The three-pass regression filter: A new approach to forecasting using many predictors," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 294-316, DOI: 10.1016/j.jeconom.2015.02.011.
• Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015, "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 293-311, DOI: 10.1016/j.jeconom.2015.02.008.
• Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015, "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 43-56, DOI: 10.1016/j.jeconom.2015.01.003.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015, "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 472-485, DOI: 10.1016/j.jeconom.2015.02.032.
• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 486-497, DOI: 10.1016/j.jeconom.2015.02.033.
• Paolella, Marc S. & Polak, Paweł, 2015, "COMFORT: A common market factor non-Gaussian returns model," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 593-605, DOI: 10.1016/j.jeconom.2015.02.041.
• Duong, Diep & Swanson, Norman R., 2015, "Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 606-621, DOI: 10.1016/j.jeconom.2015.02.042.
• Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015, "Generalised density forecast combinations," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 150-165, DOI: 10.1016/j.jeconom.2015.02.047.
• Koo, Bonsoo & Seo, Myung Hwan, 2015, "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 166-181, DOI: 10.1016/j.jeconom.2015.03.046.
• Asai, Manabu & McAleer, Michael, 2015, "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 251-262, DOI: 10.1016/j.jeconom.2015.03.020.
• Lei, Chengyao & Lu, Zhe & Zhang, Chengsi, 2015, "News on inflation and the epidemiology of inflation expectations in China," Economic Systems, Elsevier, volume 39, issue 4, pages 644-653, DOI: 10.1016/j.ecosys.2015.04.006.
• Harrison, Richard, 2015, "Estimating the effects of forward guidance in rational expectations models," European Economic Review, Elsevier, volume 79, issue C, pages 196-213, DOI: 10.1016/j.euroecorev.2015.08.002.
• Kang, Kyu Ho, 2015, "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 51-66, DOI: 10.1016/j.jempfin.2015.06.002.
• Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015, "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 260-274, DOI: 10.1016/j.jempfin.2015.07.003.
• Nolte, Ingmar & Xu, Qi, 2015, "The economic value of volatility timing with realized jumps," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 45-59, DOI: 10.1016/j.jempfin.2015.03.019.
• Eduard Baitinger & Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2015, "Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 365-379, November, DOI: 10.1007/s11408-015-0257-1.
• Bianca Frogner & Joanne Spetz & Stephen Parente & Shelley Oberlin, 2015, "The demand for health care workers post-ACA," International Journal of Health Economics and Management, Springer, volume 15, issue 1, pages 139-151, March, DOI: 10.1007/s10754-015-9168-y.
• Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015, "Have health insurance reforms in Tunisia attained their intended objectives?," International Journal of Health Economics and Management, Springer, volume 15, issue 1, pages 29-51, March, DOI: 10.1007/s10754-014-9157-6.
• Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015, "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 251-278, August, DOI: 10.1007/s11156-014-0436-6.
• Mihaela Simionescu & Mirela Niculae, 2015, "Modelling and Predicting the Fiscal Pressure Indicator in the European Union," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 1, issue 1, pages 35-44, March.
• Jing Zeng, 2015, "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-11, May.
• Sandra Stankiewicz, 2015, "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-12, May.
• Fady Barsoum, 2015, "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-19, Sep.
• Ayse Kabukcuoglu & Enrique Martínez-García, 2015, "Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1520, Oct.
• Stefan Neuwirth, 2015, "Ein Kurzfristindikatormodell für Prognosen der internationalen Konjunktur," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 9, issue 2, pages 31-41, June, DOI: 10.3929/ethz-a-005427569.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2015, "Think national, forecast local: A case study of 71 German urban housing markets," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-372, Feb, DOI: 10.3929/ethz-a-010385518.
• Boriss Siliverstovs, 2015, "Short-term forecasting with mixed-frequency data: A MIDASSO approach," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-375, Mar, DOI: 10.3929/ethz-a-010399937.
• Boriss Siliverstovs, 2015, "Dissecting the purchasing managers' index," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-376, Mar, DOI: 10.3929/ethz-a-010402982.
• Heiner F. Mikosch & Stefan Neuwirth, 2015, "Real-Time Forecasting with a MIDAS VAR," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-377, Apr, DOI: 10.3929/ethz-a-010414894.
• Daniel Kaufmann & Rolf Scheufele, 2015, "Business tendency surveys and macroeconomic fluctuations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-378, Apr, DOI: 10.3929/ethz-a-010416189.
• Boriss Siliverstovs, 2015, "Dissecting Models' Forecasting Performance," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-397, Nov, DOI: 10.3929/ethz-a-010692101.
• Vékás, Péter & Bajkó, Attila & Maknics, Anita & Tóth, Krisztián, 2015, "A magyar nyugdíjrendszer fenntarthatóságáról
  [On the sustainability of the Hungarian pension system - the long-term effects of demographic trends]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1229-1257, DOI: 10.18414/KSZ.2015.12.1229.
• Vékás, Péter, 2015, "Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben
  [Estimating individual labor market activity in Hungary in a microsimulation framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1291-1308, DOI: 10.18414/KSZ.2015.12.1291.
• Kovács, Erzsébet & Vékás, Péter & Rétallér, Orsolya, 2015, "Modellpontok szerepe a nyugdíj-hatásvizsgálatban
  [Model-point grouping in pension impact studies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1328-1342, DOI: 10.18414/KSZ.2015.12.1328.
• Gál, Róbert Iván & Törzsök, Árpád, 2015, "Háztartás-formálódás a MIDAS modellben
  [Household formation in the MIDAS-HU model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1343-1358, DOI: 10.18414/KSZ.2015.12.1343.
• Ron W. NIELSEN, 2015, "Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 4, pages 460-466, December.
• Ron W. NIELSEN, 2015, "Mathematics of Predicting Growth," Turkish Economic Review, KSP Journals, volume 2, issue 4, pages 222-238, December.
• Ron W. NIELSEN, 2015, "The Insecure Future of the World Economic Growth," Journal of Economic and Social Thought, KSP Journals, volume 2, issue 4, pages 242-255, December.
• Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015, "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/07, May.
• Julius Stakenas, 2015, "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 17, Jan.
• Andrejs Bessonovs, 2015, "Suite of Latvia's GDP forecasting models," Working Papers, Latvijas Banka, number 2015/01, Jul.
• Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi, 2015, "ISBEM: An econometric model for the Italian State Budget Expenditures," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 15120.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, volume 66, issue 1, pages 71-98, April, DOI: 10.1515/roe-2015-0105.
• Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2015, "Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2015_01, Jan, revised Jan 2015.
• Václav Klepáč, 2015, "Default Probability Prediction with Static Merton-D-Vine Copula Model," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 1, issue 2, pages 104-113, DOI: 10.11118/ejobsat.v1i2.30.
• Radim Gottwald, 2015, "The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2015-52, Apr.
• Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
• Karunanithy Banumathy & Ramachandran Azhagaiah, 2015, "Modelling Stock Market Volatility: Evidence from India," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 1 (Spring, pages 27-41.
• Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
• Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015, "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2015-23, Dec.
• Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015, "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series, The University of Melbourne, number 1191, May.
• Tomasz Wozniak, 2015, "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series, The University of Melbourne, number 1194, May.
• Szabolcs Szentmihályi & Balázs Világi, 2015, "The Phillips curve – history of thought and empirical evidence," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 4, pages 5-38.
• Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
• Seema Narayan & Russell Smyth, 2015, "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers, Monash University, Department of Economics, number 06-15, Jan.
• Anil Alpman, 2015, "Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15008, Jan.
• Antoine Kornprobst & Raphael Douady, 2015, "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15049, Jun.
• Matthieu Garcin & Clément Goulet, 2015, "A fully non-parametric heteroskedastic model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086, Sep.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
• Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086rr, Sep, revised Feb 2017.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
• Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman, 2015, "Forecasting hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/15.
• George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015, "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/15.
• Ahmad Farid Osman & Maxwell L. King, 2015, "A new approach to forecasting based on exponential smoothing with independent regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/15.
• Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.
• Tomasz Skoczylas, 2015, "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, volume 46, issue 5, pages 411-432.
• Aleksandra Hałka & Karol Szafranek, 2015, "Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies," NBP Working Papers, Narodowy Bank Polski, number 223.
• Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi, 2015, "Austerity in 2009-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20827, Jan.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015, "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers, National Bureau of Economic Research, Inc, number 20955, Feb.
• Hunt Allcott & Judd B. Kessler, 2015, "The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons," NBER Working Papers, National Bureau of Economic Research, Inc, number 21671, Oct.
• Travkin, A., 2015, "Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 39-55.
• C. GEAY & M. KOUBI & G. de LAGASNERIE, 2015, "Evolution of outpatient healthcare expenditure, a dynamic micro-simulation using the Destinie model," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2015-15.
• Mihaela Simionescu, 2015, "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 3, issue 1, pages 80-85, May.
• Patrice Ollivaud & Cyrille Schwellnus, 2015, "Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?," OECD Economics Department Working Papers, OECD Publishing, number 1216, May, DOI: 10.1787/5js1qvnff3hk-en.
• Rauf Gönenç & Béatrice Guérard & Isabelle Hassler & Andreas Wörgötter, 2015, "Austria's separate gender roles model was popular in the past, but is becoming a constraint for comprehensive wellbeing," OECD Economics Department Working Papers, OECD Publishing, number 1272, Dec, DOI: 10.1787/5jrp2s53tglp-en.
• Volker Ziemann, 2015, "Towards more gender equality in Austria," OECD Economics Department Working Papers, OECD Publishing, number 1273, Dec, DOI: 10.1787/5jrp2s4pfbnp-en.
• Patrice Ollivaud & Cyrille Schwellnus, 2015, "Does the post-crisis weakness of global trade solely reflect weak demand?," OECD Journal: Economic Studies, OECD Publishing, volume 2015, issue 1, pages 269-267, DOI: 10.1787/eco_studies-2015-5jrq9tzbwk.
• Daniela Bragoli & Luca Metelli & Michele Modugno, 2015, "The importance of updating: Evidence from a Brazilian nowcasting model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2015, issue 1, pages 5-22, DOI: 10.1787/jbcma-2015-5jrtfl958gmp.
• Maritta Paloviita & Matti Viren, 2015, "What's behind the survey values?: An analysis of individual forecasters' behaviour," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 2, pages 25-43, DOI: 10.1787/jbcma-2014-5jrxqbwckbzv.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015, "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
• Jonas Dovern & Martin Feldkircher & Florian Huber, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 200, Mar.
• Daisuke Nagakura & Toshiaki Watanabe, 2015, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 1, pages 45-82.
• Piotr Kokoszka & Hong Miao & Xi Zhang, 2015, "Functional Dynamic Factor Model for Intraday Price Curves," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 456-477.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 798-838.