Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C53: Forecasting and Prediction Models; Simulation Methods
This JEL code is mentioned in the following RePEc Biblio entries:
2015
- Dashan Huang & Fuwei Jiang & Jun Tu & Guofu Zhou, 2015, "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 791-837.
- Raluca Podasca, 2015, "The Role of the Forecast in the Company’s Management," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 341-348, May.
- Kym Anderson & Glyn Wittwer, 2015, "Asia’s Evolving Role in Global Wine Markets," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2015-07.
- Anna Leszczylowska, 2015, "Microsimulation as an instrument for tax policy analyses," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 1, pages 14-27, April.
- Milena Lipovina-Bozovic & Julija Cerovic & Sasa Vujosevic, 2015, "Forecasting inflation in Montenegro using univariate time series models," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 1, pages 51-63, April.
- Tomasz Jasinski & Agnieszka Scianowska, 2015, "Security Assessment And Optimization Of Energy Supply (Neural Networks Approach)," Oeconomia Copernicana, Institute of Economic Research, volume 6, issue 2, pages 129-141, June, DOI: 10.12775/OeC.2015.016.
- Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul, 2015, "Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 3, pages 215-244.
- Bentour, El Mostafa, 2015, "A ranking of VAR and structural models in forecasting," MPRA Paper, University Library of Munich, Germany, number 61502, Jan.
- Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.
- Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015, "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper, University Library of Munich, Germany, number 62028, Feb.
- LI, XI HAO & Gallegati, Mauro, 2015, "Stock-Flow Dynamic Projection," MPRA Paper, University Library of Munich, Germany, number 62047, Jan.
- Berg, Tim Oliver, 2015, "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper, University Library of Munich, Germany, number 62405, Feb.
- Medel, Carlos & Pincheira, Pablo, 2015, "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper, University Library of Munich, Germany, number 62552, Mar.
- Medel, Carlos, 2015, "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper, University Library of Munich, Germany, number 62609, Mar.
- Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015, "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper, University Library of Munich, Germany, number 62807, Mar.
- Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad, 2015, "Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
[Modeling and forecasting of macroeconomic variables of the national economy: pro," MPRA Paper, University Library of Munich, Germany, number 63517, Mar. - Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper, University Library of Munich, Germany, number 63564, Apr.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Information money fields of cyclic oscillations in nonlinear dynamic economic system," MPRA Paper, University Library of Munich, Germany, number 63565, Apr.
- Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper, University Library of Munich, Germany, number 63714, Apr.
- Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis, 2015, "Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 65290, Jun.
- Naser, Hanan & Alaali, Fatema, 2015, "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper, University Library of Munich, Germany, number 65295, Jan, revised 25 Jun 2015.
- Cazotto, Gabriel, 2015, "Oil – The Earth’s blood, a paper on how to recover its critical declining prices by using a hedge vaccine through a leading core of countries termed as VIRUS," MPRA Paper, University Library of Munich, Germany, number 65370, Jul.
- AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015, "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper, University Library of Munich, Germany, number 65514, Jul.
- Medel, Carlos A., 2015, "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper, University Library of Munich, Germany, number 65665, Jul.
- Perederiy, Volodymyr, 2015, "Endogenous derivation and forecast of lifetime PDs," MPRA Paper, University Library of Munich, Germany, number 65679, Jul.
- Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios, 2015, "Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting," MPRA Paper, University Library of Munich, Germany, number 65865, Jan.
- Zeng, Xiangyu & Zeng, Zhezhao, 2015, "Modeling and Applied Research in Sustainable Development," MPRA Paper, University Library of Munich, Germany, number 65895, Jul, revised 14 Aug 2015.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015, "Forecasting with Temporal Hierarchies," MPRA Paper, University Library of Munich, Germany, number 66362, Aug.
- Qian, Hang, 2015, "Inequality Constrained State Space Models," MPRA Paper, University Library of Munich, Germany, number 66447, Sep.
- Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015, "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper, University Library of Munich, Germany, number 66492, Aug.
- Dahem, Ahlem, 2015, "Short term Bayesian inflation forecasting for Tunisia," MPRA Paper, University Library of Munich, Germany, number 66702, Sep.
- Hännikäinen, Jari, 2015, "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper, University Library of Munich, Germany, number 66759, Sep.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Quantum microeconomics theory," MPRA Paper, University Library of Munich, Germany, number 66983, Sep.
- Medel, Carlos A., 2015, "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper, University Library of Munich, Germany, number 67081, Oct.
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
- Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz, 2015, "Forecasting Inflation using Functional Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 67208, Mar.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015, "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 67470, Oct.
- Wohlrabe, Klaus & Bührig, Pascal, 2015, "Forecasting Revisions of German Industrial Production," MPRA Paper, University Library of Munich, Germany, number 67513, Oct.
- Lehmann, Robert & Wohlrabe, Klaus, 2015, "Looking into the Black Box of Boosting: The Case of Germany," MPRA Paper, University Library of Munich, Germany, number 67608, Nov.
- Yeboah Asuamah, Samuel, 2015, "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper, University Library of Munich, Germany, number 67834, Jul.
- Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015, "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 68062, Nov.
- Lehmann, Robert & Wohlrabe, Klaus, 2015, "The role of component-wise boosting for regional economic forecasting," MPRA Paper, University Library of Munich, Germany, number 68186, Dec, revised 03 Dec 2015.
- Monokroussos, George, 2015, "Nowcasting in Real Time Using Popularity Priors," MPRA Paper, University Library of Munich, Germany, number 68594, Nov.
- Yılmaz, Engin, 2015, "Forecasting tourist arrivals to Turkey," MPRA Paper, University Library of Munich, Germany, number 68616, Dec.
- Svetunkov, Ivan & Kourentzes, Nikolaos, 2015, "Complex Exponential Smoothing," MPRA Paper, University Library of Munich, Germany, number 69394, May.
- Asongu, Simplice A & Nwachukwu, Jacinta C., 2015, "Foreign aid instability and bundled governance dynamics in Africa," MPRA Paper, University Library of Munich, Germany, number 71783, Dec.
- Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015, "Investments and uncertainty revisited: The case of the US economy," MPRA Paper, University Library of Munich, Germany, number 72083, Jul.
- Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015, "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper, University Library of Munich, Germany, number 72084, Sep.
- Gurgul, Henryk & Lach, Łukasz, 2015, "Key sectors after a decade of transformation: Evidence from Poland," MPRA Paper, University Library of Munich, Germany, number 72739, Jun.
- Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015, "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper, University Library of Munich, Germany, number 74573, revised 2016.
- Degiannakis, Stavros, 2015, "A Probit Model for the State of the Greek GDP Growth," MPRA Paper, University Library of Munich, Germany, number 96280.
- Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015, "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers, University of Pretoria, Department of Economics, number 201511, Mar.
- Marcos Álvarez-Díaz & Rangan Gupta, 2015, "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers, University of Pretoria, Department of Economics, number 201512, Mar.
- Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
- Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015, "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, University of Pretoria, Department of Economics, number 201522, Apr.
- Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
- Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
- Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
- Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
- Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
- Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201570, Oct.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
- Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015, "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers, University of Pretoria, Department of Economics, number 201577, Oct.
- Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
- Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015, "The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
- Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
- Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
- Pavol Krasnovský, 2015, "Estimating the Value-at-Risk from High-frequency Data," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 2, pages 5-11, DOI: 10.18267/j.efaj.138.
- Igor Paholok, 2015, "Credit Value Adjustment and Economic Motivation to Trade on PXE," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 245-259, DOI: 10.18267/j.pep.517.
- Mihaela Simionescu, 2015, "The Improvement of Unemployment Rate Predictions Accuracy," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 3, pages 274-286, DOI: 10.18267/j.pep.519.
- Václav Rybáček, 2015, "Vliv trhu mezistatků na úspěšnost prognóz ekonomické aktivity
[Influence of the Intermediate Goods Market on the Success of Economic Activity Forecasts]," Politická ekonomie, Prague University of Economics and Business, volume 2015, issue 3, pages 331-346, DOI: 10.18267/j.polek.1006. - João Valle e Azevedo & Inês Maria Gonçalves, 2015, "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201502.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015, "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space, Philipps University Marburg, Department of Geography, number 2015-04, Dec.
- Alicia N. Rambaldi & Ryan R. J. McAllister & Cameron S. Fletcher, 2015, "Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 549, Sep.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Large Vector Autoregressions with Asymmetric Priors," Working Papers, Queen Mary University of London, School of Economics and Finance, number 759, Nov.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015, "A Time Varying DSGE Model with Financial Frictions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 769, Dec.
- Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015, "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 770, Dec.
- Karen Poghosyan, 2015, "Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)," Quantile, Quantile, issue 13, pages 25-39, May.
- R Herrera & Adam Clements, 2015, "Point process models for extreme returns: Harnessing implied volatility," NCER Working Paper Series, National Centre for Econometric Research, number 104, May.
- León, María de Fátima & Vargas, Astrid & Winkelried, Diego, 2015, "Crisis bancarias como eventos infrecuentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 30, pages 73-90.
- Éric Jondeau & Michael Rockinger, 2015, "Long-term Portfolio Allocation Based on Long-term Macro forecasts," Bankers, Markets & Investors, ESKA Publishing, issue 134, pages 62-69, January-F.
- Michael P. Clements, 2015, "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-02, Jan.
- Michael Clements, 2015, "Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-09, Nov.
- Marc Giannoni & Christina Patterson & Marco Del Negro, 2015, "The Forward Guidance Puzzle," 2015 Meeting Papers, Society for Economic Dynamics, number 1529.
- Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015, "Nowcasting Indonesia," ADB Economics Working Paper Series, Asian Development Bank, number 471, Dec.
- Petr Parshakov, 2015, "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 37, issue 1, pages 57-66.
- Ilya Tetin, 2015, "Underwriting cycle in Russia and macroeconomic indicators," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 39, issue 3, pages 65-83.
- Karen M. Martínez Torrico & Javier Aliaga Lordemann, 2015, "Revisión de Modelos Energéticos," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 6/2015, Jun.
- Mihaela Simionescu, 2015, "A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 67-74.
- Aidil Rizal SHAHRIN, 2015, "Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 70-80, March.
- Corina SAMAN, 2015, "Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 93-106, March.
- Emilian Dobrescu, 2015, "Net Indirect Taxes and Sectoral Structure of Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-29, June.
- Emilian Dobrescu, 2015, "Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 7-28, December.
- Mihaela Simionescu, 2015, "A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 150206, Feb.
- Mariana BĂLAN & Brînduşa-Mihaela RADU, 2015, "Analysis and Forecast of Romania’s Population Ageing by Non-Linear Methods," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 150820, Aug.
- Alessia Naccarato & Andrea Pierini & Stefano Falorsi, 2015, "Using Google Trend Data To Predict The Italian Unemployment Rate," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0203, Dec.
- Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015, "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper, Tor Vergata University, CEIS, number 340, Apr, revised 10 Apr 2015.
- 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?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 15/913, Oct.
- Witold Koziñski & Tomasz Œwist, 2015, "Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 65-74, August.
- Wiktor Patena & Bart³omiej Kaszyk, 2015, "Commercialization as a recommended approach to hospital restructuring. Case study of £añcut Medical Center," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 2, pages 32-46, October.
- Zhanglong Wang & Kent Wang & Zheyao Pan, 2015, "Conditional equity risk premia and realized variance jump risk," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 295-317, May, DOI: 10.1177/0312896214526602.
- Imlak Shaikh & Puja Padhi, 2015, "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 140-175, August, DOI: 10.1177/0972652715584266.
- Vipul Kumar Singh, 2015, "Conjoint Analysis of Option and Volatility Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 258-289, December, DOI: 10.1177/0972652714567997.
- Aadil Nakhoda, 2014, "The Influence of Industry Financial Composition on the Exports from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 10, pages 21-49.
- Shahzad Ahmad & Farooq Pasha, 2015, "A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 11, pages 1-42.
- Морнова Ю.В., 2015, "Инструменты исследования состояния рынка молочной продукции в Иркутской области. Instruments of research of the condition of the market dairy products of the Irkutsk region," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 4, pages 41-46.
- Amaia Jone BETZUEN à LVAREZ & Amancio BETZUEN ZALBIDEGOITIA, 2015, "La modelización de los cambios en la longevidad de la población del PaÃs Vasco y su estimación futura," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 24, issue 2, pages 45-54.
- Dimitra Lamprou, 2015, "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 13, issue 1, pages 85-100.
- Luca Fanelli & Marco M. Sorge, 2015, "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 402, Apr.
- Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng, 2015, "Forecasting South African Gold Sales: The Box-Jenkins Methodology," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704589, Sep.
- Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos, 2015, "Hedge fund predictability and optimal asset allocation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105383, Nov.
- Dana Kloudova, 2015, "Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 1, pages 45-59, March.
- Michał Bernardelli, 2015, "Cheater detection in Real Time Bidding system – panel approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 11-24.
- Piotr Karp, 2015, "Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 29-49.
- Bernhard O. Ishioro, 2015, "Intertemporal Optimization Of The Consumption Of Petroleum Stock: Empirical Evidence From Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 2 (July), pages 232-255.
- Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-004, Mar.
- Alexandros M. Goulielmos, 2015, "The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 65, issue 1-2, pages 67-86, January-M.
- MeiChi Huang & Tzu-Chien Wang, 2015, "Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns," The Annals of Regional Science, Springer;Western Regional Science Association, volume 54, issue 2, pages 605-637, March, DOI: 10.1007/s00168-015-0669-x.
- Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter, 2015, "Modelling spatio-temporal variability of temperature," Computational Statistics, Springer, volume 30, issue 3, pages 745-766, September, DOI: 10.1007/s00180-015-0561-2.
- Jakub Nowotarski & Rafał Weron, 2015, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, volume 30, issue 3, pages 791-803, September, DOI: 10.1007/s00180-014-0523-0.
- Katarzyna Maciejowska & Rafał Weron, 2015, "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, volume 30, issue 3, pages 805-819, September, DOI: 10.1007/s00180-014-0531-0.
- Shiyi Chen & Kiho Jeong & Wolfgang Härdle, 2015, "Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns," Computational Statistics, Springer, volume 30, issue 3, pages 821-843, September, DOI: 10.1007/s00180-014-0543-9.
- Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015, "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, volume 48, issue 1, pages 389-405, February, DOI: 10.1007/s00181-014-0887-6.
- Nan Cai & Zongwu Cai & Ying Fang & Qiuhua Xu, 2015, "Forecasting major Asian exchange rates using a new semiparametric STAR model," Empirical Economics, Springer, volume 48, issue 1, pages 407-426, February, DOI: 10.1007/s00181-014-0888-5.
- Harun Özkan & M. Yazgan, 2015, "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, volume 48, issue 2, pages 609-626, March, DOI: 10.1007/s00181-013-0793-3.
- Geoff Kenny & Thomas Kostka & Federico Masera, 2015, "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, volume 48, issue 3, pages 1203-1231, May, DOI: 10.1007/s00181-014-0815-9.
- Tommaso Proietti & Stefano Grassi, 2015, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, volume 48, issue 3, pages 983-1011, May, DOI: 10.1007/s00181-014-0821-y.
- Michael Funke & Aaron Mehrotra & Hao Yu, 2015, "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, volume 48, issue 4, pages 1619-1641, June, DOI: 10.1007/s00181-014-0837-3.
- Robert Kunst & Philip Franses, 2015, "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, volume 49, issue 1, pages 363-387, August, DOI: 10.1007/s00181-014-0864-0.
- Michael Fertig & Martin Kahanec, 2015, "Projections of potential flows to the enlarging EU from Ukraine, Croatia and other Eastern neighbors," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-27, December, DOI: 10.1186/s40176-015-0029-8.
- Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015, "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 1-22, January, DOI: 10.1007/s12197-012-9234-y.
- He, Ling T. & Casey, K.M., 2015, "Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices," Energy Economics, Elsevier, volume 47, issue C, pages 121-128, DOI: 10.1016/j.eneco.2014.11.005.
- Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015, "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, volume 47, issue C, pages 142-153, DOI: 10.1016/j.eneco.2014.11.003.
- Pringles, Rolando & Olsina, Fernando & Garcés, Francisco, 2015, "Real option valuation of power transmission investments by stochastic simulation," Energy Economics, Elsevier, volume 47, issue C, pages 215-226, DOI: 10.1016/j.eneco.2014.11.011.
- Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015, "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, volume 47, issue C, pages 37-41, DOI: 10.1016/j.eneco.2014.10.009.
- Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, volume 47, issue C, pages 98-111, DOI: 10.1016/j.eneco.2014.10.012.
- Weron, Rafał & Zator, Michał, 2015, "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, volume 48, issue C, pages 1-6, DOI: 10.1016/j.eneco.2014.11.014.
- Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
- Uritskaya, Olga Y. & Uritsky, Vadim M., 2015, "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, volume 49, issue C, pages 72-81, DOI: 10.1016/j.eneco.2015.01.012.
- Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015, "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, volume 50, issue C, pages 227-239, DOI: 10.1016/j.eneco.2015.05.014.
- Sundt, Swantje & Rehdanz, Katrin, 2015, "Consumers' willingness to pay for green electricity: A meta-analysis of the literature," Energy Economics, Elsevier, volume 51, issue C, pages 1-8, DOI: 10.1016/j.eneco.2015.06.005.
- Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015, "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, volume 51, issue C, pages 430-444, DOI: 10.1016/j.eneco.2015.08.005.
- Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015, "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, volume 51, issue C, pages 599-608, DOI: 10.1016/j.eneco.2015.09.003.
- Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015, "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, volume 51, issue C, pages 99-110, DOI: 10.1016/j.eneco.2015.06.010.
- Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015, "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, volume 82, issue C, pages 321-331, DOI: 10.1016/j.enpol.2015.02.024.
- Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
- Narayan, Seema & Smyth, Russell, 2015, "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 380-393, DOI: 10.1016/j.irfa.2015.09.003.
- Laurini, Márcio Poletti & Mauad, Roberto Baltieri, 2015, "A common jump factor stochastic volatility model," Finance Research Letters, Elsevier, volume 12, issue C, pages 2-10, DOI: 10.1016/j.frl.2014.12.009.
- Baur, Dirk G. & Löffler, Gunter, 2015, "Predicting the equity premium with the demand for gold coins and bars," Finance Research Letters, Elsevier, volume 13, issue C, pages 172-178, DOI: 10.1016/j.frl.2015.01.007.
- Corbet, Shaen & Dowling, Michael & Cummins, Mark, 2015, "Analyst recommendations and volatility in a rising, falling, and crisis equity market," Finance Research Letters, Elsevier, volume 15, issue C, pages 187-194, DOI: 10.1016/j.frl.2015.09.009.
- Liu, Li & Zhang, Tao, 2015, "Economic policy uncertainty and stock market volatility," Finance Research Letters, Elsevier, volume 15, issue C, pages 99-105, DOI: 10.1016/j.frl.2015.08.009.
- Sogiakas, Vasilios & Karathanassis, George, 2015, "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 46-72, DOI: 10.1016/j.gfj.2015.04.004.
- Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan, 2015, "Nonparametric prediction of stock returns based on yearly data: The long-term view," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 143-155, DOI: 10.1016/j.insmatheco.2015.09.011.
- Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015, "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 173-187, DOI: 10.1016/j.intfin.2014.11.011.
- Kolasa, Marcin & Rubaszek, Michał, 2015, "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 1-19, DOI: 10.1016/j.ijforecast.2014.05.001.
- Barsoum, Fady & Stankiewicz, Sandra, 2015, "Forecasting GDP growth using mixed-frequency models with switching regimes," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 33-50, DOI: 10.1016/j.ijforecast.2014.04.002.
- Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015, "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 99-112, DOI: 10.1016/j.ijforecast.2014.11.002.
- Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 238-252, DOI: 10.1016/j.ijforecast.2014.06.005.
- Sekkel, Rodrigo M., 2015, "Balance sheets of financial intermediaries: Do they forecast economic activity?," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 263-275, DOI: 10.1016/j.ijforecast.2014.07.003.
- Liu, Xiaochun, 2015, "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 296-311, DOI: 10.1016/j.ijforecast.2014.03.020.
- Martinez, Andrew B., 2015, "How good are US government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 312-324, DOI: 10.1016/j.ijforecast.2014.08.014.
- Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo, 2015, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 664-679, DOI: 10.1016/j.ijforecast.2014.11.005.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015, "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 692-711, DOI: 10.1016/j.ijforecast.2014.05.003.
- Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi, 2015, "EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 712-738, DOI: 10.1016/j.ijforecast.2014.08.015.
- Bańbura, Marta & Giannone, Domenico & Lenza, Michele, 2015, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 739-756, DOI: 10.1016/j.ijforecast.2014.08.013.
- Woźniak, Tomasz, 2015, "Testing causality between two vectors in multivariate GARCH models," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 876-894, DOI: 10.1016/j.ijforecast.2015.01.005.
- Bec, Frédérique & Mogliani, Matteo, 2015, "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1021-1042, DOI: 10.1016/j.ijforecast.2014.11.006.
- Berg, Tim O. & Henzel, Steffen R., 2015, "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1067-1095, DOI: 10.1016/j.ijforecast.2015.03.006.
- Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015, "Optimal combination of survey forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1096-1103, DOI: 10.1016/j.ijforecast.2015.03.009.
- Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
- Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona, 2015, "Which are the SIFIs? A Component Expected Shortfall approach to systemic risk," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 575-588, DOI: 10.1016/j.jbankfin.2014.01.037.
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- Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F., 2015, "Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 129-140, DOI: 10.1016/j.jbankfin.2015.01.012.
- Weiß, Gregor N.F. & Scheffer, Marcus, 2015, "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 175-191, DOI: 10.1016/j.jbankfin.2015.01.008.
- Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
- Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015, "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 123-139, DOI: 10.1016/j.jbankfin.2015.03.003.
- Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 202-219, DOI: 10.1016/j.jbankfin.2015.06.005.
- Tian, Shuairu & Hamori, Shigeyuki, 2015, "Modeling interest rate volatility: A Realized GARCH approach," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 158-171, DOI: 10.1016/j.jbankfin.2015.09.008.
- Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015, "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, volume 73, issue C, pages 32-49, DOI: 10.1016/j.jeem.2015.06.003.
- Khiabani, Nasser, 2015, "Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran," Journal of Housing Economics, Elsevier, volume 30, issue C, pages 59-76, DOI: 10.1016/j.jhe.2015.10.002.
- Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015, "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 116-141, DOI: 10.1016/j.jimonfin.2015.03.001.
- Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.
- Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015, "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, volume 36, issue C, pages 25-55, DOI: 10.1016/j.jjie.2015.02.001.
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- Jalles, João Tovar & Karibzhanov, Iskander & Loungani, Prakash, 2015, "Cross-country evidence on the quality of private sector fiscal forecasts," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 186-201, DOI: 10.1016/j.jmacro.2015.04.009.
- Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015, "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, volume 37, issue 5, pages 804-819, DOI: 10.1016/j.jpolmod.2015.05.002.
- He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin, 2015, "Forecasting metal prices with a curvelet based multiscale methodology," Resources Policy, Elsevier, volume 45, issue C, pages 144-150, DOI: 10.1016/j.resourpol.2015.03.011.
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