Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2015

• Thomas Lundhede & Jette Bredahl Jacobsen & Nick Hanley & Niels Strange & Bo Jellesmark Thorsen, 2015, "Incorporating Outcome Uncertainty and Prior Outcome Beliefs in Stated Preferences," Land Economics, University of Wisconsin Press, volume 91, issue 2, pages 296-316.
• Daniel V. Gordon & Rögnvaldur Hannesson, 2015, "The Norwegian Winter Herring Fishery: A Story of Technological Progress and Stock Collapse," Land Economics, University of Wisconsin Press, volume 91, issue 2, pages 362-385.
• Patrick Doupe, 2015, "The Costs of Error in Setting Reference Rates for Reduced Deforestation," Land Economics, University of Wisconsin Press, volume 91, issue 4, pages 723-738.
• Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015, "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers, University of South Africa, Department of Economics, number 18979, Jul.
• Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:04.
• DUMITRESCU, Sorin, 2015, "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 30-50.
• SIMIONESCU, Mihaela, 2015, "Modelling And Predicting The Indirect Taxes In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 67-77.
• Vesna Bucevska, 2015, "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 493-510.
• Michael P. Cameron & William Cochrane, 2015, "Using Land-Use Modelling to Statistically Downscale Population Projections to Small Areas," Working Papers in Economics, University of Waikato, number 15/12, Nov.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Zuzana Brixiova & Qingwei Meng & Mthuli Ncube, 2015, "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 16, issue 3, pages 141-162, July.
• Konstantin Kholodilin, 2015, "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers, European Regional Science Association, number ersa15p67, Oct.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2015, "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp205, Sep.
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2015, "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 205, Sep.
• Peter Reinhard Hansen & Allan Timmermann, 2015, "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, volume 83, issue , pages 2485-2505, November.
• Raffaella Giacomini, 2015, "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 22-41, June.
• Robert M. Sauer, 2015, "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 2, pages 537-564, May, DOI: 10.1111/iere.12114.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 46-73, January.
• Maik H. Wolters, 2015, "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 74-96, January.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 596-620, June.
• Christian Conrad & Karin Loch, 2015, "Anticipating Long‐Term Stock Market Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1090-1114, November.
• Rianne Legerstee & Philip Hans Franses, 2015, "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 4, pages 290-302, July.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015, "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 847-866, August, DOI: 10.1111/jmcb.12228.
• Carlos Madeira & Basit Zafar, 2015, "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 867-896, August, DOI: 10.1111/jmcb.12230.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015, "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500050.
• Bernard Njindan Iyke & Nicholas M. Odhiambo, 2015, "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 3, pages 319-336, September, DOI: 10.1515/GEJ-2015-0015.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
• Bidong Liu & Jiali Liu & Tao Hong, 2015, "Sister models for load forecast combination," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/02, Feb.
• Katarzyna Maciejowska & Rafal Weron, 2015, "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/04.
• Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
• Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
• Pu Wang & Bidong Liu & Tao Hong, 2015, "Electric load forecasting with recency effect: A big data approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/08, Oct.
• Stephen Chick & Martin Forster & Paolo Pertile, 2015, "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers, Department of Economics, University of York, number 15/09, Jun.
• Laura Coroneo & Fabrizio Iacone, 2015, "Comparing predictive accuracy in small samples," Discussion Papers, Department of Economics, University of York, number 15/15, Sep.
• Laura Coroneo, 2015, "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers, Department of Economics, University of York, number 15/23, Oct.
• Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015, "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1505, Aug.
• Mario Situm, 2015, "The Relevance of Trend Variables for the Prediction of Corporate Crises and Insolvencies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 18, issue 1, pages 17-49, May.
• Mikosch, Heiner & Neuwirth, Stefan, 2015, "Real-time forecasting with a MIDAS VAR," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2015.
• Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015, "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2015.
• Fernald, John & Hsu, Eric & Spiegel, Mark M., 2015, "Is China fudging its figures? Evidence from trading partner data," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 29/2015.
• Grundke, Peter & Pliszka, Kamil, 2015, "A macroeconomic reverse stress test," Discussion Papers, Deutsche Bundesbank, number 30/2015.
• Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015, "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series, Center for Financial Studies (CFS), number 500.
• Baumeister, Christiane & Kilian, Lutz, 2015, "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series, Center for Financial Studies (CFS), number 501.
• Baumeister, Christiane & Kilian, Lutz, 2015, "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series, Center for Financial Studies (CFS), number 525.
• Lázár, Ede, 2015, "Customer Churn Prediction Embedded in an Analytical CRM Model," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2015), Kotor, Montengero, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Kotor, Montengero, 10-11 September 2015".
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 29.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
• Ghonghadze, Jaba & Lux, Thomas, 2015, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 38.
• Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015, "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 03-2015.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 13-2015.
• Müller, Christian, 2015, "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2015-41.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1947 [rev.].
• Schwarzmüller, Tim, 2015, "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1982.
• Sarlin, Peter & von Schweinitz, Gregor, 2015, "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2015.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2014 bis 2019," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 1, pages 44-48.
• Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2015 bis 2020," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 5, pages 224-228.
• Deschermeier, Philipp, 2015, "Die Entwicklung der Bevölkerung Deutschlands bis 2030: Ein Methodenvergleich," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 42, issue 2, pages 97-111, DOI: 10.2373/1864-810X.15-02-06.
• Döhrn, Roland & an de Meulen, Philipp, 2015, "Weather, the Forgotten Factor in Business Cycle Analyses," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 539, DOI: 10.4419/86788617.
• Kitlinski, Tobias, 2015, "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 558, DOI: 10.4419/86788639.
• Kitlinski, Tobias & an de Meulen, Philipp, 2015, "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 559, DOI: 10.4419/86788640.
• Schulz, Rainer & Wersing, Martin, 2015, "Forecasting the oil price using house prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-041.
• Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015, "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-042.
• Hanslin Grossmann, Sandra & Scheufele, Rolf, 2015, "Foreign PMIs: A reliable indicator for Swiss exports," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112830.
• Beckers, Benjamin, 2015, "The real-time predictive content of asset price bubbles for macro forecasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112852.
• Dimpfl, Thomas & Langen, Tobias, 2015, "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112921.
• von Schweinitz, Gregor & Sarlin, Peter, 2015, "Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112964.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112999.
• Pirschel, Inske, 2015, "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113031.
• Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113077.
• Schreiber, Sven & Breitung, Jörg, 2015, "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113111.
• Marczak, Martyna & Proietti, Tommaso, 2015, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113137.
• Bonin, Holger & Reuss, Karsten & Stichnoth, Holger, 2015, "Life-cycle incidence of family policy measures in Germany: Evidence from a dynamic microsimulation model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-036.

2014

• Xueting Zhao & J. Burnett, 2014, "Forecasting province-level $${\text {CO}}_{2}$$ CO 2 emissions in China," Letters in Spatial and Resource Sciences, Springer, volume 7, issue 3, pages 171-183, October, DOI: 10.1007/s12076-013-0109-4.
• Valentina Raponi & Cecilia Frale, 2014, "Revisions in official data and forecasting," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 23, issue 3, pages 451-472, August, DOI: 10.1007/s10260-014-0262-y.
• Georg Quaas, 2014, "Die volkswirtschaftlichen Effekte einer Umsetzung des Koalitionsvertrages," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 94, issue 3, pages 210-216, March, DOI: 10.1007/s10273-014-1657-y.
• Roland Döhrn, 2014, "Weshalb konjunkturprognostiker regelmäßig den wetterbericht studieren sollten," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 94, issue 7, pages 487-491, July, DOI: 10.1007/s10273-014-1701-y.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 21/2014.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, Stellenbosch University, Department of Economics, number 26/2014.
• Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014, "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 6, pages 407-412, April, DOI: 10.1080/13504851.2013.864025.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
• John Geweke & Gianni Amisano, 2014, "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 270-288, June, DOI: 10.1080/07474938.2013.807182.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014, "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 48-68, January, DOI: 10.1080/07350015.2013.844155.
• Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014, "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 483-500, October, DOI: 10.1080/07350015.2014.959124.
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014, "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, volume 31, issue 2, pages 131-153, June, DOI: 10.1080/09599916.2013.846930.
• Barbara Choroś-Tomczyk & Wolfgang Karl H�rdle & Ludger Overbeck, 2014, "Copula dynamics in CDOs," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1573-1585, September, DOI: 10.1080/14697688.2013.847280.
• Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014, "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, Taylor & Francis Journals, volume 36, issue 4, pages 541-573, January, DOI: 10.1080/10835547.2014.12091404.
• Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
• Jari Hännikäinen, 2014, "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1495, Jun.
• Jari Hännikäinen, 2014, "The mortgage spread as a predictor of real-time economic activity," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1496, Sep.
• Raghavan, Mala & Dungey, Mardi, 2014, "Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-04, revised 2014.
• Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014, "Forecasting with EC-VARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2014-07, Feb, revised 22 Feb 2014.
• Mihaela Simionescu, 2014, "Directional accuracy for inflation and unemployment rate predictions in Romania," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 2, pages 129-138, September.
• Ali T. Akarca, 2014, "How Should We Interpret the Outcome of the June 2015 Parliamentary Election in Turkey?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, volume 3, issue 3, pages 1-22, September.
• Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas, 2014, "Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-005/II, Jan.
• Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-037/III, Mar.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
• Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014, "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-090/III, Jul.
• André Lucas & Xin Zhang, 2014, "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-092/IV/DSF77, Jul, revised 09 Sep 2015.
• Francisco Blasques & Siem Jan Koopman & Max Mallee, 2014, "Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-105/III, Aug.
• Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014, "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-107/III, Aug.
• Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014, "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-113/III, Aug.
• Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014, "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-127/III, Sep.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-152/III, Dec.
• Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014, "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-157/II, Dec.
• Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014, "Consumer Attitudes and the Epidemiology of Inflation Expectations," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-029.
• Ehrmann, M. & Pfajfar, D. & Santoro, E., 2014, "Consumer Attitudes and the Epidemiology of Inflation Expectations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6078d0e3-07af-48a5-9e8b-6.
• Panagiotis ARTELARIS & George KANDYLIS, 2014, "Mapping Poverty At Regional Level In Greece," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 39, pages 131-147.
• Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014, "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, volume 96, issue 5, pages 898-915, December.
• Justin Douglas, 2014, "Deregulation in Australia," Economic Roundup, The Treasury, Australian Government, issue 2, pages 53-78, July.
• Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-05, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-22.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-24.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 201404, Sep.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2014, "Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints," Working Papers, University of California at Riverside, Department of Economics, number 201405, Sep.
• Tae-Hwy Lee & Yiyao Wang, 2014, "Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters," Working Papers, University of California at Riverside, Department of Economics, number 201407, Sep.
• Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Value-at-Risk Using High Frequency Information," Working Papers, University of California at Riverside, Department of Economics, number 201409, Sep.
• Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Realized Volatility Using Subsample Averaging," Working Papers, University of California at Riverside, Department of Economics, number 201410, Sep.
• Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi, 2014, "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro," Studies in Economics, School of Economics, University of Kent, number 1406, May.
• Pablo Galaso & Sandra Rodriguez, 2014, "A composite leading cycle indicator for Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 14-09, Sep.
• Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2014, "Combining distributions of real-time forecasts: An application to U.S. growth," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 027, Jan, DOI: 10.26481/umagsb.2014027.
• Peeters, R.J.A.P. & Wolk, K.L., 2014, "Eliciting and aggregating individual expectations: An experimental study," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 029, Jan, DOI: 10.26481/umagsb.2014029.
• Coccia, M. & Wang, L., 2014, "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2014-005, Jan.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1416, Jan, revised Jul 2017.
• Barbara Rossi & Tatevik Sekhposyan, 2014, "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1426, Jun, revised Nov 2014.
• Atsushi Inoue & Lu Jin & Barbara Rossi, 2014, "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1435, Jun, revised Apr 2016.
• Raffaella Giacomini & Barbara Rossi, 2014, "Model comparisons in unstable environments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1437, Aug, revised Jan 2015.
• Raffaella Giacomini & Barbara Rossi, 2014, "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1476, Dec.
• Buncic, Daniel & Moretto, Carlo, 2014, "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1430, Sep.
• Buncic, Daniel & Piras, Gion Donat, 2014, "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1436, Dec, revised Oct 2015.
• Roberto Casarin, 2014, "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:23.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014, "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 2, pages 69-79.
• SIMIONESCU, Mihaela, 2014, "Assessing The Forecasts Accuracy Of The Weight Of Fiscal Revenues In Gdp For Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 8-24.
• PELINESCU, Elena & SIMIONESCU, Mihaela, 2014, "Modelling And Predicting The Real Money Demand In Romania," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 117-124.
• GHERBOVEŢ, Sergiu, 2014, "Remittance. Forecasting Methodology And Instruments," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 163-167.
• Miśkiewicz-Nawrocka Monika, 2014, "The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series," Folia Oeconomica Stetinensia, Sciendo, volume 13, issue 2, pages 96-108, July, DOI: 10.2478/foli-2013-0020.
• Tomasz Skoczylas, 2014, "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-06.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Mthuli Ncube & Zuzana Brixiova & Qingwei Meng, 2014, "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1073, Feb.
• Konstantin Kholodilin, 2014, "Business confidence and forecasting of housing prices and rents in large German cities," ERSA conference papers, European Regional Science Association, number ersa14p9, Nov.
• Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp176, Jun.
• Florian Huber & Tamas Krisztin & Philipp Piribauer, 2014, "Forecasting Global Equity Indices using Large Bayesian VARs," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp184, Oct.
• Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 176, Jun.
• Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014, "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 184, Oct.
• Christiane Baumeister & Lutz Kilian, 2014, "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 55, issue 3, pages 869-889, August, DOI: 10.1111/iere.12074.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2014, "An Empirical Growth Model For Major Oil Exporters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 1-21, January, DOI: 10.1002/jae.2294.
• Marta Bańbura & Michele Modugno, 2014, "Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 133-160, January, DOI: 10.1002/jae.2306.
• Coen N. Teulings & Nikolay Zubanov, 2014, "Is Economic Recovery A Myth? Robust Estimation Of Impulse Responses," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 497-514, April.
• Yong Song, 2014, "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 825-842, August.
• Michael P. Clements, 2014, "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 1-14, January.
• Rianne Legerstee & Philip Hans Franses, 2014, "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 69-79, January.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2014, "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 3, pages 163-185, April.
• Klaus Wohlrabe & Teresa Buchen, 2014, "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 4, pages 231-242, July.
• Ippei Fujiwara & Yasuo Hirose, 2014, "Indeterminacy and Forecastability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 1, pages 243-251, February, DOI: 10.1111/jmcb.12104.
• Marc S. Paolella, 2014, "Fast Methods For Large-Scale Non-Elliptical Portfolio Optimization," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-32, DOI: 10.1142/S2010495214400016.
• Steven Kou & Xianhua Peng, 2014, "Expected shortfall or median shortfall," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-6, DOI: 10.1142/S234576861450007X.
• Deming Wu & Suning Zhang, 2014, "Debt Market Liquidity and Corporate Default Prediction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 1-33, DOI: 10.1142/S2010139215500032.
• Rafal Weron, 2014, "A review of electricity price forecasting: The past, the present and the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/02, Mar.
• Jakub Nowotarski & Rafal Weron, 2014, "Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/03, Apr.
• Rafal Weron & Michal Zator, 2014, "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/04, Mar.
• Rafal Weron, 2014, "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/07, May, DOI: 10.1016/j.ijforecast.2014.08.008.
• Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron, 2014, "Modelling price spikes in electricity markets - the impact of load, weather and capacity," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/08, May.
• Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/09, Jun.
• Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron, 2014, "Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/10, Jul.
• Pawel Maryniak & Rafal Weron, 2014, "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/11, Aug.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014, "Evaluating the performance of VaR models in energy markets," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/12, Oct.
• Tao Hong, 2014, "13 lucky tips to juggle the analytics of forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/14/13, Oct.
• Paloviita, Maritta & Virén, Matti, 2014, "Analysis of forecast errors in micro-level survey data," Bank of Finland Research Discussion Papers, Bank of Finland, number 8/2014.
• Oinonen, Sami & Paloviita, Maritta, 2014, "Analysis of aggregated inflation expectations based on the ECB SPF survey," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/2014.
• Ward, Felix, 2014, "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 01/2014.
• Schumacher, Christian, 2014, "MIDAS and bridge equations," Discussion Papers, Deutsche Bundesbank, number 26/2014.
• Knüppel, Malte, 2014, "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers, Deutsche Bundesbank, number 40/2014.
• Jang, Tae-Seok & Sacht, Stephen, 2014, "Animal spirits and the business cycle: Empirical evidence from moment matching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-06.
• Brinkmann, Felix & Korn, Olaf, 2014, "Risk-adjusted option-implied moments," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-07.
• Baumeister, Christiane & Kilian, Lutz, 2014, "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series, Center for Financial Studies (CFS), number 466, DOI: 10.2139/ssrn.2499484.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014, "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 478.
• Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014, "Do media data help to predict German industrial production?," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 149.
• Jungmittag, Andre, 2014, "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series, Frankfurt University of Applied Sciences, Faculty of Business and Law, number 05.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 11.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014, "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 26.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014, "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 208.
• Schreiber, Sven, 2014, "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/2.
• Marczak, Martyna & Proietti, Tommaso, 2014, "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers, University of Hohenheim, Center for Research on Innovation and Services (FZID), number 90-2014.
• Rossen, Anja, 2014, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 157.
• Bush, C. Anthony, 2014, "Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2014-33.
• Pirschel, Inske & Wolters, Maik H., 2014, "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1925.
• Sundt, Swantje & Rehdanz, Katrin, 2014, "Consumer's willingness to pay for green electricity: A meta-analysis of the literature," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1931.