Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2014

• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014, "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1947.
• Ankamah-Yeboah, Isaac & Rehdanz, Katrin, 2014, "Explaining the variation in the value of building energy efficiency certificates: A quantitative meta-analysis," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1949.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014, "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2014.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2014, "Der Koalitionsvertrag und die mittelfristige wirtschaftliche Entwicklung in Deutschland – mittelfristige Projektion für die Jahre 2013 bis 2018," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 2, issue 1, pages 36-40.
• Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2014, "Mittelfristige Projektion der wirtschaftlichen Entwicklung in den Jahren 2014 bis 2018," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 2, issue 2, pages 102-105.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz, 2014, "Binnenwirtschaft trägt Konjunktur in Deutschland," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 1, pages 3-4.
• Holtemöller, Oliver, 2014, "Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 2, pages 26-29.
• Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014, "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-008.
• Cao, Xiaofeng & Okhrin, Ostap & Odening, Martin & Ritter, Matthias, 2014, "Modelling spatiotemporal variability of temperature," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-020.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
• Dedy Dwi Prastyo & Härdle, Wolfgang Karl, 2014, "Localising forward intensities for multiperiod corporate default," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-040.
• Benschopa, Thijs & López Cabreraa, Brenda, 2014, "Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-050.
• Sijm, Jos & Lehmann, Paul & Chewpreecha, Unnada & Gawel, Erik & Mercure, Jean-Francois & Pollitt, Hector & Strunz, Sebastian, 2014, "EU climate and energy policy beyond 2020: Are additional targets and instruments for renewables economically reasonable?," UFZ Discussion Papers, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS), number 3/2014.
• Schumacher, Christian, 2014, "MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100289.
• Zeng, Jing, 2014, "Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100310.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014, "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100393.
• Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian, 2014, "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100429.
• Pirschel, Inske & Wolters, Maik, 2014, "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100587.
• Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014, "A money-based indicator for deflation risk," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100595.
• Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100597.
• Teresa, Buchen & Wohlrabe, Klaus, 2014, "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100626.
• Abiry, Raphael & Reuss, Karsten & Stichnoth, Holger, 2014, "Completed fertility effects of family policy measures: Evidence from a life-cycle model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-068.
• Stichnoth, Holger, 2014, "Short-run fertility effects of parental leave benefits: Evidence from a structural model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-069.
• Wei-Bin Zhang, 2014, "A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 12, issue 1, pages 28-45.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Imlak Shaikh & Puja Padhi, 2014, "The forecasting performance of implied volatility index: evidence from India VIX," Economic Change and Restructuring, Springer, volume 47, issue 4, pages 251-274, November, DOI: 10.1007/s10644-014-9149-z.
• Giancarlo Bruno, 2014, "Consumer confidence and consumption forecast: a non-parametric approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 37-52, February, DOI: 10.1007/s10663-013-9228-9.
• Maritta Paloviita & Matti Viren, 2014, "Inflation and output growth uncertainty in individual survey expectations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 1, pages 69-81, February, DOI: 10.1007/s10663-013-9225-z.
• Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014, "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 139-164, May, DOI: 10.1007/s11408-014-0226-0.
• Linda Nijland & Theo Arentze & Harry Timmermans, 2014, "Multi-day activity scheduling reactions to planned activities and future events in a dynamic model of activity-travel behavior," Journal of Geographical Systems, Springer, volume 16, issue 1, pages 71-87, January, DOI: 10.1007/s10109-013-0187-2.
• Felix Schindler, 2014, "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 1, pages 132-163, January, DOI: 10.1007/s11146-012-9384-x.
• Daniele Bianchi & Massimo Guidolin, 2014, "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 1, pages 116-164, July, DOI: 10.1007/s11146-013-9411-6.
• Maximilian Brauers & Matthias Thomas & Joachim Zietz, 2014, "Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 2, pages 165-184, August, DOI: 10.1007/s11146-013-9420-5.
• Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014, "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 477-523, November, DOI: 10.1007/s11146-013-9404-5.
• Vadim Dumitrascu, 2014, "Leadership and Organizational Positioning," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 105-108, March.
• Vadim Dumitrascu, 2014, "Leadership Functions in Modern Business Organizations," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 57-59, March.
• Jing Zeng, 2014, "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-20, Sep.
• Michele Bernardi & Jaqueson K. Galimberti, 2014, "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-356, Apr, DOI: 10.3929/ethz-a-010131559.
• Heiner Mikosch & Ying Zhang, 2014, "Forecasting Chinese GDP Growth with Mixed Frequency Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-359, Jul, DOI: 10.3929/ethz-a-010184765.
• Nyitrai, Tamás, 2014, "Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
  [Can the predictive capacity of bankruptcy forecasting models be increased without new classific," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 566-585.
• Naoya Sueishi & Arihiro Yoshimura, 2014, "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-001, Apr.
• Luciano Vereda & Hélio Lopes & Jessica Kubrusly & Adrian Pizzinga & Taofik Mohammed Ibrahim, 2014, "Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 377-393.
• Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed, 2014, "The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 31-66, Jan-June.
• Ömer Akgöbek & Emre Yakut, 2014, "Efficiency measurement in Turkish manufacturing sector using Data Envelopment Analysis (DEA) and Artificial Neural Networks (ANN)," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 35-45, June.
• Joocheol Kim & Eunhwan Kim, 2014, "An Empirical Analysis on Credit Risk Models and its Application," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 4, pages 14-27, August.
• Bruno Lanz & Simon Diet & Tim Swanson, 2014, "Global population growth, technology, and Malthusian constraints: a quantitative growth theoretic perspective," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 161, Jul.
• Aleksejs Melihovs, 2014, "Forecasting Natural Population Change: the Case of Latvia," Discussion Papers, Latvijas Banka, number 2014/03, Oct.
• Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2014, "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 14113.
• Aurélie Côté-Sergent, 2014, "Effets des tendances à long terme de l'obésité sur l'utilisation de soins de santé au Québec," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1408.
• Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand, 2014, "Reforming Old Age Security: Effects and Alternatives," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1410.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse," Cahiers de recherche, CIRPEE, number 1414.
• Atrianfar, Hamed & ,, 2014, "Evaluation of the Performance of Combined Methods in Real-Time Forecasting of Inflation in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 23-57, March.
• Hematy, Maryam & Boostani, Reza, 2014, "Constructing a New Monetary Condition Index for Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 119-147, April.
• Andrea Bastianin & Matteo Manera, 2020, "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers, University of Milano-Bicocca, Department of Economics, number 445, Jun, revised Jun 2020.
• Junji Ueda & Yasutaka Yoneta & Isao Ota, 2014, "A Quantitative Analysis for Required Adjustments for Japan fs Fiscal Policy," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 10, issue 3, pages 577-604, October.
• Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14068, Oct.
• Souhaib Ben Taieb & Rob J Hyndman, 2014, "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/14.
• Rob J Hyndman & Alan Lee & Earo Wang, 2014, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/14.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014, "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/14.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014, "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/14.
• David de Antonio Liedo, 2014, "Nowcasting Belgium," Working Paper Research, National Bank of Belgium, number 256, Apr.
• Victor Bystrov, 2014, "A factor-augmented model of markup on mortgage loans in Poland," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 6, pages 491-512.
• Marcin Kolasa & Michał Rubaszek, 2014, "How frequently should we re-estimate DSGE models?," NBP Working Papers, Narodowy Bank Polski, number 194.
• Anna Orlik & Laura Veldkamp, 2014, "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers, National Bureau of Economic Research, Inc, number 20445, Aug.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 20575, Oct.
• Mihaela Simionescu, 2014, "M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 2, issue 1, pages 54-59, June.
• Thomas Chalaux & Cyrille Schwellnus, 2014, "Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach," OECD Economics Department Working Papers, OECD Publishing, number 1109, Mar, DOI: 10.1787/5jz5t6b77rg4-en.
• Troy D. Matheson, 2014, "New indicators for tracking growth in real time," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 51-71, DOI: 10.1787/jbcma-2013-5jz741mh2czs.
• Tomáš Slacík & Katharina Steiner & Julia Wörz, 2014, "Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 36-56.
• Bradea Ioana & Sabau-Popa Claudia-Diana & Bolos Marcel Ioan, 2014, "Using Dashboards In Business Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 851-856, July.
• Drago Pupavac, 2014, "Econometric Model For Forecasting Traffic On Croatian Motorways," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 10, pages 891-900.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2014, "What Drives Commodity Prices?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 96, issue 5, pages 1455-1468.
• Jennifer Castle & David Hendry & Michael P. Clements, 2014, "Robust Approaches to Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 697, Jan.
• Kevin Sheppard & Wen Xu, 2014, "Factor High-Frequency Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 710, May.
• Andrew Martinez, 2014, "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers, University of Oxford, Department of Economics, number 727, Oct.
• Simionescu, Mihaela, 2014, "New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 18, issue 1, pages 112-129, December.
• Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
• Christiane Baumeister & Lutz Kilian, 2014, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 62, issue 1, pages 119-145, April.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
• Dean Fantazzini & Mario Maggi, 2014, "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 082, Jul.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-034, Oct.
• Francis X. Diebold & Minchul Shin, 2014, "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-038, Nov.
• Tomasz Jasinski & Agnieszka Scianowska, 2014, "Security Assessment and Optimization of Energy Supply," Working Papers, Institute of Economic Research, number 30/2014, Dec, revised Dec 2014.
• Dean Fantazzini, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-27, November, DOI: 10.1371/journal.pone.0111894.
• Zhu, Ke & Li, Wai Keung, 2014, "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 52732, Jan.
• Demiralay, Sercan & Ulusoy, Veysel, 2014, "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper, University Library of Munich, Germany, number 53229, Jan.
• Beja Jr., Edsel, 2014, "Income growth and happiness: Reassessment of the Easterlin Paradox," MPRA Paper, University Library of Munich, Germany, number 53360, Feb.
• zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang, 2014, "Determinants of financial distress in u.s. large bank holding companies," MPRA Paper, University Library of Munich, Germany, number 53545, Jan.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Forecasting Distress in European SME Portfolios," MPRA Paper, University Library of Munich, Germany, number 53572, Feb.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "Exchange Rate Predictability in a Changing World," MPRA Paper, University Library of Munich, Germany, number 53684, Feb.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Caporin, Massimiliano & Fontini, Fulvio, 2014, "The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises," MPRA Paper, University Library of Munich, Germany, number 53779, Feb.
• Liu, Chu-An & Kuo, Biing-Shen, 2014, "Model Averaging in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 54198, Mar.
• Tsyplakov, Alexander, 2014, "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper, University Library of Munich, Germany, number 55017, Apr.
• Harin, Alexander, 2014, "General correcting formulae for forecasts," MPRA Paper, University Library of Munich, Germany, number 55283, Apr.
• Hännikäinen, Jari, 2014, "Multi-step forecasting in the presence of breaks," MPRA Paper, University Library of Munich, Germany, number 55816, May.
• Franco, Ray John Gabriel & Mapa, Dennis S., 2014, "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper, University Library of Munich, Germany, number 55858.
• Halkos, George & Kevork, Ilias, 2014, "Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
  [Confidence intervals for percentiles in stationary ARMA processes: An appl," MPRA Paper, University Library of Munich, Germany, number 56134, May.
• Hännikäinen, Jari, 2014, "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper, University Library of Munich, Germany, number 56737, Jun.
• Karapanagiotidis, Paul, 2014, "Dynamic State-Space Models," MPRA Paper, University Library of Munich, Germany, number 56807, Jun.
• Asongu, Simplice, 2014, "On foreign aid distortions to governance," MPRA Paper, University Library of Munich, Germany, number 56812, Jan.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 57084, Jul.
• Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
• Caleiro, António, 2014, "De novo acerca da sazonalidade nos nascimentos em Portugal
  [Again on the seasonality of births in Portugal]," MPRA Paper, University Library of Munich, Germany, number 57708, Aug.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014, "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper, University Library of Munich, Germany, number 57957, Jun.
• Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Hännikäinen, Jari, 2014, "The mortgage spread as a predictor of real-time economic activity," MPRA Paper, University Library of Munich, Germany, number 58360, Sep.
• Ardakani, Omid & Kishor, N. Kundan, 2014, "Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics," MPRA Paper, University Library of Munich, Germany, number 58402, Sep.
• Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper, University Library of Munich, Germany, number 58956, Sep.
• Guérin, Pierre & Leiva-Leon, Danilo, 2014, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper, University Library of Munich, Germany, number 59361, Oct.
• Gatt, William, 2014, "Communicating uncertainty - a fan chart for HICP projections," MPRA Paper, University Library of Munich, Germany, number 59603, Sep.
• Fantazziini, Dean, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper, University Library of Munich, Germany, number 59696.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper, University Library of Munich, Germany, number 59770, Jul.
• Mehta, Anirudh & Kanishka, Kunal, 2014, "Modeling and Forecasting Volatility – How Reliable are modern day approaches?," MPRA Paper, University Library of Munich, Germany, number 59788, Nov.
• Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed, 2014, "On Forecasting Conflict in Sudan: 2009-2012," MPRA Paper, University Library of Munich, Germany, number 60069, Aug.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014, "Emissions and abatement costs for the passenger cars sector in Greece," MPRA Paper, University Library of Munich, Germany, number 60197, Nov.
• Giovannelli, Alessandro & Proietti, Tommaso, 2014, "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper, University Library of Munich, Germany, number 60673, Nov.
• Zeynalov, Ayaz, 2014, "Nowcasting Tourist Arrivals to Prague: Google Econometrics," MPRA Paper, University Library of Munich, Germany, number 60945.
• Barrera-Chaupis, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
  [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper, University Library of Munich, Germany, number 60959, Dec.
• Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014, "Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece," MPRA Paper, University Library of Munich, Germany, number 61032, Dec.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014, "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper, University Library of Munich, Germany, number 61153.
• Pönkä, Harri, 2014, "Predicting the direction of US stock markets using industry returns," MPRA Paper, University Library of Munich, Germany, number 62942, Feb.
• O'Hare, Colin & Li, Youwei, 2014, "Identifying structural breaks in stochastic mortality models," MPRA Paper, University Library of Munich, Germany, number 62994, Oct.
• Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014, "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper, University Library of Munich, Germany, number 63515, Oct.
• Tóth, Peter, 2014, "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
  [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper, University Library of Munich, Germany, number 63713, Oct.
• Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014, "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 64367, Oct.
• Chen, Song Xi & Lei, Lihua & Tu, Yundong, 2014, "Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI," MPRA Paper, University Library of Munich, Germany, number 67074, revised 2015.
• Muteba Mwamba, John Weirstrass & Webb, Daniel, 2014, "The predictability of asset returns in the BRICS countries: a nonparametric approach," MPRA Paper, University Library of Munich, Germany, number 72880, Jul, revised 15 Nov 2014.
• Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper, University Library of Munich, Germany, number 80431.
• de la Fonteijne, Marcel R., 2014, "Okun's Law, Dead or Alive: A Fundamental Approach," MPRA Paper, University Library of Munich, Germany, number 83911.
• Bilgili, Faik & Doğan, İbrahim & H. Tülüce, Nadide & Kuşkaya, Sevda, 2014, "The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts," MPRA Paper, University Library of Munich, Germany, number 90168, May.
• Ramadas, Sendhil & Palanisamy, Ramasundaram & Kuruvila, Anil & Chandrasekaran, Sundaramoorthy & Singh, Randhir & Sharma, Indu, 2014, "Food Price Volatility in India – Drivers, Impact and Policy Response," MPRA Paper, University Library of Munich, Germany, number 91131, Nov.
• Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Papers, University of Pretoria, Department of Economics, number 201418, May.
• Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
• Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201455, Oct.
• Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, University of Pretoria, Department of Economics, number 201460, Oct.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201463, Oct.
• Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
• Milan Bašta, 2014, "Simulating Bivariate Stationary Processes with Scale-Specific Characteristics," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 1, pages 3-26, DOI: 10.18267/j.aop.423.
• Michal Řičař, 2014, "Macroeconomic Modelling of a Firm's Default," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 1, pages 27-40, DOI: 10.18267/j.aop.424.
• Milan Bašta, 2014, "Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 2, pages 48-70, DOI: 10.18267/j.aop.431.
• Anna Staszewska-Bystrova & Peter Winker, 2014, "Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 89-104, June.
• Cláudia Duarte, 2014, "Autoregressive augmentation of MIDAS regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w201401.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial conditions and density forecasts for US output and inflation," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 1, Mar.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014, "Fat-tails in VAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 714, Mar.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial Conditions and Density Forecasts for US Output and Inflation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 715, Apr.
• Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Working Papers, Queen Mary University of London, School of Economics and Finance, number 720, Jul.
• Grigory Franguridi, 2014, "Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)," Quantile, Quantile, issue 12, pages 69-82, February.
• Orrego, Fabrizio, 2014, "Precios de viviendas en Lima," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 28, pages 47-59.
• Orrego, Fabrizio, 2014, "Precios de viviendas en Lima," Working Papers, Banco Central de Reserva del Perú, number 2014-008, May.
• Barrera, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers, Banco Central de Reserva del Perú, number 2014-024, Dec.
• Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014, "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-03, May.
• Michael P. Clements & Ana Beatriz Galvão, 2014, "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-04, Jun.
• Michael P. Clements, 2014, "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-06, Aug.
• Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014, "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2014-07, May.
• Ioana Alexandra Bradea, 2014, "Risks in hospitals. Assessment and Management," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 54, pages 25-36, December.
• Tuhkuri, Joonas, 2014, "Big Data: Google Searches Predict Unemployment in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 31, Aug.
• Peussa, Aleksandr, 2014, "Forecast Models for Private Consumption," ETLA Reports, The Research Institute of the Finnish Economy, number 34, Oct.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 04_14, Feb.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Paper series, Rimini Centre for Economic Analysis, number 06_14, Feb.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
• David Roland-Holst & Guntur Sugiyarto, 2014, "Growth Horizons for a Changing Asian Regional Economy," ADB Economics Working Paper Series, Asian Development Bank, number 392, Mar.
• Alexandr Shcherba, 2014, "Comparing «Realized volatility» models in the VaR calculation for the Russian equity market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 120-136.
• Boris Putko & Alexander Didenko & Mikhail Dubovikov, 2014, "The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 79-87.
• Georges Dionne & Maria Pacurar & Xiaozhou Zhou, 2014, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-1, Feb.
• Mei-Yu Lee, 2014, "Adequacy of Lagrange Multiplier Test," European Economic Letters, European Economics Letters Group, volume 3, issue 2, pages 32-35.
• Dominik Korniluk, 2014, "Stabilising expenditure rule in Poland – stochastic simulations for 2014-2040," MF Working Papers, Ministry of Finance in Poland, number 19, Sep.
• Mihaela Simionescu, 2014, "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 2, pages 131-140.
• Chih-Chung Yang & Yungho Leu & Chien-Pang Lee, 2014, "A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 115-129, June.
• Melike Bildirici & Özgür Ömer Ersin, 2014, "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-135, October.
• Emilian Dobrescu, 2014, "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014, "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141115, Nov.
• Marin ANDREICA & Mãdãlina Ecaterina POPESCU & Dragos MICU, 2014, "Proposal of a SMEs Forecast Management Support System," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 15, issue 2, pages 237-243, May.
• J. Wesley Burnett & Xueting Zhao, 2014, "Forecasting U.S. State-Level Carbon Dioxide Emissions," The Review of Regional Studies, Southern Regional Science Association, volume 44, issue 3, pages 223-240, Winter.
• Zheng Tian & Mulugeta Kahsai & Randall Jackson, 2014, "Technical Document for Price Adjustment," Working Papers, Regional Research Institute, West Virginia University, number Technical Document 2014-0, Jul, revised 11 Sep 2014.
• Mihaela Simionescu, 2014, "What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities," Romanian Journal of Regional Science, Romanian Regional Science Association, volume 8, issue 1, pages 87-102, JUNE.
• Irina Morozova & Tatiana Litvinova, 2014, "Features of the methods of entrepreneurial activity forecasting application on the market of agricultural machinery," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 8, issue 2, pages 100-107, June.
• Oana Simona HUDEA (CARAMAN), 2014, "Routes and Trends of Romanian Core Economic Variables," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 10, pages 129-137, Octomber.
• Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni, 2014, "Maximum entropy estimator for the predictability of energy commodity market time series," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0192, Jul.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014, "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper, Tor Vergata University, CEIS, number 310, Feb, revised 18 Feb 2014.
• Tommaso Proietti, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," CEIS Research Paper, Tor Vergata University, CEIS, number 319, Jul, revised 30 Jul 2014.
• Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 325, Aug, revised 08 Aug 2014.
• Marcin Kozak & Olesia Iefremova, 2014, "Implementation Of The Delphi Technique In Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 4, pages 36-45, May.
• Jayita Bit & Sarmila Banerjee, 2014, "Consumption of Wood Products and Dependence on Imports," Foreign Trade Review, , volume 49, issue 3, pages 263-290, August, DOI: 10.1177/0015732514539204.