Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

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, 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, 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, number 1931.
• 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, 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, 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.
• Elena Olmedo, 2014, "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 2, pages 183-197, February, DOI: 10.1007/s10614-013-9371-1.
• 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 classification methods?]," 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 de las predicciones de inflación en Rumanía y Bul," 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 application using environmental data]," 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.