Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2014

• 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.
• Марков Л. С. & Маркова В. М., 2014, "Влияние характеристик среды на эволюцию отраслевой системы. Influence of the environment characteristics on industry system evolution," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 3, pages 103-112.
• Alpaslan YARAR & Mustafa ONÜÇYILDIZ & Nuri PEKÇET?N, 2014, "Forecasting The Runoff Data Using Adaptive Neuro Fuzzy Inference Systems (ANFIS)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201599, Jun.
• Nils Wittmann & Eppinger Marcus, 2014, "Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0900012, Dec.
• Kloudová Dana, 2014, "Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 0402134, Jul.
• Rendón De la Torre, Stephanie, 2014, "Aplicación de análisis multifractal de exponentes de Hölder en mercados financieros mexicanos : índice accionario IPC y tipo de cambio USD/MXN / A Multifractal Analysis Application of Hölder Exponents in Mexican Financial Markets: Mexican Stock Index," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 191-208, julio-dic.
• Piotr Wdowiński, 2014, "Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 55-77.
• Beatrice Pierluigi & Jan Bruha & Roberta Serafini, 2014, "Euro area labour markets: Different reaction to shocks?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 2, pages 34-60, DOI: 10.7172/2353-6845.jbfe.2014.2.2.
• Mihaela Simionescu, 2014, "Modelling And Predicting The Real Gdp Rate In Romania," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 6, issue 3 (Novemb, pages 305-314.
• Atsushi Inoue & Lutz Kilian, 2014, "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1401, Feb.
• Simone Auer, 2014, "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers, Swiss National Bank, number 2014-02.
• Nikolaos D. Geomelos & Evangelos Xideas, 2014, "Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 2, pages 14-39, April-Jun.
• A. Malliaris & Mary Malliaris, 2014, "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 339-353, June, DOI: 10.1007/s10100-013-0298-3.
• P. Schanbacher, 2014, "Measuring and adjusting for overconfidence," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 423-452, October, DOI: 10.1007/s10203-013-0153-y.
• Wojciech W. Charemza & Yuriy Kharin & Vladislav Maevskiy, 2014, "Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Frauke Schleer-van Gellecom, "Advances in Non-linear Economic Modeling", DOI: 10.1007/978-3-642-42039-9_6.
• Giovanni De Luca & Alfonso Carfora, 2014, "Predicting U.S. recessions through a combination of probability forecasts," Empirical Economics, Springer, volume 46, issue 1, pages 127-144, February, DOI: 10.1007/s00181-012-0671-4.
• Nicholas Taylor, 2014, "Economic forecast quality: information timeliness and data vintage effects," Empirical Economics, Springer, volume 46, issue 1, pages 145-174, February, DOI: 10.1007/s00181-012-0672-3.
• Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2014, "Evaluating FOMC forecast ranges: an interval data approach," Empirical Economics, Springer, volume 47, issue 1, pages 365-388, August, DOI: 10.1007/s00181-013-0736-z.
• E. Mamatzakis, 2014, "Revealing asymmetries in the loss function of WTI oil futures market," Empirical Economics, Springer, volume 47, issue 2, pages 411-426, September, DOI: 10.1007/s00181-013-0764-8.
• Yasutomo Murasawa, 2014, "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, volume 47, issue 2, pages 495-522, September, DOI: 10.1007/s00181-013-0747-9.
• Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014, "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, volume 47, issue 4, pages 1497-1523, December, DOI: 10.1007/s00181-013-0789-z.
• Yanhui Chen & Kin Lai & Jiangze Du, 2014, "Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 4, issue 2, pages 113-132, December, DOI: 10.1007/s40822-015-0013-x.
• Edsel Beja, 2014, "Income growth and happiness: reassessment of the Easterlin Paradox," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 61, issue 4, pages 329-346, December, DOI: 10.1007/s12232-014-0211-y.
• Robert Lehmann & Klaus Wohlrabe, 2014, "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), volume 34, issue 1, pages 61-90, February, DOI: 10.1007/s10037-013-0083-8.
• Marko Milojević & Ivica Terzić, 2014, "Modeling Market Risk In Frontier Equity Markets—Evidence From Serbia," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 126-133, July, DOI: 10.12955/cbup.v2.455.
• Asger Lunde & Kasper V. Olesen, 2014, "Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-19, Nov.
• Markku Lanne & Henri Nyberg, 2014, "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-17, May.
• Martyna Marczak & Tommaso Proietti, 2014, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-20, Aug.
• Gustavo Fruet Dias & George Kapetanios, 2014, "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-37, Oct.
• Gustavo Fruet Dias & Fotis Papailias, 2014, "Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-55, Dec.
• Simplice Anutechia Asongu, 2014, "On foreign aid distortions to governance," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 14_015, Aug, revised Oct 2014.
• Simplice A. Asongu, 2014, "On foreign aid distortions to governance," Research Africa Network Working Papers, Research Africa Network (RAN), number 14/003, Jan.
• Kym Anderson & Glyn Wittwer, 2014, "Asia's Evolving Role in Global Wine Markets," Wine Economics Research Centre Working Papers, University of Adelaide, Wine Economics Research Centre, number 2014-01, Jun.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "EMU sovereign debt market crisis: Fundamentals-based or pure contagion?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 14-08, May.
• Emilian Dobrescu, 2014, "A Hybrid Forecasting Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 16, issue 35, pages 390-390, February.
• Asongu Simplice, 2014, "On foreign aid distortions to governance," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 14/003, Jan.
• Dharmasena, Senarath & Bessler, David A. & Todd, Jessica & Capps, Oral, Jr., 2014, "Dynamics of the Food Environment in the United States," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169797, May, DOI: 10.22004/ag.econ.169797.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014, "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 165791, Mar, DOI: 10.22004/ag.econ.165791.
• Dharmasena, Senarath & Ishdorj, Ariun & Capps, Oral, Jr. & Bessler, David A., 2014, "Dynamics of Macroeconomic Shocks on Food Assistance Programs in the United States," 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas, Southern Agricultural Economics Association, number 162368, Jan, DOI: 10.22004/ag.econ.162368.
• Mihaela SIMIONESCU, 2014, "Improving The Inflation Rate Forecasts Of Romanian Experts Using A Fixed-Effects Models Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 13, pages 87-102, June.
• Mary Violeta Bar, 2014, "The Computational Intelligence Techniques For Predictions - Artificial Neural Networks," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 184-190.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy," a/ Policy Briefs Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1401, Jun.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1405, Nov.
• Alberto Bagnai & Christian Alexander Mongeau Ospina, 2014, "Long- and short-run price asymmetries in the Italian energy market: the case of gasoline and heating gasoil," a/ Working Papers Series, Italian Association for the Study of Economic Asymmetries, Rome (Italy), number 1407, Dec.
• Miklós Virág & Tamás Nyitrai, 2014, "Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 64, issue 4, pages 419-440, December.
• Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014, "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-13.
• Oscar Claveria & Enric Monte & Salvador Torra, 2014, "“A multivariate neural network approach to tourism demand forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201410, May, revised May 2014.
• Narek Ghazaryan, 2014, "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers, Central Bank of Armenia, number 3, Apr, revised Dec 2015.
• Hayk Karapetyan, 2019, "Estimating Potential Output at the Central Bank of Armenia," Working Papers, Central Bank of Armenia, number 12, Oct.
• Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Papers, arXiv.org, number 1403.0627, Mar.
• Roland Weigand, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 144, Mar.
• Weigand, Roland, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 478, Mar.
• Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1409, Jul.
• Maxime Leboeuf & Louis Morel, 2014, "Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions," Discussion Papers, Bank of Canada, number 14-3, DOI: 10.34989/sdp-2014-3.
• Olivier Gervais & Marc-André Gosselin, 2014, "Analyzing and Forecasting the Canadian Economy through the LENS Model," Technical Reports, Bank of Canada, number 102, DOI: 10.34989/tr-102.
• Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers, Bank of Canada, number 14-11, DOI: 10.34989/swp-2014-11.
• Mark Rempel, 2014, "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers, Bank of Canada, number 14-25, DOI: 10.34989/swp-2014-25.
• Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro, 2014, "Consumer Attitudes and the Epidemiology of Inflation Expectations," Staff Working Papers, Bank of Canada, number 14-28, DOI: 10.34989/swp-2014-28.
• Rodrigo Sekkel, 2014, "Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?," Staff Working Papers, Bank of Canada, number 14-40, DOI: 10.34989/swp-2014-40.
• Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014, "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers, Bank of Canada, number 14-42, DOI: 10.34989/swp-2014-42.
• Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2014, "Are There Gains from Pooling Real-Time Oil Price Forecasts?," Staff Working Papers, Bank of Canada, number 14-46, DOI: 10.34989/swp-2014-46.
• Michael Ehrmann, 2014, "Targeting Inflation from Below - How Do Inflation Expectations Behave?," Staff Working Papers, Bank of Canada, number 14-52, DOI: 10.34989/swp-2014-52.
• Muriel Nguiffo-Boyom, 2014, "2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model," BCL working papers, Central Bank of Luxembourg, number 88, Mar.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014, "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 62.
• Javier J. Pérez & Rocío Prieto, 2014, "The structure of sub-natural public debt: Liquidity vs credit risk," Working Papers, Banco de España, number 1403, Feb.
• Ivan Faiella & Alessandro Mistretta, 2014, "Firms' energy costs and competitiveness in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 214, Mar.
• Marianna Riggi & Fabrizio Venditti, 2014, "Surprise! Euro area inflation has fallen," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 237, Sep.
• Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 977, Oct.
• Fabio Busetti, 2014, "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 979, Oct.
• Ignacio Lozano & Alexander Guarín, 2014, "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia, Banco de la Republica de Colombia, number 813, Jun, DOI: 10.32468/be.813.
• Ignacio Lozano & Alexander Guarín, 2014, "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia, Banco de la Republica de Colombia, number 813i, Mar, DOI: 10.32468/be.813-I.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 821, May, DOI: 10.32468/be.821.
• Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014, "On Forecast Evaluation," Borradores de Economia, Banco de la Republica de Colombia, number 825, Jun, DOI: 10.32468/be.825.
• Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia, Banco de la Republica de Colombia, number 853, Nov, DOI: 10.32468/be.853.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014, "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 77-86, July, DOI: 10.1016/S0120-4483(14)70020-X.
• Ignacio Lozano & Alexander Guarin, 2014, "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 75, pages 48-63, December, DOI: 10.1016/j.espe.2014.10.001.
• Matteo Mogliani & V ronique Brunhes-Lesage & Olivier Darn & Bertrand Pluyaud, 2014, "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers, Banque de France, number 473.
• Alain Monfort & Renne, J.-P. & Roussellet, G., 2014, "A Quadratic Kalman Filter," Working papers, Banque de France, number 486.
• Laurent Ferrara & Clément Marsilli, 2014, "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Working papers, Banque de France, number 515.
• Jean-Paul Renne, 2014, "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers, Banque de France, number 517.
• Clément Marsilli, 2014, "Variable Selection in Predictive MIDAS Models," Working papers, Banque de France, number 520.
• Barbara Rossi, 2015, "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers, Barcelona School of Economics, number 765, Sep.
• Lu Jin & Atsushi Inoue & Barbara Rossi, 2015, "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers, Barcelona School of Economics, number 768, Sep.
• Raffaella Giacomini & Barbara Rossi, 2015, "Model Comparisons in Unstable Environments," Working Papers, Barcelona School of Economics, number 784, Sep.
• Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers, Barcelona School of Economics, number 819, Sep.
• Helena Rodríguez, 2014, "Un indicador de la evolución del PIB uruguayo en tiempo real," Documentos de trabajo, Banco Central del Uruguay, number 2014009.
• Shiu-Sheng Chen, 2014, "Forecasting Crude Oil Price Movements With Oil-Sensitive Stocks," Economic Inquiry, Western Economic Association International, volume 52, issue 2, pages 830-844, April.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014, "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 2, pages 195-208, April.
• Stavros Degiannakis & Pamela Dent & Christos Floros, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, volume 82, issue 1, pages 71-102, January.
• Akbar Komijani & Esmaeil Naderi & Nadiya Gandali Alikhani, 2014, "A hybrid approach for forecasting of oil prices volatility," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 38, issue 3, pages 323-340, September.
• Justin Doran & Bernard Fingleton, 2014, "Economic shocks and growth: Spatio-temporal perspectives on Europe's economies in a time of crisis," Papers in Regional Science, Wiley Blackwell, volume 93, issue , pages 137-165, November.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014, "Forecasting recessions in real time," Working Paper, Norges Bank, number 2014/02, Feb.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Paper, Norges Bank, number 2014/10, Jul.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014, "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper, Norges Bank, number 2014/11, Jul.
• Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014, "Have standard VARs remained stable since the crisis?," Working Paper, Norges Bank, number 2014/13, Sep.
• Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
• Nicholas Fawcett & George Kapetanios & James Mitchell & Simon Price, 2014, "Generalised density forecast combinations," Bank of England working papers, Bank of England, number 492, Mar.
• Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014, "Exploiting the monthly data flow in structural forecasting," Bank of England working papers, Bank of England, number 509, Sep.
• Jinhee Lee & Dukpa Kim, 2014, "Forecasting Korean Macroeconomic Variables with Autoregressions and Vector Autoregressions (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 4, pages 114-150, December.
• Ah Jin Choi & Kyu Ho Kang, 2014, "Predictive Density Simulation of the Korean Yield Curve: Pooling Method Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 4, pages 76-113, December.
• Hail Park & Yongcheol Shin, 2014, "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers, Economic Research Institute, Bank of Korea, number 2014-16, Jun.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014, "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers, Economic Research Institute, Bank of Korea, number 2014-19, Jul.
• A. Girardi & R. Golinelli & C. Pappalardo, 2014, "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp919, Jan.
• F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio, 2014, "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp956, Jul.
• Luis Filipe Martins & Pierre Perron, 2014, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2014-003, Mar.
• Kristensen Johannes Tang, 2014, "Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 3, pages 309-338, May, DOI: 10.1515/snde-2012-0049.
• Ravazzolo Francesco & Vahey Shaun P., 2014, "Forecast densities for economic aggregates from disaggregate ensembles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 4, pages 367-381, September, DOI: 10.1515/snde-2012-0088.
• Porqueddu Mario & Venditti Fabrizio, 2014, "Do food commodity prices have asymmetric effects on euro-area inflation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 18, issue 4, pages 419-443, September, DOI: 10.1515/snde-2012-0077.
• Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers, Brandeis University, Department of Economics and International Business School, number 76, Jul.
• Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/10, Mar.
• Marc Hansen & Helmut Herwartz & Malte Rengel, 2014, "State dependence of aggregated risk aversion: Evidence for the German stock market," Journal of Applied Economics, Universidad del CEMA, volume 17, pages 257-282, November.
• Olivier Schöni, 2014, "Asymptotic Properties of Imputed Hedonic Price Indices," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0166, Oct.
• Pablo Duarte & Bernd Süssmuth, 2014, "Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP," CESifo Working Paper Series, CESifo, number 4574.
• Tim Oliver Berg & Steffen Henzel, 2014, "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series, CESifo, number 4711.