Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2015

• Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
• António Alberto Santos, 2015, "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-10, Apr.
• António A. F. Santos, 2015, "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-17, Aug.
• Tilak Liyanaarachchi & Athula Naranpanawa & Jayatilleke S. Bandara, 2015, "The impact of trade liberalisation on labour markets and poverty in Sri Lanka," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201505, May.
• PEREAU Jean-Christophe & URSU Eugen, 2015, "Application of periodic autoregressive process to the modeling of the Garonne river flows," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2015-14.
• Constantin Burgi, 2015, "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers, The George Washington University, The Center for Economic Research, number 2015-001, Mar.
• William Larson, 2015, "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers, The George Washington University, The Center for Economic Research, number 2015-002, Jul.
• Neil R. Ericsson, 2015, "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers, The George Washington University, The Center for Economic Research, number 2015-003, Nov.
• Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions With Boosted Regression Trees," Working Papers, The George Washington University, The Center for Economic Research, number 2015-004, Dec.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, The George Washington University, The Center for Economic Research, number 2015-005, Dec.
• Constantin Bürgi & Tara M. Sinclair, 2015, "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers, The George Washington University, The Center for Economic Research, number 2015-006, Dec.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169307, May.
• Christophe Boucher & Bertrand Maillet, 2015, "La macroéconomie-en-risque," Post-Print, HAL, number hal-01243400, DOI: 10.3917/reco.pr2.0045.
• Georgiana-Denisa Banulescu & Elena Ivona Dumitrescu, 2015, "Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk," Post-Print, HAL, number hal-01385923.
• Christophe Boucher & Bertrand Maillet, 2015, "La macroéconomie-en-risque," Post-Print, HAL, number hal-01386001.
• Khaled Makhloufi & Bruno Ventelou & Mohammad Abu-Zaineh, 2015, "Have health insurance reforms in Tunisia attained their intended objectives?," Post-Print, HAL, number hal-01456119, Mar, DOI: 10.1007/s10754-014-9157-6.
• Nikola Gradojevic & Camillo Lento, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print, HAL, number hal-01563053, Jun, DOI: 10.1016/j.econmod.2015.02.028.
• Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2015, "Macroeconomic forecasting during the Great Recession: the return of non-linearity?," Post-Print, HAL, number hal-01635951.
• Laurent E. Calvet & Veronika Czellar, 2015, "Accurate Methods for Approximate Bayesian Computation Filtering," Post-Print, HAL, number hal-02313212, Oct, DOI: 10.1093/jjfinec/nbu019.
• Laurent E. Calvet & Veronika Czellar, 2015, "Through the Looking Glass : Indirect Inference via Simple Equilibria," Post-Print, HAL, number hal-02313236, Apr, DOI: 10.1016/j.jeconom.2014.11.003.
• Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015, "Understanding volatility dynamics in the EU-ETS market," Post-Print, HAL, number hal-02878047, Jul, DOI: 10.1016/j.enpol.2015.02.024.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print, HAL, number halshs-01169307, May.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2015, "Classification Models Via Tabu Search: An Application to Early Stage Venture Classification," Working Papers, HAL, number hal-02002758, Jul.
• Grote, Claudia & Bertram, Philip, 2015, "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-558, Jun.
• Katharina Glass & Ulrich Fritsche, 2015, "Real-time Macroeconomic Data and Uncertainty," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201406, Jul.
• Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201505, Oct.
• Reese, Simon, 2015, "Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates," Working Papers, Lund University, Department of Economics, number 2015:16, May.
• Dokken, Therese & Angelsen, Arild, 2015, "Forest reliance across poverty groups in Tanzania," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 06-2015, Mar.
• Lucas, André & Zhang, Xin, 2015, "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 309, Sep.
• Boris B. Demeshev & Oxana A. Malakhovskaya, 2015, "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers, National Research University Higher School of Economics, number WP BRP 105/EC/2015.
• Weigand, Roland & Wanger, Susanne & Zapf, Ines, 2015, "Factor structural time series models for official statistics with an application to hours worked in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201522.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015, "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2015n07, Mar.
• Stampini, Marco & Robles, Marcos & Sáenz, Mayra & Ibarrarán, Pablo & Medellín, Nadin, 2015, "Poverty, Vulnerability and the Middle Class in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 6878, Apr, DOI: http://dx.doi.org/10.18235/0012281.
• Ina Nurmalia Kurniati, 2015, "Forecasting Growth Of Third Party Funds," Working Papers, Bank Indonesia, number WP/10/2015, Dec.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015, "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 550.
• Christine Garnier & Elmar Mertens & Edward Nelson, 2015, "Trend Inflation in Advanced Economies," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 65-136, September.
• Michael Ehrmann, 2015, "Targeting Inflation from Below: How Do Inflation Expectations Behave?," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 213-249, September.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015, "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 1-46, December.
• Marcin Kolasa & Michal Rubaszek, 2015, "How Frequently Should We Reestimate DSGE Models?," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 279-305, December.
• Dina Frommert, 2015, "Spot On or Way Off? Validating Results of the AVID Microsimulation Model Retrospectively," International Journal of Microsimulation, International Microsimulation Association, volume 8, issue 1, pages 3-32.
• Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015, "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, volume 8, issue 2, pages 83-127.
• Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015, "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, volume 48, issue 1, pages 389-405, February, DOI: 10.1007/s00181-014-0887-6.
• Nan Cai & Zongwu Cai & Ying Fang & Qiuhua Xu, 2015, "Forecasting major Asian exchange rates using a new semiparametric STAR model," Empirical Economics, Springer, volume 48, issue 1, pages 407-426, February, DOI: 10.1007/s00181-014-0888-5.
• Harun Özkan & M. Yazgan, 2015, "Is forecasting inflation easier under inflation targeting?," Empirical Economics, Springer, volume 48, issue 2, pages 609-626, March, DOI: 10.1007/s00181-013-0793-3.
• Geoff Kenny & Thomas Kostka & Federico Masera, 2015, "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, volume 48, issue 3, pages 1203-1231, May, DOI: 10.1007/s00181-014-0815-9.
• Tommaso Proietti & Stefano Grassi, 2015, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Empirical Economics, Springer, volume 48, issue 3, pages 983-1011, May, DOI: 10.1007/s00181-014-0821-y.
• Michael Funke & Aaron Mehrotra & Hao Yu, 2015, "Tracking Chinese CPI inflation in real time," Empirical Economics, Springer, volume 48, issue 4, pages 1619-1641, June, DOI: 10.1007/s00181-014-0837-3.
• Robert Kunst & Philip Franses, 2015, "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, volume 49, issue 1, pages 363-387, August, DOI: 10.1007/s00181-014-0864-0.
• Michael Fertig & Martin Kahanec, 2015, "Projections of potential flows to the enlarging EU from Ukraine, Croatia and other Eastern neighbors," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 4, issue 1, pages 1-27, December, DOI: 10.1186/s40176-015-0029-8.
• Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015, "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 1-22, January, DOI: 10.1007/s12197-012-9234-y.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
• Caroline Rosentritt & Michael Rembold, 2015, "Steuerung der Leistungsprozesse in mehrstufigen Service-Netzwerken — Fallstudie zur Komplexitätsreduzierung durch Heuristiken am Beispiel der Ersatzteil-Bedarfsprognose," Schmalenbach Journal of Business Research, Springer, volume 67, issue 69, pages 135-149, January, DOI: 10.1007/BF03372938.
• Svetlana Rujin & Torsten Schmidt, 2015, "Zinswende in den USA — Fluch oder Segen für die Konjunktur im Euroraum?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 3, pages 186-191, March, DOI: 10.1007/s10273-015-1804-0.
• Wolfgang Maennig & Christopher Vierhaus, 2015, "Olympiabewerbung 2024: Erfolgsfaktoren aus sozialökonomischer Perspektive," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 3, pages 213-219, March, DOI: 10.1007/s10273-015-1808-9.
• Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015, "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/27, Dec.
• Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen, 2015, "Modelling and forecasting rig rates on the Norwegian Continental Shelf," Discussion Papers, Statistics Norway, Research Department, number 832, Dec.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015, "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2015, Jun.
• Marian Vavra, 2015, "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2015, Jun.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.
• Christopher Gibbs, 2015, "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers, School of Economics, The University of New South Wales, number 2015-05, Feb.
• Christopher G. Gibbs, 2015, "Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inflation," Discussion Papers, School of Economics, The University of New South Wales, number 2015-09, Apr.
• Mala Raghavan & Mardi Dungey, 2015, "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, volume 47, issue 11, pages 1086-1105, March, DOI: 10.1080/00036846.2014.990622.
• Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015, "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2541-2562, May, DOI: 10.1080/00036846.2014.1000517.
• Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
• Christian Hutter & Enzo Weber, 2015, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, volume 47, issue 33, pages 3540-3558, July, DOI: 10.1080/00036846.2015.1018672.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
• Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2015, "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 32-55, February, DOI: 10.1080/07474938.2014.944467.
• Monica Billio & Silvio Di Sanzo, 2015, "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 5, pages 956-966, May, DOI: 10.1080/02664763.2014.993367.
• Francis X. Diebold, 2015, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 1-1, January, DOI: 10.1080/07350015.2014.983236.
• Malte Knüppel, 2015, "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 270-281, April, DOI: 10.1080/07350015.2014.948175.
• Christiane Baumeister & Lutz Kilian, 2015, "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 338-351, July, DOI: 10.1080/07350015.2014.949342.
• Frank Schorfheide & Dongho Song, 2015, "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 366-380, July, DOI: 10.1080/07350015.2014.954707.
• Tae-Hwy Lee & Yundong Tu & Aman Ullah, 2015, "Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 3, pages 393-402, July, DOI: 10.1080/07350015.2014.955174.
• Ke Zhu & Wai Keung Li, 2015, "A New Pearson-Type QMLE for Conditionally Heteroscedastic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 4, pages 552-565, October, DOI: 10.1080/07350015.2014.977446.
• Selen Baser Andic & Fethi Ogunc, 2015, "Variable Selection for Inflation : A Pseudo Out-of-sample Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1506.
• Hatice Gokce Karasoy & Caglar Yunculer, 2015, "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1519.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-018/III, Feb.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
• Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-083/III, Jul.
• Michael S. Delgado & Raymond J.G.M. Florax, 2015, "Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-091/VIII, Jul.
• Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015, "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-125/III, Nov.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
• Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015, "Macroeconomic regimes," Other publications TiSEM, Tilburg University, School of Economics and Management, number e92a1993-778e-4ce2-b603-6.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015, "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers, Towson University, Department of Economics, number 2015-02, Jul, revised Jul 2015.
• Yongchen Zhao, 2015, "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers, Towson University, Department of Economics, number 2015-04, Dec, revised Mar 2020.
• Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-02, Feb.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-16, Nov.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1501.
• Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015, "Volatility spillovers in EMU sovereign bond markets," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1504.
• Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
• Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
• Tae-Hwy Lee & Yiyao Wang, 2015, "Finding SPF Percentiles Closest to Greenbook," Working Papers, University of California at Riverside, Department of Economics, number 201503, Feb.
• Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2015, "Quantile-Covariance Three-Pass Regression Filter," Working Papers, University of California at Riverside, Department of Economics, number 202513, Oct.
• Dmytro Pokidin, 2015, "National Bank of Ukraine Econometric Model for the Assessment of Banks' Credit Risk and Support Vector Machine Alternative," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 52-72, DOI: 10.26531/vnbu2015.234.052.
• Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015, "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1512, Sep.
• Zatul Karamah Ahmad Baharul-Ulum & Ismail Ahmad & Norhana Salamudin & Norzaidi Mohd Daud, 2015, "The Effects of Risk Modelling: Assessing Value-at-Risk Accuracy," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, volume 7, issue 2, pages 1-29, July.
• Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015, "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 029, Jan, DOI: 10.26481/umagsb.2015029.
• Barbara Rossi & Tatevik Sekhposyan, 2015, "Macroeconomic uncertainty indices based on nowcast and forecast error distributions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1477, Jan.
• Majid M. Al-Sadoon, 2015, "Testing subspace Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1495, Nov.
• Mihaela Simionescu, 2015, "Forecasts for activity rate on labour market in Romania using econometric models," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), volume 6, issue 1, pages 89-101, January-A.
• Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015, "Monetary Policy with Diverse Private Expectations," Working Papers, Utrecht School of Economics, number 15-03.
• Buncic, Daniel & Gisler, Katja I. M., 2015, "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1508, Mar.
• Buncic, Daniel & Tischhauser, Martin, 2015, "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1522, Oct.
• Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015, "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1513, Jul.
• Coda Moscarola, Flavia & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena, 2015, "Shifting Taxes from Labour to Property. A Simulation under Labour Market Equilibrium," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201501, Jan.
• Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 29, Jul.
• Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015, "Market Sentiment and Paradigm Shifts," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 356, Mar.
• Thomas Lundhede & Jette Bredahl Jacobsen & Nick Hanley & Niels Strange & Bo Jellesmark Thorsen, 2015, "Incorporating Outcome Uncertainty and Prior Outcome Beliefs in Stated Preferences," Land Economics, University of Wisconsin Press, volume 91, issue 2, pages 296-316.
• Daniel V. Gordon & Rögnvaldur Hannesson, 2015, "The Norwegian Winter Herring Fishery: A Story of Technological Progress and Stock Collapse," Land Economics, University of Wisconsin Press, volume 91, issue 2, pages 362-385.
• Patrick Doupe, 2015, "The Costs of Error in Setting Reference Rates for Reduced Deforestation," Land Economics, University of Wisconsin Press, volume 91, issue 4, pages 723-738.
• Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015, "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers, University of South Africa, Department of Economics, number 18979, Jul.
• Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:04.
• DUMITRESCU, Sorin, 2015, "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 30-50.
• SIMIONESCU, Mihaela, 2015, "Modelling And Predicting The Indirect Taxes In Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 67-77.
• Vesna Bucevska, 2015, "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 493-510.
• Michael P. Cameron & William Cochrane, 2015, "Using Land-Use Modelling to Statistically Downscale Population Projections to Small Areas," Working Papers in Economics, University of Waikato, number 15/12, Nov.
• Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
• Zuzana Brixiova & Qingwei Meng & Mthuli Ncube, 2015, "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 16, issue 3, pages 141-162, July.
• Konstantin Kholodilin, 2015, "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers, European Regional Science Association, number ersa15p67, Oct.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2015, "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp205, Sep.
• Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael, 2015, "Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 205, Sep.
• Peter Reinhard Hansen & Allan Timmermann, 2015, "Equivalence Between Out‐of‐Sample Forecast Comparisons and Wald Statistics," Econometrica, Econometric Society, volume 83, issue , pages 2485-2505, November.
• Raffaella Giacomini, 2015, "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 22-41, June.
• Robert M. Sauer, 2015, "Does It Pay For Women To Volunteer?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 2, pages 537-564, May, DOI: 10.1111/iere.12114.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015, "Bayesian VARs: Specification Choices and Forecast Accuracy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 46-73, January.
• Maik H. Wolters, 2015, "Evaluating Point and Density Forecasts of DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 74-96, January.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015, "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 596-620, June.
• Christian Conrad & Karin Loch, 2015, "Anticipating Long‐Term Stock Market Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1090-1114, November.
• Rianne Legerstee & Philip Hans Franses, 2015, "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 4, pages 290-302, July.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015, "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 847-866, August, DOI: 10.1111/jmcb.12228.
• Carlos Madeira & Basit Zafar, 2015, "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 5, pages 867-896, August, DOI: 10.1111/jmcb.12230.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015, "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500050.
• Bernard Njindan Iyke & Nicholas M. Odhiambo, 2015, "The Determinants of Long-run Real Exchange Rate in South Africa: A Fundamental Equilibrium Approach," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 3, pages 319-336, September, DOI: 10.1515/GEJ-2015-0015.
• Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron, 2015, "Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/01, Feb.
• Bidong Liu & Jiali Liu & Tao Hong, 2015, "Sister models for load forecast combination," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/02, Feb.
• Katarzyna Maciejowska & Rafal Weron, 2015, "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/04.
• Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
• Katarzyna Maciejowska & Jakub Nowotarski, 2015, "A hybrid model for GEFCom2014 probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/06, May.
• Pu Wang & Bidong Liu & Tao Hong, 2015, "Electric load forecasting with recency effect: A big data approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/08, Oct.
• Stephen Chick & Martin Forster & Paolo Pertile, 2015, "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers, Department of Economics, University of York, number 15/09, Jun.
• Laura Coroneo & Fabrizio Iacone, 2015, "Comparing predictive accuracy in small samples," Discussion Papers, Department of Economics, University of York, number 15/15, Sep.
• Laura Coroneo, 2015, "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers, Department of Economics, University of York, number 15/23, Oct.
• Petar Sorić & Ivana Lolić & Mirjana Čižmešija, 2015, "European economic sentiment indicator: An empirical reappraisal," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1505, Aug.
• Mario Situm, 2015, "The Relevance of Trend Variables for the Prediction of Corporate Crises and Insolvencies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 18, issue 1, pages 17-49, May.
• Mikosch, Heiner & Neuwirth, Stefan, 2015, "Real-time forecasting with a MIDAS VAR," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2015.
• Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015, "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2015.
• Fernald, John & Hsu, Eric & Spiegel, Mark M., 2015, "Is China fudging its figures? Evidence from trading partner data," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 29/2015.
• Grundke, Peter & Pliszka, Kamil, 2015, "A macroeconomic reverse stress test," Discussion Papers, Deutsche Bundesbank, number 30/2015.
• Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K., 2015, "Inside the crystal ball: New approaches to predicting the gasoline price at the pump," CFS Working Paper Series, Center for Financial Studies (CFS), number 500.
• Baumeister, Christiane & Kilian, Lutz, 2015, "Understanding the decline in the price of oil since June 2014," CFS Working Paper Series, Center for Financial Studies (CFS), number 501.
• Baumeister, Christiane & Kilian, Lutz, 2015, "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series, Center for Financial Studies (CFS), number 525.
• Lázár, Ede, 2015, "Customer Churn Prediction Embedded in an Analytical CRM Model," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2015), Kotor, Montengero, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Kotor, Montengero, 10-11 September 2015".
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 29.
• Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
• Ghonghadze, Jaba & Lux, Thomas, 2015, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 38.
• Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015, "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 03-2015.
• Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 13-2015.
• Müller, Christian, 2015, "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-41.
• Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015, "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers, Kiel Institute for the World Economy, number 1947 [rev.].
• Schwarzmüller, Tim, 2015, "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers, Kiel Institute for the World Economy, number 1982.
• Sarlin, Peter & von Schweinitz, Gregor, 2015, "Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2015.
• Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2014 bis 2019," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 1, pages 44-48.
• Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz, 2015, "Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2015 bis 2020," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 3, issue 5, pages 224-228.
• Deschermeier, Philipp, 2015, "Die Entwicklung der Bevölkerung Deutschlands bis 2030: Ein Methodenvergleich," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 42, issue 2, pages 97-111, DOI: 10.2373/1864-810X.15-02-06.
• Döhrn, Roland & an de Meulen, Philipp, 2015, "Weather, the Forgotten Factor in Business Cycle Analyses," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 539, DOI: 10.4419/86788617.
• Kitlinski, Tobias, 2015, "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 558, DOI: 10.4419/86788639.
• Kitlinski, Tobias & an de Meulen, Philipp, 2015, "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 559, DOI: 10.4419/86788640.
• Schulz, Rainer & Wersing, Martin, 2015, "Forecasting the oil price using house prices," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-041.
• Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2015, "Copula-based factor model for credit risk analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-042.
• Hanslin Grossmann, Sandra & Scheufele, Rolf, 2015, "Foreign PMIs: A reliable indicator for Swiss exports," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112830.
• Beckers, Benjamin, 2015, "The real-time predictive content of asset price bubbles for macro forecasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112852.
• Dimpfl, Thomas & Langen, Tobias, 2015, "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112921.
• von Schweinitz, Gregor & Sarlin, Peter, 2015, "Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112964.
• Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2015, "Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112999.
• Pirschel, Inske, 2015, "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113031.
• Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015, "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113077.
• Schreiber, Sven & Breitung, Jörg, 2015, "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113111.
• Marczak, Martyna & Proietti, Tommaso, 2015, "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113137.