Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2014

• 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," 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.
• Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2014, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2014, Nov.
• 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.
• Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014, "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series, CESifo, number 5100.
• Robert Lehmann & Michael Weber, 2014, "Der Blick in die Glaskugel wird schärfer: EineEvaluation der Treffsicherheit der ifo DresdenKonjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 21, issue 03, pages 45-46, June.
• Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser, 2014, "Evaluation der ifo Konjunkturprognosen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 67, issue 17, pages 43-45, September.
• Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014, "Exploiting the monthly data-flow in structural forecasting," Discussion Papers, Centre for Macroeconomics (CFM), number 1416, Jun.
• Richard Harrison, 2014, "Estimating the Effects of Forward Guidance in Rational Expectations Models," Discussion Papers, Centre for Macroeconomics (CFM), number 1429, Nov.
• Ioana-Iuliana TOMULEASA, 2014, "The Soundness Of The Banking System During The Global Financial Crisis," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 598-608, April.
• Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva, 2014, "Evaluating a Structural Model Forecast: Decomposition Approach," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2014/02, Aug.
• Michal Franta & David Havrlant & Marek Rusnak, 2014, "Forecasting Czech GDP Using Mixed-Frequency Data Models," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/08, Nov.
• Tomas Adam & Miroslav Plasil, 2014, "The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/11, Dec.
• Ignacio Lozano & Alexander Guar�n, 2014, "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia, Banco de la Republica, number 11145, Mar.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014, "Pron�sticos para una econom�a menos vol�til: El caso colombiano," Borradores de Economia, Banco de la Republica, number 11252, May.
• Wilmer Osvaldo Mart�nez-Rivera & Manuel Dario Hern�ndez-Bejarano & Juan Manuel Julio-Rom�n, 2014, "On Forecast Evaluation," Borradores de Economia, Banco de la Republica, number 11604, Jun.
• Luis F. Melo Velandia & Rub�n 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, number 12323, Nov.
• Alexander Guarín & Andr�s Gonz�lez & Daphn� Skandalis & Daniela S�nchez, 2014, "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 73, pages 77-86, DOI: 10.1016/S0120-4483(14)70020-X.
• Ignacio Lozano & Alexander Guar�n, 2014, "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 48-63, DOI: 10.1016/j.espe.2014.10.001.
• Andrés Ramírez Hassan & Johnatan Cardona Jim�nez, 2014, "Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10898, Feb.
• Andrés Ramírez Hassan & Jhonatan Cardona Jim�nez & Raul Pericchi Guerra, 2014, "What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 12434, Jul.
• Silvia Bou Ysas & Magda Cay�n Costa & Albert Hern�ndez, 2014, "Análisis de la heurística en la contratación empresarial a través de una cartera de derivados reales," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 6, issue 1, pages 73-94.
• Wilmer Javier Ríos Pinerez & Carlos Andr�s Yanes Guerra, 2014, "Duration Models to Evaluate First Employment Law’s Impact in Colombia," Documentos de Trabajo, Universidad Católica de Colombia, number 12417, Nov.
• G.A. Meagher & Felicity Pang & R.A. Wilson, 2014, "Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-248, Sep.
• G.A. Meagher & R.A.Wilson & E.Yerushalmi, 2014, "Emerging Structural Pressures in European Labour Markets," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-249, Sep.
• BAUWENS, Luc & DE BACKER, Bruno & DUFAYS, Arnaud, 2014, "A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2641, Jan.
• Joris de Wind & Luca Gambetti, 2014, "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 270, Mar.
• Joris de Wind, 2014, "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 271, Mar.
• Kolasa, Marcin & Rubaszek, Michał, 2014, "Forecasting with DSGE models with financial frictions," Dynare Working Papers, CEPREMAP, number 40, Jun.
• Dorota Ewa Grochowina, 2014, "The Influence of Data Imputation Methods on the Classification Efficiency of the Logit Model Used for Forecasting the Bankruptcy of Companies," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 2, pages 187-203.
• Taylor, Mark & Hsu, Po-Hsuan, 2014, "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10018, Jun.
• Kilian, Lutz & Baumeister, Christiane & Lee, Thomas K, 2014, "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10075, Jul.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10160, Sep.
• Kilian, Lutz & Baumeister, Christiane, 2014, "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10162, Sep.
• Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014, "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10168, Sep.
• Ghysels, Eric & Ball, Ryan & Zhou, Huan, 2014, "Can we Automate Earnings Forecasts and Beat Analysts?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10186, Oct.
• Giacomini, Raffaella, 2014, "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10201, Oct.
• Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014, "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10272, Nov.
• Marcellino, Massimiliano & Foroni, Claudia, 2014, "Markov-Switching Mixed-Frequency VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9815, Feb.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2014, "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9848, Mar.
• Kilian, Lutz & Inoue, Atsushi, 2014, "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9892, Mar.
• Giannone, Domenico & Banbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9931, Apr.
• Mario Coccia & Lili Wang, 2014, "Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201401, Feb.
• Andrea Monticini & Francesco Ravazzolo, 2014, "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def010, Feb.
• Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws140503, Feb.
• Antonis Michis, 2014, "Time Scale Evaluation of Economic Forecasts," Working Papers, Central Bank of Cyprus, number 2014-1, Feb.
• Konstantin A. Kholodilin & Dirk Ulbricht, 2014, "Mietpreisbremse: Wohnungsmarktregulierung bringt mehr Schaden als Nutzen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 81, issue 15, pages 319-327.
• Corporate author, 2014, "Von einer Explosion der Mieten kann keine Rede sein: Sechs Fragen an Konstantin Kholodilin," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 81, issue 15, pages 328-328.
• Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014, "Stark steigende Immobilienpreise in Deutschland: aber keine gesamtwirtschaftlich riskante Spekulationsblase," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 81, issue 47, pages 1231-1240.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2014, "Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1360.
• Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014, "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1393.
• Guglielmo Maria Caporale & Marinko Skare, 2014, "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1395.
• Johannes Mayr & Dirk Ulbricht, 2014, "Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1412.
• Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014, "Speculative Price Bubbles in Urban Housing Markets in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1417.
• Michalski , Tomasz & Amat , Christophe, 2014, "Fundamentals and Exchange Rate Forecastability with Machine Learning Methods," HEC Research Papers Series, HEC Paris, number 1049, Aug.
• Martha Banbura & Domenico Giannone & Michèle Lenza, 2014, "Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-15, Mar.
• Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014, "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series, European Central Bank, number 155, Sep.
• Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014, "Does the federal reserve staff still beat private forecasters?," Working Paper Series, European Central Bank, number 1635, Feb.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014, "Density characteristics and density forecast performance: a panel analysis," Working Paper Series, European Central Bank, number 1679, May.
• Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014, "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series, European Central Bank, number 1688, Jul.
• Dées, Stéphane & Güntner, Jochen, 2014, "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series, European Central Bank, number 1724, Aug.
• Giannone, Domenico & Bańbura, Marta & Lenza, Michele, 2014, "Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections," Working Paper Series, European Central Bank, number 1733, Sep.
• Van Robays, Ine & Belu Mănescu, Cristiana, 2014, "Forecasting the Brent oil price: addressing time-variation in forecast performance," Working Paper Series, European Central Bank, number 1735, Sep.
• Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi, 2014, "Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review," International Journal of Energy Economics and Policy, Econjournals, volume 4, issue 1, pages 32-42.