Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2013

• Abdul Jalil Khan & Parvez Azim, 2013, "One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 1, pages 1-38, Jan-June.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics, University of Munich, Department of Economics, number 17104, Sep.
• Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis, 2013, "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 109, Apr.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013, "Forecasting distress in European SME portfolios," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-2.
• Marco Cacciotti & Cecilia Frale & Serena Teobaldo, 2013, "A new methodology for a quarterly measure of the Output Gap," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 13103.
• Francesco Ravazzolo & Philip Rothman, 2013, "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 449-463, March, DOI: jmcb.12009.
• Damjan Pfajfar & Emiliano Santoro, 2013, "News on Inflation and the Epidemiology of Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1045-1067, September.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013, "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 7, pages 1375-1414, October.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Working Papers, University of Milano-Bicocca, Department of Economics, number 239, Mar, revised Mar 2013.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Working Papers, University of Milano-Bicocca, Department of Economics, number 241, Mar, revised Mar 2013.
• Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
• Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-10, Jun.
• Marzio GALEOTTI & Andrea BASTIANIN & Matteo MANERA, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-11, Jun.
• Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
• Brian Micallef, 2013, "Measuring the effects of structural reforms in Malta: an analysis using the EAGLE model," CBM Working Papers, Central Bank of Malta, number WP/01/2013.
• Chiara Pederzoli & Costanza Torricelli, 2013, "Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0040, Sep.
• Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige, 2013, "The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 9, issue 1, pages 171-202, January.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080r, Nov, revised Oct 2017.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/13.
• Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/13.
• McCAUSLAND, William & MARLEY, A. A. J., 2013, "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2013-06.
• William J. McCausland & A.A.J. Marley, 2013, "Bayesian Inference and Model Comparison for Random Choice Structures," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2013.
• Maritta Paloviita & Matti Viren, 2013, "Are individual survey expectations internally consistent?," NBP Working Papers, Narodowy Bank Polski, number 140.
• Aleksandra Hałka & Jacek Kotłowski, 2013, "Does domestic output gap matter for inflation in a small open economy?," NBP Working Papers, Narodowy Bank Polski, number 152.
• Steven L. Scott & Hal R. Varian, 2015, "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Chapters, National Bureau of Economic Research, Inc, "Economic Analysis of the Digital Economy".
• Ulrich Mueller & Mark W. Watson, 2013, "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 18870, Mar.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 18983, Apr.
• Steven L. Scott & Hal R. Varian, 2013, "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 19567, Oct.
• Frank Schorfheide & Dongho Song, 2013, "Real-Time Forecasting with a Mixed-Frequency VAR," NBER Working Papers, National Bureau of Economic Research, Inc, number 19712, Dec.
• T. Deroyon & A. Montaut & P.-A. Pionnier, 2013, "A monthly estimation method of ILO unemployment: a state-space framework," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2013-01.
• Todor Krastevich, 2013, "Predicting Consumer Choices Through Analysis of Interactions in Social Networks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 24-40, September.
• Kam Leong Szeto, 2013, "Estimating New Zealand’s Output Gap Using a Small Macro Model," Treasury Working Paper Series, New Zealand Treasury, number 13/18, Jul.
• Boriss Siliverstovs, 2013, "Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2013, issue 2, pages 129-151, DOI: 10.1787/jbcma-2013-5k4bxlxjkd32.
• Xin Jin & John M. Maheu, 2013, "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 335-369, March.
• Ciobanu Dumitru & Vasilescu Maria, 2013, "Advantages and Disadvantages of Using Neural Networks for Predictions," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 444-449, May.
• Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013, "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers, University of Oxford, Department of Economics, number 645, Feb.
• Felix Chan, 2013, "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1306, Jul.
• García-Gallego, Ana & Mures-Quintana, María-Jesús, 2013, "La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación || The Sample of Firms in Business Failure Prediction Models: Influence on Classification," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 15, issue 1, pages 133-150, June.
• Leandro Maciel, 2013, "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Palgrave Macmillan Books, Palgrave Macmillan, chapter 11, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner, "Advances in Financial Risk Management", DOI: 10.1057/9781137025098_11.
• Rafal Siedlecki & Daniel Papla, 2013, "Forecasting economic crisis using gradient measurement of development and log-logistic function," Business and Economic Horizons (BEH), Prague Development Center, volume 9, issue 3, pages 28-40, October.
• Michael Hanias & Lykourgos Magafas & P. Konstantaki, 2013, "Non Linear Analysis Of S&P Index," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 8, issue 4, pages 125-135, December, DOI: 10.12775/EQUIL.2013.030.
• Pawel M. Kolba & Radoslaw Kotkowski, 2013, "Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index," Oeconomia Copernicana, Institute of Economic Research, volume 4, issue 3, pages 65-79, September, DOI: 10.12775/OeC.2013.023.
• Pawel M. Kolba & Radoslaw Kotkowski, 2013, "Business Cycle Indicators And Short-Term Forecast Of Polish Industry Production Index," Working Papers, Institute of Economic Research, number 13/2013, Feb, revised May 2013.
• Halkos, George & Kevork, Ilias, 2013, "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper, University Library of Munich, Germany, number 44189, Feb.
• Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Apologia," MPRA Paper, University Library of Munich, Germany, number 44413, Feb.
• Albers, Scott, 2013, "Foundations of the economic and social history of the United States: Metaphysical," MPRA Paper, University Library of Munich, Germany, number 44417, Feb.
• Lahvicka, Jiri, 2013, "Impact of playoffs on seasonal uncertainty in Czech ice hockey Extraliga," MPRA Paper, University Library of Munich, Germany, number 44608, Feb.
• Komijani, Akbar & Naderi, Esmaeil & Gandali Alikhani, Nadiya, 2013, "A Hybrid Approach for Forecasting of Oil Prices Volatility," MPRA Paper, University Library of Munich, Germany, number 44654, Jan.
• Albers, Scott & Albers, Andrew L., 2013, "Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works," MPRA Paper, University Library of Munich, Germany, number 44843, Mar.
• Tsyplakov, Alexander, 2013, "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper, University Library of Munich, Germany, number 45186, Mar.
• Koop, Gary & Korobilis, Dimitris, 2013, "A New Index of Financial Conditions," MPRA Paper, University Library of Munich, Germany, number 45463, Mar.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45615, Jan.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45860, Jan.
• Sánchez Navarro, Dennis, 2013, "Análisis de elasticidades en el mercado automotor colombiano (2009 - 2011) mediante un modelo logit anidado
  [Analysis Of Elasticity In Colombian Automotive Market (2009 - 2011) Through A Nested Log," MPRA Paper, University Library of Munich, Germany, number 46043, Feb.
• El Montasser, Ghassen & Boufateh, Talel & Issaoui, Fakhri, 2013, "The seasonal KPSS test when neglecting seasonal dummies: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 46226, Apr.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are Forecast Updates Progressive?," MPRA Paper, University Library of Munich, Germany, number 46387, Mar.
• Ermişoğlu, Ergun & Akcelik, Yasin & Oduncu, Arif, 2013, "GDP Growth and Credit Data," MPRA Paper, University Library of Munich, Germany, number 46613, Mar.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper, University Library of Munich, Germany, number 46765, May.
• Nazarian, Rafik & Gandali Alikhani, Nadiya & Naderi, Esmaeil & Amiri, Ashkan, 2013, "Forecasting Stock Market Volatility: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 46786, Mar.
• Dicembrino, Claudio & Trovato, Giovanni, 2013, "Structural Breaks, Price and Income Elasticity, and Forecast of the Monthly Italian Electricity Demand," MPRA Paper, University Library of Munich, Germany, number 47653, Jun.
• Rendón, Stephanie, 2013, "Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN
  [Stock crack detection using mu," MPRA Paper, University Library of Munich, Germany, number 47699, Jan, revised 19 May 2013.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "To the problem of evaluation of market risk of global equity index portfolio in global capital markets," MPRA Paper, University Library of Munich, Germany, number 47708, Jun, revised 20 Jun 2013.
• Teneng, Dean, 2013, "Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes," MPRA Paper, University Library of Munich, Germany, number 47851, Jun.
• Arora, Vipin, 2013, "Comparisons of Chinese and Indian Energy Consumption Forecasting Models," MPRA Paper, University Library of Munich, Germany, number 48621, Jul.
• Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia, 2013, "Estimating International Migration on the Base of Small Area Techniques," MPRA Paper, University Library of Munich, Germany, number 48775.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013, "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper, University Library of Munich, Germany, number 49093, Aug.
• Chen, Shiu-Sheng, 2013, "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper, University Library of Munich, Germany, number 49240, Aug.
• Bystrov, Victor, 2013, "A factor-augemented model of markup on mortgage loans in Poland," MPRA Paper, University Library of Munich, Germany, number 49683, Sep.
• Barnett, William & Ghosh, Taniya, 2013, "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper, University Library of Munich, Germany, number 50131, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Buc," MPRA Paper, University Library of Munich, Germany, number 51046, Oct.
• Tierney, Heather L.R., 2013, "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 51398, Nov.
• Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
• Bentour, El Mostafa, 2013, "Oil Prices, Drought Periods and Growth Forecasts in Morocco," MPRA Paper, University Library of Munich, Germany, number 52892, Dec.
• Tierney, Heather L.R., 2013, "Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence," MPRA Paper, University Library of Munich, Germany, number 53374, Nov, revised Nov 2013.
• Stephensen, Peter & Markeprand, Tobias, 2013, "SBAM: An algorithm for pair matching," MPRA Paper, University Library of Munich, Germany, number 59580, Oct.
• Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath, 2013, "Border Region Bridge and Air Transport Predictability," MPRA Paper, University Library of Munich, Germany, number 59583, Apr, revised 11 Jul 2013.
• Fullerton, Thomas M., Jr. & Ramirez, David A. & Walke, Adam G., 2013, "An Econometric Analysis of Population Change in Arkansas," MPRA Paper, University Library of Munich, Germany, number 59588, Aug, revised 11 Nov 2013.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors," MPRA Paper, University Library of Munich, Germany, number 67968, Nov.
• Urbina, Jilber, 2013, "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper, University Library of Munich, Germany, number 75756, Nov.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper, University Library of Munich, Germany, number 80433.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 Volatility Using Ultra-high Frequency Data," MPRA Paper, University Library of Munich, Germany, number 80445.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper, University Library of Munich, Germany, number 80449.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process," MPRA Paper, University Library of Munich, Germany, number 80489.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013, "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
  [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us," MPRA Paper, University Library of Munich, Germany, number 84385, Nov, revised 2013.
• Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
• Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013, "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201307, Jan.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Identifying a financial conditions index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201333, Jul.
• Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013, "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201338, Aug.
• Goodness C. Aye & Pami Dua & Rangan Gupta, 2013, "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers, University of Pretoria, Department of Economics, number 201342, Aug.
• Annari de Waal & Renee van Eyden & Rangan Gupta, 2013, "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201346, Aug.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
• Goodness C. Aye & Rangan Gupta, 2013, "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers, University of Pretoria, Department of Economics, number 201362, Oct.
• Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013, "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201374, Nov.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201383, Dec.
• Markéta Arltová & Jitka Langhamrová & Jana Langhamrová, 2013, "Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 1, pages 125-143, DOI: 10.18267/j.pep.444.
• João Valle e Azevedo, 2013, "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers, Banco de Portugal, Economics and Research Department, number w201301.
• Liam Wagner & Ian Ross & John Foster & Ben Hankamer, 2013, "Tracking global fuel supply, CO2 emissions and sustainable development," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 7-2013, Aug.
• Sean Langcake & Tim Robinson, 2013, "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-07, Jun.
• Barrera, Carlos, 2013, "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-009, Jul.
• Chang, Jillie & Del Río, Andrea, 2013, "Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-015, Dec.
• Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013, "Important channels of transmission of monetary policy shock in South Africa," Working Papers, South African Reserve Bank, number 6021, Dec.
• Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013, "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-02, Mar, revised Jun 2013.
• Rantala, Olavi, 2013, "Development of Postal Services Until 2020," ETLA Reports, The Research Institute of the Finnish Economy, number 18, Nov.
• Matías Mayor & Roberto Patuelli, 2013, "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Paper series, Rimini Centre for Economic Analysis, number 50_13, Aug, revised Jan 2014.
• Oleg Zamkov & Anatoly Peresetsky, 2013, "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 30, issue 2, pages 93-114.
• Henry Penikas & Alina Savelyeva, 2013, "Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 45-70.
• Alexandr Travkin, 2013, "Pair copula constructions in portfolio optimization ploblem," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 32, issue 4, pages 110-133.
• Gour Gobinda Goswami & Mohammad Mashnun Hossain, 2013, "From Judgmental Projection to Time Series Forecast: Does it Alter the Debt Sustainability Analysis of Bangladesh?," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 36, issue 3, pages 1-41.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2013, "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," Working Papers in Economics, University of Salzburg, number 2013-5, Nov.
• Kedong YIN & Hengda ZHANG & Wenbo ZHANG & Qian WEI, 2013, "Fractal Analysis of the Gold Market in China," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 144-163, October.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Emilian Dobrescu, 2013, "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-31, December.
• Shu-Ching Cheng & Tsung-Pao Wu, 2013, "Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 82-93, December.
• Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013, "Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 285, Jul, revised 16 Dec 2013.
• Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti, 2013, "EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries," CEIS Research Paper, Tor Vergata University, CEIS, number 287, Oct, revised 01 Oct 2013.
• L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013, "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/870, Dec.
• Valentina Corradi & Norman Swanson, 2013, "Testing for Structural Stability of Factor Augmented Forecasting Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201314, Jul.
• Hyun Hak Kim & Norman Swanson, 2013, "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers, Rutgers University, Department of Economics, number 201316, Jul.
• Diep Duong & Norman Swanson, 2013, "Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction," Departmental Working Papers, Rutgers University, Department of Economics, number 201321, Jul.
• Karol Przanowski, 2013, "Banking Retail Consumer Finance Data Generator – Credit Scoring Data Repository," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 9, issue 1, pages 44-59, May.
• Asad Jan & Mansoor Saleem & Aqeel Ahmad & Arshad Riaz, 2013, "Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 58, Apr.
• Vincenzo Candila, 2013, "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_228, Nov.
• Marco Huwiler & Daniel Kaufmann, 2013, "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies, Swiss National Bank, number 2013-07.
• Chang Seung & Daniel Lew, 2013, "Accounting for variation in exogenous shocks in economic impact modeling," The Annals of Regional Science, Springer;Western Regional Science Association, volume 51, issue 3, pages 711-730, December, DOI: 10.1007/s00168-012-0550-0.
• Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve, 2013, "The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods," Computational Statistics, Springer, volume 28, issue 4, pages 1725-1748, August, DOI: 10.1007/s00180-012-0376-3.
• Rob Hyndman & Heather Booth & Farah Yasmeen, 2013, "Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models," Demography, Springer;Population Association of America (PAA), volume 50, issue 1, pages 261-283, February, DOI: 10.1007/s13524-012-0145-5.
• Luca Riccetti, 2013, "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, volume 44, issue 3, pages 1315-1336, June, DOI: 10.1007/s00181-012-0577-1.
• Eilev Jansen, 2013, "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, volume 45, issue 2, pages 873-904, October, DOI: 10.1007/s00181-012-0640-y.
• Jonas Nilsson & Örjan Åkerborg & Gaëlle Bégo-Le Bagousse & Mårten Rosenquist & Peter Lindgren, 2013, "Cost-effectiveness analysis of dronedarone versus other anti-arrhythmic drugs for the treatment of atrial fibrillation—results for Canada, Italy, Sweden and Switzerland," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 14, issue 3, pages 481-493, June, DOI: 10.1007/s10198-012-0391-x.
• Cathal O’Donoghue & Jason Loughrey & Karyn Morrissey, 2013, "Using the EU-SILC to model the impact of the economic crisis on inequality," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 2, issue 1, pages 1-26, December, DOI: 10.1186/2193-9012-2-23.
• Rolf Ketzler & Klaus F. Zimmermann, 2013, "A citation-analysis of economic research institutes," Scientometrics, Springer;Akadémiai Kiadó, volume 95, issue 3, pages 1095-1112, June, DOI: 10.1007/s11192-012-0850-2.
• Oliver Bruttel, 2013, "Bevölkerungsstimmung als Indikator für das Wirtschaftswachstum," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 6, pages 390-395, June, DOI: 10.1007/s10273-013-1539-8.
• Carsten-Patrick Meier, 2013, "Deutlicher Anstieg der Nettozuwanderung nach Deutschland," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 7, pages 466-470, July, DOI: 10.1007/s10273-013-1549-6.
• Gary Koop & Dimitris Korobilis, 2013, "A new index of financial conditions," Working Papers, University of Strathclyde Business School, Department of Economics, number 1307, Jun.
• Nicolaas van der Wath, 2013, "Comparing the BER’s forecasts," Working Papers, Stellenbosch University, Department of Economics, number 23/2013.
• David Iselin & Boriss Siliverstovs, 2013, "The R-word index for Switzerland," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 11, pages 1032-1035, July, DOI: 10.1080/13504851.2013.772290.
• M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013, "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 4, pages 316-319, March, DOI: 10.1080/13504851.2012.697118.
• C. Pederzoli & C. Torricelli, 2013, "Efficiency and unbiasedness of corn futures markets: new evidence across the financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 24, pages 1853-1863, December, DOI: 10.1080/09603107.2013.856997.
• Frank A. G. den Butter & Pieter W. Jansen, 2013, "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 9, pages 749-765, May, DOI: 10.1080/09603107.2012.752570.
• Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2013, "Globalization and knowledge spillover: international direct investment, exports and patents," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 22, issue 4, pages 329-352, June, DOI: 10.1080/10438599.2012.707412.
• Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013, "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 29-44, January, DOI: 10.1080/07350015.2012.727718.
• Pierre Guérin & Massimiliano Marcellino, 2013, "Markov-Switching MIDAS Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 45-56, January, DOI: 10.1080/07350015.2012.727721.
• Lutz Kilian & Robert J. Vigfusson, 2013, "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 78-93, January, DOI: 10.1080/07350015.2012.740436.
• Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013, "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 94-106, January, DOI: 10.1080/07350015.2012.741549.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 240-251, April, DOI: 10.1080/07350015.2013.767199.
• Jari Hännikäinen, 2013, "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1390, Oct.
• Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013, "GDP Growth and Credit Data," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1327.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-010/III, Jan.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2013, "Are Forecast Updates Progressive?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-049/III, Mar.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-055/III, Apr, revised 16 Jan 2015.
• Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013, "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-057/III, Apr.
• Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013, "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-060/III, Apr, revised 06 Mar 2014.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013, "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-068/III, May.
• Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013, "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-070/III, May.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modelling and Management: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-085/III, Jun, revised 08 Jul 2013.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-142/III, Sep, revised 01 Nov 2014.
• Nikolay Gospodinov & Serena Ng, 2013, "Commodity Prices, Convenience Yields, and Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 1, pages 206-219, March.
• Robert P. Lieli & Michael Springborn, 2013, "Closing the Gap between Risk Estimation and Decision Making: Efficient Management of Trade-Related Invasive Species Risk," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 632-645, May.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013, "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 776-797, July.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013, "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, volume 95, issue 5, pages 1501-1519, December.
• Edoardo Gaffeo, 2013, "Using information markets in grantmaking. An assessment of the issues involved and an application to Italian banking foundations," DEM Discussion Papers, Department of Economics and Management, number 2013/08.
• Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013, "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-14, revised Apr 2013.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral, 2013, "Risk Modelling and Management: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-22.
• Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-36, Jun.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013, "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers, Department of Economics, University of Missouri, number 1320, Nov.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1368, Feb.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1370, Feb.
• Aaron Walker & Rod Tyers, 2013, "Quantifying Australia's "Three Speed" Boom," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 13-06.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:08.
• J�r�me Massiani, 2013, "The use of Stated Preferences to forecast alternative fuel vehicles market diffusion: Comparisons with other methods and proposal for a Synthetic Utility Function," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:12.
• J�r�me Massiani, 2013, "SP surveys for electric and alternative fuel vehicles: are we doing the right thing?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013_01.
• J�r�me Massiani & J�rg Radeke, 2013, "Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:02.
• Miroslava Mahlebashieva, 2013, "Determining the Fair Price of Weather hedging," Business & Management Compass, University of Economics Varna, issue 3, pages 93-105.
• Szymon Kamiński, 2013, "The pricing of options on WIG20 using GARCH models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2013-06.
• João Marques & Miguel Viegas & Monique Borges & Eduardo Anselmo, 2013, "Designing the housing market for 2030 - a foresight and econometric approach," ERSA conference papers, European Regional Science Association, number ersa13p1124, Nov.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting GDP at the regional level with many predictors," ERSA conference papers, European Regional Science Association, number ersa13p15, Nov.
• Matías Mayor & Roberto Patuelli, 2013, "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," ERSA conference papers, European Regional Science Association, number ersa13p815, Nov.
• Zsuzsanna Csereklyei & Stefan Humer, 2013, "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp152, May.
• Csereklyei, Zsuzsanna & Humer, Stefan, 2013, "Projecting Long-Term Primary Energy Consumption," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 152, May.
• Gary M. Koop, 2013, "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 177-203, March.
• Dimitris Korobilis, 2013, "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 204-230, March.
• James Mitchell & Richard J. Smith & Martin R. Weale, 2013, "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 580-603, June.