Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2013

• 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.
• Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013, "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 5, pages 743-761, August.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
• Libero Monteforte & Gianluca Moretti, 2013, "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 51-61, January.
• Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013, "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 3, pages 267-288, April.
• Lutz Kilian & Bruce Hicks, 2013, "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 5, pages 385-394, August.
• Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013, "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 6, pages 561-576, September.
• 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: 10.1111/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, DOI: 10.1111/jmcb.12043.
• 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, DOI: 10.1111/jmcb.12056.
• Stelios D. Bekiros, 2013, "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 213-219, November, DOI: 10.1016/j.rfe.2013.05.005.
• Albert Mafusire & Zuzana Brixiova, 2013, "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 2, pages 261-280, June, DOI: 10.1515/GEJ-2013-0015.
• Katarzyna Maciejowska & Rafal Weron, 2013, "Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/01, Feb, revised 15 Apr 2013.
• Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013, "Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/02, Feb.
• Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013, "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/07, Aug.
• Katarzyna Maciejowska & Rafal Weron, 2013, "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/11, Dec.
• Jakub Nowotarski & Rafal Weron, 2013, "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/12, Dec.
• Tao Hong & Jason Wilson & Jingrui Xie, 2013, "Long term probabilistic load forecasting and normalization with hourly information," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/13, Dec.
• Tao Hong & Pu Wang, 2013, "Fuzzy interaction regression for short term load forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/14, Dec.
• Jakub Nowotarski, 2013, "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/17, Dec.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2013, "Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, Vizja University, volume 7, issue 1, March.
• Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa, 2013, "Financial and economic downturns in OECD countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 35/2013.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2013, "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers, Deutsche Bundesbank, number 11/2013.
• Menz, Jan-Oliver & Poppitz, Philipp, 2013, "Households' disagreement on inflation expectations and socioeconomic media exposure in Germany," Discussion Papers, Deutsche Bundesbank, number 27/2013.
• Wolters, Maik H., 2013, "Evaluating point and density forecasts of DSGE models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2013-03.
• Baumeister, Christiane & Kilian, Lutz, 2013, "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/09.
• Baumeister, Christiane & Kilian, Lutz, 2013, "Forecasting the real price of oil in a changing world: A forecast combination approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/11.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2013, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/22.
• Michala, Dimitra & Grammatikos, Theoharry & Ferreira Filipe, Sara, 2013, "Forecasting distress in European SME portfolios," EIF Working Paper Series, European Investment Fund (EIF), number 2013/17.
• Kyritsis, Costas & Hytis, Evangelos, 2013, "Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 125610, May.
• Boysen-Hogrefe, Jens, 2013, "Der Einfluss des Erdölpreises auf die Energiesteuerprognose," Kiel Working Papers, Kiel Institute for the World Economy, number 1849.
• Afanasyeva, Elena, 2013, "Atypical behavior of credit: Evidence from a monetary VAR," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 70.
• Drechsel, Katja & Scheufele, Rolf, 2013, "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2013.
• Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte & Zeddies, Götz, 2013, "Mittelfristige Projektion der wirtschaftlichen Entwicklung und der Staatsfinanzen in Deutschland," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 1, issue 1, pages 33-37.
• Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & , 2013, "Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 19, issue 1, pages 4-5.
• Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013, "Automated valuation modelling: A specification exercise," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-046.
• Schreiber, Sven, 2013, "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79709.
• Theobald, Thomas, 2013, "Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79911.
• Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013, "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79925.
• Menz, Jan-Oliver & Poppitz, Philipp, 2013, "Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80006.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2013, "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80042.
• Traub, Stefan & Finkler, Sebastian, 2013, "Ein Grundsicherungsabstandsgebot für die Gesetzliche Rentenversicherung? Ergebnisse einer Mikrosimulation," Working papers of the ZeS, University of Bremen, Centre for Social Policy Research (ZeS), number 01/2013.
• Ivica Terzić & Marko Milojević, 2013, "Evaluating Measures Of Market Risk In Circumstances Of Global Financial Crisis – Empirical Evidence From Five Countries," CBU International Conference Proceedings, ISE Research Institute, volume 1, issue 0, pages 75-81, June, DOI: 10.12955/cbup.v1.17.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
• Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-12, Nov.
• Tom Engsted & Stig V. Møller & Magnus Sander, 2013, "Bond return predictability in expansions and recessions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-13, 04.
• Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013, "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-16, 05.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-18, Jun.
• Johannes Tang Kristensen, 2013, "Diffusion Indexes with Sparse Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-22, Mar.
• Nima Nonejad, 2013, "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-24, 08.
• Niels S. Hansen & Asger Lunde, 2013, "Analyzing Oil Futures with a Dynamic Nelson-Siegel Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-36, 10.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2013, "What Drives Commodity Prices?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-03, Feb.
• Joshua C.C. Chan & Eric Eisenstat, 2013, "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2013-604, Feb.
• Olivier J. Blanchard & Daniel Leigh, 2013, "Growth Forecast Errors and Fiscal Multipliers," American Economic Review, American Economic Association, volume 103, issue 3, pages 117-120, May, DOI: 10.1257/aer.103.3.117.
• Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013, "Forecasting the Recovery from the Great Recession: Is This Time Different?," American Economic Review, American Economic Association, volume 103, issue 3, pages 147-152, May, DOI: 10.1257/aer.103.3.147.
• John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013, "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, volume 103, issue 3, pages 570-574, May, DOI: 10.1257/aer.103.3.570.
• R?diger Bachmann & Steffen Elstner & Eric R. Sims, 2013, "Uncertainty and Economic Activity: Evidence from Business Survey Data," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 2, pages 217-249, April.
• Barbara Rossi, 2013, "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1063-1119, December.
• Serena Ng & Jonathan H. Wright, 2013, "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, volume 51, issue 4, pages 1120-1154, December.
• Selen CAKMAKYAPAN & Atilla GOKTAS, 2013, "A Comparison Of Binary Logit And Probit Models With A Simulation Study," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 1-17, JULY.
• Vedide Rezan USLU & Eren BAS & Ufuk YOLCU & Erol EGRIOGLU, 2013, "A New Fuzzy Time Series Analysis Approach By Using Differential Evolution Algorithm And Chronologically-Determined Weights," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 1, pages 18-30, JULY.
• Cagdas Hakan ALADAG & Miruna MAZURENCU MARINESCU, 2013, "Tl/Euro And Leu/Euro Exchange Rates Forecasting With Artificial Neural Network," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 2, issue 2, pages 1-6, DECEMBER.
• Sakamoto, Hiroshi, 2013, "Prediction of the Prefectural Economy in Japan Using a Stochastic Model," AGI Working Paper Series, Asian Growth Research Institute, number 2013-02, Mar.
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013, "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150619, DOI: 10.22004/ag.econ.150619.
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013, "CAP Effects on Agricultural Investment Demand in Europe," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149758, Jun, DOI: 10.22004/ag.econ.149758.
• Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 148895, Mar, DOI: 10.22004/ag.econ.148895.
• Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013, "CAP Effects on Agricultural Investment Demand in Europe," 2013: Productivity and Its Impacts on Global Trade, June 2-4, 2013. Seville, Spain, International Agricultural Trade Research Consortium, number 152256, Jun, DOI: 10.22004/ag.econ.152256.
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013, "Futures Commodities Prices and Media Coverage," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 149414, May, DOI: 10.22004/ag.econ.149414.
• Miklós Virag & Tamás Nyitrai, 2013, "Application of support vector machines on the basis of the first Hungarian bankruptcy model," Society and Economy, Akadémiai Kiadó, Hungary, volume 35, issue 2, pages 227-248, August.
• Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro, 2013, "Combining term structure of interest rate forecasts: The Brazilian case," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 2, pages 102-121.
• Onur Ince, 2013, "Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data," Working Papers, Department of Economics, Appalachian State University, number 13-04.
• Raul Ramos & Jordi Suriñach, 2013, "“A gravity model of migration between ENC and EU”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201309, Oct, revised Oct 2013.
• Oscar Claveria & Enric Monte & Salvador Torra, 2013, "“Tourism demand forecasting with different neural networks models”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201313, Nov, revised Nov 2013.
• Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers, arXiv.org, number 1307.6322, Jul, revised May 2014.
• Ruslan Druzin, 2013, "About Possibility Of Usage Methodological Approaches To Bankruptcy Prediction," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 18.
• Todor Krastevich, 2013, "Using Predictive Modeling to Improve Direct Marketing Performance," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 25-55.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 473, Apr.
• Doru Ioan Ardelean & Tania Angelica Lazar, 2013, "Using Mathematical Models Of Dynamic Programming For Environmental Investment Projects," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jon D. Samuels & Rodrigo Sekkel, 2013, "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers, Bank of Canada, number 13-11, DOI: 10.34989/swp-2013-11.
• Christiane Baumeister & Lutz Kilian, 2013, "What Central Bankers Need to Know about Forecasting Oil Prices," Staff Working Papers, Bank of Canada, number 13-15, DOI: 10.34989/swp-2013-15.
• Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013, "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers, Bank of Canada, number 13-25, DOI: 10.34989/swp-2013-25.
• Christiane Baumeister & Lutz Kilian, 2013, "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers, Bank of Canada, number 13-28, DOI: 10.34989/swp-2013-28.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 55.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 56.
• Roberto Golinelli & Giuseppe Parigi, 2013, "Tracking world trade and GDP in real time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 920, Jul.
• Matteo Luciani & Libero Monteforte, 2013, "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 930, Sep.
• Elizondo Rocío, 2013, "Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model," Working Papers, Banco de México, number 2013-03, Apr.
• Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013, "Combinación de brechas del producto colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 775, Jul, DOI: 10.32468/be.775.
• Paulo M. Sánchez & Luis Fernando Melo, 2013, "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 72, pages 74-82, December, DOI: 10.1016/S0120-4483(13)70006-X.
• Milena Lipovina-Božović, 2013, "A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 58, issue 198, pages 115-136, July - Se.
• Matthieu Bussière, 2013, "In Defense of Early Warning Signals," Working papers, Banque de France, number 420.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers, Banque de France, number 436.
• Philippe Andrade & Valère Fourel & Ghysels, E. & Idier, I., 2013, "The financial content of inflation risks in the euro area," Working papers, Banque de France, number 437.
• Laurent Ferrara & Clément Marsilli & Ortega, J-P., 2013, "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Working papers, Banque de France, number 454.
• Delle Chiaie, S., 2013, "Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012," Bulletin de la Banque de France, Banque de France, issue 192, pages 111-116.
• S. Delle Chiaie., 2013, "Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 29, pages 49-55, Spring.
• Barbara Rossi, 2015, "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers, Barcelona School of Economics, number 688, Sep.
• Barbara Rossi, 2015, "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers, Barcelona School of Economics, number 689, Sep.
• Magdalena Erdem & Kostas Tsatsaronis, 2013, "Financial conditions and economic activity: a statistical approach," BIS Quarterly Review, Bank for International Settlements, March.
• Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
• Bucevska Vesna, 2013, "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, volume 4, issue 1, pages 49-64, March, DOI: 10.2478/bsrj-2013-0005.
• Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani, 2013, "Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment," International Finance, Wiley Blackwell, volume 16, issue 1, pages 23-44, February.
• Gary Koop & Lise Tole, 2013, "Forecasting the European carbon market," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 176, issue 3, pages 723-741, June.
• Maximiano Pinheiro & António Rua & Francisco Dias, 2013, "Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 80-102, February, DOI: obes.12006.