Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2014

• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2014-25, Sep, DOI: 10.20955/wp.2014.025.
• Weiling Liu & Emanuel Moench, 2014, "What predicts U.S. recessions?," Staff Reports, Federal Reserve Bank of New York, number 691, Sep.
• Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports, Federal Reserve Bank of New York, number 695, Oct.
• Dean Croushore & Keith Sill, 2014, "Analyzing data revisions with a dynamic stochastic general equilibrium model," Working Papers, Federal Reserve Bank of Philadelphia, number 14-29, Sep.
• Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014, "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_01, Feb, revised Feb 2014.
• Schöni, Olivier & Seger, Lukas, 2014, "Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 448, Apr.
• Giovanis, Eleftherios, 2014, "Study Of Discrete Choice Models And Fuzzy Rule Based Systems In The Prediction Of Economic Crisis Periods In Usa," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 3-18, May.
• Sergey Tsukhlo, 2014, "Russian Industrial Enterprises in 2013," Published Papers, Gaidar Institute for Economic Policy, number 178, revised 2014.
• Sergey Tsukhlo, 2014, "Russian Industrial Enterprises in 2014," Published Papers, Gaidar Institute for Economic Policy, number 207, revised 2014.
• Bruno Lanz & Simon Dietz & Tim Swanson, 2014, "Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective," CIES Research Paper series, Centre for International Environmental Studies, The Graduate Institute, number 25-2014, Jun, revised 01 May 2016.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "Exchange Rate Predictability in a Changing World," Working Papers, Business School - Economics, University of Glasgow, number 2014_03, Feb.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers, Business School - Economics, University of Glasgow, number 2014_16, Sep.
• Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014, "The role of education in equity portfolios during the recent financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2014_17, Oct.
• António Alberto Santos & João Andrade, 2014, "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-10, Apr.
• Dr. Thomas Drosdowski & Dr. Christian Lutz, 2014, "Weiterentwicklung des aktualisierten Panta Rhei Modells um sozioökonomische Aspekte," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 14-1.
• Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01110688, Oct.
• Samir Elhedhli & Canan Akdemir & Thomas Astebro, 2014, "Classification models via Tabu search: An application to early stage venture classification," Post-Print, HAL, number hal-01066492, Dec, DOI: 10.1016/j.eswa.2014.07.010.
• Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2014, "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Post-Print, HAL, number hal-01385941.
• Rémy Charleroy & Michael A. Stemmer, 2014, "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print, HAL, number halshs-01110688, Oct.
• Laurent E. Calvet & Veronika Czellar, 2014, "Through the Looking Glass: Indirect Inference via Simple Equilibria," Working Papers, HAL, number hal-02058272, Jun, DOI: 10.2139/ssrn.2444445.
• Adama Bah, 2015, "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers, HAL, number halshs-00936199, Jun.
• Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018, "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers, HAL, number halshs-01003914, May.
• Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014, "A money-based indicator for deflation risk," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201403, Apr.
• Li, Yushu & Andersson, Jonas, 2014, "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/12, Mar.
• Biørn, Erik, 2014, "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum, Oslo University, Department of Economics, number 28/2014, Dec.
• Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David, 2014, "A Dynamical Systems Approach To Modeling Human Development," Working Paper Series, Uppsala University, Department of Economics, number 2014:9, Oct.
• Ranganathan, Shyam & Bali Swain, Ranjula, 2014, "Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach," Working Paper Series, Uppsala University, Department of Economics, number 2014:10, Oct.
• Davor Kunovac & Borna Špalat, 2014, "Nowcasting GDP Using Available Monthly Indicators," Working Papers, The Croatian National Bank, Croatia, number 39, Oct.
• Hutter, Christian & Weber, Enzo, 2014, "Forecasting with a mismatch-enhanced labor market matching function," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201416.
• Erginbay UGURLU & Irena JINDRICHOVSKA & Dana KUBICKOVA, 2014, "Working Capital Management in Czech SMEs: An Econometric Approach," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 311-317, December.
• Omer ZEYBEK & Erginbay UGURLU, 2014, "Nowcasting Credit Demand in Turkey with Google Trends Data," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 333-340, December.
• Raffaella Giacomini, 2014, "Economic theory and forecasting: lessons from the literature," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/14, Sep.
• Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014, "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series, Institute for Advanced Studies, number 305, Sep.
• Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT, 2014, "Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 31-54.
• Okan EREN, 2014, "Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 344, pages 55-72.
• Matteo Luciani & Lorenzo Ricci, 2014, "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 4, pages 215-248, December.
• Matteo Richiardi & Ambra Poggi, 2014, "Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 2, pages 3-39.

2013

• Varneskov, Rasmus & Voev, Valeri, 2013, "The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 83-95, DOI: 10.1016/j.jempfin.2012.11.002.
• Orth, Walter, 2013, "Multi-period credit default prediction with time-varying covariates," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 214-222, DOI: 10.1016/j.jempfin.2013.01.006.
• Byun, Suk Joon & Kim, Jun Sik, 2013, "The information content of risk-neutral skewness for volatility forecasting," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 142-161, DOI: 10.1016/j.jempfin.2013.05.006.
• Bunn, Derek W. & Chen, Dipeng, 2013, "The forward premium in electricity futures," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 173-186, DOI: 10.1016/j.jempfin.2013.06.002.
• Miller, Thomas W. & Rapach, David E., 2013, "An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 10-23, DOI: 10.1016/j.jempfin.2013.07.002.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, volume 39, issue C, pages 13-27, DOI: 10.1016/j.eneco.2013.04.004.
• Date, Paresh & Mamon, Rogemar & Tenyakov, Anton, 2013, "Filtering and forecasting commodity futures prices under an HMM framework," Energy Economics, Elsevier, volume 40, issue C, pages 1001-1013, DOI: 10.1016/j.eneco.2013.05.016.
• El-Shazly, Alaa, 2013, "Electricity demand analysis and forecasting: A panel cointegration approach," Energy Economics, Elsevier, volume 40, issue C, pages 251-258, DOI: 10.1016/j.eneco.2013.07.003.
• Lopes, Daniela de Carvalho & Steidle Neto, Antonio José & Mendes, Adriano Aguiar & Pereira, Débora Tamires Vítor, 2013, "Economic feasibility of biodiesel production from Macauba in Brazil," Energy Economics, Elsevier, volume 40, issue C, pages 819-824, DOI: 10.1016/j.eneco.2013.10.003.
• Vivian, Andrew & Wohar, Mark E., 2013, "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 40-50, DOI: 10.1016/j.irfa.2012.05.002.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Christodoulakis, George & Mamatzakis, Emmanuel, 2013, "Behavioural asymmetries in the G7 foreign exchange market," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 261-270, DOI: 10.1016/j.irfa.2013.02.012.
• Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013, "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 36-45, DOI: 10.1016/j.irfa.2013.05.006.
• Spiliopoulos, Leonidas, 2013, "Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching," Games and Economic Behavior, Elsevier, volume 81, issue C, pages 69-85, DOI: 10.1016/j.geb.2013.04.005.
• Dixon, Peter B. & Rimmer, Maureen T., 2013, "Validation in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00019-5.
• Siklos, Pierre L., 2013, "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, volume 90, issue 1, pages 218-231, DOI: 10.1016/j.jinteco.2012.09.005.
• Jevtić, Petar & Luciano, Elisa & Vigna, Elena, 2013, "Mortality surface by means of continuous time cohort models," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 122-133, DOI: 10.1016/j.insmatheco.2013.04.005.
• Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
• Breitung, Jörg & Schmeling, Maik, 2013, "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 142-154, DOI: 10.1016/j.ijforecast.2012.07.005.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
• Galvão, Ana Beatriz, 2013, "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 395-410, DOI: 10.1016/j.ijforecast.2012.10.006.
• Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013, "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 411-430, DOI: 10.1016/j.ijforecast.2012.10.005.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
• Manzan, Sebastiano & Zerom, Dawit, 2013, "Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 469-478, DOI: 10.1016/j.ijforecast.2013.01.005.
• Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013, "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 622-627, DOI: 10.1016/j.ijforecast.2013.04.002.
• Modugno, Michele, 2013, "Now-casting inflation using high frequency data," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 664-675, DOI: 10.1016/j.ijforecast.2012.12.003.
• Sinclair, Tara M. & Stekler, H.O., 2013, "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 736-750, DOI: 10.1016/j.ijforecast.2012.02.007.
• Zhu, Xiaoneng & Zhu, Jie, 2013, "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4120-4133, DOI: 10.1016/j.jbankfin.2013.07.016.
• Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013, "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4299-4309, DOI: 10.1016/j.jbankfin.2013.07.038.
• Hua, Jian & Manzan, Sebastiano, 2013, "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4381-4403, DOI: 10.1016/j.jbankfin.2013.08.002.
• Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013, "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4510-4533, DOI: 10.1016/j.jbankfin.2013.02.016.
• Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013, "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4943-4957, DOI: 10.1016/j.jbankfin.2013.08.028.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013, "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5132-5146, DOI: 10.1016/j.jbankfin.2013.05.024.
• Lönnbark, Carl, 2013, "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 847-853, DOI: 10.1016/j.jbankfin.2012.10.013.
• Aslanidis, Nektarios & Casas, Isabel, 2013, "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2268-2283, DOI: 10.1016/j.jbankfin.2013.01.010.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013, "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3286-3294, DOI: 10.1016/j.jbankfin.2013.04.022.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013, "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3334-3350, DOI: 10.1016/j.jbankfin.2013.05.013.
• Nyberg, Henri, 2013, "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3351-3363, DOI: 10.1016/j.jbankfin.2013.05.008.
• Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro, 2013, "Corporate social responsibility and earnings forecasting unbiasedness," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3654-3668, DOI: 10.1016/j.jbankfin.2013.05.026.
• Goecke, Henry & Luhan, Wolfgang J. & Roos, Michael W.M., 2013, "Rational inattentiveness in a forecasting experiment," Journal of Economic Behavior & Organization, Elsevier, volume 94, issue C, pages 80-89, DOI: 10.1016/j.jebo.2013.08.013.
• Bakshi, Gurdip & Panayotov, George, 2013, "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 139-163, DOI: 10.1016/j.jfineco.2013.04.010.
• Amisano, Gianni & Fagan, Gabriel, 2013, "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 118-145, DOI: 10.1016/j.jimonfin.2012.09.006.
• Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013, "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 191-210, DOI: 10.1016/j.jimonfin.2013.04.004.
• Kawakami, Kei, 2013, "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.01.006.
• van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013, "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 19-40, DOI: 10.1016/j.jmacro.2013.05.001.
• Barnett, William A. & Ghosh, Taniya, 2013, "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, volume 10, issue 1, pages 53-64, DOI: 10.1016/j.jeca.2013.09.003.
• Sonsino, Doron & Regev, Eran, 2013, "Informational overconfidence in return prediction – More properties," Journal of Economic Psychology, Elsevier, volume 39, issue C, pages 72-84, DOI: 10.1016/j.joep.2013.06.006.
• Strauss, Jack, 2013, "Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity," Journal of Urban Economics, Elsevier, volume 73, issue 1, pages 77-93, DOI: 10.1016/j.jue.2012.07.005.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 9-18, DOI: 10.1016/j.matcom.2013.03.007.
• Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013, "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 164-182, DOI: 10.1016/j.matcom.2012.02.008.
• Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013, "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 183-204, DOI: 10.1016/j.matcom.2012.06.013.
• Aielli, Gian Piero & Caporin, Massimiliano, 2013, "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 205-222, DOI: 10.1016/j.matcom.2012.09.015.
• Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013, "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 223-237, DOI: 10.1016/j.matcom.2013.08.010.
• Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013, "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 69-87, DOI: 10.1016/j.pacfin.2012.10.002.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi, 2013, "What affects the cool-off duration under price limits?," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 256-278, DOI: 10.1016/j.pacfin.2013.01.004.
• Merola, Rossana & Pérez, Javier J., 2013, "Fiscal forecast errors: Governments versus independent agencies?," European Journal of Political Economy, Elsevier, volume 32, issue C, pages 285-299, DOI: 10.1016/j.ejpoleco.2013.09.002.
• Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013, "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 2, pages 87-111, DOI: 10.1016/j.qref.2013.01.004.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2013, "Oil exports and the Iranian economy," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 221-237, DOI: 10.1016/j.qref.2012.07.001.
• Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2013, "A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 294-301, DOI: 10.1016/j.qref.2013.04.002.
• Russo, Francesco & Musolino, Giuseppe, 2013, "Estimating demand variables of maritime container transport: An aggregate procedure for the Mediterranean area," Research in Transportation Economics, Elsevier, volume 42, issue 1, pages 38-49, DOI: 10.1016/j.retrec.2012.11.008.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 97-111, DOI: 10.1016/j.iref.2012.09.006.
• Bekiros, Stelios D., 2013, "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 213-219, DOI: 10.1016/j.rfe.2013.05.005.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Aaron Walker & Rod Tyers, 2013, "Quantifying Australia's "Three Speed" Boom," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-10, Feb.
• Alison Stegman & Warwick J. McKibbin, 2013, "Long term Projections of the World Economy - A Review," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-14, Mar.
• Joshua C.C. Chan, 2013, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-31, May.
• Vipin Arora & Shuping Shi, 2013, "A Heterogenous Agent Foundation for Tests of Asset Price Bubbles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-35, Jun.
• Ibragimov Marat & Jovlon Karimov & Elena Permyakova, 2013, "Unemployment and output dynamics in CIS countries: Okun's law revisited," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/04e, Feb.
• Mihaela Bratu, 2013, "Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania," Ekonomija Economics, Rifin d.o.o., volume 19, issue 2, pages 255-272.
• Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013, "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 52626, Sep.
• Michał Rubaszek & Marcin Kolasa, 2013, "Forecasting with DSGE models with financial frictions," EcoMod2013, EcoMod, number 5100, Jun.
• Jacek Kotłowski & Aleksandra Halka, 2013, "Does domestic output gap matter for inflation in a small open economy?," EcoMod2013, EcoMod, number 5615, Jun.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013, "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031002.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal ," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Fabio Canova & Matteo Ciccarelli, 2013, "Panel Vector Autoregressive Models: A Survey☆The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031006.
• Claudia Foroni & Eric Ghysels & Massimiliano Marcellino, 2013, "Mixed-Frequency Vector Autoregressive Models☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031007.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031008.
• Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T., 2013, "Risk Modelling and Management: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-22, Jun.
• Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
• Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov, 2013, "ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price," International Econometric Review (IER), Economic Research Association, volume 5, issue 2, pages 53-69, September.
• João Medeiros & Christoph Schwierz, 2013, "Estimating the drivers and projecting long-term public health expenditure in the European Union: Baumol's "cost disease" revisited," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 507, Oct.
• Claudia Foroni & Massimiliano Marcellino, 2013, "A survey of econometric methods for mixed-frequency data," Economics Working Papers, European University Institute, number ECO2013/02.
• Massimiliano Agovino & Antonio Garofalo, 2013, "Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2013, issue 3, pages 45-82.
• Alessandro Belmonte & Aline Pennisi, 2013, "Impatto territoriale delle riforme dell?istruzione sul fabbisogno di insegnanti," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2013, issue 1, pages 87-114.
• Marek RUSNAK, 2013, "Revisions to the Czech National Accounts: Properties and Predictability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 3, pages 244-261, July.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 327-359, August.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Biofuels and Food Prices: Searching for the Causal Link," Working Papers, Fondazione Eni Enrico Mattei, number 2013.22, Mar.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013, "Food versus Fuel: Causality and Predictability in Distribution," Working Papers, Fondazione Eni Enrico Mattei, number 2013.23, Mar.
• Anders Bredahl Kock & Timo Teräsvirta, 2013, "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, volume 26, issue 1, pages 13-24, Spring.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Franco Neto, Afonso Arinos de Mello, 2013, "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 748, Nov.
• Christine Garnier & Elmar Mertens & Edward Nelson, 2013, "Trend inflation in advanced economies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-74.
• Kenneth Beauchemin, 2013, "A 14-Variable Mixed-Frequency VAR Model," Staff Report, Federal Reserve Bank of Minneapolis, number 493, Dec.
• Matthew Cocci & Marco Del Negro & Stefano Eusepi & Marc Giannoni & Raiden B. Hasegawa & M. Henry Linder & Argia M. Sbordone & Andrea Tambalotti, 2013, "The FRBNY DSGE model," Staff Reports, Federal Reserve Bank of New York, number 647, Oct.
• Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013, "Trend-cycle decomposition: implications from an exact structural identification," Working Papers, Federal Reserve Bank of Philadelphia, number 13-22.
• Sergey Tsukhlo, 2013, "Russian Industrial Enterprises (on the Basis of the Surveys) in 2012," Published Papers, Gaidar Institute for Economic Policy, number 157, revised 2013.
• Alexander Knobel & Sergey Sinelnikov-Murylev & Ilya Sokolov, 2013, "Quality of the Administration of Value-Added Tax in OECD countries and Russia," Working Papers, Gaidar Institute for Economic Policy, number 0050, revised 2013.
• Huiyu Huang & Tae-Hwy Lee, 2013, "Forecasting Value-at-Risk Using High-Frequency Information," Econometrics, MDPI, volume 1, issue 1, pages 1-14, June.
• Nuno Silva, 2013, "Equity Premia Predictability in the EuroZone," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-22, Sep.
• J. James Reade & Sachiko Akie, 2013, "Using Forecasting to Detect Corruption in International Football," Working Papers, The George Washington University, The Center for Economic Research, number 2013-005, May.
• Peter Fuleky & Carl, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2013-5, Apr.
• Peter Fuleky & Carl S. Bonham, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201305, Apr.
• Inna Cintina, 2013, "Behind-the-counter, but Over-the-border? The Assessment of the Spillover Effect of Increased Availability of Emergency Contraception in Washington on Neighboring States," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201308, May.
• Peter Fuleky & Carl S. Bonham, 2013, "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201316, Aug.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917797, Oct.
• Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Working Papers, HAL, number hal-00870795, Sep.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2013, "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ?," Working Papers, HAL, number hal-02489656, Dec.
• Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013, "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," Working Papers, HAL, number hal-04141198.
• Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013, "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 75, Sep.
• Gianni Amisano & Roberta Colavecchio, 2013, "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201304, May.
• Lundbäck, Mattias, 2013, "Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s," Ratio Working Papers, The Ratio Institute, number 209, Aug.
• Hull, Isaiah, 2013, "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 279, Oct.
• Bulat Gafarov, 2013, "Do unobserved components models forecast inflation in Russia?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 35/EC/2013.
• Konstantin Fursov & Ian Miles, 2013, "Framing Emerging Nanotechnologies: Steps Towards A Forward-Looking Analysis Of Skills," HSE Working papers, National Research University Higher School of Economics, number WP BRP 15/STI/2013.
• Hiroshi Sakamoto, 2013, "Prediction Of The Prefectural Economy In Japan Using A Stochastic Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 13-24, June.
• Beshears, John Leonard & Choi, James J & Fuster, Andreas & Laibson, David I. & Madrian, Brigitte, 2013, "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," Scholarly Articles, Harvard University Department of Economics, number 12378032.
• Mariana Balan & Carmen Uzlau & Corina Maria Ene, 2013, "Analysis and forecast of employees’ mobility on the labor market in Romania using Markov chains," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 2, pages 13-25, June.
• Seyed Hossein Iranmanesh & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2013, "The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 3, pages 9-17, September.
• Weber, Enzo & Zika, Gerd, 2013, "Labour market forecasting : is disaggregation useful?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201314.
• Hutter, Christian & Weber, Enzo, 2013, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201317.
• Vijay Kumar Vishwakarma, 2013, "Forecasting Real Estate Business: Empirical Evidence From The Canadian Market," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 1-14.
• Hisham Handal Abdelbaki, 2013, "Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 69-84.
• Nikola Gradojevic & Camillo Lento, 2013, "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers, IESEG School of Management, number 2014-ACF-03, Sep.
• Maria João Ferreira Maia, 2013, "Foresight Exercises as a tool for decision-making: the example of two case studies in health," Enterprise and Work Innovation Studies, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, volume 9, issue 9, pages 39-66, December.
• Hasan Murat ERTUĞRUL & Uğur SOYTAŞ, 2013, "Sanayi Üretim Endeksinin Durağanlık Özellikleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 328, pages 51-66.
• Simone Tedeschi & Elena Pisano & Carlo Mazzaferro & Marcello Morciano, 2013, "Modelling Private Wealth Accumulation and Spend-down in the Italian Microsimulation Model CAPP_DYN: A Life-Cycle Approach," International Journal of Microsimulation, International Microsimulation Association, volume 6, issue 2, pages 76-122.
• Ugo Colombine, 2013, "A new equilibrium simulation procedure with discrete choice models," International Journal of Microsimulation, International Microsimulation Association, volume 6, issue 3, pages 25-49.
• Pablo Pincheira, 2013, "Conditional Predictive Ability of Exchange Rates in Long Run Regressions," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 28, issue 2, pages 3-35, October.
• Mr. Olivier J Blanchard & Mr. Daniel Leigh, 2013, "Growth Forecast Errors and Fiscal Multipliers," IMF Working Papers, International Monetary Fund, number 2013/001, Jan.
• Mr. Troy D Matheson & Mr. Emil Stavrev, 2013, "The Great Recession and the Inflation Puzzle," IMF Working Papers, International Monetary Fund, number 2013/124, May.
• Jakob W. Messner & Achim Zeileis & Jochen Broecker & Georg J. Mayr, 2013, "Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-01, Jan.
• Jakob W. Messner & Georg J. Mayr & Achim Zeileis & Daniel S. Wilks, 2013, "Extending Extended Logistic Regression to Effectively Utilize the Ensemble Spread," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-21, Aug.
• David Plavcan & Georg J. Mayr & Achim Zeileis, 2013, "Automatic and Probabilistic Foehn Diagnosis with a Statistical Mixture Model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-22, Sep.
• Jakob W. Messner & Georg J. Mayr & Daniel S. Wilks & Achim Zeileis, 2013, "Extending Extended Logistic Regression for Ensemble Post-Processing: Extended vs. Separate vs. Ordered vs. Censored," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-32, Oct.
• Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013, "A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 6, issue 2, pages 7-15, Diciembre.