Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2013

• Janine Aron & John Muellbauer, 2013, "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 637-661, October.
• Thomas M. Fullerton Jr. & Angel L. Molina Jr & Adam G. Walke, 2013, "Tolls, exchange rates, and northbound international bridge traffic from Mexico," Regional Science Policy & Practice, Wiley Blackwell, volume 5, issue 3, pages 305-321, August.
• CIOBANU Dumitru & BAR Mary Violeta, 2013, "On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 2, pages 91-109.
• Claudia Foroni & Massimiliano Marcellino, 2013, "A survey of econometric methods for mixed-frequency data," Working Paper, Norges Bank, number 2013/06, Feb.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper, Norges Bank, number 2013/19, Aug.
• 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," Working Paper, Norges Bank, number 2013/20, Aug.
• Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013, "Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?," Working Paper, Norges Bank, number 2013/22, Sep.
• Dimitrios P. Louzis, 2013, "Measuring return and volatility spillovers in euro area financial markets," Working Papers, Bank of Greece, number 154, Mar.
• Naoko Hara & Shotaro Yamane, 2013, "New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-14, Oct.
• Hyun Hak Kim, 2013, "Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2013-26, Dec.
• M. Mayer & R. Patuelli, 2013, "Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp899, Aug.
• Ergun Ermis oglu & Yasin Akcelik & Arif Oduncu, 2013, "Nowcasting GDP growth with credit data: Evidence from an emerging market economy," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 93-98, December.
• Mafusire Albert & Brixiova Zuzana, 2013, "Macroeconomic Shock Synchronization in the East African Community," Global Economy Journal, De Gruyter, volume 13, issue 2, pages 261-280, July, DOI: 10.1515/gej-2013-0015.
• Laurini Márcio Poletti, 2013, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 2, pages 193-229, May, DOI: 10.1515/jtse-2012-0025.
• Bao Yong & Zhang Ru, 2013, "Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model," Journal of Time Series Econometrics, De Gruyter, volume 6, issue 1, pages 63-80, July, DOI: 10.1515/jtse-2013-0015.
• Mohaddes Kamiar & Raissi Mehdi, 2013, "Oil Prices, External Income, and Growth: Lessons from Jordan," Review of Middle East Economics and Finance, De Gruyter, volume 9, issue 2, pages 99-131, August, DOI: 10.1515/rmeef-2012-0011.
• Schultefrankenfeld Guido, 2013, "Forecast uncertainty and the Bank of England’s interest rate decisions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 1-20, February, DOI: 10.1515/snde-2012-0045.
• João Frois Caldeira & Gulherme Valle Moura, 2013, "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, volume 11, issue 1, pages 49-80.
• Ito, Ryoko, 2013, "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1315, Jun.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2013, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/08, Feb.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
• Piergiorgio Alessandri & Haroon Mumtaz, 2013, "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers, Centre for Central Banking Studies, Bank of England, number 4, May.
• Adama BAH, 2013, "Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia," Working Papers, CERDI, number 201325.
• Michael Fertig & Martin Kahanec, 2013, "Mobility in an enlarging European Union: Projections of potential flows from EU's eastern neighbors and Croatia," Discussion Papers, Central European Labour Studies Institute (CELSI), number 18, Oct.
• Teresa Buchen & Klaus Wohlrabe, 2013, "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series, CESifo, number 4148.
• Michael Melvin & John Prins & Duncan Shand, 2013, "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series, CESifo, number 4238.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2013, "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series, CESifo, number 4281.
• Xi Chen & Michael Funke, 2013, "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series, CESifo, number 4287.
• Wolfgang Nierhaus, 2013, "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 66, issue 01, pages 25-32, January.
• Tim Oliver Berg & Steffen Henzel, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 155.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 171.
• Michel Fuksa & Didier Sornette, 2013, "The Sentiment of the Fed," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-01, Jan.
• Michel Fuksa & Didier Sornette, 2013, "The Sentiment of the Fed," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-02, Feb.
• Marc S. Paolella & Pawel Polak, 2013, "COMFORT: A Common Market Factor Non-Gaussian Returns Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-38, Jul, revised Sep 2014.
• Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013, "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-45, Sep.
• Vladimir Filimonov & Didier Sornette, 2013, "Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-60, Dec.
• Lionel Fontagné & Jean Fouré & Maria Priscila Ramos, 2013, "MIRAGE-e: A General Equilibrium Long-term Path of the World Economy," Working Papers, CEPII research center, number 2013-39, Dec.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013, "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers, CIRANO, number 2013s-23, Jul.
• John W. Galbraith & Greg Tkacz, 2013, "Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases," CIRANO Working Papers, CIRANO, number 2013s-25, Aug.
• Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013, "Modeling Multivariate Data Revisions," CIRANO Working Papers, CIRANO, number 2013s-44, Nov.
• Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner, 2013, "Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2013/02, Oct.
• Marek Rusnak, 2013, "Nowcasting Czech GDP in Real Time," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/06, Jul.
• Orlando Alberto Camacho Reina, 2013, "Selecci√≥n Estrat√©gica de Activos bajo No-normalidad: An√°lisis del Rendimiento de un Portafolio de Inversi√≥n," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11891, Sep.
• Mateo Clavijo, 2013, "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Paulo Mauricio S�nchez Beltr�n & Luis Fernando Melo Velandia, 2013, "Combinaci�n de brechas del producto colombiano," Borradores de Economia, Banco de la Republica, number 10973, Jul.
• Paulo M. Sánchez & Luis Fernando Melo, 2013, "Combinación de brechas del producto colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 31, issue 72, pages 74-82, DOI: 10.1016/S0120-4483(13)70006-X.
• Jurany Beccie RAMÍREZ GALLEGO, 2013, "Estimación del producto potencial en Colombia:," Archivos de Economía, Departamento Nacional de Planeación, number 10704, Mar.
• Miguel SARMIENTOO & Andr�s CEPEDA & Hernando MUTIS & Juan F. P�REZ, 2013, "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía, Departamento Nacional de Planeación, number 10705, Mar.
• Edgar Vicente MARCILLO YÉPEZ, 2013, "Un indicador Líder para la actividad económica de Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 11205, Oct.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• Martha Delgado & Leonardo Villar & Jonathan Malag�n, 2013, "Elaboración de proyecciones de mediano plazo de actividad económica regional 2013 – 2017," Informes de Investigación, Fedesarrollo, number 12156, Dec.
• Julio César Alonso & Andr�s Mauricio Arcila, 2013, "Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar," Estudios Gerenciales, Universidad Icesi.
• Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013, "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 7, issue 1, pages 139-167.
• BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013, "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2526, Jan.
• WANG, Cindy Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2013, "Forecasting a long memory process subject to structural breaks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2574, Jan.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013, "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9312, Jan.
• Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo, 2013, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9313, Jan.
• Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Andreasen, Martin M., 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9442, Apr.
• Kilian, Lutz & Baumeister, Christiane, 2013, "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9569, Jul.
• Kilian, Lutz & Baumeister, Christiane & Zhou, Xiaoqing, 2013, "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9572, Jul.
• Rossi, Barbara & Gürkaynak, Refet & KısacıkoÄŸlu, Burçin, 2013, "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9576, Jul.
• Kilian, Lutz & Baumeister, Christiane, 2013, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9768, Dec.
• Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013, "Forecasting distress in European SME portfolios," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-2.
• Henryk Gurgul & Marcin Suder, 2013, "The Properties of ATMs Development Stages - an Empirical Analysis," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), volume 14, issue 3, pages 443-466, September.
• Anderson, Kym & Wittwer, Glyn, 2013, "Modeling Global Wine Markets to 2018: Exchange Rates, Taste Changes, and China's Import Growth," Journal of Wine Economics, Cambridge University Press, volume 8, issue 2, pages 131-158, November.
• Aris Spanos & Niki Papadopoulou, 2013, "A Small Macroeconometric Model for the Cyprus Economy," Working Papers, Central Bank of Cyprus, number 2013-2, Aug.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2013, "Wohnimmobilien in Großstädten: Kaufpreise steigen auch 2014 schneller als Mieten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 49, pages 23-31.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
• Markku Lanne & Jani Luoto, 2013, "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1285.
• Peter Stephensen & Tobias Markeprand, 2013, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201303, Oct.
• Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013, "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-19.
• Sessi Tokpavi, 2013, "Testing for the Systemically Important Financial Institutions: a Conditional Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-27.
• Jia Li & Andrew J. Patton, 2013, "Asymptotic Inference about Predictive Accuracy Using High Frequency Data," Working Papers, Duke University, Department of Economics, number 13-27.
• Banerjee, Anurag N. & Chevillon, Guillaume & Kratz, Marie, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1314, Sep.
• Kratz , Marie, 2013, "There is a VaR Beyond Usual Approximations," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1317, Nov.
• Calvet , Laurent & Czellar, Veronika, 2013, "Through the Looking Glass: Indirect Inference via Simple Equilibria," HEC Research Papers Series, HEC Paris, number 1048, Nov.
• Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013, "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-07, Jan.
• Matteo Luciani & Lorenzo Ricci, 2013, "Nowcasting Norway," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2013-10, Feb.
• Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013, "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series, European Central Bank, number 152, Oct.
• Arratibel, Olga & Leiner-Killinger, Nadine & Kamps, Christophe, 2009, "Inflation forecasting in the new EU Member States," Working Paper Series, European Central Bank, number 1015, Feb.
• Amisano, Gianni & Geweke, John, 2009, "Optimal Prediction Pools," Working Paper Series, European Central Bank, number 1017, Mar.
• Hubrich, Kirstin & West, Kenneth D., 2009, "Forecast evaluation of small nested model sets," Working Paper Series, European Central Bank, number 1030, Mar.
• Caggiano, Giovanni & Kapetanios, George & Labhard, Vincent, 2009, "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Working Paper Series, European Central Bank, number 1051, May.
• Jakaitiene, Audrone & Dées, Stéphane, 2009, "Forecasting the world economy in the short-term," Working Paper Series, European Central Bank, number 1059, Jun.
• Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009, "Disagreement among forecasters in G7 countries," Working Paper Series, European Central Bank, number 1082, Aug.
• Kolasa, Marcin & Rubaszek, Michał & Skrzypczyński, Paweł, 2009, "Putting the New Keynesian DSGE model to the real-time forecasting test," Working Paper Series, European Central Bank, number 1110, Nov.
• Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009, "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series, European Central Bank, number 1115, Nov.
• Fichtner, Ferdinand & Rüffer, Rasmus & Schnatz, Bernd, 2009, "Leading indicators in a globalised world," Working Paper Series, European Central Bank, number 1125, Dec.
• Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009, "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Paper Series, European Central Bank, number 1132, Dec.
• Humphrey, David, 2009, "Payment scale economies, competition, and pricing," Working Paper Series, European Central Bank, number 1136, Dec.
• Ehrmann, Michael & Eijffinger, Sylvester & Fratzscher, Marcel, 2010, "The role of central bank transparency for guiding private sector forecasts," Working Paper Series, European Central Bank, number 1146, Jan.
• Pérez, Javier J. & Sánchez, Jesús, 2010, "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Paper Series, European Central Bank, number 1148, Jan.
• Hendry, David F. & Hubrich, Kirstin, 2010, "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank, number 1155, Feb.
• Ferrucci, Gianluigi & Jiménez-Rodríguez, Rebeca & Onorante, Luca, 2010, "Food price pass-through in the euro area The role of asymmetries and non-linearities," Working Paper Series, European Central Bank, number 1168, Apr.
• Bańbura, Marta & Modugno, Michele, 2010, "Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data," Working Paper Series, European Central Bank, number 1189, May.
• Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2010, "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Paper Series, European Central Bank, number 1195, May.
• Amisano, Gianni & Fagan, Gabriel, 2010, "Money growth and inflation: a regime switching approach," Working Paper Series, European Central Bank, number 1207, Jun.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010, "Nowcasting," Working Paper Series, European Central Bank, number 1275, Dec.
• Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010, "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series, European Central Bank, number 1277, Dec.
• Pierluigi, Beatrice & Brůha, Jan & Serafini, Roberta, 2011, "Euro area labour markets: different reaction to shocks?," Working Paper Series, European Central Bank, number 1284, Jan.
• Mohr, Matthias & Jacquinot, Pascal & Pisani, Massimiliano & Gomes, Sandra, 2011, "Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment," Working Paper Series, European Central Bank, number 1323, Apr.
• Modugno, Michele, 2011, "Nowcasting inflation using high frequency data," Working Paper Series, European Central Bank, number 1324, Apr.
• Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011, "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series, European Central Bank, number 1343, May.
• Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011, "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series, European Central Bank, number 1363, Jul.
• di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011, "Stock market firm-level information and real economic activity," Working Paper Series, European Central Bank, number 1366, Aug.
• Lombardi, Marco J. & Maier, Philipp, 2011, "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series, European Central Bank, number 1379, Sep.
• Mohr, Matthias & Maurin, Laurent & Guérin, Pierre, 2011, "Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination," Working Paper Series, European Central Bank, number 1384, Oct.
• Badarinza, Cristian & Gross, Marco, 2011, "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series, European Central Bank, number 1407, Dec.
• Amisano, Gianni & Geweke, John, 2011, "Analysis of variance for bayesian inference," Working Paper Series, European Central Bank, number 1409, Dec.
• Onorante, Luca & Koop, Gary, 2012, "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series, European Central Bank, number 1422, Feb.
• Lombardi, Marco J. & Godbout, Claudia, 2012, "Short-term forecasting of the Japanese economy using factor models," Working Paper Series, European Central Bank, number 1428, Mar.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2012, "How informative are the subjective density forecasts of macroeconomists?," Working Paper Series, European Central Bank, number 1446, Jul.
• Schnatz, Bernd & D'Agostino, Antonello, 2012, "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series, European Central Bank, number 1455, Aug.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012, "Prior selection for vector autoregressions," Working Paper Series, European Central Bank, number 1494, Nov.
• Canova, Fabio & Ciccarelli, Matteo, 2013, "Panel vector autoregressive models: a survey," Working Paper Series, European Central Bank, number 1507, Jan.
• Gross, Marco, 2013, "Estimating GVAR weight matrices," Working Paper Series, European Central Bank, number 1523, Mar.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Amisano, Gianni & Geweke, John, 2013, "Prediction using several macroeconomic models," Working Paper Series, European Central Bank, number 1537, Apr.
• Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013, "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series, European Central Bank, number 1540, Apr.
• Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013, "Forecasting fiscal time series using mixed frequency data," Working Paper Series, European Central Bank, number 1550, May.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013, "Now-casting and the real-time data flow," Working Paper Series, European Central Bank, number 1564, Jul.
• Kok, Christoffer & Gross, Marco, 2013, "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series, European Central Bank, number 1570, Aug.
• El-Shagi, Makram & Jung, Alexander, 2013, "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series, European Central Bank, number 1579, Aug.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013, "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series, European Central Bank, number 1626, Dec.
• Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 466-475.
• Han-Ching Huang & Yong-Chern Su & Chun-Chi Shih, 2013, "Speed of Convergence to Market Efficiency: Example of Top loser Stocks," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 591-601.
• Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari, 2013, "A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 2, pages 137-142.
• Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam, 2013, "Prediction of CO2 Emissions in Iran using Grey and ARIMA Models," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 229-237.
• Gary, Koop & Dimitris, Korobilis, 2013, "A New Index of Financial Conditions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-48.
• Liu, Yang, 2013, "Labor market matching and unemployment in urban China," China Economic Review, Elsevier, volume 24, issue C, pages 108-128, DOI: 10.1016/j.chieco.2012.10.006.
• Bovi, Maurizio, 2013, "Are the representative agent’s beliefs based on efficient econometric models?," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 633-648, DOI: 10.1016/j.jedc.2012.10.005.
• Kurz, Mordecai & Piccillo, Giulia & Wu, Howei, 2013, "Modeling diverse expectations in an aggregated New Keynesian Model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1403-1433, DOI: 10.1016/j.jedc.2013.01.016.
• Tsuchiya, Yoichi, 2013, "Do corporate executives have accurate predictions for the economy? A directional analysis," Economic Modelling, Elsevier, volume 30, issue C, pages 167-174, DOI: 10.1016/j.econmod.2012.09.029.
• Degiannakis, Stavros & Livada, Alexandra, 2013, "Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process," Economic Modelling, Elsevier, volume 30, issue C, pages 212-216, DOI: 10.1016/j.econmod.2012.09.027.
• Zaman, Khalid & Khilji, Bashir Ahmad, 2013, "The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035," Economic Modelling, Elsevier, volume 30, issue C, pages 468-491, DOI: 10.1016/j.econmod.2012.07.021.
• Paleologou, Suzanna-Maria, 2013, "Asymmetries in the revenue–expenditure nexus: A tale of three countries," Economic Modelling, Elsevier, volume 30, issue C, pages 52-60, DOI: 10.1016/j.econmod.2012.09.022.
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