Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2013

• Kato, Takafumi, 2013, "A comparison of spatial error models through Monte Carlo experiments," Economic Modelling, Elsevier, volume 30, issue C, pages 743-753, DOI: 10.1016/j.econmod.2012.10.010.
• Kaya, Huseyin, 2013, "Forecasting the yield curve and the role of macroeconomic information in Turkey," Economic Modelling, Elsevier, volume 33, issue C, pages 1-7, DOI: 10.1016/j.econmod.2013.03.013.
• Gupta, Rangan & Steinbach, Rudi, 2013, "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.econmod.2013.03.012.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013, "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 312-325, DOI: 10.1016/j.econmod.2013.04.001.
• Esteves, Paulo Soares, 2013, "Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice," Economic Modelling, Elsevier, volume 33, issue C, pages 416-420, DOI: 10.1016/j.econmod.2013.04.020.
• Van Hoa, Tran & Limskul, Kitti, 2013, "Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 651-658, DOI: 10.1016/j.econmod.2013.04.019.
• Akanbi, Olusegun Ayodele, 2013, "Macroeconomic effects of fiscal policy changes: A case of South Africa," Economic Modelling, Elsevier, volume 35, issue C, pages 771-785, DOI: 10.1016/j.econmod.2013.08.039.
• Rossi, Barbara, 2013, "Advances in Forecasting under Instability," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00021-X.
• BaÅ„bura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013, "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00004-9.
• Wieland, Volker & Wolters, Maik, 2013, "Forecasting and Policy Making," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00005-0.
• Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013, "Forecasting the Price of Oil," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00008-6.
• Christoffersen, Peter & Jacobs, Kris & Chang, Bo Young, 2013, "Forecasting with Option-Implied Information," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00010-4.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013, "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00011-6.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Karlsson, Sune, 2013, "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00015-4.
• Henzel, Steffen R. & Mayr, Johannes, 2013, "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.najef.2012.03.009.
• Caporin, Massimiliano, 2013, "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 261-275, DOI: 10.1016/j.najef.2012.06.004.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013, "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 250-265, DOI: 10.1016/j.najef.2013.02.004.
• Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013, "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 535-551, DOI: 10.1016/j.najef.2013.02.020.
• Zheng, Tingguo & Zuo, Haomiao, 2013, "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 643-662, DOI: 10.1016/j.najef.2013.05.001.
• Ghermandi, Andrea & Nunes, Paulo A.L.D., 2013, "A global map of coastal recreation values: Results from a spatially explicit meta-analysis," Ecological Economics, Elsevier, volume 86, issue C, pages 1-15, DOI: 10.1016/j.ecolecon.2012.11.006.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013, "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, volume 118, issue 1, pages 219-221, DOI: 10.1016/j.econlet.2012.10.022.
• Wang, Shin-Huei & Vasilakis, Chrysovalantis, 2013, "Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points," Economics Letters, Elsevier, volume 118, issue 2, pages 389-392, DOI: 10.1016/j.econlet.2012.11.011.
• Sorge, Marco M., 2013, "Generalized adaptive expectations revisited," Economics Letters, Elsevier, volume 120, issue 2, pages 203-205, DOI: 10.1016/j.econlet.2013.04.033.
• Atak, Alev & Kapetanios, George, 2013, "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, volume 120, issue 2, pages 224-228, DOI: 10.1016/j.econlet.2013.03.051.
• Matheson, Troy & Stavrev, Emil, 2013, "The Great Recession and the inflation puzzle," Economics Letters, Elsevier, volume 120, issue 3, pages 468-472, DOI: 10.1016/j.econlet.2013.06.001.
• Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2013, "Forecasting regional GDP with factor models: How useful are national and international data?," Economics Letters, Elsevier, volume 121, issue 2, pages 267-270, DOI: 10.1016/j.econlet.2013.08.007.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Arbués, Ignacio, 2013, "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 61-70, DOI: 10.1016/j.jeconom.2012.02.009.
• Jensen, Mark J. & Maheu, John M., 2013, "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 3-17, DOI: 10.1016/j.jeconom.2013.03.009.
• Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013, "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 80-91, DOI: 10.1016/j.jeconom.2013.04.019.
• Chan, Joshua C.C., 2013, "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 162-172, DOI: 10.1016/j.jeconom.2013.05.003.
• Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013, "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 134-152, DOI: 10.1016/j.jeconom.2013.04.002.
• Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013, "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 171-184, DOI: 10.1016/j.jeconom.2013.04.006.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013, "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 199-212, DOI: 10.1016/j.jeconom.2013.04.008.
• Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.

2012

• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Peter Exterkate, 2012, "Model Selection in Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-10, Feb.
• Lasse Bork & Stig V. Møller, 2012, "Housing price forecastability: A factor analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-27, May.
• Johannes Tang Kristensen, 2012, "Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-28, Jun.
• Anders Bredahl Kock & Laurent A.F. Callot, 2012, "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-38, Jan.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-43, Feb.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-45, Oct.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Joshua C C Chan, 2012, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-591, Oct.
• Sergey Slobodyan & Raf Wouters, 2012, "Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 2, pages 65-101, April.
• Olivier Coibion & Yuriy Gorodnichenko, 2012, "Why Are Target Interest Rate Changes So Persistent?," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 4, pages 126-162, October, DOI: 10.1257/mac.4.4.126.
• Mikhail Anufriev & Cars Hommes, 2012, "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, volume 4, issue 4, pages 35-64, November, DOI: 10.1257/mic.4.4.35.
• Boriss Siliverstovs, 2012, "Are GDP Revisions Predictable? Evidence for Switzerland," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 4, pages 299-326, DOI: 10.3790/aeq.58.4.299.
• Faruk ALPASLAN & Ozge CAGCAG, 2012, "A Seasonal Fuzzy Time Series Forecasting Method Based On Gustafson-Kessel Fuzzy Clustering," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 1, issue 2, pages 1-13, DECEMBER.
• Liviu-Stelian BEGU & Silvia Spataru & Erika Marin, 2012, "Investigating The Evolution Of Ron/Eur Exchange Rate: The Choice Of Appropriate Model," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 1, issue 2, pages 23-39, DECEMBER.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012, "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124363, Jun, DOI: 10.22004/ag.econ.124363.
• Taha, Fawzi A. & Hahn, William F., 2012, "Modeling South Africa’s Meat Import Demand System," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124582, DOI: 10.22004/ag.econ.124582.
• Schmitz, Jochen & Ledebur, Oliver von, 2012, "The 2007 emerging corn price surge revisited – Was it expected or a large surprise?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 123971, DOI: 10.22004/ag.econ.123971.
• Xie, Tian, 2012, "Least Squares Model Averaging by Prediction Criterion," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274619, Nov, DOI: 10.22004/ag.econ.274619.
• Clements, Michael P., , "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers, University of Warwick - Department of Economics, number 270629, DOI: 10.22004/ag.econ.270629.
• Clements, Michael P., , "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers, University of Warwick - Department of Economics, number 270653, DOI: 10.22004/ag.econ.270653.
• Clements, Michael P., , "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 270748, DOI: 10.22004/ag.econ.270748.
• Rabeh Khalfaoui & Mohammed Boutahar, 2012, "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1208, Mar.
• Marcel Aloy & Gilles de Truchis, 2012, "Estimation and Testing for Fractional Cointegration," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1215, Jun.
• Zoltán Kovács, 2012, "The key to competitiveness: Forecast," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 4, pages 505-518, December.
• Metin Bas & Zeki Cakmak, 2012, "Determining the Financial Failure in Enterprises Using Grey Relational Analysis and Logistic Regression Analysis & an Application," Anadolu University Journal of Social Sciences, Anadolu University, volume 12, issue 3, pages 63-82, September.
• Conrad, Christian & Loch, Karin, 2012, "Anticipating Long-Term Stock Market Volatility," Working Papers, University of Heidelberg, Department of Economics, number 0535, Oct.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Institute for Fiscal Studies, number 13/12, Jun, DOI: 10.1920/wp.cem.2012.1312.
• Georg Struch, 2012, "Entwicklung des integrierten Mikrosimulationsmodells EITDsim," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 122, Aug.
• Christiane Baumeister & Lutz Kilian, 2012, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," Staff Working Papers, Bank of Canada, number 12-1, DOI: 10.34989/swp-2012-1.
• Claudia Godbout & Marco J. Lombardi, 2012, "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers, Bank of Canada, number 12-7, DOI: 10.34989/swp-2012-7.
• Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012, "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series, Central Bank of Brazil, Research Department, number 288, Jul.
• Concha Artola & Enrique Galán, 2012, "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers, Banco de España, number 1203, Apr.
• Rossana Merola & Javier J. Pérez, 2012, "Fiscal forecast errors: governments vs independent agencies?," Working Papers, Banco de España, number 1233, Sep.
• Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma, 2012, "The dynamics of hours worked and technology," Working Papers, Banco de España, number 1238, Nov.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012, "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 847, Jan.
• Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012, "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 853, Feb.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012, "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 872, Jul.
• Mario Porqueddu & Fabrizio Venditti, 2012, "Do food commodity prices have asymmetric effects on Euro-Area inflation?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 878, Sep.
• Francesco D'Amuri & Juri Marcucci, 2012, "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 891, Nov.
• Sara Cecchetti & Giovanna Nappo, 2012, "A dynamic default dependence model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Carlos Medina & Christian M. Posso & Jorge A. Tamayo & Emma Monsalve, 2012, "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia, Banco de la Republica de Colombia, number 694, Mar, DOI: 10.32468/be.694.
• Laura Cepeda Emiliani & JUan D.Barón, 2012, "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 695, Mar, DOI: 10.32468/be.695.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica de Colombia, number 723, Jul, DOI: 10.32468/be.723.
• Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012, "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 724, Jul, DOI: 10.32468/be.724.
• Juan José Echavarría & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia, Banco de la Republica de Colombia, number 735, Oct, DOI: 10.32468/be.735.
• Banerjee, A. & Bystrov, V. & Mizen, P., 2012, "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers, Banque de France, number 361.
• Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani, 2012, "Macroeconomic forecasting during the Great Recession: The return of non-linearity?," Working papers, Banque de France, number 383.
• Pamfili Antipa & Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darn, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Working papers, Banque de France, number 401.
• Laurent Ferrara, 2012, "Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris," Bulletin de la Banque de France, Banque de France, issue 187, pages 63-69.
• Antonello D’ Agostino & Domenico Giannone, 2012, "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 2, pages 306-326, April, DOI: j.1468-0084.2011.00642.x.
• Michael Ehrmann & Sylvester Eijffinger & Marcel Fratzscher, 2012, "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Scandinavian Journal of Economics, Wiley Blackwell, volume 114, issue 3, pages 1018-1052, September, DOI: j.1467-9442.2012.01706.x.
• Herbert Brücker & Philipp J. H. Schröder, 2012, "International Migration With Heterogeneous Agents: Theory and Evidence for Germany, 1967–2009," The World Economy, Wiley Blackwell, volume 35, issue 2, pages 152-182, February, DOI: j.1467-9701.2011.01426.x.
• Audrone Jakaitiene & Stephane Dees, 2012, "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, volume 35, issue 3, pages 331-350, March, DOI: j.1467-9701.2011.01433.x.
• BANU Ilie & BUTIUC Ioana-Madalina, 2012, "Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 121-136.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
• Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper, Norges Bank, number 2012/09, Oct.
• Q. Farook Akram, 2012, "Macro effects of capital requirements and macroprudential policy," Working Paper, Norges Bank, number 2012/21, Dec.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp831, Jun.
• M. Mayor-Fern ndez & R. Patuelli, 2012, "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp835, Jun.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012, "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 49-70.
• Leandro Maciel, 2012, "A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 3, pages 337-367.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 581-590.
• Mathieu Plane, 2012, "Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 141-153.
• Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H., 2012, "An Empirical Growth Model for Major Oil Exporters," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1215, Mar.
• Liebermann, Joelle, 2012, "Real-time forecasting in a data-rich environment," Research Technical Papers, Central Bank of Ireland, number 07/RT/12, Dec.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Petar Jevtic & Elisa Luciano & Elena Vigna, 2012, "Mortality Surface by Means of Continuous Time Cohort Models," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 264, revised 2013.
• Matteo Richiardi & Ambra Poggi, 2012, "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 267.
• Ambra Poggi & Matteo Richiardi, 2012, "Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 117.
• Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012, "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 118.
• Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
• Ambra Poggi & Matteo G. Richiardi, 2012, "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 124.
• Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J, 2002, "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3bd1n1x5, Nov.
• Giacomini, Raffaella & Komunjer, Ivana, 2002, "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4n99t4wz, Jun.
• Giacomini, Raffaella, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt59s2g5j5, Jun.
• Giacomini, Raffaella & White, Halbert, 2003, "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5jk0j5jh, Jun.
• Carmona, Carlos Capistran, 2005, "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6v28v0b6, Jul.
• Giacomini, Raffaella & Granger, Clive W.J., 2001, "Aggregationn of Space-Time Processes," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt77f76455, May.
• Komunjer, Ivana & OWYANG, MICHAEL, 2007, "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt81w8m5sf, Nov.
• Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002, "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wr373nt, Sep.
• Benoit Cheze & Julien Chevallier & Pascal Gastineau, 2012, "Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?," Working Papers, Chaire Economie du climat, number 1207.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2012, "An Empirical Growth Model for Major Oil Exporters," CESifo Working Paper Series, CESifo, number 3780.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series, CESifo, number 3949.
• Robert Lehmann & Klaus Wohlrabe, 2012, "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series, CESifo, number 3956.
• Sasa Zikovic & Randall Filer, 2012, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 3980.
• Wolfgang Nierhaus, 2012, "Konjunkturprognosen heute – Möglichkeiten und Probleme," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 19, issue 05, pages 29-37, October.
• Isao Ishida & Toshiaki Watanabe, 2009, "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-145, Jan.
• Michael McAleer, 2009, "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-164, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-171, Sep.
• Michael McAleer & Marcelo C. Medeiros, 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-189, Oct.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-219, May.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economía Chilena," Working Papers Central Bank of Chile, Central Bank of Chile, number 653, Jan.
• Carlos Medel, 2012, "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile, Central Bank of Chile, number 657, Jan.
• Carlos Medel, 2012, "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile, Central Bank of Chile, number 658, Jan.
• Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
• Orakanya Kanjanatarakul & Komsan Suriya, 2012, "Comparison of sales forecasting models for an innovative agro-industrial product: Bass model versus logistic function," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 4, pages 89-106, December.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Silvia Gonçalves & Benoit Perron, 2012, "Bootstrapping factor-augmented regression models," CIRANO Working Papers, CIRANO, number 2012s-12, May.
• A. Debòn & S. Haberman & F. Montes & E. Otranto, 2012, "Model effect on projected mortality indicators," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201215.
• Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho, 2012, "Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Medina & Christian M. Posso & Jorge A.Tamayo & Emma Monsalve, 2012, "Din�mica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimaci�n Panel VAR," Borradores de Economia, Banco de la Republica, number 9372, Mar.
• Laura Cepeda Emiliani & Juan D. Bar�n, 2012, "Educational Segregation and the Gender Wage Gap for Recent College Graduates in Colombia," Borradores de Economia, Banco de la Republica, number 9382, Mar.
• Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
• Alexander Guar�n & Andr�s Gonz�lez & Daphn� Skandalis & Daniela S�nchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica, number 9826, Jul.
• Deicy J. Cristiano & Manuel D. Hern�ndez & Jos� David Pulido, 2012, "Pron�sticos de corto plazo en tiempo real para la actividad econ�mica colombiana," Borradores de Economia, Banco de la Republica, number 9827, Jul.
• Juan Jos� Echavarr�a & Mauricio Villamizar, 2012, "Great expectations? Evidence from Colombia�s exchange rate survey," Borradores de Economia, Banco de la Republica, number 9999, Sep.
• Luis Francisco Ramírez Díaz & Carlos Orlando Parra Penagos, 2012, "Herramientas predictivas en política financiera para empresas rentables," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Viviana María Oquendo Patino, 2012, "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9938, Mar.
• Fredy Ocaris Pérez Ramírez & Armando Len�n T�mara Ay�s, 2012, "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng, 2012, "Forecasting long memory processes subject to structural breaks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012048, Dec.
• Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8828, Feb.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
• Kilian, Lutz & Vigfusson, Robert J., 2012, "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8980, May.
• Giannone, Domenico & De Mol, Christine & Conflitti, Cristina, 2012, "Optimal Combination of Survey Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9096, Aug.
• Zimmermann, Klaus F. & Ketzler, Rolf, 2012, "A Citation-Analysis of Economic Research Institutes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9110, Sep.
• Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012, "Now-casting and the real-time data flow," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9112, Sep.
• Kilian, Lutz & Baumeister, Christiane, 2012, "What Central Bankers Need to Know about Forecasting Oil Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9118, Sep.
• Mario Coccia & Ugo Finardi, 2012, "Groundbreaking technological applications of nanotechnology in biomedicine: detecting emerging pathways from scientific and technological outputs," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201207, Jun.
• Antonis Michis, 2012, "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers, Central Bank of Cyprus, number 2012-2, May.
• Mihaela BRATU SIMIONESCU, 2012, "The Comparison of GDP Strategies Forecasting in Romania," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 39-46.
• Mioara CHIRITA, 2012, "Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 61-66.
• Konstantin A. Kholodilin & Andreas Mense, 2012, "German Cities to See Further Rises in Housing Prices and Rents in 2013," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 2, issue 12, pages 16-26.
• Christian Westermeier & Anika Rasner & Markus M. Grabka, 2012, "The Prospects of the Baby Boomers: Methodological Challenges in Projecting the Lives of an Aging Cohort," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 440.
• Konstantin A. Kholodilin & Andreas Mense, 2012, "Wohnungspreise und Mieten steigen 2013 in vielen deutschen Großstädten weiter," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 79, issue 45, pages 3-13.
• Konstantin A. Kholodilin & Andreas Mense, 2012, "Forecasting the Prices and Rents for Flats in Large German Cities," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1207.
• Peter Stephensen, 2012, "SBAM: An Algorithm for Pair Matching," DREAM Working Paper Series, Danish Rational Economic Agents Model, DREAM, number 201201, Feb.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012, "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-35.
• Aviral Kumar Tiwari & Faridul Islam, 2012, "Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 47, issue 2, pages 285-306.
• OZKAN, Filiz & OZKAN, Omer, 2012, "An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 2.
• Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-002, Jan.
• Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012, "Optimal Combination of Survey Forecasts," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-023, Aug.
• Marta Bañbura & Domenico Giannone & Michèle Modugno & Lucrezia Reichlin, 2012, "Now-Casting and the Real-Time Data Flow," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-026, Aug.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, Econjournals, volume 2, issue 3, pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, Econjournals, volume 2, issue 3, pages 97-102.
• Pierre Rostan & Alexandra Rostan, 2012, "Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall," International Review of Management and Marketing, Econjournals, volume 2, issue 1, pages 59-74.
• Chan, Joshua & Koop, Gary & Potter, Simon, 2012, "A New Model Of Trend Inflation," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-12.
• Korobilis, Dimitris, 2012, "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-80.
• Deschamps, Philippe J., 2012, "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3035-3054, DOI: 10.1016/j.csda.2011.10.021.
• Bauwens, Luc & Rombouts, Jeroen V.K., 2012, "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3415-3429, DOI: 10.1016/j.csda.2010.06.025.
• Caporin, Massimiliano & Preś, Juliusz, 2012, "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3459-3476, DOI: 10.1016/j.csda.2010.06.019.