Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2012

• 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.
• Francesco Ravazzolo & Marco J. Lombardi, 2012, "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 3/2012, 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.
• Martha Banbura & 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.
• Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012, "The power of weather," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3793-3807, DOI: 10.1016/j.csda.2010.06.021.
• Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C., 2012, "Modelling and forecasting noisy realized volatility," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 217-230, January.
• Kollmann, Robert & Zeugner, Stefan, 2012, "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1267-1283, DOI: 10.1016/j.jedc.2012.03.010.
• Eleftherios Giovanis, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 79-96, March.
• Heilemann, Ullrich & Findeis, Hagen, 2012, "Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model," Economic Modelling, Elsevier, volume 29, issue 2, pages 158-165, DOI: 10.1016/j.econmod.2011.09.003.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012, "Real-time forecasts of economic activity for Latin American economies," Economic Modelling, Elsevier, volume 29, issue 4, pages 1090-1098, DOI: 10.1016/j.econmod.2012.03.020.
• Ibarra, Raul, 2012, "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, volume 29, issue 4, pages 1305-1313, DOI: 10.1016/j.econmod.2012.04.017.
• Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał, 2012, "A Bayesian method of combining judgmental and model-based density forecasts," Economic Modelling, Elsevier, volume 29, issue 4, pages 1349-1355, DOI: 10.1016/j.econmod.2012.03.004.
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012, "The Halle Economic Projection Model," Economic Modelling, Elsevier, volume 29, issue 4, pages 1461-1472, DOI: 10.1016/j.econmod.2012.02.010.
• Tiwari, Aviral Kumar, 2012, "An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain," Economic Modelling, Elsevier, volume 29, issue 5, pages 1571-1578, DOI: 10.1016/j.econmod.2012.05.010.
• Gomes, S. & Jacquinot, P. & Pisani, M., 2012, "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, volume 29, issue 5, pages 1686-1714, DOI: 10.1016/j.econmod.2012.04.002.
• Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, volume 29, issue 6, pages 2174-2182, DOI: 10.1016/j.econmod.2012.04.011.
• Naz, Farah & Mohsin, Asma & Zaman, Khalid, 2012, "Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan," Economic Modelling, Elsevier, volume 29, issue 6, pages 2205-2221, DOI: 10.1016/j.econmod.2012.07.012.
• Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
• Tang, Hui-Wen Vivian & Yin, Mu-Shang, 2012, "Forecasting performance of grey prediction for education expenditure and school enrollment," Economics of Education Review, Elsevier, volume 31, issue 4, pages 452-462, DOI: 10.1016/j.econedurev.2011.12.007.
• Mandler, Martin, 2012, "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 228-245, DOI: 10.1016/j.najef.2012.01.003.
• Krüger, Jens J. & Hoss, Julian, 2012, "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, volume 114, issue 3, pages 284-287, DOI: 10.1016/j.econlet.2011.11.005.
• Shepherd, Ben, 2012, "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, volume 115, issue 1, pages 4-6, DOI: 10.1016/j.econlet.2011.11.017.
• Hartmann, Matthias & Herwartz, Helmut, 2012, "Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis," Economics Letters, Elsevier, volume 115, issue 2, pages 144-147, DOI: 10.1016/j.econlet.2011.12.036.
• Camba-Mendez, Gonzalo, 2012, "Conditional forecasts on SVAR models using the Kalman filter," Economics Letters, Elsevier, volume 115, issue 3, pages 376-378, DOI: 10.1016/j.econlet.2011.12.087.
• Lanne, Markku & Luoto, Jani, 2012, "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, volume 115, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2011.12.088.
• Tsuchiya, Yoichi, 2012, "Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function," Economics Letters, Elsevier, volume 116, issue 3, pages 601-603, DOI: 10.1016/j.econlet.2012.06.010.
• Karamé, F., 2012, "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, volume 117, issue 1, pages 230-234, DOI: 10.1016/j.econlet.2012.04.089.
• Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012, "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, volume 117, issue 2, pages 528-532, DOI: 10.1016/j.econlet.2012.05.037.
• Taylor, Nicholas, 2012, "Testing forecasting model versatility," Economics Letters, Elsevier, volume 117, issue 3, pages 803-806, DOI: 10.1016/j.econlet.2012.08.044.
• Jean-Baptiste, Frédo, 2012, "Forecasting with the New Keynesian Phillips curve: Evidence from survey data," Economics Letters, Elsevier, volume 117, issue 3, pages 811-813, DOI: 10.1016/j.econlet.2011.02.034.
• Canova, Fabio & Ferroni, Filippo, 2012, "The dynamics of US inflation: Can monetary policy explain the changes?," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 47-60, DOI: 10.1016/j.jeconom.2011.08.008.
• Clark, Todd E. & McCracken, Michael W., 2012, "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 1-14, DOI: 10.1016/j.jeconom.2010.09.012.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012, "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 499-518, DOI: 10.1016/j.jeconom.2012.05.019.
• Herbst, Edward & Schorfheide, Frank, 2012, "Evaluating DSGE model forecasts of comovements," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 152-166, DOI: 10.1016/j.jeconom.2012.06.008.
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012, "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 217-236, DOI: 10.1016/j.jeconom.2012.06.006.
• Ari, Ali, 2012, "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, volume 36, issue 3, pages 391-410, DOI: 10.1016/j.ecosys.2012.07.001.
• Polito, Vito & Wickens, Mike, 2012, "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, volume 56, issue 3, pages 526-551, DOI: 10.1016/j.euroecorev.2011.12.003.
• Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter, 2012, "Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 147-161, DOI: 10.1016/j.jempfin.2011.09.003.
• Wu, Zhengxiao, 2012, "On the intraday periodicity duration adjustment of high-frequency data," Journal of Empirical Finance, Elsevier, volume 19, issue 2, pages 282-291, DOI: 10.1016/j.jempfin.2011.12.004.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 610-625, DOI: 10.1016/j.jempfin.2012.04.002.
• Benavides, Guillermo & Capistrán, Carlos, 2012, "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 627-639, DOI: 10.1016/j.jempfin.2012.07.001.
• Camilo Serrano & Martin Hoesli, 2012, "Fractional Cointegration Analysis of Securitized Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 319-338, April, DOI: 10.1007/s11146-009-9231-x.
• Antoine Auberger, 2012, "Voting and economic factors in French elections for the European Parliament," Public Choice, Springer, volume 153, issue 3, pages 329-340, December, DOI: 10.1007/s11127-011-9796-9.
• April Knill & Kristina Minnick & Ali Nejadmalayeri, 2012, "Experience, information asymmetry, and rational forecast bias," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 2, pages 241-272, August, DOI: 10.1007/s11156-011-0252-1.
• Cheng-Few Lee & Jung-Bin Su, 2012, "Alternative statistical distributions for estimating value-at-risk: theory and evidence," Review of Quantitative Finance and Accounting, Springer, volume 39, issue 3, pages 309-331, October, DOI: 10.1007/s11156-011-0256-x.
• David Bessler & Zijun Wang, 2012, "D-separation, forecasting, and economic science: a conjecture," Theory and Decision, Springer, volume 73, issue 2, pages 295-314, August, DOI: 10.1007/s11238-012-9305-8.
• Ralf Brüggemann & Jing Zeng, 2012, "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-15, Aug.
• Roxana Halbleib & Valeri Voev, 2012, "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-30, Oct.
• Boriss Siliverstovs, 2012, "Keeping a Finger on the Pulse of the Economy," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-302, Apr, DOI: 10.3929/ethz-a-007216957.
• David Iselin & Boriss Siliverstovs, 2012, "The R-word Index for Switzerland," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-304, Jun, DOI: 10.3929/ethz-a-007319025.
• Boriss Siliverstovs & Sergey Smirnov & Sergey Tsukhlo, 2012, "Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-306, Jul, DOI: 10.3929/ethz-a-007328340.
• Michael Graff & Massimo Mannino & Michael Siegenthaler, 2012, "A real time evaluation of employment forecasts in Switzerland," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-320, Nov, DOI: 10.3929/ethz-a-007568961.
• Báger, Gusztáv & Galbács, Péter & Pulay, Gyula, 2012, "Az állami költségvetés makrogazdasági kockázatainak elemzése
  [Analysing macroeconomic risks in the state budget]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 1014-1036.
• Michael McAleer & Massimiliano Caporin, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers, Kyoto University, Institute of Economic Research, number 815, Apr.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 821, Jun.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 832, Nov.
• Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012, "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/22, Oct.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Henning Fischer & Marta García-Bárzana & Peter Tillmann & Peter Winker, 2012, "Evaluating FOMC forecast ranges: an interval data approach," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201213.
• Jian Wang & Jason J. Wu, 2012, "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 103-144, February, DOI: j.1538-4616.2011.00470.x.
• Antonello D‚Äôagostino & Kieran Mcquinn & Karl Whelan, 2012, "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 4, pages 715-732, June, DOI: j.1538-4616.2012.00507.x.
• Marcin Kolasa & Micha≈Å Rubaszek & Pawe≈Å Skrzypczy≈Éski, 2012, "Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 7, pages 1301-1324, October, DOI: j.1538-4616.2012.00533.x.
• Paulo Júlio & Pedro M. Esperança, 2012, "Evaluating the forecast quality of GDP components: An application to G7," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0047, Apr, revised Apr 2012.
• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
• Olivér Miklós Rácz, 2012, "Using confidence indicators for the assessment of the cyclical position of the economy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 2, pages 41-46, June.
• Dániel Holló, 2012, "Identifying imbalances in the Hungarian banking system (‘early warning’ system)," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 7, issue 3, pages 38-45, October.
• Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi, 2012, "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/6.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12001, Jan.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12092, Dec.
• Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
• Jakub Muck & Pawel Skrzypczynski, 2012, "Can we beat the random walk in forecasting CEE exchange rates?," NBP Working Papers, Narodowy Bank Polski, number 127.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012, "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17998, Apr.
• Robert Novy-Marx, 2012, "Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars," NBER Working Papers, National Bureau of Economic Research, Inc, number 18063, May.
• Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2012, "Prediction Markets for Economic Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 18222, Jul.
• Charles Engel & Nelson C. Mark & Kenneth D. West, 2012, "Factor Model Forecasts of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18382, Sep.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 18391, Sep.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18467, Oct.
• Christian R. Proaño & Thomas Theobald, 2012, "Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator," Working Papers, New School for Social Research, Department of Economics, number 1205, Jul.
• Cristina Amado & Timo Terasvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers, NIPE - Universidade do Minho, number 02/2012.
• Roberto Tatiwa Ferreira & José Nilo de Oliveira Júnior & Ivan Castelar, 2012, "Modelos de Índice de Difusão para prever a taxa de crescimento do PIB agrícola brasileiro [Diffusion index models to forecast GDP growth rate Brazilian agriculture]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 22, issue 1, pages 117-139, January-A.