Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2012

• 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.
• Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012, "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 245-264, October, DOI: 10.1007/s10614-011-9288-5.
• 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, DOI: 10.3917/reco.633.0581.
• 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.
• C. Marbot & D. Roy, 2012, "Projecting the future cost of the French elderly disabled allowance using a microsimulation model," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2012-10.
• D. Blanchet & S. Le Minez, 2012, "Joint macro/micro evaluations of accrued-to-date pension liabilities: an application to French reforms," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2012-14.
• Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012, "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 1, issue 1, pages 42-53, January.
• Arnaud Doucet & Neil Shephard, 2012, "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W05, Jun.
• Ekaterina Tosheva, 2012, "Dynamics of Foreign Direct Investments in Bulgaria for the Period 1999 - 2011," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 68-78, April.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-04.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/13, Aug.
• Thomas Laurent & Tomasz Koźluk, 2012, "Measuring GDP Forecast Uncertainty Using Quantile Regressions," OECD Economics Department Working Papers, OECD Publishing, number 978, Jul, DOI: 10.1787/5k95xd76jvvg-en.
• Elena Rusticelli, 2012, "Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts," OECD Economics Department Working Papers, OECD Publishing, number 979, Jul, DOI: 10.1787/5k94kq50b2jd-en.
• Stéphane Sorbe, 2012, "Portugal - Assessing the Risks Around the Speed of Fiscal Consolidation in an Uncertain Environment," OECD Economics Department Working Papers, OECD Publishing, number 984, Sep, DOI: 10.1787/5k92smzp0b6h-en.
• Ivan Savin & Peter Winker, 2013, "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 67-89, DOI: 10.1787/jbcma-2012-5k49pkpbf76j.
• Antonello D'Agostino & Kieran McQuinn & Derry O’Brien, 2012, "Nowcasting Irish GDP," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2012, issue 2, pages 21-31, DOI: 10.1787/jbcma-2012-5k92n2pwccwb.
• Gagea Mariana, 2012, "The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 617-623, July.
• Dale W. R. Rosenthal, 2012, "Modeling Trade Direction," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 390-415, 2012 04.
• Fulvio Corsi & Francesco Audrino, 2012, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 591-616, September.
• Slãvescu Ecaterina Oana & Panait Iulian, 2012, "Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1156-1160, May.
• ILIE Margareta & ILIE Constantin & ANTOHI Ionut, 2012, "Simulating the Evolution of Romanian's Pupils and Students Considering the Country's Economic Activity," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 996-1001, May.
• Ene Sebastian & Chilarez Danut, 2012, "The Impact of Open Market Variables on FDI. Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1126-1130, Decembre.
• Ciobanu Dumitru & Bar Mary Violeta, 2012, "A Comparison Between Two Predictive Models of Artificial Intelligence," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 362-367, Decembre.
• Bratu (Simionescu) Mihaela, 2012, "Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-24, Decembre.
• Ilie Constantin & Ilie Margareta & Topalu Ana-Maria, 2012, "Using Artificial Neural Network to predict the NASDAQ evolution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-32, Decembre.
• Neil Shephard & Arnaud Doucet, 2012, "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Series Working Papers, University of Oxford, Department of Economics, number 606, Jun.
• Francis X. Diebold, 2012, "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-035, Sep.
• Xu Cheng & Bruce E. Hansen, 2012, "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-046, Oct.
• Xu Cheng & Bruce E. Hansen, 2012, "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-061, May, revised 03 Sep 2013.
• Dumitru Ciobanu, 2012, "The Horizon of Prediction for Exchange Rate Eur-Leu," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 2, pages 85-92.
• Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh, 2012, "The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 3, pages 123-138.
• Alina Hagiu, 2012, "Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 3, pages 83-96.
• Mihaela Bratu (Simionescu), 2012, "The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 4, pages 17-32.
• Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia, 2012, "The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 49, issue 2, pages 51-74, December.
• Medel, Carlos A., 2012, "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper, University Library of Munich, Germany, number 35949, Jan.
• Medel, Carlos A., 2012, "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
  [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper, University Library of Munich, Germany, number 35950, Jan.
• Weber, Patrick, 2012, "Timing asset market peaks: the role of the liquidity risk cycle of the banking system," MPRA Paper, University Library of Munich, Germany, number 36061, Jan.
• Wolters, Maik Hendrik, 2012, "Evaluating point and density forecasts of DSGE models," MPRA Paper, University Library of Munich, Germany, number 36147, Jan.
• Fry, John, 2012, "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper, University Library of Munich, Germany, number 36202, Jan.
• Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.
• Liew, Freddy, 2012, "Forecasting inflation in Asian economies," MPRA Paper, University Library of Munich, Germany, number 36781, Jan.
• Ubilava, David & Helmers, C Gustav, 2012, "Forecasting ENSO with a smooth transition autoregressive model," MPRA Paper, University Library of Munich, Germany, number 36890, Jan.
• Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
• Jang, Tae-Seok & Sacht, Stephen, 2012, "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper, University Library of Munich, Germany, number 37399, Mar.
• Albers, Scott & Albers, Andrew L., 2012, "On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave," MPRA Paper, University Library of Munich, Germany, number 37771, Mar.
• Karapanagiotidis, Paul, 2012, "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 38885, Mar.
• Doretti, Marco, 2012, "Modelli di scoring per il rischio paese
  [Scoring models for country risk]," MPRA Paper, University Library of Munich, Germany, number 38898, Feb.
• Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012, "Forecasting national recessions using state-level data," MPRA Paper, University Library of Munich, Germany, number 39168, Apr.
• Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012, "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper, University Library of Munich, Germany, number 39294, Jun.
• Liebermann, Joelle, 2012, "Real-time forecasting in a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 39452.
• Czinkota, Thomas, 2012, "Zeitpunktsignale zum aktiven Portfoliomanagement
  [Time-Point-Signals for Active Portfolio Management]," MPRA Paper, University Library of Munich, Germany, number 39565, Jun.
• Galimberti, Jaqueson K., 2012, "A tutorial note on the properties of ARIMA optimal forecasts," MPRA Paper, University Library of Munich, Germany, number 40303, Jan, revised 27 Jul 2012.
• Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012, "What Drives Commodity Prices?," MPRA Paper, University Library of Munich, Germany, number 40711, Aug.
• Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy, 2012, "The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data," MPRA Paper, University Library of Munich, Germany, number 40791, Aug.
• Lahvicka, Jiri, 2012, "Using Monte Carlo simulation to calculate match importance: the case of English Premier League," MPRA Paper, University Library of Munich, Germany, number 40998, Sep.
• Bruno, Giancarlo, 2012, "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 41312, Sep.
• Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012, "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper, University Library of Munich, Germany, number 41486, Aug.
• Khalfaoui, R & Boutahar, M, 2012, "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper, University Library of Munich, Germany, number 41624, Sep.
• Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012, "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper, University Library of Munich, Germany, number 41886, Oct.
• Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012, "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper, University Library of Munich, Germany, number 42062, Oct.
• Medel, Carlos A. & Salgado, Sergio C., 2012, "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper, University Library of Munich, Germany, number 42235, Oct.
• Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012, "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper, University Library of Munich, Germany, number 42474, Nov.
• Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing, 2012, "A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises," MPRA Paper, University Library of Munich, Germany, number 42535, Oct.
• Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper, University Library of Munich, Germany, number 42563, Nov.
• Mezgebo, Taddese, 2012, "The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model," MPRA Paper, University Library of Munich, Germany, number 43345, Feb.
• Albers, Scott, 2012, "Predicting crises: Five essays on the mathematic prediction of economic and social crises," MPRA Paper, University Library of Munich, Germany, number 43484, Dec.
• Slavescu, Ecaterina & Panait, Iulian, 2012, "Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry," MPRA Paper, University Library of Munich, Germany, number 44250.
• du Jardin, Philippe, 2012, "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper, University Library of Munich, Germany, number 44383, Jan.
• Leon, Jorge, 2012, "A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica," MPRA Paper, University Library of Munich, Germany, number 44484, revised 2012.
• Matkovskyy, Roman, 2012, "Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
  [Forecasting Economic Development of Ukraine based on BVAR models with different priors]," MPRA Paper, University Library of Munich, Germany, number 44725, Jan, revised Nov 2012.
• Lúcio Godeiro, Lucas, 2012, "Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo
  [Estimating the VaR (Value-at-Risk) of portfolios via GARCH family models and via Monte Carlo Simulation]," MPRA Paper, University Library of Munich, Germany, number 45146, Jun.
• Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper, University Library of Munich, Germany, number 45977, Sep.
• Doran, Justin & Fingleton, Bernard, 2012, "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper, University Library of Munich, Germany, number 47292, Aug.
• Rashid, Abdul & Husain, Fazal, 2012, "On the modeling of exchange rate: some evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 47547, Feb.
• Teneng, Dean, 2012, "Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian," MPRA Paper, University Library of Munich, Germany, number 47855, Sep.
• Bławat, Bogusław, 2012, "CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm
  [CRI RMI - New Approach to Default Probability Calculation]," MPRA Paper, University Library of Munich, Germany, number 49121, Sep, revised Jan 2013.
• Skribans, Valerijs, 2012, "European Union Economy System Dynamic Model Development," MPRA Paper, University Library of Munich, Germany, number 49170.
• Giovanis, Eleftherios, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper, University Library of Munich, Germany, number 71218, Mar.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers, University of Pretoria, Department of Economics, number 201209, Mar.
• Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012, "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers, University of Pretoria, Department of Economics, number 201229, Oct.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
• Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 23-44, March.
• Justyna Wróblewska, 2012, "Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 4, pages 253-267, December.
• Mihaela BRATU (SIMIONESCU), 2012, "The Accuracy Of Unemployment Rate Forecasts In Romania And The Actual Economic Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 11, issue 2, pages 56-67.
• Tian Xie, 2012, "Least Squares Model Averaging By Prediction Criterion," Working Paper, Economics Department, Queen's University, number 1299, Nov.
• Carrera, César, 2012, "Estimating Information Rigidity using Firms’ Survey Data," Working Papers, Banco Central de Reserva del Perú, number 2012-004, Jan.
• Ferreyra, Jesús & Vásquez, José, 2012, "Proyección de precios de exportación utilizando tipos de cambio: Caso peruano," Working Papers, Banco Central de Reserva del Perú, number 2012-008, Feb.
• Barrera, Carlos, 2012, "El ciclo común y los grupos homogéneos en la inflación," Working Papers, Banco Central de Reserva del Perú, number 2012-010, Apr.
• Winkelried, Diego, 2012, "Predicting quarterly aggregates with monthly indicators," Working Papers, Banco Central de Reserva del Perú, number 2012-023, Dec.
• Carol Alexander & Daniel Ledermann, 2012, "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-09, May.
• Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012, "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers, Society for Economic Dynamics, number 1196.
• Raffaella Giacomini, 2012, "Incorporating theoretical restrictions into forecasting by projection methods," 2012 Meeting Papers, Society for Economic Dynamics, number 548.
• Yong Song, 2012, "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series, Rimini Centre for Economic Analysis, number 28_12, Jun.
• Nikola Gradojevic & Camillo Lento, 2012, "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Paper series, Rimini Centre for Economic Analysis, number 31_12, Jun.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series, Rimini Centre for Economic Analysis, number 45_12, Jun.
• Xin Jin & John M. Maheu, 2012, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 49_12, Jun.
• Dimitris Korobilis, 2012, "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 67_12, Nov.
• Anton Semushin & Petr Parshakov, 2012, "Data frequency and mutual fund performance measures," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 95-114.
• Alexander Tsyplakov, 2012, "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 27, issue 3, pages 115-132.
• EImad A. Moosa & Kelly Burns, 2012, "Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabil," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 3, pages 473-490.
• Oliver Grothe & Felix M√ºsgens, 2012, "The inÔ¨Çuence of spatial effects on wind power revenues under direct marketing rules," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2012-7, Mar.
• Mihaela BRATU SIMIONESCU, 2012, "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 3, issue 1, pages 71-87.
• Biljana Petrevska, 2012, "Forecasting International Tourism Demand: The Evidence Of Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 3, issue 1, pages 45-55.
• Matei, Marius, 2012, "Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 95-115, March.
• Cifter, Atilla, 2012, "Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 127-142, June.
• Stratan, Alexandru & Chistruga, Marcel, 2012, "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 68-84, June.
• Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
• Zaman, Gheorghe & Dumitrascu, Roxana Arabela & Dumitrascu, Vadim, 2012, "What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 80-96, September.
• Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012, "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 83-103, December.
• Mihaela Bratu (Simionescu), 2012, "Improving the accuracy of consensus forecasts for the EURO area," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 11-15, Decembre.
• V. I. Tinyakova, 2012, "The new approaches in econometric research of financial markets. Distributed volatility," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 4, issue 2, pages 247-255, Decembre.
• Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012, "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 229, Apr, revised 18 Apr 2012.
• Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012, "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper, Tor Vergata University, CEIS, number 233, May, revised 08 Feb 2013.
• Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper, Tor Vergata University, CEIS, number 255, Nov, revised 08 Nov 2012.
• Saad Belghazi, 2012, "Scenarios for the Agricultural Sector in South and East Mediterranean Countries by 2030," CASE Network Reports, CASE-Center for Social and Economic Research, number 0109.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
• Katja Drechsel & Rolf Scheufele, 2012, "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers, Swiss National Bank, number 2012-16.
• Juthasit Rohitratana & Jorn Altmann, 2012, "Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201288, Mar, revised Mar 2012.
• Matías Mayor & Roberto Patuelli, 2012, "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Advances in Spatial Science, Springer, chapter 0, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón, "Defining the Spatial Scale in Modern Regional Analysis", DOI: 10.1007/978-3-642-31994-5_9.
• Enrique Moral-Benito, 2012, "Bayesian posterior prediction and meta-analysis: an application to the value of travel time savings," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 801-817, June, DOI: 10.1007/s00168-010-0407-3.
• Jae Kim & Geoffrey Hewings, 2012, "Integrating the fragmented regional and subregional socioeconomic forecasting and analysis: a spatial regional econometric input–output framework," The Annals of Regional Science, Springer;Western Regional Science Association, volume 49, issue 2, pages 485-513, October, DOI: 10.1007/s00168-011-0468-y.