Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2012

• Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Economics Working Papers, European University Institute, number ECO2012/20.
• Peter Reinhard Hansen & Allan Timmermann, 2012, "Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics," Economics Working Papers, European University Institute, number ECO2012/24.
• Frédéric Karamé, 2012, "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-04.
• Metin BAYRAK & Ömer ESEN, 2012, "Bütçe Açıklarının Cari İşlemler Dengesi Üzerine Etkileri: İkiz Açıklar Hipotezinin Türkiye Açısından Değerlendirilmesi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 82, pages 23-49, DOI: 10.5455/ey.20001.
• Laura Eboli & Gabriella Mazzulla, 2012, "The Influence of Service Quality Factors in the Preferences Concerning the Use of Car and Bus," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2012, issue 3, pages 75-91.
• J?rome Massiani, 2012, "Using Stated Preferences to Forecast the Market Diffusion of Alternative Fuel Vehicles," SCIENZE REGIONALI, FrancoAngeli Editore, volume 2012, issue 3, pages 93-121.
• Ales Kresta & Tomas Tichy, 2012, "International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 141-161, May.
• Erik Lindström & Fredric Regland, 2012, "Independent Spike Models: Estimation and Validation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 180-196, May.
• Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2012, "Monetary Policy Implications of Financial Frictions in the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 413-429, November.
• Paul COLLIER, 2012, "Savings from Natural Resource Revenues in Developing Countries : Principles and Policy Rules," Working Papers, FERDI, number P55, Nov.
• Joël CARIOLLE, 2012, "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Joël CARIOLLE, 2012, "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Mark J. Jensen & John M. Maheu, 2012, "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-06.
• Mark J. Jensen & John M. Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-09.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1206, DOI: 10.26509/frbc-wp-201206.
• Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1218, DOI: 10.26509/frbc-wp-201218.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1227, DOI: 10.26509/frbc-wp-201227.
• Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012, "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-05.
• Edward P. Herbst & Frank Schorfheide, 2012, "Evaluating DSGE model forecasts of comovements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-11.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012, "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-77.
• Lutz Kilian & Robert J. Vigfusson, 2012, "Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1050.
• Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012, "Forecasting national recessions using state level data," Working Papers, Federal Reserve Bank of St. Louis, number 2012-013, DOI: 10.20955/wp.2012.013.
• Frank Schorfheide & Dongho Song, 2012, "Real-time forecasting with a mixed-frequency VAR," Working Papers, Federal Reserve Bank of Minneapolis, number 701.
• Carlos Madeira & Basit Zafar, 2012, "Heterogeneous inflation expectations and learning," Staff Reports, Federal Reserve Bank of New York, number 536.
• Marco Del Negro & Marc Giannoni & Christina Patterson, 2012, "The forward guidance puzzle," Staff Reports, Federal Reserve Bank of New York, number 574.
• Amelia BUCUR, 2012, "Aspects Regarding The Optimization Of The Quality Of Managerial Decisions - Solving An Optimization Problem In The Sense Of Sustainability With Winqsb," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 15, issue 1, pages 194-202, Mai.
• Ludovic Dobbelaere & Igor Lebrun, 2012, "Working Paper 03-12 - Track record of the FPB’s short-term forecasts : An update," Working Papers, Federal Planning Bureau, Belgium, number 201203, Feb.
• Sergey Tsukhlo, 2012, "Russian Industrial Enterprises in 2011," Published Papers, Gaidar Institute for Economic Policy, number 42, revised 2012.
• Dimitris Korobilis, 2012, "Bayesian forecasting with highly correlated predictors," Working Papers, Business School - Economics, University of Glasgow, number 2012_12, Jul.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle," Working Papers, University of Guelph, Department of Economics and Finance, number 1206.
• Tara M. Sinclair, 2012, "Forecasting Data Vintages," Working Papers, The George Washington University, The Center for Economic Research, number 2012-001, Jan.
• Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012, "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers, The George Washington University, Institute for International Economic Policy, number 2012-11, Nov.
• Prof. Dr. Bernd Meyer, 2012, "Macroeconomic Modelling of Sustainable Development and the Links between the Economy and the Environment," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 12-1.
• Pierre Courtioux, 2012, "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00718386, Sep.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00820714, May, DOI: 10.3917/reco.633.0581.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00662771, Jan.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00827666, Dec.
• Pierre Courtioux, 2012, "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Post-Print, HAL, number hal-00718386, Sep.
• Julien Chevallier & Benoît Sévi, 2012, "On the volatility-volume relationship in energy futures markets using intraday data," Post-Print, HAL, number hal-00988926, DOI: 10.1016/j.eneco.2012.08.024.
• Mathieu Plane, 2012, "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Post-Print, HAL, number hal-01024678, Dec, DOI: 10.3917/reof.126.0141.
• Christophe Boucher & Bertrand Maillet, 2012, "Prévoir sans persistance," Post-Print, HAL, number hal-01386006.
• Sanvi Avouyi-Dovi & Julien Idier, 2012, "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Post-Print, HAL, number hal-01511935, DOI: 10.1016/j.jbankfin.2011.07.019.
• F. Karamé, 2012, "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print, HAL, number hal-02877971, Oct, DOI: 10.1016/j.econlet.2012.04.089.
• Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2012, "Energy and Capital in a New-Keynesian Framework," Post-Print, HAL, number halshs-00827666, Dec.
• Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Post-Print, HAL, number halshs-01279906, DOI: 10.1016/j.eneco.2011.10.015.
• Mathieu Plane, 2012, "Evaluation de l'impact economique du credit d'impôt pour la competivité et l'emploi (CICE)," Sciences Po Economics Publications (main), HAL, number hal-01024678, Dec, DOI: 10.3917/reof.126.0141.
• Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012, "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," Working Papers, HAL, number hal-04141052.
• R. Khalfaoui & M. Boutahar, 2012, "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers, HAL, number halshs-00793068, Mar.
• Marcel Aloy & Gilles de Truchis, 2012, "Estimation and Testing for Fractional Cointegration," Working Papers, HAL, number halshs-00793206, Jun.
• Li, Yushu, 2012, "Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines," Working Papers, Lund University, Department of Economics, number 2012:13, May.
• Karlsson, Sune, 2012, "Conditional posteriors for the reduced rank regression model," Working Papers, Örebro University, School of Business, number 2012:11, May.
• Karlsson, Sune, 2012, "Forecasting with Bayesian Vector Autoregressions," Working Papers, Örebro University, School of Business, number 2012:12, Aug.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Lönnbark, Carl, 2012, "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies, Umeå University, Department of Economics, number 844, Aug.
• Liu, Yang, 2012, "Does Internal Immigration Always Lead to Urban Unemployment in Emerging Economies? : A Structural Approach Based on Data from China," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 53, issue 1, pages 85-105, June, DOI: 10.15057/23146.
• Nikola Bokan & Rafael Ravnik, 2012, "Estimating Potential Output in the Republic of Croatia Using a Multivariate Filter," Working Papers, The Croatian National Bank, Croatia, number 35, Nov.
• Logica Banica & Daniela Pirvu & Alina Hagiu, 2012, "Intelligent Financial Forecasting, The key for a Successful Management," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 192-206, July.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012, "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2012n18, Aug.
• Terrance Jalbert & James E. Briley & Mercedes Jalbert, 2012, "Forecasting Financial Statements Using Risk Management Associates Industry Data," Business Education and Accreditation, The Institute for Business and Finance Research, volume 4, issue 1, pages 123-134.
• Gozde Unal & Derya Korman, 2012, "Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 113-124.
• Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin, 2012, "Forecasting Term Structure of HIBOR Swap Rates," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 87-100.
• Ana Filipa Dias & António Portugal Duarte, 2012, "Euro Integration Reserve Currency?," Book Chapters, Institute of Economic Sciences, chapter 8, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic, "Managing Structural Changes - Trends and Requirements".
• Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
• Márcio Laurini & João Frois Caldeira, 2012, "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-04, Apr.
• Rodrigo Mariscal & Andrew Powell, 2012, "Forecasting Inflation Risks in Latin America: A Technical Note," Research Department Publications, Inter-American Development Bank, Research Department, number 4785, Jun.
• Omar Chisari & Javier Maquieyra & Sebastian Miller, 2012, "Manual sobre Modelos de Equilibrio General Computado para Economías de LAC con Énfasis en el Análisis Económico del Cambio Climático," Research Department Publications, Inter-American Development Bank, Research Department, number 4802, Sep.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/12, Jun.
• Alejandro Bernales & Massimo Guidolin, 2012, "Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 456.
• Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012, "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series, Institute for Advanced Studies, number 292, Oct.
• Timur Han GÜR & Hasan Murat ERTUĞRUL, 2012, "Döviz kuru volatilitesi modelleri: Türkiye uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 310, pages 53-77.
• Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea, 2012, "Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 1, pages 179-218, March.
• Malte Knüppel & Guido Schultefrankenfeld, 2012, "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 87-139, September.
• Eugenio Zucchelli & Andrew M Jones & Nigel Rice, 2012, "The evaluation of health policies through dynamic microsimulation methods," International Journal of Microsimulation, International Microsimulation Association, volume 5, issue 1, pages 2-20.
• Sabine Zinn, 2012, "A Mate-Matching Algorithm for Continuous-Time Microsimulation Models," International Journal of Microsimulation, International Microsimulation Association, volume 5, issue 1, pages 31-51.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 2, pages 75-119, October.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-14, Oct.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-15, Oct.
• Mr. Olivier Coibion & Mr. Yuriy Gorodnichenko, 2012, "Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts," IMF Working Papers, International Monetary Fund, number 2012/296, Dec.
• Katja Rietzler & Sabine Stephan, 2012, "Monthly recession predictions in real time: A density forecast approach for German industrial production," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 94-2012.
• Thomas Theobald, 2012, "Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 98-2012.
• Nidhi Aggarwal & Manish Singh & Susan Thomas, 2012, "Do changes in distance-to-default anticipate changes in the credit rating?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2012-010, Mar.
• Mihaela BRATU (SIMIONESCU), 2012, "A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel," Romanian Journal of Economics, Institute of National Economy, volume 35, issue 2(44), pages 128-138, December.
• Makram El-Shagi & Alexander Jung, 2012, "Does the Greenspan Era Provide Evidence on Leadership in the FOMC?," Working Papers, International Network for Economic Research - INFER, number 2012.6.
• So Yeon Chun & Alexander Shapiro & Stan Uryasev, 2012, "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," Operations Research, INFORMS, volume 60, issue 4, pages 739-756, August, DOI: 10.1287/opre.1120.1072.
• Achim Zeileis & Christoph Leitner & Kurt Hornik, 2012, "History Repeating: Spain Beats Germany in the EURO 2012 Final," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2012-09, May.
• Juan Carlos García & Patricia Cortez, 2012, "Análisis de la participación laboral de la mujer en el mercado ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 4, issue 2, pages 27-53, Diciembre.
• Carrillo-Huerta, Mario M., 2012, "Un modelo de alerta y predicción de crisis cambiarias: el caso de México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 34, pages 7-54, segundo t.
• Cecilia Frale & Valentina Raponi, 2012, "WP 14 Revisions in official data and forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 14, Mar.
• Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 16, May.
• Cecilia Frale & Valentina Raponi, 2012, "Revisions in official data and forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3, Mar.
• Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, May.
• Paz Rico Belda, 2012, "No linealidad y asimetría en el proceso generador del Índice IBEX35," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-09, Dec.
• Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem, 2012, "An Empirical Growth Model for Major Oil Exporters," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6468, Apr.
• Colombino, Ugo, 2012, "Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6679, Jun.
• Ketzler, Rolf & Zimmermann, Klaus F., 2012, "A Citation-Analysis of Economic Research Institutes," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6780, Aug.
• Sauer, Robert M., 2012, "Does It Pay for Women to Volunteer?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6784, Aug.
• Siliverstovs Boriss & Kholodilin Konstantin A., 2012, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 4, pages 429-444, August, DOI: 10.1515/jbnst-2012-0404.
• Ivan Savin & Peter Winker, 2012, "Lasso-type and Heuristic Strategies in Model Selection and Forecasting," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-055, Oct.
• 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.
• Ángel Cuevas & Enrique Quilis, 2012, "A factor analysis for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 3, pages 311-338, September, DOI: 10.1007/s13209-011-0060-9.
• Joshua Chan & Gary Koop & Simon Potter, 2012, "A New Model of Trend Inflation," Working Papers, University of Strathclyde Business School, Department of Economics, number 1202, Feb.
• Yu Chen & Kenneth Gibb & Chris Leishman & Robert Wright, 2012, "The Impact of Population Ageing on House Prices: A Micro-simulation Approach," Working Papers, University of Strathclyde Business School, Department of Economics, number 1207, Jun.
• Frantisek Hajnovic & Juraj Zeman, 2012, "Fiscal Space in the Euro zone," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2012, Dec.
• Simeon Vosen & Torsten Schmidt, 2012, "A monthly consumption indicator for Germany based on Internet search query data," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 7, pages 683-687, May, DOI: 10.1080/13504851.2011.595673.
• Kui-Wai Li, 2012, "A study on the volatility forecast of the US housing market in the 2008 crisis," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 22, pages 1869-1880, November, DOI: 10.1080/09603107.2012.687096.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012, "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, volume 44, issue 30, pages 3965-3985, October, DOI: 10.1080/00036846.2011.583226.
• Heather L. R. Tierney, 2012, "Examining the ability of core inflation to capture the overall trend of total inflation," Applied Economics, Taylor & Francis Journals, volume 44, issue 4, pages 493-514, February, DOI: 10.1080/00036846.2010.508732.
• M. Ali Choudhary & Adnan Haider, 2012, "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, volume 44, issue 20, pages 2631-2635, July, DOI: 10.1080/00036846.2011.566190.
• Pierre Courtioux, 2012, "How income contingent loans could affect the returns to higher education: a microsimulation of the French case," Education Economics, Taylor & Francis Journals, volume 20, issue 4, pages 402-429, November, DOI: 10.1080/09645290903546538.
• Andrew Patton & Allan Timmermann, 2012, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, DOI: 10.1080/07350015.2012.634337.
• José Rangel & Robert Engle, 2012, "The Factor–Spline–GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 109-124, DOI: 10.1080/07350015.2012.643132.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 432-453, April, DOI: 10.1080/07350015.2012.693850.
• Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon, 2012, "On the correspondence between data revision and trend-cycle decomposition," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 12975, Mar, revised 01 Mar 2012.
• Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012, "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1209.
• Meltem Gulenay Chadwick & Gonul Sengul, 2012, "Nowcasting Unemployment Rate in Turkey : Let's Ask Google," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1218.
• Huseyin Cagri Akkoyun & Mahmut Gunay, 2012, "Nowcasting Turkish GDP Growth," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1233.
• Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012, "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-020/4, Mar.
• Falk Brauning & Siem Jan Koopman, 2012, "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-042/4, Apr.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
• Pfajfar, D. & Santoro, E., 2012, "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-048.
• Pfajfar, D. & Santoro, E., 2012, "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 515ee09e-b946-439f-afff-d.
• Pfajfar, D. & Santoro, E., 2012, "News on Inflation and the Epidemiology of Inflation Expectations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 87fa5f59-4918-4fe4-ad6e-c.
• Maritta Paloviita and Matti Viren, 2012, "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers, Aboa Centre for Economics, number 76, Nov.
• Maritta Paloviita and Matti Viren, 2012, "Are individual survey expectations internally consistent?," Discussion Papers, Aboa Centre for Economics, number 77, Nov.
• Masayoshi Hayashi, 2012, "Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-846, Apr.
• Mark J Jensen & John M Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers, University of Toronto, Department of Economics, number tecipa-453, Apr.
• Mark J Jensen & John M Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," Working Papers, University of Toronto, Department of Economics, number tecipa-458, Jun.
• Maximilian Auffhammer & Ralf Steinhauser, 2012, "Forecasting The Path of U.S. CO_2 Emissions Using State-Level Information," The Review of Economics and Statistics, MIT Press, volume 94, issue 1, pages 172-185, February.
• Ivana Komunjer & Michael T. Owyang, 2012, "Multivariate Forecast Evaluation and Rationality Testing," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1066-1080, November.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012, "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1081-1096, November.
• Müller-Plantenberg, Nikolas, 2012, "Balance of payments flows and exchange rate prediction in Japan," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2012/09, Mar.
• Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-06, revised Apr 2012.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2012, "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-07, revised Feb 2012.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-14, Jun.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral, 2012, "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-26, revised Oct 2012.
• Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma, 2012, "Interpreting the Hours-Technology time-varying relationship," Studies in Economics, School of Economics, University of Kent, number 1201, Jan.
• Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2012, "Nowcasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/204908, Sep.
• Lieven Baele & et al., 2012, "Macroeconomic Regimes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/12, Jul.
• Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012, "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 019, Jan, DOI: 10.26481/umamet.2012019.
• Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J., 2012, "Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data)," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 021, Jan, DOI: 10.26481/umamet.2012021.
• Barbara Rossi & Atsushi Inoue, 2012, "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1404, Apr.
• Barbara Rossi, 2012, "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1405, Oct.
• Audrino, Francesco & Meier, Pirmin, 2012, "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1210, Apr.
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance, University of St. Gallen, School of Finance, number 1211, Nov.
• Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2012, "On the Predictability of Stock Prices: a Case for High and Low Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1213, Feb.
• Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
• Colombino Ugo, 2012, "Equilibrium simulation with microeconometric models. A new procedure with an application to income support policies," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201209, Jun.
• Richiardi Matteo & Poggi Ambra, 2012, "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201213, Sep.
• Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012, "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:35.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012, "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:36.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_15.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combining predictive densities using Bayesian filtering with applications to US economic data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_16.
• Albert Mafusire & Zuzana Brixiova, 2012, "Macroeconomic Shock Synchronization in the East African Community," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1031, Mar.
• Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2012, "Who Creates Jobs? Estimating Job Creation Rates at the Firm Level," WIFO Working Papers, WIFO, number 435, Aug.
• Hiroshi Sakamoto, 2012, "Future Prediction of the Prefectural Economy in Japan: Using a Stochastic Model," ERSA conference papers, European Regional Science Association, number ersa12p139, Oct.
• Lucian-Liviu Albu, 2012, "Quantifying The Impact Of Current Crisis On The Convergence In Eu And Post-Crisis Scenarios," ERSA conference papers, European Regional Science Association, number ersa12p433, Oct.
• Gary Koop & Dimitris Korobilis, 2012, "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 3, pages 867-886, August, DOI: 10.1111/j.1468-2354.2012.00704.x.
• Martin Ellison & Thomas J. Sargent, 2012, "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 4, pages 1047-1065, November, DOI: j.1468-2354.2012.00711.x.
• Panayiotis F. Diamandis & Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2012, "Asset allocation in the Athens stock exchange: a variance sensitivity analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 2, pages 167-181, April.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012, "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 603-624, June.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012, "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 934-955, September.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 956-977, September.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2012, "Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 2, pages 124-156, March.
• Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012, "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 3, pages 229-244, April.
• Martin Feldkircher, 2012, "Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 4, pages 361-376, July.
• Christina Beneki & Bruno Eeckels & Costas Leon, 2012, "Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 5, pages 391-400, August.
• Chris Brooks & Alešs Černý & Joëlle Miffre, 2012, "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 10, pages 909-944, October.
• Antonello D’Agostino & 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: 10.1111/j.1538-4616.2012.00507.x.
• Marcin Kolasa & Michał Rubaszek & Paweł Skrzypczyński, 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: 10.1111/j.1538-4616.2012.00533.x.
• Adam Jêdrzejczyk, 2012, "Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 63, Sep.
• Chen Yu-Chin & Rogoff Kenneth, 2012, "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-28, DOI: 10.1142/S2251361212500048.
• Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/06.
• Mihaela Bratu, 2012, "Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 15, issue 2, pages 87-100, November.
• Nyberg, Henri & Saikkonen, Pentti, 2012, "Forecasting with a noncausal VAR model," Bank of Finland Research Discussion Papers, Bank of Finland, number 33/2012.
• Paloviita, Maritta & Virén, Matti, 2012, "Inflation and output growth uncertainty in individual survey expectations," Bank of Finland Research Discussion Papers, Bank of Finland, number 37/2012.
• Jang, Tae-Seok & Sacht, Stephen, 2012, "Identification of animal spirits in a bounded rationality model: An application to the euro area," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-12.
• Vosen, Simeon & Schmidt, Torsten, 2012, "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 7, pages 683-687.
• Croonenbroeck, Carsten & Stadtmann, Georg, 2012, "Evaluating Phillips curve based inflation forecasts in Europe: A note," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 329.
• Jang, Tae-Seok & Sacht, Stephen, 2012, "Identification of animal spirits in a bounded rationality model: An application to the euro area," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1798.
• Wolters, Maik Hendrik, 2012, "Evaluating point and density forecasts of DSGE models," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 59.
• Wieland, Volker & Wolters, Maik Hendrik, 2012, "Forecasting and policy making," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 62.
• Holtemöller, Oliver & Irrek, Maike & Schultz, Birgit, 2012, "A Federal Long-run Projection Model for Germany," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2012.
• El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012, "Does Central Bank Staff Beat Private Forecasters?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2012.
• Holtemöller, Oliver & Irrek, Maike, 2012, "Wachstumsprojektion 2025 für die deutschen Länder: Produktion je Einwohner divergiert," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 18, issue 4, pages 132-140.