Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2012

• 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, 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.
• Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte, 2012, "Mittelfristige Projektion der wirtschaftlichen Entwicklung," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 18, issue 8-9, pages 259-262.
• Quaas, Georg & Köster, Robert, 2012, "Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 106.
• Schmidt, Torsten & Vosen, Simeon, 2012, "Using Internet Data to Account for Special Events in Economic Forecasting," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 382, DOI: 10.4419/86788437.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Wang, Weining, 2012, "Quantile regression in risk calibration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-006.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012, "Local adaptive multiplicative error models for high-frequency forecasts," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-031.
• Choros-Tomczyk, Barbara & Härdle, Wolfgang Karl & Overbeck, Ludger, 2012, "Copula dynamics in CDOs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-032.
• Zolotko, Mikhail & Okhrin, Ostap, 2012, "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-060.
• Sacht, Stephen & Jang, Tae-Seok, 2012, "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62071.
• Michael Wolf & Dan Wunderli, 2012, "Bootstrap joint prediction regions," ECON - Working Papers, Department of Economics - University of Zurich, number 064, Feb, revised May 2013.

2011

• Walter Krämer & Michael Bücker, 2011, "Probleme des Qualitätsvergleichs von Kreditausfallprognosen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 1, pages 39-58, March, DOI: 10.1007/s11943-011-0096-0.
• Hendrik Hansen & Peter Pflaumer, 2011, "Zur Prognose der Lebenserwartung in Deutschland: Ein Vergleich verschiedener Verfahren," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 3, pages 203-219, December, DOI: 10.1007/s11943-011-0108-0.
• Javier Pérez & A. Sánchez, 2011, "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Empirical Economics, Springer, volume 41, issue 2, pages 421-445, October, DOI: 10.1007/s00181-010-0380-9.
• Volker Wieland & Maik Wolters, 2011, "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 247-292, June, DOI: 10.1007/s00199-010-0549-7.
• Teresa Leal & Diego Pedregal & Javier Pérez, 2011, "Short-term monitoring of the Spanish government balance," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 1, pages 97-119, March, DOI: 10.1007/s13209-010-0018-3.
• Maria Gonzalez-Perez & Alfonso Novales, 2011, "The information content in a volatility index for Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 2, pages 185-216, June, DOI: 10.1007/s13209-010-0031-6.
• Gonzalo Fernández-de-Córdoba & José Torres, 2011, "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 2, issue 3, pages 379-399, September, DOI: 10.1007/s13209-010-0036-1.
• Gary Koop & Luca Onorante, 2011, "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers, University of Strathclyde Business School, Department of Economics, number 1109, Mar.
• Gary Koop & Lise Tole, 2011, "Forecasting the European Carbon Market," Working Papers, University of Strathclyde Business School, Department of Economics, number 1110, Apr.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011, "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1113, Apr.
• Gary Koop, 2011, "Forecasting with Medium and Large Bayesian VARs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1117, Apr.
• Gary Koop & Dimitris Korobilis, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers, University of Strathclyde Business School, Department of Economics, number 1118, Apr.
• Gary Koop & Dimitris Korobilis, 2011, "Forecasting Inflation Using Dynamic Model Averaging," Working Papers, University of Strathclyde Business School, Department of Economics, number 1119, Apr.
• Rachida Ouysse, 2011, "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-03, Apr.
• Grassi, Stefano & Proietti, Tommaso, 2011, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 07/2011, Sep.
• Lütkepohl, Helmut & Proietti, Tommaso, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 08/2011, Oct.
• Philip Hans Franses, 2011, "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, volume 43, issue 14, pages 1721-1727, DOI: 10.1080/00036840902762753.
• Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011, "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2097-2110, DOI: 10.1080/00036840903085089.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2011, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 6, pages 583-619, DOI: 10.1080/07474938.2011.586614.
• A. Nazif Çatik & Mehmet Karaçuka, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 2, pages 275-293, April, DOI: 10.3846/16111699.2011.620135.
• Francesco Audrino & Fabio Trojani, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 138-149, January, DOI: 10.1198/jbes.2010.08117.
• Don Harding & Adrian Pagan, 2011, "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 86-95, January, DOI: 10.1198/jbes.2009.08005.
• David F. Hendry & Kirstin Hubrich, 2011, "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 2, pages 216-227, April, DOI: 10.1198/jbes.2009.07112.
• Bertil Wegmann & Mattias Villani, 2011, "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 382-396, July, DOI: 10.1198/jbes.2011.08289.
• Andrew J. Patton & Allan Timmermann, 2011, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, June, DOI: 10.1080/07350015.2012.634337.
• José Gonzalo Rangel & Robert F. Engle, 2011, "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, May, DOI: 10.1080/07350015.2012.643132.
• Christiane Baumeister & Lutz Kilian, 2011, "Real-Time Forecasts of the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 326-336, September, DOI: 10.1080/07350015.2011.648859.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-003/4, Jan.
• Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011, "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-007/4, Jan.
• Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011, "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-020/4, Jan.
• Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
• Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011, "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-093/4, Jul.
• Christophe Croux & Peter Exterkate, 2011, "Sparse and Robust Factor Modelling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-122/4, Aug.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-123/4, Aug.
• Oleg Sokolinskiy & Dick van Dijk, 2011, "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-125/4, Sep.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-131/4, Sep.
• Rianne Legerstee & Philip Hans Franses, 2011, "Do Experts' SKU Forecasts improve after Feedback?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-135/4, Sep.
• Peter Exterkate, 2011, "Modelling Issues in Kernel Ridge Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-138/4, Sep.
• Rianne Legerstee & Philip Hans Franses & Richard Paap, 2011, "Do Experts incorporate Statistical Model Forecasts and should they?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-141/4, Oct.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.
• Philip Hans Franses & Rianne Legerstee & Richard Paap, 2011, "Estimating Loss Functions of Experts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-177/4, Dec.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-054.
• Poghosyan, K. & Boldea, O., 2011, "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-104.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 419d588e-7827-4cdd-b989-4.
• Yong Song, 2011, "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers, University of Toronto, Department of Economics, number tecipa-427, Apr.
• Jon Faust & Jonathan H. Wright, 2011, "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, MIT Press, volume 93, issue 2, pages 647-659, May.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-01.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-02.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-03.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-07.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-09.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011, "Evaluating Macroeconomic Forecasts: A 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 2011-11.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-15.
• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-16.
• Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-20.
• Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-24.
• Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-27.
• Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-32.
• Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011, "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 2011-33.
• Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011, "Forecasting Inflation using Commodity Price Aggregates," Working Papers, University of Washington, Department of Economics, number UWEC-2011-14, Sep.
• Roxana Halbleib & Valeri Voev, 2011, "Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/195065, Feb.
• Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1461, May, revised Jan 2015.
• Matthew L. Higgins, 2011, "Advances in Economic Forecasting," Books from Upjohn Press, W.E. Upjohn Institute for Employment Research, number aef, ISBN: ARRAY(0x7722d400).
• Audrino, Francesco, 2011, "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1112, Apr.
• Audrino, Francesco & Hu, Yujia, 2011, "Volatility Forecasting: Downside Risk, Jumps and Leverage Effect," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1138, Sep.
• Andrea Ghermandi & Paulo A.L.D. Nunes, 2011, "A Global Map of Costal Recreation Values: results from a spatially explicit meta-analysis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_08.
• David E. Giles & Hui Feng & Ryan T. Godwin, 2011, "On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 1104, Apr.
• Vladimir Gligorov & Renate Haupfleisch & Mario Holzner & Katja Korolkova & Monika Natter & Hermine Vidovic, 2011, "Developing Efficient Activation Approaches and Identifying Elements for Regional Cooperation in the Western Balkans," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 374, Oct.
• Zhihong Chen & Azhar Iqbal & Huiwen Lai, 2011, "Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 44, issue 2, pages 651-672, May, DOI: 10.1111/j.1540-5982.2011.01648.x.
• Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011, "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, volume 14, issue , pages 25-44, February.
• John Geweke & Gianni Amisano, 2011, "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1-29, January/F.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2011, "Forecasting large datasets with Bayesian reduced rank multivariate models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 735-761, August.
• Roxana Chiriac & Valeri Voev, 2011, "Modelling and forecasting multivariate realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 6, pages 922-947, September.
• Lucas W. Davis & Lutz Kilian, 2011, "Estimating the effect of a gasoline tax on carbon emissions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 7, pages 1187-1214, November.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 8, pages 1685-1706, December, DOI: 10.1111/j.1538-4616.2011.00463.x.
• Ewa Syczewska, 2011, "Assessment of growth for countries of European Union," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 59, Dec.
• Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz, 2011, "Multidimensional Levy walk and its scaling limits," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/11/06.
• Funke, Michael & Mehrotra, Aaron & Yu, Hao, 2011, "Tracking Chinese CPI inflation in real time," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 35/2011.
• Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011, "Classical time-varying FAVAR models - estimation, forecasting and structural analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,04.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,13.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2011, "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,14.
• Knüppel, Malte, 2011, "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,32.
• Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,35.
• Catik, A. Nazif & Karaçuka, Mehmet, 2011, "A comparative analysis of alternative univariate time series models in forecasting Turkish inflation," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 20.
• Shintani, Mototsugu & Guo, Zi-Yi, 2011, "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 167627.
• Herold, Jörg & Polzin, Kerstin, 2011, "Zeitvarianz und Zeitinvarianz - mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus," Jena Contributions to Economic Research, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration, number 2011,1.
• Herold, Jörg & Ahrens, Bernd, 2011, "Reversibilität und Irreversibilität: Mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus," Jena Contributions to Economic Research, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration, number 2011,5.
• Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz, 2011, "Ratingverfahren: Diskriminanzanalyse versus Logistische Regression," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 179.
• Rossen, Anja, 2011, "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 113.
• Falch, Nina Skrove & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-6.
• Skrove Falch, Nina & Nymoen, Ragnar, 2011, "The accuracy of a forecast targeting central bank," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 5, pages 1-36, DOI: 10.5018/economics-ejournal.ja.2011-.
• Drechsel, Katja & Scheufele, Rolf, 2011, "The Financial Crisis from a Forecaster’s Perspective," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2011.
• Belke, Ansgar & Gokus, Christian, 2011, "Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 243.
• an de Meulen, Philipp & Micheli, Martin & Schmidt, Torsten, 2011, "Forecasting House Prices in Germany," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 294.
• Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011, "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-063.
• Orth, Walter, 2011, "Multi-period credit default prediction with time-varying covariates," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 3/11.
• Wolters, Maik H., 2011, "Forecasting under Model Uncertainty," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48723.
• Wei-bin Zhang, 2011, "Elastic Labour Supply and Home Production in a Monetary Growth Model," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 9, issue 2, pages 87-100.
• Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
• Mr. Troy D Matheson, 2011, "New Indicators for Tracking Growth in Real Time," IMF Working Papers, International Monetary Fund, number 2011/043, Feb.
• Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011, "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers, International Monetary Fund, number 2011/098, Apr.
• Mr. Mehdi Raissi & Mr. Kamiar Mohaddes, 2011, "Oil Prices, External Income, and Growth: Lessons From Jordan," IMF Working Papers, International Monetary Fund, number 2011/291, Dec.
• Mihaela BRATU, 2011, "Modeling And Forecasting The Exchange Rate In Romania," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 56-72, December.
• Andrés Galvis, 2011, "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 55-65, Diciembre.
• Gómez-Ramos, Elsy L. & Venegas-Martínez, Francisco & Allier-Campuzano, Héctor, 2011, "Análisis comparativo entre modelos GARCH y redes neuronales en el pronóstico de los índices bursatiles IPC y Dow Jones," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 32, pages 3-22, cuarto tr.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011, "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers, Iowa State University, Department of Economics, number 201101010800001091, Jan.
• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2011, "Short-term congestion forecasting in wholesale power markets," ISU General Staff Papers, Iowa State University, Department of Economics, number 201101170800001091, Jan.
• Osamu Nakamura, 2011, "Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis," Working Papers, Research Institute, International University of Japan, number EMS_2011_08, Mar.
• Colombino, Ugo, 2011, "Five Issues in the Design of Income Support Mechanisms: The Case of Italy," IZA Discussion Papers, IZA Network @ LISER, number 6059, Oct.
• Halbleib Roxana & Voev Valeri, 2011, "Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 134-152, February, DOI: 10.1515/jbnst-2011-0109.
• Hofer Helmut & Weyerstraß Klaus & Schmidt Torsten, 2011, "Practice and Prospects of Medium-term Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 153-171, February, DOI: 10.1515/jbnst-2011-0110.
• Schumacher Christian, 2011, "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 28-49, February, DOI: 10.1515/jbnst-2011-0104.
• Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011, "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 63-81, February, DOI: 10.1515/jbnst-2011-0106.
• Carstensen Kai & Wohlrabe Klaus & Ziegler Christina, 2011, "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 82-106, February, DOI: 10.1515/jbnst-2011-0107.
• Döhrn Roland & Schmidt Christoph M., 2011, "Information or Institution?: On the Determinants of Forecast Accuracy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 9-27, February, DOI: 10.1515/jbnst-2011-0103.
• Katja Drechsel & Laurent Maurin, 2011, "Flow of conjunctural information and forecast of euro area economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 336-354, April.
• Simeon Vosen & Torsten Schmidt, 2011, "Forecasting private consumption: survey‐based indicators vs. Google trends," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 565-578, September.
• Mauro Costantini & Robert M. Kunst, 2011, "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 579-596, September.
• Eric Girardin & Konstantin A. Kholodilin, 2011, "How helpful are spatial effects in forecasting the growth of Chinese provinces?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 7, pages 622-643, November.
• António Rua, 2011, "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 7, pages 666-678, November.
• Giovanni Caggiano & George Kapetanios & Vincent Labhard, 2011, "Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 8, pages 736-752, December.
• Alex Huang, 2011, "Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 3, pages 301-330, March, DOI: 10.1007/s10614-011-9254-2.
• Wei Zhu & Harry Timmermans, 2011, "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 101-126, June, DOI: 10.1007/s10109-010-0122-8.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011, "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 323-353, April, DOI: 10.1007/s11156-010-0180-5.
• Derann Hsu & Cheng-Huei Chiao, 2011, "Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 477-507, November, DOI: 10.1007/s11156-010-0214-z.
• Fabian Krüger & Ingmar Nolte, 2011, "Disagreement, Uncertainty and the True Predictive Density," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-43, Sep.
• Boriss Siliverstovs, 2011, "Are GDP revisions predictable?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 11-281, May, DOI: 10.3929/ethz-a-006499473.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 757, Jan.
• Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 758, Jan.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 761, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Are Forecast Updates Progressive?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 762, Mar.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 767, Apr.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 771, Apr.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 773, May.
• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers, Kyoto University, Institute of Economic Research, number 775, May.
• Michael McAleer & Massimiliano Caporin, 2011, "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 778, Jun.
• Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011, "Analyzing Fixed-event Forecast Revisions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 779, Jun.
• Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 782, Jul.
• Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 784, Jul.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011, "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series, Department of Economics, Loughborough University, number 2011_05, Nov, revised Nov 2011.
• James Mitchell & Richard J. Smith & Martin R. Weale, 2011, "Efficient Aggregation of Panel Qualitative Survey Data," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/53, Dec.
• Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2011, "Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production," Munich Reprints in Economics, University of Munich, Department of Economics, number 19953.
• Cecilia Frale & Valentina Raponi, 2011, "Revisions in ocial data and forecasting," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1194.
• Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche, CIRPEE, number 1104.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201101.
• Atrianfar, Hamed & Barakchian, Seyed Mahdi, 2011, "Evaluation of Information Content of Economic Variables for Inflation Forecasting in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 3, issue 8, pages 1-42, September.
• Babazadeh, Mohammad & Farokhnejad, Farshid & Aghababaei, Mohammad Ebrahim, 2011, "Effects of Changes in the Exchange Rates on the Banks' Profitability in Short-Term and Long Term: VECM Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 205-225, December.
• Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 8, pages 1685-1706, December, DOI: j.1538-4616.2011.00463.x.
• Yoichi Okita & Wade Pfau & Giang Long, 2011, "A Stochastic Forecast Model for Japan's Population," The Japanese Political Economy, Taylor & Francis Journals, volume 38, issue 2, pages 19-44, DOI: 10.2753/JES1097-203X380202.