Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2011

• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," Working Papers, COMISEF, number 046, Jan.
• G.A. Meagher & Felicity Pang, 2011, "Labour Market Forecasting, Reliability and Workforce Development," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-225, Sep.
• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011, "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011003, Jan.
• BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011, "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011011, Feb.
• KOROBILIS, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011021, May.
• KOROBILIS, Dimitris, 2011, "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011022, May.
• Coen Teulings & Nick Zubanov, 2011, "Is economic recovery a myth? Robust estimation of impulse responses," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 131, May.
• Timmermann, Allan & Patton, Andrew, 2011, "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers, Centre for Economic Policy Research, number 8194, Jan.
• Marcellino, Massimiliano, 2011, "Markov-switching MIDAS models," CEPR Discussion Papers, Centre for Economic Policy Research, number 8234, Feb.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011, "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8273, Feb.
• Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011, "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 8321, Apr.
• Kollmann, Robert & Zeugner, Stefan, 2011, "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8327, Apr.
• Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011, "Forecasting the Price of Oil," CEPR Discussion Papers, Centre for Economic Policy Research, number 8388, May.
• Kilian, Lutz & Baumeister, Christiane, 2011, "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers, Centre for Economic Policy Research, number 8414, Jun.
• Rossi, Barbara & Inoue, Atsushi, 2011, "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers, Centre for Economic Policy Research, number 8542, Aug.
• Giacomini, Raffaella & Ragusa, Giuseppe, 2011, "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers, Centre for Economic Policy Research, number 8604, Oct.
• Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011, "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8635, Nov.
• Kilian, Lutz & Baumeister, Christiane, 2011, "Real-Time Analysis of Oil Price Risks Using Forecast Scenarios," CEPR Discussion Papers, Centre for Economic Policy Research, number 8698, Dec.
• Cuevas Rumín, Ángel & Quilis, Enrique M. & Espasa, Antoni, 2011, "Combining benchmarking and chain-linking for short-term regional forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws114130, Dec.
• Eklund, J. & Kapetanios, G. & Price, S., 2011, "Forecasting in the presence of recent structural change," Working Papers, Department of Economics, City St George's, University of London, number 11/05.
• Favero, Carlo A. & Gozluklu, Arie E. & Tamoni, Andrea, 2011, "Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 5, pages 1493-1520, October.
• Ansgar Belke & Christian Gokus, 2011, "Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1107.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving forecasting performance by window and model averaging," Working Papers, Deakin University, Department of Economics, number 2011_1, Feb.
• Julien Chevallier & Benoît Sévi, 2011, "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-16.
• Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
• Mihaela BRATU, 2011, "The Uncertainty of USA GDP Forecasts Determined by the Variables Aggregation," EuroEconomica, Danubius University of Galati, issue 30, pages 109-122, November.
• Barbara Rossi & Atsushi Inoue, 2011, "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers, Duke University, Department of Economics, number 11-04.
• Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011, "Can Oil Prices Forecast Exchange Rates?," Working Papers, Duke University, Department of Economics, number 11-05.
• Barbara Rossi & Tatevik Sekhposyan, 2011, "Forecast Optimality Tests in the Presence of Instabilities," Working Papers, Duke University, Department of Economics, number 11-18.
• Barbara Rossi, 2011, "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics, number 11-20.
• Franziska Ohnsorge & Yevgeniya, 2011, "Forecasting growth in eastern Europe and central Asia," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 137, Dec.
• Roxana Halbleib & Valerie Voev, 2011, "Forecasting Covariance Matrices: A Mixed Frequency Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-002, Jan.
• Robert Kollmann & Stefan Zeugner, 2011, "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-009, Apr.
• Matteo Luciani, 2011, "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011‐022, Jul.
• Charles F. Manski, 2011, "Policy Analysis with Incredible Certitude," Economic Journal, Royal Economic Society, volume 121, issue 554, pages 261-289, August.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011, "The Model Confidence Set," Econometrica, Econometric Society, volume 79, issue 2, pages 453-497, March.
• 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 1, pages 25-44, February.
• Koop, Gary & Onorante, Luca, 2011, "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-19.
• Koop, Gary & Tole, Lise, 2011, "Forecasting the European Carbon Market," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-20.
• Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011, "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-25.
• Koop, Gary, 2011, "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-38.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-39.
• Koop, Gary & Korobilis, Dimitris, 2011, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-40.
• Mizen, Paul & Tsoukas, Serafeim, 2011, "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-69.
• Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin, 2011, "Optimal combination forecasts for hierarchical time series," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 9, pages 2579-2589, September.
• Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011, "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 10, pages 1659-1670, October.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 118-137, January.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011, "Macro-econometric modelling for the Nigerian economy: A growth-poverty gap analysis," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 335-350, January.
• Chevallier, Julien, 2011, "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 557-567, January.
• Varga, Janos & in 't Veld, Jan, 2011, "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 647-663, January.
• Hassan, Rubina & Shahzad, Mirza Muhammad, 2011, "A macroeconometric framework for monetary policy evaluation: A case study of Pakistan," Economic Modelling, Elsevier, volume 28, issue 1, pages 118-137, DOI: 10.1016/j.econmod.2010.09.018.
• Akanbi, Olusegun A. & Du Toit, Charlotte B., 2011, "Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis," Economic Modelling, Elsevier, volume 28, issue 1, pages 335-350, DOI: 10.1016/j.econmod.2010.08.015.
• Chevallier, Julien, 2011, "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, volume 28, issue 1, pages 557-567, DOI: 10.1016/j.econmod.2010.06.016.
• Varga, Janos & in 't Veld, Jan, 2011, "A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model," Economic Modelling, Elsevier, volume 28, issue 1, pages 647-663, DOI: 10.1016/j.econmod.2010.06.004.
• Brüggemann, Ralf & Riedel, Jana, 2011, "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, volume 28, issue 3, pages 1174-1185, May.
• Yang, Hu & Wu, Xingcui, 2011, "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, volume 28, issue 3, pages 761-766, DOI: 10.1016/j.econmod.2010.10.015.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
• Tierney, Heather L.R., 2011, "Real-time data revisions and the PCE measure of inflation," Economic Modelling, Elsevier, volume 28, issue 4, pages 1763-1773, July.
• Koop, Gary & Korobilis, Dimitris, 2011, "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, volume 28, issue 5, pages 2307-2318, September.
• Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong, 2011, "Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products," Economic Modelling, Elsevier, volume 28, issue 6, pages 2359-2368, DOI: 10.1016/j.econmod.2011.06.007.
• Bloor, Chris & Matheson, Troy, 2011, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 26-42, January.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011, "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 61-76, January.
• Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011, "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 77-87, January.
• Buchen, Teresa & Wohlrabe, Klaus, 2011, "Forecasting with many predictors: Is boosting a viable alternative?," Economics Letters, Elsevier, volume 113, issue 1, pages 16-18, October.
• McKenzie, Jordi, 2011, "Mean absolute percentage error and bias in economic forecasting," Economics Letters, Elsevier, volume 113, issue 3, pages 259-262, DOI: 10.1016/j.econlet.2011.08.010.
• Patton, Andrew J., 2011, "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 246-256, January.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
• Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 116-129, September.
• Geweke, John & Amisano, Gianni, 2011, "Optimal prediction pools," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 130-141, September.
• Rossi, Barbara & Sekhposyan, Tatevik, 2011, "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 158-172, September.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011, "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 173-187, September.
• Carriero, Andrea & Giacomini, Raffaella, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 21-34, September.
• Kiani, Khurshid M., 2011, "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 443-459, DOI: 10.1016/j.ememar.2010.12.004.
• Stentoft, Lars, 2011, "American option pricing with discrete and continuous time models: An empirical comparison," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 880-902, DOI: 10.1016/j.jempfin.2011.09.004.
• Serinaldi, Francesco, 2011, "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, volume 33, issue 6, pages 1216-1226, DOI: 10.1016/j.eneco.2011.05.001.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1240-1251, DOI: 10.1016/j.eneco.2011.02.004.
• Green, Kesten C. & Armstrong, J. Scott, 2011, "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, volume 27, issue 1, pages 69-80, DOI: 10.1016/j.ijforecast.2010.05.001.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, DOI: 10.1016/j.ijforecast.2010.05.014.
• Bańbura, Marta & Rünstler, Gerhard, 2011, "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 333-346, DOI: 10.1016/j.ijforecast.2010.01.011.
• Eickmeier, Sandra & Ng, Tim, 2011, "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 496-511, DOI: 10.1016/j.ijforecast.2009.10.011.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 529-542, DOI: 10.1016/j.ijforecast.2010.02.006.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, DOI: 10.1016/j.ijforecast.2010.04.009.
• Athanasopoulos, George & Hyndman, Rob J., 2011, "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 845-849, DOI: 10.1016/j.ijforecast.2011.03.002.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, DOI: 10.1016/j.ijforecast.2010.02.014.
• Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
• Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
• Green, Kesten C. & Armstrong, J. Scott, 2011, "Role thinking: Standing in other people's shoes to forecast decisions in conflicts," International Journal of Forecasting, Elsevier, volume 27, issue 1, pages 69-80, January.
• Proietti, Tommaso, 2011, "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 266-280, April.
• Banbura, Marta & Rünstler, Gerhard, 2011, "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 333-346, April.
• Eickmeier, Sandra & Ng, Tim, 2011, "Forecasting national activity using lots of international predictors: An application to New Zealand," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 496-511, April.
• Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 529-542, April.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, July.
• Athanasopoulos, George & Hyndman, Rob J., 2011, "The value of feedback in forecasting competitions," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 845-849, July.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, July.
• Berster, Peter & Gelhausen, Marc C. & Wilken, Dieter, 2011, "Business aviation in Germany: An empirical and model-based analysis," Journal of Air Transport Management, Elsevier, volume 17, issue 6, pages 354-359, DOI: 10.1016/j.jairtraman.2011.02.005.
• Bernoth, Kerstin & Pick, Andreas, 2011, "Forecasting the fragility of the banking and insurance sectors," Journal of Banking & Finance, Elsevier, volume 35, issue 4, pages 807-818, April.
• Chalamandaris, Georgios & Tsekrekos, Andrianos E., 2011, "How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 623-640, June.
• López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio, 2011, "Nonlinear exchange rate predictability," Journal of International Money and Finance, Elsevier, volume 30, issue 5, pages 877-895, September.
• Mazumder, Sandeep, 2011, "Cost-based Phillips Curve forecasts of inflation," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 553-567, DOI: 10.1016/j.jmacro.2011.04.004.
• Bouwman, Kees E. & Jacobs, Jan P.A.M., 2011, "Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions," Journal of Macroeconomics, Elsevier, volume 33, issue 4, pages 784-792, DOI: 10.1016/j.jmacro.2011.04.002.
• Cancelo, José Ramón & Varela, Diego & Sánchez-Santos, José Manuel, 2011, "Interest rate setting at the ECB: Individual preferences and collective decision making," Journal of Policy Modeling, Elsevier, volume 33, issue 6, pages 804-820, DOI: 10.1016/j.jpolmod.2011.08.017.
• Yuan, Chunming, 2011, "Forecasting exchange rates: The multi-state Markov-switching model with smoothing," International Review of Economics & Finance, Elsevier, volume 20, issue 2, pages 342-362, April.
• Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving Forecasting Performance by Window and Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-05, Mar.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011, "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-16, Jun.
• Bovens, Luc & Rabinowicz, Wlodek, 2011, "Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 49667, Oct.
• Roberta Serafini & J. Bruha & B. Pierluigi, 2011, "Euro area labour markets: different reaction to shocks?," EcoMod2011, EcoMod, number 2970, Jul.
• Emmanuel Carré, 2011, "A estrutura institucional do Banco Central do Brasil após dez anos," Brazilian Journal of Political Economy, FGV EAESP, volume 31, issue 4, pages 594-617, October.
• Rafael Ramírez & Madeleine Forssell, 2011, "Incertidumbre, turbulencias y escenarios," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 76, issue 01, pages 92-103.
• Rafael Ramírez & Madeleine Forssell, 2011, "Uncertainty, turbulence and scenarios," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 76, issue 01, pages 92-103.
• Eduardo Bericat Alastuey & José M. Echavarren Fernández, 2011, "Travesía hacia 2020: escenarios predictivos para Andalucía," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 76, issue 01, pages 242-267.
• WanChun Luo & Rui Liu, 2011, "Analysis of meat price volatility in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 3, issue 3, pages 402-411, September, DOI: 10.1108/17561371111165815.
• Harpaul Alberto Kohli & Phillip Basil, 2011, "Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios: 2011–2040," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 3, issue 1, pages 59-110, January.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2011, "International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-04, Jan.
• Asai, M. & McAleer, M.J. & Medeiros, M., 2011, "Modelling and Forecasting Noisy Realized Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-05, Jan.
• Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-11, Feb.
• Caporin, M. & McAleer, M.J., 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-18, May.
• Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011, "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-22, Jun.
• Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-17, Jun.
• Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-27, Jul.
• Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-29, Jul.
• Legerstee, R. & Franses, Ph.H.B.F., 2011, "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-31, Sep.
• Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011, "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-32, Sep.
• de Bruijn, L.P. & Franses, Ph.H.B.F., 2011, "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-36, Nov.
• Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011, "Estimating Loss Functions of Experts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-42, Dec.
• Stelios Bekiros, 2011, "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers, European University Institute, number ECO2011/21.
• Jan Brùha, 2011, "An Empirical Small Labor Market Model for the Czech Economy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 434-449, November.
• Martin Rezac & Frantisek Rezac, 2011, "How to Measure the Quality of Credit Scoring Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 486-507, November.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 566-583, December.
• Robert Flasza & Milan Rippel & Jan Šolc, 2011, "Modelling Long-Term Electricity Contracts at EEX," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/08, Mar, revised Mar 2011.
• Milan Rippel & Ivo Jánský, 2011, "Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/27, Jul, revised Jul 2011.
• Andrea Ghermandi & Paulo A.L.D. Nunes, 2011, "A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis," Working Papers, Fondazione Eni Enrico Mattei, number 2011.39, May.
• Andries Richter & Paulo A.L.D. Nunes, 2011, "Towards the Optimal Management of the Northeast Arctic Cod Fishery," Working Papers, Fondazione Eni Enrico Mattei, number 2011.40, May.
• Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011, "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers, Fondazione Eni Enrico Mattei, number 2011.91, Dec.
• Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 713, Jan.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011, "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1112.
• Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011, "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1129.
• Ippei Fujiwara & Yasuo Hirose, 2011, "Indeterminacy and forecastability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 91.
• Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011, "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-19.
• Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011, "Forecasting the price of oil," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1022.
• Atsushi Inoue & Barbara Rossi, 2011, "Out-of-sample forecast tests robust to the choice of window size," Working Papers, Federal Reserve Bank of Philadelphia, number 11-31.
• Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011, "Can oil prices forecast exchange rates?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-34.
• Michael Dotsey & Shigeru Fujita & Tom Stark, 2011, "Do Phillips curves conditionally help to forecast inflation?," Working Papers, Federal Reserve Bank of Philadelphia, number 11-40.
• Edward P. Herbst & Frank Schorfheide, 2011, "Evaluating DSGE model forecasts of comovements," Working Papers, Federal Reserve Bank of Philadelphia, number 11-5.
• Maciel, Leandro S., 2011, "Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 59-73, November.
• Paul Mizen & Serafeim Tsoukas, 2011, "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers, Business School - Economics, University of Glasgow, number 2011_19, Aug.
• Rui Pascoal & Jorge Marques, 2011, "Fitting Broadband Diffusion by Cable Modem in Portugal," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-20, Nov.
• Jason West, 2011, "A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201102, Feb.
• Jason West, 2011, "Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201107, Jul.
• Tara M. Sinclair & H.O. Stekler, 2011, "Examining the Quality of Early GDP Component Estimates," Working Papers, The George Washington University, The Center for Economic Research, number 2011-001, Feb, revised Dec 2011.
• Yueqing Jia, 2011, "A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach," Working Papers, The George Washington University, The Center for Economic Research, number 2011-006, Dec.
• Tara M. Sinclair & H.O. Stekler, 2011, "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers, The George Washington University, Institute for International Economic Policy, number 2011-05, Feb.
• Peter Fuleky & Carl S. Bonham, 2011, "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201110, Jun.
• Dominique Guegan & Justin Leroux, 2011, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00644500.
• M. Ali Choudhary, 2011, "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print, HAL, number hal-00704670, Jun, DOI: 10.1080/00036846.2011.566190.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
• Andrea Carriero & Raffaella Giacomini, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print, HAL, number hal-00844809, Jul, DOI: 10.1016/j.jeconom.2011.02.010.
• Julien Chevallier, 2011, "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Post-Print, HAL, number hal-00991961, DOI: 10.1016/j.econmod.2010.06.016.
• Thierry Foucault & Ailsa Roell & Patrik Sandas, 2011, "Imperfect Market Monitoring and SOES Trading," Working Papers, HAL, number hal-00607040, Jul.
• Michael Funke & Hao Yu & Aaron Mehrota, 2011, "Tracking Chinese CPI inflation in real time," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21112, Dec.
• Breitung, Jörg & Schmeling, Maik, 2011, "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-485, Dec.
• John Sutherland Earle & Almos Telegdy, 2011, "Long-Term Industrial Labor Demand Forecast for Hungary," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 1110, Aug.
• John Sutherland Earle & Almos Telegdy, 2011, "Medium-Term Industrial Labor Demand Forecast for Hungary," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 1111, Aug.
• Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi, 2011, "New Liu Estimators for the Poisson Regression Model: Method and Application," HUI Working Papers, HUI Research, number 51, Jun.