Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2010

• Andrew Coleman & Özer Karagedikli, 2010, "Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/10, Dec.
• Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2010, "Evaluating German business cycle forecasts under an asymmetric loss function," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 1, pages 1-18, DOI: 10.1787/jbcma-2010-5kmlj35rx10s.
• Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010, "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 1, pages 1-22, DOI: 10.1787/jbcma-2010-5kmmsxgf2qbs.
• Jesús Crespo Cuaresma & Tomáš Slacík, 2010, "Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 32-48.
• Dogar Cristian & Kelemen Andrei, 2010, "Use Of Econometric Instruments In Determining The Financial Resources Needed For Professional Skills Development Projects," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 267-271, July.
• Chirila Emil, 2010, "The Effects Of Financing Sources Costs Over The Financial And Operational Risk," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 338-343, July.
• Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin, 2010, "The Determinats Of The Unemployment Rate - Empirical Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 277-282, December.
• Ciortescu Cezar-Gabriel, 2010, "Performance Assessment In Operating Dry Ports," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 934-938, December.
• Dominika Crnjac Milic, 2010, "Poisson Processes And Compound Poisson Processes In Insurance Management," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 6, pages 534-541.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010, "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, volume 56, issue 2, pages 192-220, June.
• Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 3, pages 1145-1194.
• Janine Aron & John Muellbauer, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," Economics Series Working Papers, University of Oxford, Department of Economics, number 499, Aug.
• Massimiliano Caporin & Juliusz Pres, 2010, "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0106, Jan.
• Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010, "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0123, Dec.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0124, Dec.
• Zhichao Guo & Yuanhua Feng & Xiangyong Tan, 2010, "Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 32, Nov.
• Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip, 2010, "International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 75-84.
• Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip, 2010, "International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 85-98.
• Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta, 2010, "A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 69-86.
• Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri, 2010, "On Tests For Long-Term Dependence: India’s International Tourism Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 87-94.
• Alina-Teodora Ciuhureanu & Hortensia Gorski & Nicolae Balteş, 2010, "Study On Identifying The Consultancy Needs Of The Members Of The Territorial Pact And The County Partnerships In The Centre Region," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 3, pages 95-104.
• Gulshan Kumar & Sanjeev Gupta, 2010, "Forecasting Exports Of Industrial Goods From Punjab - An Application Of Univariate Arima Model," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 4, pages 169-180.
• Su, Dongwei & He, Xingxing, 2010, "A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China," MPRA Paper, University Library of Munich, Germany, number 19962, Jan.
• Mamatzakis, E & Remoundos, P, 2010, "Threshold Cointegration in BRENT crude futures market," MPRA Paper, University Library of Munich, Germany, number 19978, Jan.
• Todd, Prono, 2010, "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 20034, Jan.
• Balli, Faruk & Elsamadisy, Elsayed, 2010, "Modelling the Currency in Circulation for the State of Qatar," MPRA Paper, University Library of Munich, Germany, number 20159, Jan.
• Tierney, Heather L.R., 2010, "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper, University Library of Munich, Germany, number 20625, Feb.
• Jing, Li & Thompson, Henry, 2010, "A Note on the Oil Price Trend and GARCH Shocks," MPRA Paper, University Library of Munich, Germany, number 20654.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Guidi, Francesco & Gupta, Rakesh, 2010, "Cointegration and conditional correlations among German and Eastern Europe equity markets," MPRA Paper, University Library of Munich, Germany, number 21732, Jan.
• Buss, Ginters, 2010, "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper, University Library of Munich, Germany, number 22147, Apr.
• Gogas, Periklis & Pragkidis, Ioannis, 2010, "The interest rate spread as a forecasting tool of greek industrial production," MPRA Paper, University Library of Munich, Germany, number 22148, Mar.
• Chandan, Sharma & Bhanumurthy, N R, 2010, "Estimating Infrastructural Investment Needs for India," MPRA Paper, University Library of Munich, Germany, number 22188, Mar.
• Skribans, Valerijs, 2010, "Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии
  [Housing model in the post socialistic countries on the example of Latvia]," MPRA Paper, University Library of Munich, Germany, number 22229.
• Tierney, Heather L.R., 2010, "Real-Time Data Revisions and the PCE Measure of Inflation," MPRA Paper, University Library of Munich, Germany, number 22387, Feb, revised Apr 2010.
• Regnard, Nazim & Zakoian, Jean-Michel, 2010, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper, University Library of Munich, Germany, number 22642.
• Cadogan, Godfrey, 2010, "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper, University Library of Munich, Germany, number 23235, Jun.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010, "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper, University Library of Munich, Germany, number 23648, Feb.
• Skribans, Valerijs, 2010, "Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde
  [System dynamic model development for the Latvian energy sector]," MPRA Paper, University Library of Munich, Germany, number 23666.
• Mamatzakis, E & Christodoulakis, G, 2010, "A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions," MPRA Paper, University Library of Munich, Germany, number 24637, Aug.
• Fry, J. M., 2010, "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper, University Library of Munich, Germany, number 24778, Sep.
• Ege, Yazgan & Huseyin, Kaya, 2010, "Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?," MPRA Paper, University Library of Munich, Germany, number 24810, Aug.
• Skribans, Valerijs, 2010, "Development of the Latvian energy sector system dynamic model," MPRA Paper, University Library of Munich, Germany, number 25067.
• Tsyplakov, Alexander, 2010, "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 25511, Sep.
• Cadogan, Godfrey, 2010, "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper, University Library of Munich, Germany, number 25890, Sep, revised Oct 2010.
• Hibbs, Douglas A., 2010, "The 2010 Midterm Election for the US House of Representatives," MPRA Paper, University Library of Munich, Germany, number 25918, Sep.
• Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi, 2010, "Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?," MPRA Paper, University Library of Munich, Germany, number 26326, Apr.
• Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
• Fry, J. M., 2010, "Gaussian and non-Gaussian models for financial bubbles via econophysics," MPRA Paper, University Library of Munich, Germany, number 27307, Dec.
• Skribans, Valerijs, 2010, "Construction industry forecasting system dynamic model," MPRA Paper, University Library of Munich, Germany, number 27323.
• de Silva, Ashton J, 2010, "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper, University Library of Munich, Germany, number 27411, Dec.
• Skribans, Valerijs, 2010, "Darbaspēka migrācijas ietekme uz darba tirgu Latvijā
  [Influence of Labor Migration on Labor Market in Latvia]," MPRA Paper, University Library of Munich, Germany, number 28301.
• Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza, 2010, "Why the determinacy condition is a weak criterion in rational expectations models," MPRA Paper, University Library of Munich, Germany, number 28320, Nov.
• Liebermann, Joelle, 2010, "Real-time nowcasting of GDP: Factor model versus professional forecasters," MPRA Paper, University Library of Munich, Germany, number 28819, Dec.
• Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P., 2010, "Cross Border Business Cycle Impacts on the El Paso Housing Market," MPRA Paper, University Library of Munich, Germany, number 29095, revised 2010.
• Skribans, Valerijs, 2010, "Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana
  [Estimation of Economic Benefit of the Introduction of Latvia in the European Union]," MPRA Paper, University Library of Munich, Germany, number 29313.
• Lanne, Markku & Luoto, Jani, 2010, "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper, University Library of Munich, Germany, number 29992.
• Bessonovs, Andrejs, 2010, "Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
  [Measuring GDP forecasting accuracy using factor models: aggregated vs. disaggregated approach]," MPRA Paper, University Library of Munich, Germany, number 30386, Apr.
• Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr., 2010, "Municipal Non-Residential Real Property Valuation Forecast Accuracy," MPRA Paper, University Library of Munich, Germany, number 32116, Oct, revised 11 Feb 2011.
• Pang, Iris Ai Jao, 2010, "Comparisons of different monetary policies in China with yield curve information," MPRA Paper, University Library of Munich, Germany, number 32494, May.
• Pang, Iris Ai Jao, 2010, "Forecasting Hong Kong economy using factor augmented vector autoregression," MPRA Paper, University Library of Munich, Germany, number 32495, May.
• Pang, Iris Ai Jao, 2010, "Were Fed’s active monetary policy actions necessary?," MPRA Paper, University Library of Munich, Germany, number 32496, May.
• Skribans, Valerijs, 2010, "Latvia’s incoming in European Union economic effect estimation," MPRA Paper, University Library of Munich, Germany, number 32522.
• Khiabani, Nasser, 2010, "How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran," MPRA Paper, University Library of Munich, Germany, number 34041, Mar, revised 01 Mar 2011.
• Buda, Rodolphe, 2010, "Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008
  [Estimation of the french salaried regional employment detailed at 31.12.2007 and aggregated at 31.1," MPRA Paper, University Library of Munich, Germany, number 34884, Jun.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
• Mustapha, Nazeem & Djolov, George, 2010, "The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa," MPRA Paper, University Library of Munich, Germany, number 39215, Jun, revised 01 Dec 2010.
• Branimir, Jovanovic & Magdalena, Petrovska, 2010, "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," MPRA Paper, University Library of Munich, Germany, number 43162, Aug.
• Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G., 2010, "Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico," MPRA Paper, University Library of Munich, Germany, number 59586, Jan, revised 22 Jun 2012.
• Degiannakis, Stavros & Floros, Christos, 2010, "VIX Index in Interday and Intraday Volatility Models," MPRA Paper, University Library of Munich, Germany, number 96304.
• Ruthira Naraidoo & Kasai Ndahiriwe, 2010, "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers, University of Pretoria, Department of Economics, number 201006, Mar.
• Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
• Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
• Rangan Gupta & Rudi Steinbach, 2010, "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201019, Sep.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
• Jakub Ryšánek, 2010, "Combining VAR Forecast Densities Using Fast Fourier Transform," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2010, issue 5, pages 72-88, DOI: 10.18267/j.aop.318.
• Jakub Dyntar & Eva Kemrová & Ivan Gros, 2010, "Simulation approach in stock control of products with sporadic demand," Ekonomika a Management, Prague University of Economics and Business, volume 2010, issue 3.
• Miroslav Klúcik & Jana Juriová, 2010, "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 17-36, January.
• Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010, "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 2, pages 151-167, March.
• Jacek Osiewalski & Anna Pajor, 2010, "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 4, pages 253-277, September.
• Sandra Gomes & P. Jacquinot, 2010, "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Working Papers, Banco de Portugal, Economics and Research Department, number w201006.
• António Rua, 2010, "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201007.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 662, Apr.
• Don Harding, 2010, "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," NCER Working Paper Series, National Centre for Econometric Research, number 58, Jul.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series, National Centre for Econometric Research, number 66, Oct.
• Claudiu Tiberiu Albulescu, 2010, "Forecasting Credit Growth Rate In Romania: From Credit Boom To Credit Crunch?," Romanian Economic Business Review, Romanian-American University, volume 5, issue 1, pages 62-75, March.
• David Norman & Anthony Richards, 2010, "Modelling Inflation in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2010-03, Jun.
• Del Carpio, Carlos & Zevallos, Mauricio, 2010, "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
• Barrera, Carlos R., 2010, "Redes neuronales para predecir el tipo de cambio diario," Working Papers, Banco Central de Reserva del Perú, number 2010-001, Jan.
• Carol Alexander & Emese Lazar & Silvia Stanescu, 2010, "Analytic Moments for GARCH Processes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-07, Nov, revised Apr 2011.
• Steffen Elstner & Eric Sims & Ruediger Bachmann, 2010, "Uncertainty and Economic Activity: Evidence from Business Survey Data," 2010 Meeting Papers, Society for Economic Dynamics, number 614.
• Yang Shao & Jian-guo Zheng, 2010, "An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 13, issue 38, pages 163-180, December.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2010, "Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 1, pages 32-45, January.
• Matías Mayor & Roberto Patuelli, 2012, "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Paper series, Rimini Centre for Economic Analysis, number 15_12, Jun, revised Oct 2012.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series, Rimini Centre for Economic Analysis, number 20_10, Jan.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series, Rimini Centre for Economic Analysis, number 42_10, Jan.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.
• Michael McAleer & Marcelo Cunha Medeiros, 2010, "Forecasting Realized Volatility with Linear and Nonlinear Models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 568, Mar.
• Paul Vandenberg, 2010, "Impact of Labor Market Institutions on Unemployment: Results from a Global Panel," ADB Economics Working Paper Series, Asian Development Bank, number 219, Sep.
• Jan Magnus & Anatoly Peresetsky, 2010, "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 89-105.
• Mikhail Mamonov, 2010, "Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 20, issue 4, pages 3-27.
• Roman Melnikov, 2010, "The impact of oil price dynamics on the macroeconomic indicators of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 17, issue 1, pages 20-29.
• Leonid Varshavsky, 2010, "Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 20, issue 4, pages 53-74.
• Vladimir Mkhitaryan & Vladimir Shishov & Andrey Kozlov, 2010, "Forecast of facilities stock for the consequences elimination of the anthropogenic accidents," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 91-100.
• Periklis Gogas & Ioannis Pragidis, 2010, "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2010, May.
• Wonho Song, 2010, "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 2, pages 79-109, DOI: 10.11644/KIEP.JEAI.2010.14.2.219.
• Kosrow Dehnad, 2010, "A Model Of Formation Of Asset Beubbles," Journal of Financial Transformation, Capco Institute, volume 29, pages 95-98.
• Martin Feldkircher, 2010, "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics, University of Salzburg, number 2010-14, Sep.
• Ion POPESCU & Laura UNGUREANU & Viorel MATEI & Victor VELTER, 2010, "Positive Evolution In Economic Forecasting. Case Study: The Evolution Of A Company’S Capital," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 3, pages 163-176.
• Pecican, Eugen St., 2010, "Forecasting Based On Open Var Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 59-69, March.
• Isaic Maniu, Alexandru & Voda, Viorel Gh., 2010, "Prediction Based On Time Series. Applications In Quality Control," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 70-80, March.
• Albulescu, Claudiu Tiberiu, 2010, "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 81-98, March.
• Dospinescu, Andrei Silviu, 2010, "Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 308-319, July.
• Dobrescu, Emilian, 2010, "Macromodel Simulations for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 7-28, July.
• Miron, Dumitru & Tudor, Cristiana, 2010, "Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, September.
• Matei, Marius, 2010, "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 100201, Feb.
• Georgeta BARBULESCU & Gabriela IONESCU, 2010, "The intersections between TRIZ and forecasting methodology," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 13, issue 2, pages 512-520, December.
• Pecican, Eugen Stefan, 2010, "Indicators Of Real Convergence And Their Application," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 100203, Feb.
• Wiktor Patena, 2010, "ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 15-27, December.
• Sujata Kar, 2010, "A Periodic Autoregressive Model of Indian WPI Inflation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 4, issue 3, pages 279-292, August, DOI: 10.1177/097380101000400302.
• Muhammad Nadim Hanif & Zulfiqar Hyder & Muhammad Amin Khan lodhi & Mahmood ul Hasan Khan & Irem Batool, 2010, "A Small-size Macroeconometric Model for Pakistan Economy," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 34, May.
• Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis, 2010, "The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201039, Jan, revised Jan 2010.
• Radoslaw R. Okulski & Almas Heshmati, 2010, "Time Series Analysis of Global Airline Passengers Transportation Industry," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201065, Jul, revised Jul 2010.
• Emil Stavrev, 2010, "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, volume 38, issue 1, pages 217-239, February, DOI: 10.1007/s00181-009-0263-0.
• Catherine Kyrtsou & Michel Terraza, 2010, "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, volume 38, issue 2, pages 325-345, April, DOI: 10.1007/s00181-009-0268-8.
• Praveen Sinha, 2010, "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, volume 38, issue 2, pages 347-360, April, DOI: 10.1007/s00181-009-0269-7.
• Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010, "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, volume 39, issue 2, pages 303-336, October, DOI: 10.1007/s00181-009-0305-7.
• Chris Bloor & Troy Matheson, 2010, "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, volume 39, issue 2, pages 537-558, October, DOI: 10.1007/s00181-009-0317-3.
• Q. Akram, 2010, "What horizon for targeting inflation?," Empirical Economics, Springer, volume 39, issue 3, pages 675-702, December, DOI: 10.1007/s00181-009-0330-6.
• André Schöne, 2010, "Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG," Schmalenbach Journal of Business Research, Springer, volume 62, issue 6, pages 625-661, September, DOI: 10.1007/BF03372836.
• Peter Julian A Cayton & Dennis S Mapa & Mary Therese A Lising, 2010, "Estimating Value At Risk Var Using Tivex Pot Models," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 2, pages 152-170.
• Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
• Eilev S. Jansen, 2010, "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers, Statistics Norway, Research Department, number 616, Apr.
• Pavel Gertler, 2010, "The wage curve: A panel data view of labour market segments," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2010, Dec.
• Theologos Dergiades & Apostolos Dasilas, 2010, "Modelling and forecasting mobile telecommunication services: the case of Greece," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 18, pages 1823-1828, DOI: 10.1080/13504850903373258.
• Russel Cooper & Gary Madden, 2010, "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," Applied Economics, Taylor & Francis Journals, volume 42, issue 1, pages 87-96, DOI: 10.1080/00036840701564442.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
• Carlo Altavilla & Paul De Grauwe, 2010, "Forecasting and combining competing models of exchange rate determination," Applied Economics, Taylor & Francis Journals, volume 42, issue 27, pages 3455-3480, DOI: 10.1080/00036840802112505.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
• Halil Guler & Anil Talasli, 2010, "Modelling the Daily Currency in Circulation in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 10, issue 1, pages 29-46.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Charles S. Bos & Siem Jan Koopman, 2010, "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-017/4, Feb.
• Coen N. Teulings & Nick Zubanov, 2010, "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-040/3, Apr, revised 07 Jul 2011.
• Rianne Legerstee & Philip Hans Franses, 2010, "Does Disagreement amongst Forecasters have Predictive Value?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-088/4, Sep.
• Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.
• Croux, C. & Gelper, S. & Mahieu, K., 2010, "Robust Control Charts for Time Series Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-107.
• Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K., 2010, "Robust Forecasting of Non-Stationary Time Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-105.
• Cizek, P., 2010, "Modelling Conditional Heteroscedasticity in Nonstationary Series," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-84.
• Ehrmann, M. & Eijffinger, S.C.W. & Fratzcher, M., 2010, "The Role of Central Bank Transparency for Guiding Private Sector Forecasts," Other publications TiSEM, Tilburg University, School of Economics and Management, number 25125044-98fc-44b3-8698-3.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-722, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-729, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-736, Apr.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-742, May.
• Xin Jin & John M Maheu, 2010, "Modelling Realized Covariances and Returns," Working Papers, University of Toronto, Department of Economics, number tecipa-408, Jul.
• Don Harding, 2010, "Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle," Working Papers, School of Economics, La Trobe University, number 2010.05, Jul.
• Orla Doyle, 2010, "Unravelling Voters’ Perceptions of the Economy," Working Papers, Geary Institute, University College Dublin, number 201012, Jan.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies 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 1001.
• Antonello D'Agostino & Kieran McQuinn & Karl Whelan, 2010, "Are some forecasters really better than others?," Working Papers, School of Economics, University College Dublin, number 201012, Apr.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 09-2010, Nov.
• Rómulo Chumacero, 2010, "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, volume 37, issue 2 Year 20, pages 207-215, December.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
• Robin Hogarth & Emre Soyer, 2010, "Econometrics and decision making: Effects of presentation mode," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1204, Feb.
• Fabio Canova & Filippo Ferroni, 2010, "The dynamics of US inflation: Can monetary policy explain the changes?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1241, Jun.
• Francesco Audrino & Fulvio Corsi & Kameliya Filipova, 2010, "Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators," University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen, number 2010-09, Mar.
• Ginters BUSS, 2010, "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 2(12)/Sum, pages 48-58.
• Colombino Ugo, 2010, "Equilibrium policy simulations with random utility models of labour supply," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201015, Oct.
• Rod Tyers & Ying Zhang, 2010, "Appreciating The Renminbi," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 10-13.
• Nikola Gradojević & Vladimir Djaković & Goran Andjelić, 2010, "Random Walk Theory and Exchange Rate Dynamics in Transition Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 303-320.
• Gerhard Rünstler, 2010, "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers, WIFO, number 376, Jul.
• Klemens Hauzenberger & Robert Stehrer, 2010, "An Empirical Characterization of Redistribution Shocks and Output Dynamics," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 68, Aug.
• Marta Bańbura & Domenico Giannone & Lucrezia Reichlin, 2010, "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 71-92, January, DOI: 10.1002/jae.1137.
• Felix W. H. Chan & Wai-Sum Chan & Johnny S. H. Li, 2010, "An Actuarial Approach To Assessing Personal Injury Compensations In Singapore: Theory And Practice," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 55, issue 04, pages 705-731, DOI: 10.1142/S0217590810004048.
• Zucchelli, E & Jones, A.M & Rice, N, 2010, "The evaluation of health policies through microsimulation methods," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 10/03, Jan.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010, "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,06.
• Tödter, Karl-Heinz, 2010, "How useful is the carry-over effect for short-term economic forecasting?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,21.
• Schultefrankenfeld, Guido, 2010, "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,27.
• Wieland, Volker & Wolters, Maik H., 2010, "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/08.
• Harin, Alexander, 2010, "Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании
  [Ruptures in probability scale. Their manifestations in economics and forecasting]," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4-16, pages 85-87.
• Klein, Martin, 2010, "Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2010-8.
• Herold, Jörg & Völker, Lutz, 2010, "Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus," Jena Contributions to Economic Research, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration, number 2010,2.
• Lux, Thomas & Morales-Arias, Leonardo, 2010, "Relative forecasting performance of volatility models: Monte Carlo evidence," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1582.
• Hu, Tun-I & Fildes, Robert, 2010, "A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes," 21st European Regional ITS Conference, Copenhagen 2010: Telecommunications at new crossroads - Changing value configurations, user roles, and regulation, International Telecommunications Society (ITS), number 15.