Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2010

• Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching, 2010, "Short-Term Congestion Forecasting in Wholesale Power Markets," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 31700, Jul.
• Osamu Nakamura, 2010, "Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model," Working Papers, Research Institute, International University of Japan, number EMS_2010_13, Nov.
• Colombino, Ugo, 2010, "Equilibrium Policy Simulations with Random Utility Models of Labour Supply," IZA Discussion Papers, IZA Network @ LISER, number 5262, Oct.
• Marta Banbura & 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, DOI: 10.1002/jae.1137.
• Ron Alquist & Lutz Kilian, 2010, "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 539-573, DOI: 10.1002/jae.1159.
• Kirstin Hubrich & Kenneth D. West, 2010, "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 574-594, DOI: 10.1002/jae.1176.
• Raffaella Giacomini & Barbara Rossi, 2010, "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 595-620, DOI: 10.1002/jae.1177.
• Òscar Jordà & Massimiliano Marcellino, 2010, "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 635-662, DOI: 10.1002/jae.1166.
• Michael P. Clements & David I. Harvey, 2010, "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 6, pages 1028-1062, DOI: 10.1002/jae.1097.
• Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass, 2010, "Practice and prospects of medium-term economic forecasting," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2010-12, Aug.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010, "Survey data as coincident or leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 109-131, DOI: 10.1002/for.1142.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 132-144, DOI: 10.1002/for.1162.
• Rangan Gupta & Alain Kabundi, 2010, "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
• Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010, "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 186-199, DOI: 10.1002/for.1159.
• Christian Kascha & Francesco Ravazzolo, 2010, "Combining inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 231-250, DOI: 10.1002/for.1147.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010, "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 6-28, DOI: 10.1002/for.1146.
• Francisco Dias & Maximiano Pinheiro & António Rua, 2010, "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 3, pages 341-352, DOI: 10.1002/for.1132.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010, "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 4, pages 367-387, DOI: 10.1002/for.1131.
• Chin Wen Cheong, 2010, "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 105-117, January.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 2, pages 121-132, August, DOI: 10.1007/s10614-010-9225-z.
• T. Hendricks & B. Kempa & C. Pierdzioch, 2010, "Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 2, pages 137-158, June, DOI: 10.1007/s11408-010-0129-7.
• Dionisios Chionis & Periklis Gogas & Ioannis Pragidis, 2010, "Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 1-10, February, DOI: 10.1007/s11294-009-9247-2.
• Simone Cuiabano & Jose Divino, 2010, "Exchange Rate Determination: An Application of a Monetary Model for Brazil," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 4, pages 345-357, November, DOI: 10.1007/s11294-010-9276-x.
• Christian Lutz, 2010, "How to increase global resource productivity? Findings from modelling in the petrE project," International Economics and Economic Policy, Springer, volume 7, issue 2, pages 343-356, August, DOI: 10.1007/s10368-010-0160-1.
• Ana Angulo & F. Trívez, 2010, "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, volume 12, issue 2, pages 155-174, June, DOI: 10.1007/s10109-010-0118-4.
• Camilo Serrano & Martin Hoesli, 2010, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 2, pages 170-192, August, DOI: 10.1007/s11146-008-9162-y.
• George Karathanassis & Vasilios Sogiakas, 2010, "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 95-143, January, DOI: 10.1007/s11156-009-0149-4.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010, "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 1, pages 113-121, July, DOI: 10.1007/s11156-009-0138-7.
• Ralf Brüggemann & Jana Riedel, 2010, "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-15, Dec.
• Boriss Siliverstovs, 2010, "Assessing Predictive Content of the KOF Barometer in Real Time," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-249, Jan, DOI: 10.3929/ethz-a-005975789.
• Konstantin Kholodilin & Boriss Siliverstovs, 2010, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-251, Jan, DOI: 10.3929/ethz-a-005975867.
• Konstantin Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010, "Do Google Searches Help in Nowcasting Private Consumption?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-256, Apr, DOI: 10.3929/ethz-a-006070977.
• Ábel, István & Kóbor, Ádám, 2010, "A monetáris restrikció hatása strukturális VAR keretben
  [The effect of monetary restriction in a vector auto-regression framework]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 412-430.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 714, Aug.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," KIER Working Papers, Kyoto University, Institute of Economic Research, number 720, Aug.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," KIER Working Papers, Kyoto University, Institute of Economic Research, number 722, Sep.
• Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 727, Oct.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 744, Dec.
• Yves Jegourel & Samuel Maveyraud, 2010, "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201007, Nov.
• Yves Jégourel & Samuel Maveyraud, 2010, "An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1007, Mar.
• R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
• Stephen Hall & Kavita Sirichand, 2010, "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/09, Mar.
• Stephen Hall & Kavita Sirichand, 2010, "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/13, Apr.
• Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN, 2010, "Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 661.
• Jesus Felipe & Utsav Kumar & Arnelyn Abdon, 2010, "Using Capabilities to Project Growth, 2010-30," Economics Working Paper Archive, Levy Economics Institute, number wp_609, Aug.
• Zuzana Brixiova & Margaret H. Morgan & Andreas Wörgötter, 2010, "On The Road to Euro: How Synchronized Is Estonia with the Euro zone?," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 7, issue 1, pages 203-227, June.
• Muhammad Zakaria & Shujat Ali, 2010, "Fiscal Marksmanship in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 15, issue 2, pages 113-133, Jul-Dec.
• Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo, 2010, "Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014," Discussion Papers in Economics, University of Munich, Department of Economics, number 11438, Mar.
• Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010, "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics, University of Munich, Department of Economics, number 11442, Mar.
• Buchen, Teresa & Wohlrabe, Klaus, 2010, "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics, University of Munich, Department of Economics, number 11788, Sep.
• 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.
• Alberto Bagnai, 2010, "CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1088.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
• Branimir Jovanovic & Magdalena Petrovska, 2010, "Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting," Working Papers, National Bank of the Republic of North Macedonia, number 2010-02, Aug, revised Aug 2010.
• Ralf Becker & Adam Clements & Robert O'Neill, 2010, "A Kernel Technique for Forecasting the Variance-Covariance Matrix," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 151.
• Theodore Panagiotidis, 2010, "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_08, Jun, revised Jun 2010.
• Marina Murat & Tommaso Pirotti, 2010, "The Attractiveness of Countries for FDI. A Fuzzy Approach," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0640, Dec.
• Marina Murat & Tommaso Pirotti, 2010, "The attractiveness of countries for FDI. A fuzzy approach," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 055, Nov.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10013, Jan.
• Dominique Guegan & Justin Leroux, 2010, "Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10019, Jan.
• Dominique Guegan & Patrick Rakotomarolahy, 2010, "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10065, Jul.
• George Athanasopoulos & Ashton de Silva, 2010, "Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/09, Feb.
• Alysha M De Livera, 2010, "Automatic forecasting with a modified exponential smoothing state space framework," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/10, Apr.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/10, May.
• Heather M Anderson & Farshid Vahid, 2010, "VARs, Cointegration and Common Cycle Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/10, May.
• Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010, "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Núñez, 2010, "The Cost of Avoiding Crime: The Case of Bogotá," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Crime: Lessons For and From Latin America".
• Jan J. J. Groen & Paolo A. Pesenti, 2010, "Commodity prices, commodity currencies, and global economic developments," NBER Working Papers, National Bureau of Economic Research, Inc, number 15743, Feb.
• Charles F. Manski, 2010, "Policy Analysis with Incredible Certitude," NBER Working Papers, National Bureau of Economic Research, Inc, number 16207, Jul.
• Joshua Angrist & Ivan Fernandez-Val, 2010, "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 16566, Dec.
• Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev, 2010, "Medium-term projection model of the National Bank of Serbia," Working papers, National Bank of Serbia, number 17, Dec.
• C. Minodier, 2010, "First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2010-01.
• 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 31.12.2008]," 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.