Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2010

• 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, 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.
• Drechsel, Katja & Scheufele, Rolf, 2010, "Should We Trust in Leading Indicators? Evidence from the Recent Recession," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2010.
• Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010, "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2010.
• Schlüter, Stephan & Deuschle, Carola, 2010, "Using wavelets for time series forecasting: Does it pay off?," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2010.
• Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus, 2010, "Practice and Prospects of Medium-term Economic Forecasting," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 177.
• Döhrn, Roland & Schmidt, Christoph M., 2010, "Information or Institution? – On the Determinants of Forecast Accuracy," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 201.
• Schmidt, Torsten & Vosen, Simeon, 2010, "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 208.
• Schaumburg, Julia, 2010, "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-009.
• Ritschl, Albrecht & Sarferaz, Samad, 2010, "Crisis? What crisis? Currency vs. banking in the Financial Crisis of 1931," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-014.
• Ritter, Matthias & Mußhoff, Oliver & Odening, Martin, 2010, "Meteorological forecasts and the pricing of weather derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-043.
• Clostermann, Jörg & Keis, Nikolaus & Seitz, Franz, 2010, "Short-term oil models before and during the financial market crisis," Arbeitsberichte – Working Papers, Technische Hochschule Ingolstadt (THI), number 18.
• Manner, Hans & Reznikova, Olga, 2010, "Forecasting international stock market correlations: does anything beat a CCC?," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 7/10.
• Klaus Grobys, 2010, "Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market," Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, Zeitschrift für Nachwuchswissenschaftler - German Journal for Young Researchers, volume 2, issue 1, pages 72-78, May.
• Andreas Beerli, 2010, "The evolution of durable goods demand during china's transition. An empirical analysis of household survey data from 1989 to 2006," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 494, Jun.
• Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
• Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010, "Forecast Combinations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-21, May.
• Leonidas Tsiaras, 2010, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-34, Feb.
• Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
• Rasmus Tangsgaard Varneskov & Valeri Voev, 2010, "The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-45, Aug.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-58, Sep.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
• Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
• Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini, 2010, "What Drives Commodity Prices?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-05, Oct.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
• Maximillian Auffhammer & Ralf Steinhauser, 2010, "Forecasting the Path of USS CO2 Emissions Using State-Level Information," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-526, Aug.
• Giani Grădinaru, 2010, "Environmental Quality, Stimulating Factor Consumption in the XXI Century," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 444-453, June.
• Marinda Pretorius & Ilsé Botha, 2010, "Direct Versus Indirect Forecasting of the Defined Real Exchange Rate of South Africa," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 50-71.
• Ahmed KSAIER & Isabelle CRISTIANI-D’ORNANO, 2010, "Interdependence And Forecasting Of S&P500, Oil, Euro / Dollar And 10-Year U.S. Interest Rate Markets: An Attempt Of Modelling Through The Volatility," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 145-166, December.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010, "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 131-142, April.
• Hafner, C. & Preminger, A., 2010, "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2010032, Jan.
• Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal, 2010, "Efficient Yield Curve Estimation and Forecasting in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 1, pages 27-51.
• Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart, 2010, "O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 11, issue 1, pages 53-96.
• Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010, "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers, arXiv.org, number 1003.5926, Mar, revised Mar 2011.
• Rosenow, Bernd & Weissbach, Rafael, 2010, "Modelling correlations in credit portfolio risk," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, volume 3, issue 1, pages 16-30, January.
• Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu, 2010, "The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009, "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0909, Oct.
• Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009, "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0910, Oct.
• Álvaro Cartea & Dimitrios Karyampas, 2009, "The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0914, Nov.
• Nikita Perevalov & Philipp Maier, 2010, "On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment," Staff Working Papers, Bank of Canada, number 10-10, DOI: 10.34989/swp-2010-10.
• Maral Kichian & Rumler Fabio & Paul Corrigan, 2010, "Semi-Structural Models for Inflation Forecasting," Staff Working Papers, Bank of Canada, number 10-34, DOI: 10.34989/swp-2010-34.
• Marco J. Lombardi & Philipp Maier, 2010, "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers, Bank of Canada, number 10-37, DOI: 10.34989/swp-2010-37.
• George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010, "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 205, Apr.
• David de Antonio Liedo & Elena Fernández Muñoz, 2010, "Nowcasting Spanish GDP growth in real time: "One and a half months earlier"," Working Papers, Banco de España, number 1037, Dec.
• Gianluca Moretti & Giulio Nicoletti, 2010, "Estimating DSGE models with unknown data persistence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 750, Mar.
• Claudia Miani & Stefano Siviero, 2010, "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 758, Apr.
• Libero Monteforte & Gianluca Moretti, 2010, "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 767, Jul.
• Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani, 2010, "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 770, Jul.
• Ibarra-Ramírez Raúl, 2010, "Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?," Working Papers, Banco de México, number 2010-01, Mar.
• Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010, "Forecast Combinations," Working Papers, Banco de México, number 2010-04, May.
• López Moctezuma Gabriel & Capistrán Carlos, 2010, "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers, Banco de México, number 2010-11, Oct.
• Benavides Guillermo, 2010, "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Working Papers, Banco de México, number 2010-12, Oct.
• Sanvi Avouyi-Dovi & Julien Idier., 2010, "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers, Banque de France, number 278.
• Emre Soyer & Robin Hogarth (1942-2024), 2015, "Econometrics and Decision Making: Effects of Presentation Mode," Working Papers, Barcelona School of Economics, number 426, Sep.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 41, issue 2 (Fall), pages 209-259.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate pass-through in the major European economies - the role of expectations," Discussion Papers, Department of Economics, University of Birmingham, number 10-07, Feb.
• Wei Chen & J L Ford, 2010, "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers, Department of Economics, University of Birmingham, number 10-15, Apr.
• Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010, "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo, Banco Central del Uruguay, number 2010008, Aug.
• Sarantis Tsiaplias & Chew Lian Chua, 2010, "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, volume 49, issue 1, pages 44-59, March, DOI: 10.1111/j.1467-8454.2010.00386.x.
• Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper, Norges Bank, number 2010/02, Mar.
• Ida Wolden Bache & Leif Brubakk & Junior Maih, 2010, "Simple rules versus optimal policy: what fits?," Working Paper, Norges Bank, number 2010/03, Apr.
• Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010, "Weights and pools for a Norwegian density combination," Working Paper, Norges Bank, number 2010/06, May.
• Junior Maih, 2010, "Conditional forecasts in DSGE models," Working Paper, Norges Bank, number 2010/07, Apr.
• Francesco Ravazzolo & Philip Rothman, 2010, "Oil and US GDP: A real-time out-of-sample examination," Working Paper, Norges Bank, number 2010/18, Sep.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
• Zacharias Bragoudakis & Stelios Panagiotou, 2010, "Determinants of the receipts from shipping services: the case of Greece," Economic Bulletin, Bank of Greece, issue 34, pages 41-55, September.
• Tanya Suhoy, 2010, "Monthly Assessments of Private Consumption," Bank of Israel Working Papers, Bank of Israel, number 2010.09, Aug.
• Yun-Yeong Kim, 2010, "Autonomous Stability Mechanism of Won/Dollar Foreign Exchange Rate through Lagged Own Volatility (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 4, pages 51-87, December.
• Laurent Ferrara, 2010, "Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 645-655.
• D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010, "Are Some Forecasters Really Better Than Others?," Research Technical Papers, Central Bank of Ireland, number 5/RT/10, Apr.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/05, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/12, Apr.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/16, Apr.
• Manuabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Modelling and Forecasting Noisy Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/21, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/34, May.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
• Chia-Lin Chang & Michael McAleer & Les Oxley, 2010, "Great Expectatrics: Great Papers, Great Journals, Great Econometrics," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/36, May.
• Chia-Lin Chang & Sung-Po Chen & Michael McAleer, 2010, "Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/54, Aug.
• Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2010, "Modeling the Effect of Oil Price on Global Fertilizer Prices," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/55, Sep.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/63, Oct.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/74, Dec.
• Ugo Colombino, 2010, "Equilibrium policy simulations with random utility models of labour supply," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 156.
• Pooyan Amir Ahmadi & Albrecht Ritschl, 2010, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0967, Jan.
• Albrecht Ritschl & Samad Salferaz, 2010, "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0977, May.
• Janine Aron & John Muellbauer, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0052, Aug.
• Coenraad N. Teulings & Nick Zubanov, 2010, "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CESifo Working Paper Series, CESifo, number 3027.
• Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2010, "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," CESifo Working Paper Series, CESifo, number 3158.
• Gerit Vogt, 2010, "Zur Güte der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 01, pages .28-32, February.
• Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg, 2010, "Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes Brandenburg," ifo Dresden Studien, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 53, February.
• Élise PAYZAN LE NESTOUR, 2010, "Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-28, Jun.
• Alena AUDZEYEVA & Barbara SUMMERS & Klaus Reiner SCHENK-HOPPE, 2010, "Do Public Real Estate Returns Really Lead Private Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-46, Nov.
• Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/12, Dec.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010, "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7013, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7014, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7015, May.
• Juan Camilo Ochoa P. & Wilinton Galeano M. & Luis Gabriel Agudelo V., 2010, "Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
• Amaury Jiménez Martínez & Brigitte Ballestas Lopez & Andrés Hernández Pontón, 2010, "Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008," Revista Jornadas de Investigación, Universidad de Cartagena.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• Pesenti, Paolo & Groen, Jan J. J., 2010, "Commodity prices, commodity currencies, and global economic developments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7689, Feb.
• Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea, 2010, "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7734, Mar.
• Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010, "Measuring Output Gap Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7742, Mar.
• Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010, "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7746, Mar.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2010, "Forecasting Government Bond Yields with Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7796, Apr.
• Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010, "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7797, Apr.
• Teulings, Coen & Zubanov, Nick, 2010, "Is Economic Recovery a Myth? Robust Estimation of Impulse Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7800, May.
• Wieland, Volker & Wolters, Maik, 2010, "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7870, Jun.
• Muellbauer, John & Aron, Janine, 2010, "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7877, Jun.
• Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010, "Nowcasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7883, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7895, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7986, Sep.
• Gürkaynak, Refet & Edge, Rochelle, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8158, Dec.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 838-862, June.
• Marina Theodosiou, 2010, "Forecasting Issues: Ideas of Decomposition and Combination," Working Papers, Central Bank of Cyprus, number 2010-4, Jun.
• Antonis A. Michis, 2010, "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers, Central Bank of Cyprus, number 2010-9, Oct.