Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2010

• Boriss Siliverstovs & Konstantin A. Kholodilin, 2010, "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 970.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010, "Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 997.
• Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010, "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 87.
• Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, Duke University, Department of Economics, number 10-07.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers, Duke University, Department of Economics, number 10-16.
• Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 10-28.
• Barbara Rossi & Raffaella Giacomini, 2010, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 10-29.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Understanding Models' Forecasting Performance," Working Papers, Duke University, Department of Economics, number 10-56.
• Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010, "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-011, Mar.
• Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2010, "Nowcasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-021.
• Roxana Halbleib & Valerie Voev, 2010, "Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-041, Dec.
• Geoff Kenny, 2010, "Macroeconomic forecasting: can forecast combination help?," Research Bulletin, European Central Bank, volume 11, pages 9-12.
• Caporale, Guglielmo Maria & Onorante, Luca & Paesani, Paolo, 2010, "Inflation and inflation uncertainty in the euro area," Working Paper Series, European Central Bank, number 1229, Jul.
• Koop, Gary & Korobilis, Dimitris, 2010, "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-113.
• Audrino, Francesco & Corsi, Fulvio, 2010, "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2372-2382, November.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
• He, Zhongfang & Maheu, John M., 2010, "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2628-2640, November.
• Tesfaselassie, M.F. & Schaling, E., 2010, "Managing disinflation under uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 12, pages 2568-2577, December.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
• Mansor H. Ibrahim, 2010, "An Empirical Analysis of Real Activity and Stock Returns in an Emerging Market," Economic Analysis and Policy, Elsevier, volume 40, issue 2, pages 263-271, September.
• Matheson, Troy D., 2010, "An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys," Economic Modelling, Elsevier, volume 27, issue 1, pages 304-314, January.
• Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010, "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, volume 27, issue 5, pages 1043-1053, September.
• Rumler, Fabio & Valderrama, Maria Teresa, 2010, "Comparing the New Keynesian Phillips Curve with time series models to forecast inflation," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 2, pages 126-144, August.
• Karamé, F., 2010, "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, volume 106, issue 3, pages 162-165, March.
• Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010, "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, volume 108, issue 1, pages 28-32, July.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010, "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 42-58, January.
• Conrad, Christian, 2010, "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 441-457, August.
• Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010, "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 25-36, September.
• Corsi, Fulvio & Pirino, Davide & Renò, Roberto, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 276-288, December.
• Clements, Michael P., 2010, "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, volume 54, issue 4, pages 536-549, May.

2009

• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
• Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
• Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009, "Forecasting long memory time series under a break in persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-53, Nov.
• Valeri Voev, 2009, "On the Economic Evaluation of Volatility Forecasts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-56, Nov.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009, "Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 55, issue 4, pages 269-294.
• Masuda, Tadayoshi & Goldsmith, Peter D., , "World Soybean Demand: An Elasticity Analysis and Long-Term Projections," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49490, DOI: 10.22004/ag.econ.49490.
• Bastianin, Andrea, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50452, DOI: 10.22004/ag.econ.50452.
• Vermeulen, Hester & Ndibongo Traub, Lulama & Meyer, Ferdinand H., 2009, "Impact Analysis Of Food Policy Response On Household Food Security: The Case Of South Africa’S Maize Subsector," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51396, DOI: 10.22004/ag.econ.51396.
• McKenzie, Andrew M. & Goodwin, Harold L., Jr. & Carreira, Rita I., 2009, "Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.48750.
• Ramirez, Octavio A., 2009, "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.48760.
• De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-13.
• Camilo Serrano & Martin Hoesli, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," ERES, European Real Estate Society (ERES), number eres2009_265, Jan.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Maria Debora Braga, 2009, "Hedge fund and market risk: new concepts and models, beyond VaR," BANCARIA, Bancaria Editrice, volume 9, pages 76-87, September.
• Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona), 2009, "Individual prediction of automobile bodily injury claims liabilities," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 220.
• Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Staff Working Papers, Bank of Canada, number 09-31, DOI: 10.34989/swp-2009-31.
• Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello, 2009, "Modelling export and import demand functions: the Spanish case," Occasional Papers, Banco de España, number 0905, Dec.
• Ricardo Gimeno & José Manuel Marqués, 2009, "Extraction of financial market expectations about inflation and interest rates from a liquid market," Working Papers, Banco de España, number 0906, Apr.
• Teresa Leal & Diego J. Pedregal & Javier J. Pérez, 2009, "Short-term monitoring of the Spanish Government balance with mixed-frequencies models," Working Papers, Banco de España, number 0931, Dec.
• Javier J. Pérez & A. Jesús Sánchez, 2009, "Is there a signalling role for public wages? Evidence for the euro area based on macro data," Working Papers, Banco de España, number 0934, Dec.
• Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009, "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers, Banco de España, number 0935, Dec.
• Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009, "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 723, Sep.
• Benavides Guillermo & Capistrán Carlos, 2009, "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers, Banco de México, number 2009-01, Jan.
• Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
• Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009, "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers, Banco de México, number 2009-05, Jul.
• Sidaoui José Julián & Capistrán Carlos & Chiquiar Daniel & Ramos Francia Manuel, 2009, "A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico," Working Papers, Banco de México, number 2009-14, Nov.
• Anatolyev, Stanislav, 2009, "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 149-160.
• Capistrán, Carlos & Timmermann, Allan, 2009, "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 428-440.
• Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009, "Information in the Revision Process of Real-Time Datasets," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 455-467.
• Faust, Jon & Wright, Jonathan H., 2009, "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 468-479.
• Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009, "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 480-491.
• Maheu, John M. & McCurdy, Thomas H., 2009, "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, pages 95-112.
• Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers, Banque de France, number 232.
• Sanvi Avouyi-Dovi & Bardos, M. & Caroline Jardet & Kendaoui, L. & Moquet , J., 2009, "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Working papers, Banque de France, number 238.
• Bell go, C. & Laurent Ferrara, 2009, "Forecasting Euro-area recessions using time-varying binary response models for financial," Working papers, Banque de France, number 259.
• Claire C l rier, 2009, "Forecasting inflation in France," Working papers, Banque de France, number 262.
• Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009, "Fiscal Readjustments In The United States: A Nonlinear Time‐Series Analysis," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 34-54, January, DOI: 10.1111/j.1465-7295.2008.00139.x.
• Helge Berger & Thomas Harjes, 2009, "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," International Finance, Wiley Blackwell, volume 12, issue 1, pages 33-55, May, DOI: 10.1111/j.1468-2362.2009.01231.x.
• Michael McAleer, 2009, "The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 5, pages 831-849, December, DOI: 10.1111/j.1467-6419.2009.00588.x.
• Francesco Audrino & Peter Bühlmann, 2009, "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 3, pages 655-670, June, DOI: 10.1111/j.1467-9868.2009.00696.x.
• Pär Österholm, 2009, "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 2, pages 387-415, June, DOI: 10.1111/j.1467-9442.2009.01569.x.
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
• Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009, "Macro modelling with many models," Working Paper, Norges Bank, number 2009/15, Aug.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
• Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009, "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper, Norges Bank, number 2009/19, Nov.
• Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009, "Combining VAR and DSGE forecast densities," Working Paper, Norges Bank, number 2009/23, Nov.
• Ha-Hyun Jo & Sun-Oong Hwang, 2009, "Forecasting Economic Variables Using Disaggregated Data for Consumer Expectations: A Comparison of Forecast Combination Methods (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 1, pages 1-38, March.
• Bauwens Luc & Storti Giuseppe, 2009, "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-33, May, DOI: 10.2202/1558-3708.1512.
• Evarist Stoja & Arnold Polanski, 2009, "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/617, Dec.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009, "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers, Brock University, Department of Economics, number 0910, Dec, revised Oct 2010.
• Françoise Charpin, 2009, "Estimation précoce de la croissance. De la régression LARS au modèle à facteurs," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 31-48.
• Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009, "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0944, Oct.
• M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008, "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series, CESifo, number 2231.
• M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009, "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series, CESifo, number 2543.
• Sasa Zikovic & Randall Filer, 2009, "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 2820.
• Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran, 2009, "Oil Exports and the Iranian Economy," CESifo Working Paper Series, CESifo, number 2843.
• M. Hashem Pesaran & Paolo Zaffaroni, 2009, "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series, CESifo, number 2857.
• Hans-Günther Vieweg & Michael Reinhard, 2009, "Guss 2020 - Perspectives for the global market for foundry products," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35.
• Tilmann Rave & Ursula Triebswetter, 2007, "Assessment of different approaches to implementation of the IPPC Directive and their impacts on competitiveness : some evidence from the steel and glass industry ; study on behalf of the European Commission, DG Environment," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 35.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009, "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 01, pages 29-44, April.
• Steffen Henzel & Johannes Mayr, 2009, "The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
• Christina Ziegler, 2009, "Testing Predicitive Ability of Business Cycle Indicators for the Euro Area," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
• Camilo SERRANO & Martin HOESLI, 2009, "Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-08, Mar.
• Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009, "Implementing the New Structural Model of the Czech National Bank," Working Papers, Czech National Bank, Research and Statistics Department, number 2009/2, Oct.
• E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
• José R. Sánchez-Fung, 2009, "Modelación de la inversión en Centroamérica y la República Dominicana," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Eliana Gonz�lez & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009, "A Dynamic Factor Model For The Colombian Inflation," Borradores de Economia, Banco de la Republica, number 5273, Feb.
• Andr�s Felipe Garc�a Suaza & Jos� Eduardo G�mez G�nzalez, 2009, "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia, Banco de la Republica, number 5294, Feb.
• Enrique L�pez Enciso & Andr�s Salamanca Lugo, 2009, "El efecto riqueza de la vivienda en Colombia," Borradores de Economia, Banco de la Republica, number 5301, Feb.
• Ignacio Lozano Espitia & Karen Rodr�guez, 2009, "Assessing the Macroeconomic Effects of Fiscal," Borradores de Economia, Banco de la Republica, number 5386, Mar.
• Alejandro Reveiz & Carlos Le�n & Freddy H. Castro & Gabriel Piraquive, 2009, "Modelo de simulaci�n del valor de la pensi�n de un trabajador en Colombia," Borradores de Economia, Banco de la Republica, number 5387, Mar.
• Carlos Esteban Posada & Jorge Andr�s Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica, number 5388, Mar.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Due�as, 2009, "La elasticidad de Frisch y la transmisi�n de la pol�tica monetaria en Colombia," Borradores de Economia, Banco de la Republica, number 5404, Mar.
• Jos� Eduardo G�mez G�nzlaez & Jorge Mario Uribe Gil & Hern�n Pi�eros Gordo, 2009, "Determinantes de la Rentabilidad de los Bancos en Colombia: �Importa la Tasa de Cambio?," Borradores de Economia, Banco de la Republica, number 5405, Mar.
• Lavan Mahadeva & Javier G�mez Pineda, 2009, "The international cycle and Colombian monetary policy," Borradores de Economia, Banco de la Republica, number 5406, Apr.
• Hernando Vargas & Andr�s Gonz�lez & Eliana Gonz�lez & Jose Vicente Romero, 2009, "Assessing Inflationary Pressures in Colombia," Borradores de Economia, Banco de la Republica, number 5473, Apr.
• Andr�s Gonz�lez G�mez & Lavan Mahadeva & Diego Rodr�guez & Luis Eduardo Rojas, 2009, "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia, Banco de la Republica, number 5480, Apr.
• Jos� Eduardo G�mez-Gonz�lez & In�s Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica, number 5507, Apr.
• Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica, number 5509, Apr.
• Jos� Eduardo G�mez Gonz�lez & Carlos Eduardo Le�n Rinc�n & Karen Julieth Leiton Rodr�guez, 2009, "Does the Use of Foreign Currency Derivatives Affect Colombian Firms� Market Value?," Borradores de Economia, Banco de la Republica, number 5514, May.
• Luis Eduardo Arango Thomas & M�nica Alexandra G�mez & Carlos Esteban Posada, 2009, "La demanda de trabajo formal en Colombia: determinantes e implicaciones de pol�tica," Borradores de Economia, Banco de la Republica, number 5518, May.
• Jos� Mauricio Salazar S�enz, 2009, "Evaluaci�n de pron�stico de una red neuronal sobre el PIB en Colombia," Borradores de Economia, Banco de la Republica, number 5934, Oct.
• Julio César Alonso & Juan Carlos García, 2009, "¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?," Estudios Gerenciales, Universidad Icesi.
• Juan David Velásquez & Carlos Jaime Franco & Hernán Alonso García, 2009, "Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia," Estudios Gerenciales, Universidad Icesi.
• Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009, "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 6160, May.
• Ignacio Velez-Pareja, 2009, "Metodos de pronostico," Proyecciones Financieras y Valoración, Master Consultores, number 5675, Jun.
• Anna Staszewska-Bystrova, 2009, "Bootstrap Confidence Bands for Forecast Paths," Working Papers, COMISEF, number 024, Dec.
• Yinhua Mai & Xiujian Peng, 2009, "Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-189, Jun.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009, "Understanding volatility dynamics in the EU-ETS market: lessons from the future," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009024, Apr.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2009, "On marginal likelihood computation in change-point models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009061, Oct.
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
• Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas, 2009, "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7139, Jan.
• Kilian, Lutz & Davis, Lucas W, 2009, "Estimating the Effect of a Gasoline Tax on Carbon Emissions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7161, Feb.
• Muellbauer, John & Aron, Janine, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7183, Feb.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7197, Mar.
• Kilian, Lutz & Hicks, Bruce, 2009, "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7265, Apr.
• Kilian, Lutz & Kim, Yun Jung, 2009, "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7266, Apr.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7445, Sep.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7446, Sep.
• Den Haan, Wouter & Cai, Xiaoming, 2009, "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7508, Oct.
• Sargent, Thomas & Ellison, Martin, 2009, "A defence of the FOMC," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7510, Oct.
• Ritschl, Albrecht & Ahmadi, Pooyan Amir, 2009, "Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7546, Nov.
• Eijffinger, Sylvester & Ehrmann, Michael & Fratzscher, Marcel, 2009, "The role of central bank transparency for guiding private sector forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7585, Dec.
• Ritschl, Albrecht & Sarferaz, Samad, 2009, "Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7610, Dec.
• Janine Aron & John Muellbauer, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-01.
• Cartea, Álvaro & Karyampas, Dimitrios, 2009, "The relationship between the volatility of returns and the number of jumps in financial markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb097508, Dec.
• Sucarrat, Genaro & Escribano, Álvaro, 2009, "Automated financial multi-path GETS modelling," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093620, Jul.
• Ramirez, Octavio A., 2009, "The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 41, issue 1, pages 253-270, April.
• Giannone, Domenico & Reichlin, Lucrezia & Simonelli, Saverio, 2009, "Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue , pages 90-97, October.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009, "Geben Konjunkturprognosen eine gute Orientierung?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 13, pages 207-213.
• Konstantin A. Kholodilin & Stefan Kooths, 2009, "Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 21, pages 348-354.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009, "Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 858.
• Kerstin Bernoth & Andreas Pick, 2009, "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 882.
• Eric Girardin & Konstantin A. Kholodilin, 2009, "Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 938.
• Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi, 2009, "Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 946.
• Nhat Le, 2009, "Volatility under Bounded Rationality," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 63, Mar.
• Tatevik Sekhposyan & Barbara Rossi, 2009, "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers, Duke University, Department of Economics, number 09-06.
• Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009, "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers, Duke University, Department of Economics, number 09-09.
• Raffaella Giacomini & Barbara Rossi, 2009, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 09-10.
• F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA, 2009, "MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009, "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_005.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009, "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_021.
• Koop, Gary & Korobilis, Dimitris, 2009, "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-40.
• Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, volume 86, issue 4, pages 505-510, April.
• Smith, Gregor W., 2009, "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 11, pages 1858-1866, November.
• Canova, Fabio & Gambetti, Luca, 2009, "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 2, pages 477-490, February.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1332-1344, June.
• Berger, Helge & Österholm, Pär, 2009, "Does money still matter for U.S. output?," Economics Letters, Elsevier, volume 102, issue 3, pages 143-146, March.
• Anatolyev, Stanislav & Kosenok, Grigory, 2009, "Tests in contingency tables as regression tests," Economics Letters, Elsevier, volume 105, issue 2, pages 189-192, November.
• Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009, "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 119-138, June.
• Guidolin, Massimo & Timmermann, Allan, 2009, "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 297-311, June.
• Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009, "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 280-305, March.
• Dionne, Georges & Duchesne, Pierre & Pacurar, Maria, 2009, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 777-792, December.
• Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser, 2009, "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 2, pages 131-154, March, DOI: 10.1007/s10614-008-9153-3.
• Ling He & Chenyi Hu, 2009, "Impacts of Interval Computing on Stock Market Variability Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 3, pages 263-276, April, DOI: 10.1007/s10614-008-9159-x.
• Massimiliano Kaucic, 2009, "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 173-193, September, DOI: 10.1007/s10614-009-9176-4.
• Juuso Kaaresvirta & Aaron Mehrotra, 2009, "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, volume 42, issue 4, pages 263-271, November, DOI: 10.1007/s10644-009-9071-y.
• M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009, "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 285-313, September, DOI: 10.1007/s11408-009-0106-1.
• Sung No & Michael Salassi, 2009, "A Sequential Rationality Test of USDA Preliminary Price Estimates for Selected Program Crops: Rice, Soybeans, and Wheat," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 4, pages 470-482, November, DOI: 10.1007/s11294-009-9228-5.
• E.-H. Yoo & P. Kyriakidis, 2009, "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, volume 11, issue 4, pages 381-406, December, DOI: 10.1007/s10109-009-0090-z.
• Matthias Burgert & Stephane Dees, 2009, "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, volume 20, issue 3, pages 385-402, July, DOI: 10.1007/s11079-007-9068-y.
• Steven Li & Qianqian Yang, 2009, "The relationship between implied and realized volatility: evidence from the Australian stock index option market," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 4, pages 405-419, May, DOI: 10.1007/s11156-008-0099-2.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2009, "Do forecasters inform or reassure?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-215, Feb, DOI: 10.3929/ethz-a-005778341.