Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2009

• Boriss Siliverstovs, 2009, "Evaluating short-run forecasting properties of the KOF employment indicator for Switzerland in real time," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-226, May, DOI: 10.3929/ethz-a-005817192.
• Thomas Maag, 2009, "On the accuracy of the probability method for quantifying beliefs about inflation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-230, Jul, DOI: 10.3929/ethz-a-005859391.
• Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009, "Evaluating German business cycle forecasts under an asymmetric loss function," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 09-237, Sep, DOI: 10.3929/ethz-a-005888657.
• Muhammad Handry Imansyah & Armin J. Kammel, 2009, "Forecasting Financial Crises by Applying the “Temple Model of Financial Crises” Against the Background of the Indonesian Experience," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 57, pages 277-306, December.
• Luc Bauwens & Jeroen V.K. Rombouts, 2009, "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche, CIRPEE, number 0942.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
• Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009, "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center, number 2009-1, May.
• Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 127.
• Martin Mandler, 2009, "The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200945.
• Martin Mandler, 2009, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 200947.
• Carlos Capistr¡N & Allan Timmermann, 2009, "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 365-396, March.
• Antonello D'Agostino & Paolo Surico, 2009, "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 479-489, March.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009, "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_07, Apr, revised Apr 2009.
• Theologos Dergiades & Apostolos Dasilas, 2009, "Modelling and Forecasting Mobile Telecommunication Services: The case of Greece," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_13, Sep, revised Sep 2009.
• MaruÅ¡ka Vizek & Tanja Broz, 2009, "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 6, pages 87-98, November.
• David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis, 2009, "Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach," Working Papers, University of Miami, Department of Economics, number 0905, Feb.
• Dominique Guegan & Patrick Rakotomarolahy, 2009, "The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09050, Jul, revised Dec 2009.
• Alysha M De Livera & Rob J Hyndman, 2009, "Forecasting time series with complex seasonal patterns using exponential smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/09, Dec.
• George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
• Brendan P.M. McCabe & Gael M. Martin & David Harris, 2009, "Optimal Probabilistic Forecasts for Counts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/09, Aug.
• Lucas W. Davis & Lutz Kilian, 2009, "Estimating the Effect of a Gasoline Tax on Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14685, Jan.
• Frank Schorfheide & Keith Sill & Maxym Kryshko, 2009, "DSGE Model-Based Forecasting of Non-modelled Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14872, Apr.
• Yoichi Okita & Wade D. Pfau & Giang Thanh Long, 2009, "A Stochastic Forecast Model For Japan'S Population," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 09-06, May.
• Dr. James Mitchell, 2009, "Macro Modelling with Many Models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 337, Aug.
• Dr. James Mitchell, 2009, "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 342, Oct.
• Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2009, "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 343, Oct.
• Chris Bloor & Troy Matheson, 2009, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/02, Apr.
• Sandra Eickmeier & Tim Ng, 2009, "Forecasting national activity using lots of international predictors: an application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/04, May.
• Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009, "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/15, Dec.
• Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter, 2009, "Estonia and Euro Adoption: Small Country Challenges of Joining EMU," OECD Economics Department Working Papers, OECD Publishing, number 728, Oct, DOI: 10.1787/220860037027.
• Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz, 2009, "Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 84-95.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Raffaella Giacomini & Barbara Rossi, 2009, "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 669-705.
• Martin Ellison & Thomas J. Sargent, 2009, "A defence of the FOMC," Economics Series Working Papers, University of Oxford, Department of Economics, number 457, Oct.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
• Kyungchul Song, 2009, "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-035, Oct.
• Maria M. De Mello, 2009, "Cointegration And The Forecast Accuracy Of Var Models," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 0902, Oct.
• Kimolo, Deogratius, 2009, "Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 114782, Nov.
• Khumalo, Bhekuzulu, 2009, "Revisiting the Derivative: Implications on the Rate of Change Analysis," MPRA Paper, University Library of Munich, Germany, number 12975, Jan.
• Jing, Li, 2009, "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper, University Library of Munich, Germany, number 13086, Jan.
• Renfro, Charles G, 2009, "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper, University Library of Munich, Germany, number 13102, Jan, revised 01 Jan 2009.
• Buncic, Daniel, 2009, "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 13121, Feb.
• Manzan, Sebastiano & Zerom, Dawit, 2009, "Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?," MPRA Paper, University Library of Munich, Germany, number 14387, Jan.
• Harin, Alexander, 2009, "Общая Корректирующая Формула Прогнозирования
  [General forecasting correcting formula]," MPRA Paper, University Library of Munich, Germany, number 15533, Jun.
• Gan, Jumwu, 2009, "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper, University Library of Munich, Germany, number 15596, May.
• Boainain, Pedro G. & Valls Pereira, Pedro L., 2009, "“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
  [Head and Shoulder: testing the profitability of graphic pattern of technical analysis for the Brazilian Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 15653, Jan.
• Harin, Alexander, 2009, "General correcting formula of forecasting?," MPRA Paper, University Library of Munich, Germany, number 15746, Jun.
• Bezemer, Dirk J, 2009, "“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models," MPRA Paper, University Library of Munich, Germany, number 15892, Jun.
• Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter, 2009, "Business Aviation in Germany: An empirical and model-based analysis," MPRA Paper, University Library of Munich, Germany, number 16003.
• Kishor, N. Kundan, 2009, "Data Revisions in India and its Implications for Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 16099, Jul.
• Green, Kesten C. & Armstrong, J. Scott, 2009, "Role thinking: Standing in other people’s shoes to forecast decisions in conflicts," MPRA Paper, University Library of Munich, Germany, number 16422, May.
• Armstrong, J. Scott & Graefe, Andreas, 2009, "Predicting Elections from Biographical Information about Candidates," MPRA Paper, University Library of Munich, Germany, number 16461, Jun.
• Buncic, Daniel, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 16526, Feb.
• Bušs, Ginters, 2009, "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper, University Library of Munich, Germany, number 16684, Aug.
• Albulescu, Claudiu Tiberiu, 2009, "Forecasting credit growth rate in Romania: from credit boom to credit crunch?," MPRA Paper, University Library of Munich, Germany, number 16740, Jul, revised 10 Aug 2009.
• Kim, Hyeongwoo & Durmaz, Nazif, 2009, "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper, University Library of Munich, Germany, number 16780, May.
• Lendjoungou, Francis, 2009, "Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone," MPRA Paper, University Library of Munich, Germany, number 17053, Sep.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Fry, J. M., 2009, "Bubbles and contagion in English house prices," MPRA Paper, University Library of Munich, Germany, number 17687, Oct.
• Tierney, Heather L.R., 2009, "Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data," MPRA Paper, University Library of Munich, Germany, number 17856, Aug.
• D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009, ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper, University Library of Munich, Germany, number 18248, Oct.
• Beneki, Christina & Eeckels, Bruno & Leon, Costas, 2009, "Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach," MPRA Paper, University Library of Munich, Germany, number 18354, Sep.
• Francesco, D'Amuri, 2009, "Predicting unemployment in short samples with internet job search query data," MPRA Paper, University Library of Munich, Germany, number 18403, Oct.
• Skribans, Valerijs, 2009, "Влияние Трудовой Эмиграции На Рынок Труда В Латвии
  [Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper, University Library of Munich, Germany, number 18771, Oct.
• Skribans, Valerijs, 2009, "Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku
  [Influence of the Crisis and 2009 Tax Policy Changes on the Latvian Economy]," MPRA Paper, University Library of Munich, Germany, number 19141.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009, "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper, University Library of Munich, Germany, number 19482, Dec.
• NR, Bhanumurthy & Kumawat, Lokendra, 2009, "External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model," MPRA Paper, University Library of Munich, Germany, number 19776, Nov.
• Christian, Mueller-Kademann, 2009, "Puzzle solver," MPRA Paper, University Library of Munich, Germany, number 19852, Oct.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Skribans, Valerijs, 2009, "Būvniecības nozares prognozēšanas modelis
  [Construction branch forecasting model]," MPRA Paper, University Library of Munich, Germany, number 20393, revised 2009.
• Meyler, Aidan & Rubene, Ieva, 2009, "Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)," MPRA Paper, University Library of Munich, Germany, number 20751, Apr.
• McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio, 2009, "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 20975, Sep, revised 20 Sep 2009.
• Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
• Weron, Rafal, 2009, "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper, University Library of Munich, Germany, number 21299.
• Tierney, Heather L.R., 2009, "Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation," MPRA Paper, University Library of Munich, Germany, number 22409, Aug, revised Feb 2010.
• Khudnitskaya, Alesia S., 2009, "Microenvironment-specific Effects in the Application Credit Scoring Model," MPRA Paper, University Library of Munich, Germany, number 23175, Dec.
• Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009, "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper, University Library of Munich, Germany, number 25772, Dec.
• Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009, "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper, University Library of Munich, Germany, number 26484.
• He, Zhongfang, 2009, "Forecasting output growth by the yield curve: the role of structural breaks," MPRA Paper, University Library of Munich, Germany, number 28208, Apr.
• Todd, Prono, 2009, "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 30994, Nov, revised 30 Jul 2011.
• Bruno, Giancarlo, 2009, "Non-linear relation between industrial production and business surveys data," MPRA Paper, University Library of Munich, Germany, number 42337, Sep.
• du Jardin, Philippe, 2009, "Bankruptcy prediction models: How to choose the most relevant variables?," MPRA Paper, University Library of Munich, Germany, number 44380, Jan.
• Acevedo Rueda, Rafael Alexis, 2009, "Eficiencia gerencial: propuesta metodológica para su medición y evaluación en el sector eléctrico de Venezuela
  [Managerial efficiency: an empirical approach to measure and evaluate it in the electrical sector of Venezuela]," MPRA Paper, University Library of Munich, Germany, number 58689, Aug, revised 10 Oct 2009.
• Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper, University Library of Munich, Germany, number 66065, revised 2009.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2009, "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers, University of Pretoria, Department of Economics, number 200902, Jan.
• Rangan Gupta & Alain Kabundi, 2009, "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers, University of Pretoria, Department of Economics, number 200907, Feb.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers, University of Pretoria, Department of Economics, number 200923, Oct.
• Anna Pajor, 2009, "A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 71-81, March.
• António Rua & Maximiano Pinheiro, 2009, "Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components," Working Papers, Banco de Portugal, Economics and Research Department, number w200913.
• Paulo Esteves, 2009, "Are ATM/POS Data Relevant When Nowcasting Private Consumption?," Working Papers, Banco de Portugal, Economics and Research Department, number w200925.
• Cláudia Duarte & Fátima Cardoso, 2009, "Back to basics: Data revisions," Working Papers, Banco de Portugal, Economics and Research Department, number w200926.
• Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009, "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 637, Feb.
• Don Harding & Adrian Pagan, 2009, "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series, National Centre for Econometric Research, number 39, Jan, revised 02 Jul 2009.
• Vlad Pavlov & Stan Hurn, 2009, "Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy," NCER Working Paper Series, National Centre for Econometric Research, number 52, Dec.
• Jamie Hall & Jarkko Jääskelä, 2009, "Inflation Volatility and Forecast Accuracy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2009-06, Oct.
• Leonardo Nogueira, 2009, "Forecasting Yield Curves Using Analyst's Views," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-03, Apr.
• Ali ARI, 2009, "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers, Society for Economic Dynamics, number 1045.
• Sasa Zikovic & Bora Aktan, 2009, "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 149-170.
• Gary Koop & Dimitris Korobilis, 2009, "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series, Rimini Centre for Economic Analysis, number 34_09, Jan.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series, Rimini Centre for Economic Analysis, number 42_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Wing Hong Chan & Denise Young, 2009, "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers, University of Alberta, Department of Economics, number 2009-13, Mar.
• Nicolas Della Penna & Haifang Huang, 2009, "Constructing Consumer Sentiment Index for U.S. Using Google Searches," Working Papers, University of Alberta, Department of Economics, number 2009-26, Oct.
• Leonid Varshavsky, 2009, "Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 70-88.
• Alejandro Mercado & Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America’s Energy Integration," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 10/2009, Jul.
• Alejandro F. Mercado & F. Javier Aliaga, 2009, "Short-Run Oil Price Drivers: South America's Energy Integration," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 12, pages 219-239.
• Zaman, Gheorghe & Georgescu, George, 2009, "Structural Fund Absorption: A New Challenge For Romania?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 1, pages 136-154, March.
• Stefanescu, Stefan, 2009, "About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 52-63, June.
• Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin, 2009, "A Neural Network Model for Time-Series Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 213-223, December.
• Matei, Marius, 2009, "Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 42-65, December.
• Ozun, Alper & Turk, Mehmet, 2009, "A Duration-Dependent Regime Switching Model for an Open Emerging Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 66-81, December.
• Pecican, Eugen Stefan, 2009, "Indicatori privind convergenta reala si aplicatiile acestora," Studii Economice, Institutul National de Cercetari Economice (INCE), number 091004, Oct.
• Rómulo A. Chumacero, 2009, "Altitude or Hot Air?," Journal of Sports Economics, , volume 10, issue 6, pages 619-638, December, DOI: 10.1177/1527002509336217.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 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 1, pages 90-97, October.
• Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer, 2009, "Composite Leading Indicators for Ukraine: An Early Warning Model," CASE Network Reports, CASE-Center for Social and Economic Research, number 0085.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009, "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 240, Nov.
• Katrin Assenmacher & M. Hashem Pesaran, 2009, "A VECX* model of the Swiss economy," Economic Studies, Swiss National Bank, number 2009-06.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
• Emilio Díaz & Rubén Osuna, 2009, "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, volume 36, issue 2, pages 427-440, May, DOI: 10.1007/s00181-008-0203-4.
• Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2009, "Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts," Energy Economics, Elsevier, volume 31, issue 2, pages 189-196, DOI: 10.1016/j.eneco.2008.08.010.
• Chevillon, Guillaume & Rifflart, Christine, 2009, "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, volume 31, issue 4, pages 537-549, July.
• Bhaskara Rao, B. & Rao, Gyaneshwar, 2009, "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, volume 37, issue 10, pages 3959-3966, October.
• Albertazzi, Ugo & Gambacorta, Leonardo, 2009, "Bank profitability and the business cycle," Journal of Financial Stability, Elsevier, volume 5, issue 4, pages 393-409, December.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009, "The cyclical component factor model," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 119-127.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009, "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 146-166.
• Ahoniemi, Katja & Lanne, Markku, 2009, "Joint modeling of call and put implied volatility," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 239-258.
• Carriero, A. & Kapetanios, G. & Marcellino, M., 2009, "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 400-417.
• Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009, "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 642-675, October.
• Chen, Shiu-Sheng, 2009, "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, volume 33, issue 2, pages 211-223, February.
• Croce, Roberto M. & Haurin, Donald R., 2009, "Predicting turning points in the housing market," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 281-293, December.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
• Li, Ming-Yuan Leon, 2009, "Could the jump diffusion technique enhance the effectiveness of futures hedging models?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 10, pages 3076-3088, DOI: 10.1016/j.matcom.2009.02.013.
• Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard, 2009, "Understanding errors in EIA projections of energy demand," Resource and Energy Economics, Elsevier, volume 31, issue 3, pages 198-209, August.
• Daniel Buncic, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_18, 08.
• Don Harding & Adrian Pagan, 2009, "An econometric analysis of some models for constructed binary time series," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-08, Jan.
• Guo Li & Lee Sanning & Sherrill Shaffer, 2009, "Statistical opacity in the US banking sector," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-16, Jun.
• Ahmadi, Pooyan Amir & Ritschl, Albrecht, 2009, "Depression econometrics: a FAVAR model of monetary policy during the Great Depression," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 51582.
• Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009, "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-09, Jul.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-17, Aug.
• Groen, J.J.J. & Paap, R., 2009, "Real-time inflation forecasting in a changing world," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-19, Sep.
• McAleer, M.J. & Medeiros, M.C., 2009, "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-37, Nov.
• da Veiga, B. & Chan, F. & McAleer, M.J., 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-39, Nov.
• Rombouts, J.V.K. & Verbeek, M.J.C.M., 2009, "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-107-F&A, Jan.
• Lake E. A. & Katrakilidis C., 2009, "The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 149-161.
• P. Jenkins, Stephen & Cappellari, Lorenzo, 2009, "The dynamics of social assistance benefit receipt in Britain," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-29, Sep.
• Bart Baesens, 2009, "Data Mining. New Trends, Applications and Challenges," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 46-61.
• Janos Varga & Jan in 't Veld, 2009, "A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 387, Oct.
• Matthias Hartmann & Helmut Herwartz, 2009, "Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 396, Dec.
• Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009, "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers, European University Institute, number ECO2009/13.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009, "Survey Data as Coicident or Leading Indicators," Economics Working Papers, European University Institute, number ECO2009/19.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers, European University Institute, number ECO2009/31.
• Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009, "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers, European University Institute, number ECO2009/32.
• António Caleiro, 2009, "Um teste a relacao entre os niveis de confianca e de desemprego em Portugal," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 09_2009.
• Lidia Diappi, 2009, "Models in Understanding and Planning the City," SCIENZE REGIONALI, FrancoAngeli Editore, volume 8, issue 3, pages 151-170.
• Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha, 2009, "Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 5, pages 460-491, December.
• Andrea Bastianin, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers, Fondazione Eni Enrico Mattei, number 2009.24, Apr.
• Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls, 2009, "Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 173, Jan.
• Pereira, Pedro L. Valls, 2009, "Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 181, Jan.
• Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 688, Feb.
• Yuliya Demyanyk & Iftekhar Hasan, 2009, "Financial crises and bank failures: a review of prediction methods," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0904, DOI: 10.26509/frbc-wp-200904.
• Jian Wang & Jason J. Wu, 2009, "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 963.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-10.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-11.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Working Papers, Federal Reserve Bank of St. Louis, number 2009-051, DOI: 10.20955/wp.2009.051.
• Jan J. J. Groen & Paolo Pesenti, 2009, "Commodity prices, commodity currencies, and global economic developments," Staff Reports, Federal Reserve Bank of New York, number 387.
• Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-time inflation forecasting in a changing world," Staff Reports, Federal Reserve Bank of New York, number 388, Aug.
• Andres Fernandez & Norman R. Swanson, 2009, "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 09-28.
• Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_02, Feb.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009, "Semiparametric vector MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_03, Feb.
• Delphine Bassilière & Francis Bossier & Frédéric Verschueren, 2009, "Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques," Working Papers, Federal Planning Bureau, Belgium, number 200911, Nov.
• Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009, "Can the Fed Predict the State of the Economy?," Working Papers, The George Washington University, The Center for Economic Research, number 2009-001, Jun, revised Mar 2010.
• Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber, 2009, "Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-05, Jun.
• Tara Sinclair & Frederick L. Joutz, 2009, "Can the Fed Predict the State of the Economy?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-06, Jun.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009, "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 09-1.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00307606, Apr, DOI: 10.1016/j.apenergy.2008.07.005.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009, "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00344839, Nov.
• Dominique Guegan & Patrick Rakotomarolahy, 2009, "The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00423871, Dec.
• Dominique Guegan & Justin Leroux, 2009, "Forecasting chaotic systems: The role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00431726, Sep, DOI: 10.1016/j.chaos.2008.09.017.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print, HAL, number halshs-00307606, Apr, DOI: 10.1016/j.apenergy.2008.07.005.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009, "Forecasting electricity spot market prices with a k-factor GIGARCH process," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00307606, Apr, DOI: 10.1016/j.apenergy.2008.07.005.
• Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009, "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-433, Nov.
• Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009, "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200905, Jul.
• Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2009, "Disagreement among Forecasters in G7 Countries," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200906, Sep.
• Tsiaras, Leonidas, 2009, "The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2009-02, Mar.
• Li, Feng & Villani, Mattias & Kohn, Robert, 2009, "Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 233, Oct.
• Giordani, Paolo & Villani, Mattias, 2009, "Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 234, Oct.
• Zagaglia, Paolo, 2009, "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics, Stockholm University, Department of Economics, number 2009:7, Feb.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.