Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2009

• 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.
• Oliver Blaskowitz & Helmut Herwartz, 2009, "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 7, pages 575-594, DOI: 10.1002/for.1121.
• 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.
• 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.
• Alfred K. Mukong & Corné van Walbeek & Hana Ross, 2018, "The Role of Alcohol and Tobacco Consumption on Income-related Inequality in Health in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 137, Jan.
• Nonso Obikili, 2018, "Unfulfilled expectations and the emergence of the EFF," ERSA Working Paper Series, Economic Research Southern Africa, number 149, Jul.
• 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.
• 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.