Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2008

• Francesca Monti, 2008, "Forecast with judgment and models," Working Paper Research, National Bank of Belgium, number 153, Dec.
• Jean Boivin & Marc Giannoni, 2008, "Global Forces and Monetary Policy Effectiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 13736, Jan.
• Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008, "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13901, Mar.
• Kenneth S. Rogoff & Vania Stavrakeva, 2008, "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 14071, Jun.
• Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
• James H. Stock & Mark W. Watson, 2008, "Phillips Curve Inflation Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14322, Sep.
• Kirstin Hubrich & Kenneth D. West, 2008, "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14601, Dec.
• X. Boutin & L. Janin, 2008, "Are Prices Really Affected by Mergers?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2008-08.
• Clive G. Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W05, 04.
• Chris Bloor & Troy Matheson, 2008, "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/09, May.
• Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008, "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/10, Jun.
• Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard, 2008, "Estimating a Supply Block for Poland," OECD Economics Department Working Papers, OECD Publishing, number 601, Apr, DOI: 10.1787/243218687811.
• Jan Jacobs & Jan-Egbert Sturm, 2009, "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2008, issue 2, pages 161-181, DOI: 10.1787/jbcma-v2008-art9-en.
• Friedrich Fritzer & Lukas Reiss, 2008, "An Analysis of Credit to the Household Sector in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 122-134.
• Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008, "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
• Fabio Rumler & Maria Teresa Valderrama, 2008, "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 148, Sep.
• Lars Stentoft, 2008, "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 540-582, Fall.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008, "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 408, Oct.
• Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á., 2008, "Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 6, issue 1, pages 23-41, December.
• Massimiliano Caporin & Juliusz Pres, 2008, "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0088.
• Alberto Baffigi, 2008, "Rodolfo Benini e la semiologia economica nell'Italia post-unitaria (Rodolfo Benini and economic semiology in post-unification Italy)," Il Pensiero Economico Italiano, Fabrizio Serra Editore, Pisa - Roma, volume 16, issue 1, pages 67-88.
• Attiya Y. Javid & Eatzaz Ahmad, 2008, "The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2008:48.
• Rosenthal, Dale W.R., 2008, "Modeling Trade Direction," MPRA Paper, University Library of Munich, Germany, number 10209, Aug.
• Giovanis, Eleftherios, 2008, "A panel data analysis for the greenhouse effects in fifteen countries of European Union," MPRA Paper, University Library of Munich, Germany, number 10321, Aug.
• Baptista, Ricardo F. de F. & Valls Pereira, Pedro L., 2008, "Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
  [Analysis of the performance of Technical Analysis startegies applied to Intraday Market for the Future Contract of Ibovespa In," MPRA Paper, University Library of Munich, Germany, number 10351, Sep.
• Weron, Rafal & Misiorek, Adam, 2008, "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper, University Library of Munich, Germany, number 10428, Jun.
• Proietti, Tommaso, 2008, "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper, University Library of Munich, Germany, number 10859, Oct.
• de Silva, Ashton, 2008, "Forecasting macroeconomic variables using a structural state space model," MPRA Paper, University Library of Munich, Germany, number 11060, Sep.
• Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.
• Nikolsko-Rzhevskyy, Alex, 2008, "Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data," MPRA Paper, University Library of Munich, Germany, number 11352, Oct.
• Poitras, Geoffrey & Heaney, John, 2008, "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper, University Library of Munich, Germany, number 114056, Mar.
• Guidi, Francesco, 2008, "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper, University Library of Munich, Germany, number 11535, Nov.
• Green, Kesten C & Armstrong, J Scott & Soon, Willie, 2008, "Benchmark forecasts for climate change," MPRA Paper, University Library of Munich, Germany, number 12163, Dec.
• Majumder, Rajarshi, 2008, "Infrastructure for Sustainable Growth: A Demand Projection Exercise for India," MPRA Paper, University Library of Munich, Germany, number 12812.
• Cooper, Russel & Madden, Gary G, 2008, "Estimating components of ICT expenditure: a model-based approach with applicability to short time-series," MPRA Paper, University Library of Munich, Germany, number 13007.
• Andrle, Michal, 2008, "The Role of Trends and Detrending in DSGE Models," MPRA Paper, University Library of Munich, Germany, number 13289, Aug.
• Courtioux, Pierre, 2008, "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," MPRA Paper, University Library of Munich, Germany, number 14246, Jul.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Sarmidi, Tamat, 2008, "Exchange Rates Predictability in Developing Countries," MPRA Paper, University Library of Munich, Germany, number 16580, Jan.
• Maldonado, Diego & Pazmiño, Mariela, 2008, "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
  [New Management Tool for Credit Risk analysis: An aplication for Financial Institution in Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17163, Dec, revised 30 Dec 2008.
• Korobilis, Dimitris, 2008, "Forecasting in vector autoregressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 21122, Jan.
• Lanne, Markku & Ahoniemi, Katja, 2008, "Implied Volatility with Time-Varying Regime Probabilities," MPRA Paper, University Library of Munich, Germany, number 23721, Dec.
• Giovanis, Eleftherios, 2008, "Neuro-Fuzzy approach for the predictions of economic crisis," MPRA Paper, University Library of Munich, Germany, number 24656, Aug.
• Giovanis, Eleftherios, 2008, "Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis," MPRA Paper, University Library of Munich, Germany, number 24658, Aug.
• Giovanis, eleftheios, 2008, "A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods," MPRA Paper, University Library of Munich, Germany, number 24659, Aug.
• Giovanis, Eleftherios, 2008, "Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization," MPRA Paper, University Library of Munich, Germany, number 24660, Aug.
• Ari, Ali, 2008, "An Early Warning Signals Approach for Currency Crises: The Turkish Case," MPRA Paper, University Library of Munich, Germany, number 25858, revised 2009.
• Omay, Tolga, 2008, "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 28572.
• Lai, Jennifer /J.T., 2008, "Capital flow to China and the issue of hot money: an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 32539, Sep, revised Sep 2009.
• Harding, Don, 2008, "Detecting and forecasting business cycle turning points," MPRA Paper, University Library of Munich, Germany, number 33583, Sep.
• Buda, Rodolphe, 2008, "Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006
  [Estimation of the french salaried regional and sectoral employment: application to the year 2006]," MPRA Paper, University Library of Munich, Germany, number 34881, Jul.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Raihan, Selim, 2008, "Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal," MPRA Paper, University Library of Munich, Germany, number 37893, Jul.
• Bruno, Giancarlo, 2008, "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 42335, Jun.
• du Jardin, Philippe, 2008, "Bankruptcy prediction and neural networks: The contribution of variable selection methods," MPRA Paper, University Library of Munich, Germany, number 44384, Sep.
• Rumyantsev, Mikhail I., 2008, "Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
  [Structural-morphological analysis of banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48634, Nov.
• Lee, Chin & Lee, Weng Hong, 2008, "Can financial ratios predict the Malaysian stock return?," MPRA Paper, University Library of Munich, Germany, number 59170.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Buncic, Daniel, 2008, "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper, University Library of Munich, Germany, number 6904, Jan.
• Nwaobi, Godwin, 2008, "Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting," MPRA Paper, University Library of Munich, Germany, number 6958, Feb.
• Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
• Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar, 2008, "Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies," MPRA Paper, University Library of Munich, Germany, number 7505, Mar.
• Olenev, Nicholas, 2008, "Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 5," MPRA Paper, University Library of Munich, Germany, number 7561, Jan.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper, University Library of Munich, Germany, number 80434.
• Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008, "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper, University Library of Munich, Germany, number 80464.
• Degiannakis, Stavros, 2008, "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper, University Library of Munich, Germany, number 80465.
• UNGUREANU, Laura, 2008, "The Cyclicity as Evolution Form of Economic Activities," MPRA Paper, University Library of Munich, Germany, number 8289, Apr.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008, "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper, University Library of Munich, Germany, number 8663.
• Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm, 2008, "Predicting elections from politicians’ faces," MPRA Paper, University Library of Munich, Germany, number 9150, Jun.
• Degiannakis, Stavros, 2008, "Forecasting Vix," MPRA Paper, University Library of Munich, Germany, number 96307.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2008, "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper, University Library of Munich, Germany, number 96321.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper, University Library of Munich, Germany, number 96322.
• Gelhausen, Marc Christopher, 2008, "Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints," MPRA Paper, University Library of Munich, Germany, number 9675, Jul.
• S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008, "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper, University Library of Munich, Germany, number 9736, Apr, revised 20 Jun 2008.
• Graefe, Andreas & Armstrong, J. Scott, 2008, "Forecasting Elections from Voters’ Perceptions of Candidates’ Positions on Issues and Policies," MPRA Paper, University Library of Munich, Germany, number 9829, Aug.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200815, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
• Michal Pazour, 2008, "Stanovení náchylnosti ekonomiky k nadměrným tlakům na měnový kurs
  [Vulnerabilities in an economy to extensive pressures on the exchange rate]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 5, pages 598-620, DOI: 10.18267/j.polek.654.
• Miloslav Vošvrda & Jozef Baruník, 2008, "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
  [Stock market crashes modeling: stochastic cusp catastrophe application]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 6, pages 759-771, DOI: 10.18267/j.polek.662.
• Carlo Altavilla & Matteo Ciccarelli, 2008, "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 8_2008, Jun.
• António Rua & Francisco Craveiro Dias, 2008, "Forecasting Using Targeted Diffusion Indexes," Working Papers, Banco de Portugal, Economics and Research Department, number w200807.
• José R. Maria & Sara Serra, 2008, "Forecasting investment: A fishing contest using survey data," Working Papers, Banco de Portugal, Economics and Research Department, number w200818.
• Paulo Esteves & Maximiano Pinheiro, 2008, "On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information," Working Papers, Banco de Portugal, Economics and Research Department, number w200821.
• Jan J.J. Groen & George Kapetanios, 2008, "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 624, Mar.
• Jana Eklund & George Kapetanios, 2008, "A Review of Forecasting Techniques for Large Data Sets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 625, Mar.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers, Queen Mary University of London, School of Economics and Finance, number 634, Oct.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 635, Oct.
• Hugo Gerard & Kristoffer Nimark, 2008, "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-02, May.
• Andrew Hodge & Tim Robinson & Robyn Stuart, 2008, "A Small BVAR-DSGE Model for Forecasting the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-04, Sep.
• Marc Giannoni & Jean Boivin, 2008, "Global Forces and Monetary Policy Effectiveness," 2008 Meeting Papers, Society for Economic Dynamics, number 1067.
• Marta Bańbura, 2008, "Large Bayesian VARs," 2008 Meeting Papers, Society for Economic Dynamics, number 334.
• Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008, "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers, Society for Economic Dynamics, number 540.
• Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D., 2008, "Understanding Errors in EIA Projections of Energy Demand," RFF Working Paper Series, Resources for the Future, number dp-08-54, Nov.
• John Geweke & Gianni Amisano, 2008, "Optimal Prediction Pools," Working Paper series, Rimini Centre for Economic Analysis, number 22_08, Jan.
• Ekaterina Rozhkovskaya, 2008, "An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 27-41.
• Alexander Kudrov, 2008, "Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 64-86.
• Mikhail Kravtsov & Mikalai Burdyka & Burdyka Haspadarets & Natallia Shynkevich & Andrei Kartun, 2008, "An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 21-43.
• Rod Tyers & Jane Golley, 2008, "China’s Real Exchange Rate Puzzle," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 547-574.
• Mateescu, George Daniel, 2008, "Polynomial Interpolation and Applications to Autoregressive Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 119-129, March.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2008, "Alternative Measures of Core Inflation in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 134-148, March.
• Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008, "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 141-168, August, DOI: 10.1177/097265270800700202.
• Sanjeev Gupta & Gulshan Kumar, 2008, "Growth Performance and Forecasts of Exports of Leather Industry in Punjab," Foreign Trade Review, , volume 43, issue 1, pages 27-41, April, DOI: 10.1177/0015732515080102.
• Pami Dua & Nishita Raje & Satyananda Sahoo, 2008, "Forecasting Interest Rates in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 1, pages 1-41, March, DOI: 10.1177/097380100700200101.
• Jana Eklund & George Kapetanios, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 109-115, January.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008, "Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 91-108, January.
• Mewael F. Tesfaselassie & Eric Schaling, 2008, "Managing Disinflation under Uncertainty," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0812, Aug.
• Mahmood-ul-Hasan Khan, 2008, "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 4, pages 1-30.
• S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008, "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 4, pages 31-60.
• Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008, "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 24, Jun.
• Shah Hussain, 2008, "Sources of Real Exchange Rate Misalignment Evidence from Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 26, Aug.
• Clive Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe24.
• Katrin Assenmacher & M. Hashem Pesaran, 2008, "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows," Working Papers, Swiss National Bank, number 2008-03.
• Eric Koomen & Piet Rietveld & Ton Nijs, 2008, "Modelling land-use change for spatial planning support," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 1-10, March, DOI: 10.1007/s00168-007-0155-1.
• Robert Pontius & Wideke Boersma & Jean-Christophe Castella & Keith Clarke & Ton Nijs & Charles Dietzel & Zengqiang Duan & Eric Fotsing & Noah Goldstein & Kasper Kok & Eric Koomen & Christopher Lippitt, 2008, "Comparing the input, output, and validation maps for several models of land change," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 11-37, March, DOI: 10.1007/s00168-007-0138-2.
• Jan Ritsema van Eck & Eric Koomen, 2008, "Characterising urban concentration and land-use diversity in simulations of future land use," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 123-140, March, DOI: 10.1007/s00168-007-0141-7.
• Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008, "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, volume 34, issue 3, pages 493-524, June, DOI: 10.1007/s00181-007-0132-7.
• Roger Bowden & Jennifer Zhu, 2008, "The agribusiness cycle and its wavelets," Empirical Economics, Springer, volume 34, issue 3, pages 603-622, June, DOI: 10.1007/s00181-007-0140-7.
• Lars Stentoft, 2008, "Option Pricing using Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-13, Mar.
• Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
• Lars Stentoft, 2008, "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-41, Sep.
• Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
• Carlos Capistrán & Allan Timmermann, 2008, "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-55, Sep.
• Carlos Capistrán & Allan Timmermann, 2008, "Disagreement and Biases in Inflation Expectations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-56, Sep.
• Graham Elliott & Allan Timmermann, 2008, "Economic Forecasting," Journal of Economic Literature, American Economic Association, volume 46, issue 1, pages 3-56, March, DOI: 10.1257/jel.46.1.3.
• Fullerton, Thomas M., Jr. & Kelley, Brian W., 2008, "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 01, pages 1-18, April, DOI: 10.22004/ag.econ.45534.
• Power, Gabriel J. & Turvey, Calum G., 2008, "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37608, DOI: 10.22004/ag.econ.37608.
• Nicola, Danieli Scalcon & Freitas, Clailton Ataides & Paz, Marlon Vidal, 2008, "Previsão Dos Preços Do Açúcar E Análise Da Sua Volatilidade No Mercado Futuro Brasileiro (2003 A 2007): Uma Aplicação De Modelos Da Família Arch," 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brazil, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER), number 108829, Jul, DOI: 10.22004/ag.econ.108829.
• Clements, Michael P., , "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers, University of Warwick - Department of Economics, number 269880, DOI: 10.22004/ag.econ.269880.
• Clements, Michael P., , "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269881, DOI: 10.22004/ag.econ.269881.
• Gheorghe Zaman, 2008, "Economic Effects Of Cee Countries Integration Into The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 10, pages 1-2.
• Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES, European Real Estate Society (ERES), number eres2008_252, Jan.
• Anita Staneva, 2008, "Analysis of the Labour Market in Bulgaria through a Error Correction Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-106.
• Gruber, Johannes & Lee, Gabriel, 2008, "Bank lending effect on German commercial property prices," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 428, Jul.
• Sylvain Martel, 2008, "A Structural VAR Approach to Core Inflation in Canada," Discussion Papers, Bank of Canada, number 08-10, DOI: 10.34989/sdp-2008-10.
• Ricardo Gimeno & José Manuel Marqués, 2008, "Uncertainty and the price of risk in a nominal convergence process," Working Papers, Banco de España, number 0802, Jan.
• Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
• Bowsher, Clive G. & Meeks, Roland, 2008, "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1419-1437.
• Kapetanios, George & Labhard, Vincent & Price, Simon, 2008, "Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 33-41, January.
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• Karim Barhoumi & Gerhard R nstler & riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & Antonio Rua & Ruth Karsten & Szilard Benk & Christophe Van Nieuwenhuyze, 2008, "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers, Banque de France, number 215.
• Karim Barhoumi & V ronique Brunhes-Lesage & Olivier Darn & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008, "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers, Banque de France, number 222.
• Laurent Ferrara & Dominique Gu gan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers, Banque de France, number 224.
• BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & Laurent Ferrara & PLUYAUD, B. & ROUVREAU, B., 2008, "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
• Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008, "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
• Q. Farooq Akram., 2008, "What horizon for targeting inflation?," Working Paper, Norges Bank, number 2007/13, Jan.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008, "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper, Norges Bank, number 2008/08, May.
• Christian Kascha & Francesco Ravazzolo, 2008, "Combining inflation density forecasts," Working Paper, Norges Bank, number 2008/22, Dec.
• Knut Are Aastveit & Tørres G. Trovik, 2008, "Estimating the output gap in real time: A factor model approach," Working Paper, Norges Bank, number 2008/23, Dec.
• Dong Heon Kim & Myoungjae Lee, 2008, "The Analysis of daily Korea call rate (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 85-112, December.
• Zhongjun Qu & Pierre Perron, 2008, "A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-007, Jun.
• Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira, 2008, "Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 2, pages 205-234.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2008, "The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach," Working Papers, Brock University, Department of Economics, number 0803, Apr.
• Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008, "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0807, Jan.
• Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008, "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0808, Jan.
• Assenmacher-Wesche, K. & Pesaran, M.H., 2008, "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0809, Feb.
• Pesaran, M.H. & Zaffaroni, P., 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0813, Mar.
• Pesaran, M.H. & Pick, A., 2008, "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0814, Mar.
• Pfajfar, D. & Santoro, E., 2008, "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0824, May.
• Andersson, Magnus & D'Agostino, Antonello, 2008, "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers, Central Bank of Ireland, number 2/RT/08, Apr.
• D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard, 2008, "Identifying and Forecasting House Price Dynamics in Ireland," Research Technical Papers, Central Bank of Ireland, number 3/RT/08, Jun.
• D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008, "Now-casting Irish GDP," Research Technical Papers, Central Bank of Ireland, number 9/RT/08, Nov.
• Eduardo Mendes & Les Oxley & Marco Reale, 2008, "Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/05, Jan.
• Oscar Jorda & Massimiliano Marcellino, 2008, "Path Forecast Evaluation," Working Papers, University of California, Davis, Department of Economics, number 131, Jul.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2008, "Choosing between alternative measures of core inflation using bounded rationality and cognitive biases," Revista de Economie Industriala (Journal of Industrial Eonomics), Centre for Industrial Economics and Services, volume 6, issue 1, pages 42-52, March.
• Toderoiu, Filon & MATEESCU, Mihaela, 2008, "Ratings trends and market meat in Romania in the context of the current food crisis," Revista de Economie Industriala (Journal of Industrial Eonomics), Centre for Industrial Economics and Services, volume 6, issue 2, pages 88-95, June.
• M. Hashem Pesaran & Allan Timmermann, 2004, "Real Time Econometrics," CESifo Working Paper Series, CESifo, number 1169.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series, CESifo, number 1237.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series, CESifo, number 1358.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2007, "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," CESifo Working Paper Series, CESifo, number 2116.
• M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008, "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series, CESifo, number 2263.
• Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008, "A VECX Model of the Swiss Economy," CESifo Working Paper Series, CESifo, number 2281.
• M. Hashem Pesaran & Andreas Pick, 2008, "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series, CESifo, number 2293.
• M. Hashem Pesaran & Paolo Zaffaroni, 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series, CESifo, number 2326.
• Jan Jacobs & Jan-Egbert Sturm, 2008, "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series, CESifo, number 2370.
• Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008, "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series, CESifo, number 2371.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008, "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series, CESifo, number 2387.
• Jan Grossarth-Maticek & Johannes Mayr, 2008, "Medienberichte als Konjunkturindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 61, issue 07, pages 17-29, April.
• Steffen Henzel, 2008, "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 55.
• Nikolay Robinzonov & Klaus Wohlrabe, 2008, "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 57.