Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2008

• Laurent Moulin & Matteo Sala & Andrea Silvestrini & David Veredas, 2008, "Using intra annual information to forecast the annual state deficit. The case of France," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136217.
• Chunming Yuan, 2008, "Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-115, May, revised 01 Nov 2009.
• Hugo Gerard & Kristoffer Nimark, 2008, "Combining multivariate density forecasts using predictive criteria," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1117, Aug, revised Oct 2008.
• Fulvio Corsi & Francesco Audrino, 2008, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-04, Jan.
• Fulvio Corsi & Francesco Audrino, 2008, "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-05, Jan.
• Francesco Audrino & Marcelo C. Medeiros, 2008, "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-16, Aug.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
• Dekkers, J. & Koomen, E., 2008, "Valuation of open space: Hedonic house price analyses in the Dutch Randstad region," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0024.
• Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008, "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 1107-1127, July, DOI: 10.1111/j.1468-0297.2008.02162.x.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, volume 118, issue 530, pages 1128-1144, July, DOI: 10.1111/j.1468-0297.2008.02163.x.
• S. Borağan Aruoba, 2008, "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2‐3, pages 319-340, March, DOI: 10.1111/j.1538-4616.2008.00115.x.
• Clements, Michael P., 2008, "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 869.
• Clements, Michael P., 2008, "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 870.
• Jacek Kotlowski, 2008, "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 24, Feb.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Adam Misiorek, 2008, "Short-term forecasting of electricity prices: Do we need a different model for each hour?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/08/01.
• Kaaresvirta, Juuso & Mehrotra, Aaron, 2008, "Business surveys and inflation forecasting in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2008.
• Wang, Mu-Chun, 2008, "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,04.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2008, "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,14.
• Chiriac, Roxana & Voev, Valeri, 2008, "Modelling and forecasting multivariate realized volatility," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 08/06.
• Berger, Helge & Harjes, Thomas, 2008, "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/13.
• Berger, Helge & Österholm, Pär, 2008, "Does money still matter for U.S. output?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/7.
• Sucarrat, Genaro, 2008, "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-18.
• Tesfaselassie, Mewael F. & Schaling, Eric, 2008, "Managing disinflation under uncertainty," Kiel Working Papers, Kiel Institute for the World Economy, number 1429.
• Döhrn, Roland & Schmidt, Christoph M. & Zimmermann, Tobias, 2008, "Inflation Forecasting with Inflation Sentiment Indicators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 80.
• Härdle, Wolfgang Karl & Mungo, Julius, 2008, "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-006.
• Schulz, Rainer & Werwatz, Axel, 2008, "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-013.
• Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008, "Support vector regression based GARCH model with application to forecasting volatility of financial returns," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-014.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-017.
• Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008, "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-019.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "Bayesian demographic modeling and forecasting: An application to U.S. mortality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-052.
• Reichmuth, Wolfgang H. & Sarferaz, Samad, 2008, "Modeling and forecasting age-specific mortality: A Bayesian approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-052a.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-064.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2008, "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-073.
• Bühler, Georg & Jochem, Patrick, 2008, "CO₂ Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-066.
• Hyndman, Rob J. & Khandakar, Yeasmin, 2008, "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Danilo Santini & David Poyer, 2008, "Motor Vehicle Output and GDP, 1968–2007," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 4, pages 483-491, December, DOI: 10.1007/s11293-008-9139-5.
• Dag Kolsrud, 2008, "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 1, pages 21-43, February, DOI: 10.1007/s10614-007-9105-3.
• Gebhard Kirchgässner, 2008, "Direct democracy: obstacle to reform?," Constitutional Political Economy, Springer, volume 19, issue 2, pages 81-93, June, DOI: 10.1007/s10602-008-9039-3.
• Klaus Weyerstrass & Reinhard Neck, 2008, "Macroeconomic effects of Slovenia’s integration in the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 4, pages 391-403, September, DOI: 10.1007/s10663-008-9072-5.
• Klaus Weyerstrass & Reinhard Neck, 2008, "Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 1-10, February, DOI: 10.1007/s11294-007-9131-x.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2008, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 112-124, February, DOI: 10.1007/s11294-008-9134-2.
• Christian Hott & Pierre Monnin, 2008, "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 4, pages 427-450, May, DOI: 10.1007/s11146-007-9097-8.
• Thomas Busch, 2008, "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, volume 11, issue 1, pages 61-81, March, DOI: 10.1007/s11147-008-9024-z.
• Kenton Yee, 2008, "A Bayesian framework for combining valuation estimates," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 3, pages 339-354, April, DOI: 10.1007/s11156-007-0055-6.
• Christian Conrad & Menelaos Karanasos, 2008, "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-189, Feb, DOI: 10.3929/ethz-a-005552237.
• Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008, "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-202, Jan, DOI: 10.3929/ethz-a-005640680.
• Kristóf, Tamás, 2008, "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
  [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 441-461.
• G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008, "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 1, Sep.
• Konstantins Benkovskis, 2008, "Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators," Working Papers, Latvijas Banka, number 2008/05, Sep.
• Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008, "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche, GREEN, number 0801.
• S. Boragan Aruoba, 2008, "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 319-340, March.
• Catherine Kyrtsou & Michel Terraza, 2008, "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_09, Sep, revised Sep 2008.
• George Christodoulakis & Emmanuel Mamatzakis, 2008, "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_12, Sep, revised Sep 2008.
• Alexis Derviz & JiÅí Podpiera, 2008, "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 117-130, January.
• Timotheos Angelidis & Alexandros Benos, 2008, "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 67-104, March-Jun.
• Csaba Csávás, 2008, "Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/3.
• Andrea Cipollini & Giuseppe Missaglia, 2008, "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 010, Feb.
• Abdou Ka Diongue & Dominique Guegan, 2008, "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08004, Jan, DOI: 10.1080/03610910802304994.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08008, Jan.
• Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08014, Feb, revised Sep 2008, DOI: 10.1016/j.chaos.2008.09.017.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08035, May.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008, "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08082, Nov, revised Nov 2009, DOI: 10.1002/for.1159.
• George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
• Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
• Rob J Hyndman & Shu Fan, 2008, "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/08, Aug.
• Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
• K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008, "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research, National Bank of Belgium, number 133, Jun.
• 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.
• Alain Kabundi & Rangan Gupta & Sonali Das, 2008, "Is a DFM well suited for forecasting regional house price inflation?," ERSA Working Paper Series, Economic Research Southern Africa, number 085, Jul.
• Fredrick M. Wamalwa & Justine Burns, 2018, "Private Schools and Student Learning Achievements in Kenya," ERSA Working Paper Series, Economic Research Southern Africa, number 145, Jun.
• 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.