Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2008

• Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008, "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 134-150.
• Hyndman, Rob J. & Booth, Heather, 2008, "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 323-342.
• Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008, "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 566-587.
• Panagiotelis, Anastasios & Smith, Michael, 2008, "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 710-727.
• Weron, Rafal & Misiorek, Adam, 2008, "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 744-763.
• Paolella, Marc S. & Taschini, Luca, 2008, "An econometric analysis of emission allowance prices," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2022-2032, October.
• Akram, Q. Farooq & Eitrheim, Øyvind, 2008, "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1242-1254, July.
• Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008, "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, volume 60, issue 3, pages 256-276.
• Kargin, V. & Onatski, A., 2008, "Curve forecasting by functional autoregression," Journal of Multivariate Analysis, Elsevier, volume 99, issue 10, pages 2508-2526, November.
• da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008, "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 155-171, DOI: 10.1016/j.matcom.2008.01.031.
• Li, Ming-Yuan Leon, 2008, "Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 511-520, DOI: 10.1016/j.matcom.2008.02.023.
• Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008, "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, volume 55, issue 4, pages 665-676, May.
• Capistrán, Carlos, 2008, "Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?," Journal of Monetary Economics, Elsevier, volume 55, issue 8, pages 1415-1427, November.
• Sirchenko Andrey, 2008, "Modeling monetary policy in real time:Does discreteness matter?," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 08/07e, Nov.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Interest rate forecasts: a pathology," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24431, May.
• Goodhart, Charles & Bin Lim, Wen, 2008, "Do errors in forecasting inflation lead to errors in forecasting interest rates?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24432, Jun.
• Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman, 2008, "Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 63-99, January-J.
• Dimitris Korobilis, 2008, "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23012-4.
• Michael K. Andersson & Sune Karlsson, 2008, "Bayesian forecast combination for VAR models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23015-X.
• Franses, Ph.H.B.F., 2008, "Model selection for forecast combination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-11, Jun.
• Divino, J.A. & McAleer, M.J., 2008, "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-22, Nov.
• McAleer, M.J., 2008, "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-32, Nov.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2008, "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-34, Dec.
• Boulaksil, Y. & Franses, Ph.H.B.F., 2008, "Experts' Stated Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-001-MKT, Jan.
• Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2008, "Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-024-MKT, Apr.
• Collins, J. & Ketter, W. & Gini, M., 2008, "Flexible Decision Support in Dynamic Interorganizational Networks," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-082-LIS, Dec.
• Luis Fernando Cabrera-Castellanos, 2008, "Análisis De Coyuntura De La Industria Manufacturera En México. Una Propuesta Metodológica Y Aplicaciones," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 94, march.
• Michal Grajek & Tobias Kretschmer, 2008, "Estimating critical mass in the global cellular telephony market," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-08-004 (R1), Jun, revised 15 Apr 2010.
• Massimiliano Marcellino & Christian Schumacher, 2008, "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers, European University Institute, number ECO2008/16.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008, "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers, European University Institute, number ECO2008/17.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008, "A Monthly Indicator of the Euro Area GDP," Economics Working Papers, European University Institute, number ECO2008/32.
• A. Carriero & G. Kapetanios & M. Marcellino, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers, European University Institute, number ECO2008/33.
• Òscar Jordà & Massimiliano Marcellino, 2008, "Path Forecast Evaluation," Economics Working Papers, European University Institute, number ECO2008/34.
• Martin Hrubý, 2008, "Algorithmic Approaches to Game-theoretical Modeling and Simulation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 3, pages 268-300, December.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• Jozef Baruník, 2008, "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 07-08, pages 358-376, Oktober.
• Vít Bubák, 2008, "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/18, Sep, revised Sep 2008.
• LI Wei, 2008, "Property tax and speculative bubble: An empirical analysis of Tianjin," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 4, pages 627-643, December.
• Siba Prasada Panda, Niranjan Swain, D.K. Malhotra, 2008, "Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 85-105, April.
• James H. Stock & Mark W. Watson, 2008, "Phillips curve inflation forecasts," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
• Jian Wang & Jason J. Wu, 2008, "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 22.
• Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
• M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008, "Forecasting economic and financial variables with global VARs," Staff Reports, Federal Reserve Bank of New York, number 317.
• Jan J. J. Groen & George Kapetanios, 2008, "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports, Federal Reserve Bank of New York, number 327.
• Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008, "DSGE model-based forecasting of non-modelled variables," Working Papers, Federal Reserve Bank of Philadelphia, number 08-17.
• Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008, "Information in the revision process of real-time datasets," Working Papers, Federal Reserve Bank of Philadelphia, number 08-27.
• Dean Croushore, 2008, "Frontiers of real-time data analysis," Working Papers, Federal Reserve Bank of Philadelphia, number 08-4.
• Christian T. Brownlees & Giampiero Gallo, 2008, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_03, Feb.
• Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008, "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_09, Jun.
• Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008, "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-002, Apr, revised Mar 2011.
• Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008, "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2008-010, Aug.
• Pierre Courtioux, 2008, "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00369986, Jul.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235179, Jan.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259238, Feb.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00277379, May.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00283710.
• Diongue Abdou Ka & Dominique Guegan, 2008, "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375758, DOI: 10.1080/03610910802304994.
• Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008, "European competition policy modernization : from notifications to legal exception," Post-Print, HAL, number hal-01021575, Jan, DOI: 10.1016/j.euroecorev.2007.02.001.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "Estimation of k-factor GIGARCH process : a Monte Carlo study," Post-Print, HAL, number halshs-00235179, Jan.
• François Dossou & Sandrine Lardic & Karine Michalon, 2008, "Can earnings forecasts be improved by taking into account the forecast bias?," Post-Print, HAL, number halshs-00365972, Nov.
• Diongue Abdou Ka & Dominique Guegan, 2008, "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00375758, DOI: 10.1080/03610910802304994.
• Gilles Dufrénot & Roseline Joyeux & Anne Peguin-Feissolle, 2008, "Which predictor is the best to predict inflation in Europe: the real money-gap or a nominal money based indicator?," Working Papers, HAL, number hal-00207497, Jan.
• Pierre Courtioux, 2008, "How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case," Working Papers, HAL, number hal-00369986, Jul.
• Åsberg Sommar, Per & Shahnazarian, Hovick, 2008, "Macroeconomic Impact on Expected Default Frequency," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 219, Jan.
• Lönnbark, Carl, 2008, "A Corrected Value-at-Risk Predictor," Umeå Economic Studies, Umeå University, Department of Economics, number 734, Mar.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2008, "Comparing Forecast Performance of Exchange Rate Models," Working Papers, Hong Kong Monetary Authority, number 0808, Jun.
• Tom Pak-wing Fong & Chun-shan Wong, 2008, "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers, Hong Kong Monetary Authority, number 0813, Oct.
• Maroje Lang & Davor Kunovac & Silvio Basač & Željka Štaudinger, 2008, "Modelling of Currency outside Banks in Croatia," Working Papers, The Croatian National Bank, Croatia, number 17, Feb.
• Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2008, "Regional unemployment forecasts with spatial interdependencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200828.
• Sarantis Tsiaplias & Chew Lian Chua, 2008, "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n04, Feb.
• Bala Arshanapalli & William Nelson, 2008, "A Cointegration Test To Verify The Housing Bubble," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 35-43.
• Giulio Palomba, 2008, "Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 10, issue 4, pages 379-413.
• Dominique Guégan & Justin Leroux, 2008, "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-10, Sep.
• Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008, "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, volume 29, issue 3, pages 347-386, September.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008, "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 334.
• Costantini, Mauro & Pappalardo, Carmine, 2008, "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some ," Economics Series, Institute for Advanced Studies, number 228, Nov.
• Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU, 2008, "Türkiye turizm sektörünün talep analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 263, pages 24-40.
• Emin AVCI & Murat ÇİNKO, 2008, "Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 266, pages 114-137.
• Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008, "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 3, pages 213-230, December.
• Claudio Agostini & Phillip Brown & Andrei Roman, 2008, "Poverty and Inequality among Ethnic Groups in Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv205, Jun.
• Claudio Agostini & Phillip Brown & Andrei Roman, 2008, "Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv207, Jun.
• J. Scott Armstrong & Kesten C. Green & Willie Soon, 2008, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," Interfaces, INFORMS, volume 38, issue 5, pages 382-405, October, DOI: 10.1287/inte.1080.0383.
• Mercedes Ayuso & Miguel Santolino, 2008, "Forecasting the maximum compensation offer in the automobile BI claims negotiation proces," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200807, May, revised May 2008.
• Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez, 2008, "Nonlinear Exchange Rate Predictability," Working Papers, University of California-Irvine, Department of Economics, number 080911, Dec, revised Sep 2010.
• Giancarlo Bruno, 2008, "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 98, Jun.
• Philippe J. Deschamps, 2008, "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 435-462, DOI: 10.1002/jae.1014.
• John M. Maheu & Stephen Gordon, 2008, "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 553-583, DOI: 10.1002/jae.1018.
• Breitung Jörg, 2008, "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 5-6, pages 630-643, October, DOI: 10.1515/jbnst-2008-5-613.
• Jacob A. Bikker & Laura Spierdijk & Roy P. M. M. Hoevenaars & Pieter Jelle Van der Sluis, 2008, "Forecasting market impact costs and identifying expensive trades," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 1, pages 21-39, DOI: 10.1002/for.1052.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008, "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 4, pages 279-291, DOI: 10.1002/for.1061.
• Marie Diron, 2008, "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 5, pages 371-390, DOI: 10.1002/for.1067.
• Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008, "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 6, pages 465-481, DOI: 10.1002/for.1064.
• Konrad Banachewicz & André Lucas, 2008, "Quantile forecasting for credit risk management using possibly misspecified hidden Markov models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 7, pages 566-586, DOI: 10.1002/for.1072.
• 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.

2007

• Preminger, Arie & Franck, Raphael, 2007, "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 71-84.
• Carriero, Andrea & Marcellino, Massimiliano, 2007, "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, volume 23, issue 2, pages 219-236.
• Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007, "Does age structure forecast economic growth?," International Journal of Forecasting, Elsevier, volume 23, issue 4, pages 569-585.
• Mitchell, Karlyn & Pearce, Douglas K., 2007, "Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal's panel of economists," Journal of Macroeconomics, Elsevier, volume 29, issue 4, pages 840-854, December.
• Rod Tyers & Jane Golley & Iain Bain, 2007, "China'S Real Exchange Rate Puzzle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-14, Jun.
• Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-17, May.
• Frenk, J.B.G. & Nicolai, R.P., 2007, "Approximating the randomized hitting time distribution of a non-stationary gamma process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-18, May.
• Heij, C., 2007, "Improved forecasting with leading indicators: the principal covariate index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-23, Jun.
• Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
• van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
• Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D., 2007, "On the optimality of expert-adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-38, Sep.
• van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007, "Modeling regional house prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-55, Dec.
• Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-Driven Scheduling of Movies in a Multiplex," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-033-MKT, May.
• Frenk, J.B.G. & Nicolai, R.P., 2007, "Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-031-LIS, May.
• Franses, Ph.H.B.F. & Legerstee, R., 2007, "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-083-MKT, Dec.
• Victor M. Guerrero, 2007, "Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 22, issue 2, pages 241-311.
• Eleftherios Thalassinos & Diana-Mihaela Pociovalisteanu, 2007, "A Time Series Model for the Romanian Stock Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 57-72.
• Jan in 't Veld, 2007, "The potential impact of the fiscal transfers under the EU Cohesion Policy Programme," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 283, Jun.
• Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007, "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers, Fondazione Eni Enrico Mattei, number 2007.4, Jan.
• Stanislav Anatolyev & Victor Kitov, 2007, "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 2, pages 166-176, Autumn.
• Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007, "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-10.
• Massimo Guidolin & Allan Timmerman, 2007, "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers, Federal Reserve Bank of St. Louis, number 2005-059, DOI: 10.20955/wp.2005.059.
• Ivana Komunjer & Michael T. Owyang, 2007, "Multivariate forecast evaluation and rationality testing," Working Papers, Federal Reserve Bank of St. Louis, number 2007-047, DOI: 10.20955/wp.2007.047.
• Giampiero Gallo & Margherita Velucchi, 2007, "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_01, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_02, May.
• Margherita Velucchi, 2007, "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_03, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_04, May.
• Giampiero Gallo & Edoardo Otranto, 2007, "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_11, Oct.
• Christian T. Brownlees & Giampiero M. Gallo, 2007, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_15, Nov.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
• Igor Lebrun, 2007, "Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections," Working Papers, Federal Planning Bureau, Belgium, number 200708, Jun.
• Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman, 2007, "Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail," Working Papers, Federal Planning Bureau, Belgium, number 200711, Sep.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188264, Nov.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Post-Print, HAL, number halshs-00188264, Nov.
• Ali Ari & Rustem Dagtekin, 2007, "Les indicateurs d'alerte de la crise financière de 2000-2001 en Turquie : un modèle de prévision de crise jumelle," Working Papers, HAL, number hal-01295697.
• Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003, "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers, National Institute of Economic Research, number 84, May.
• Eklund, Jana & Karlsson, Sune, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Örebro University, School of Business, number 2007:1, Mar.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian Forecast Combination for VAR Models," Working Papers, Örebro University, School of Business, number 2007:13, Dec.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 203, Feb.
• Sellin, Peter, 2007, "Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 213, Oct.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
• Hans Genberg & Jian Chang, 2007, "A VAR Framework for Forecasting Hong Kong'S Output and Inflation," Working Papers, Hong Kong Monetary Authority, number 0702, Mar.
• Li-gang Liu & Wenlang Zhang & Jimmy Shek, 2007, "A Real Activity Index for Mainland China," Working Papers, Hong Kong Monetary Authority, number 0707, May.
• Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007, "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200702.
• Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas, 2007, "A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200711.
• Brücker, Herbert & Schröder, Philipp J. H., 2007, "International migration with heterogeneous agents : theory and evidence," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200727.
• Jana Eklund & Sune Karlsson, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Economics, Department of Economics, Central bank of Iceland, number wp34, May.
• Claudio Morana, 2007, "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 6-2007, Mar.
• Dominique Guégan & Justin Leroux, 2007, "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-12, Dec.
• Michael P. Keane & Kenneth I. Wolpin, 2007, "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 48, issue 4, pages 1351-1378, November.
• Maruška Vizek & Tanja Broz, 2007, "Modelling Inflation in Croatia," Working Papers, The Institute of Economics, Zagreb, number 0703, Jun.
• Carlo A. Favero & Linlin Niu & Luca Sala, 2007, "Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 318.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
• Işıl AKGÜN & Hülya SAYYAN, 2007, "İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 250, pages 127-141.
• Serpil TÜRKYILMAZ & Mustafa ÖZER, 2007, "Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 259, pages 99-113.
• Claudio Agostini & Phillip Brown, 2007, "Desigualdad geográfica en Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 3-33, June.
• Maurizio Bovi, 2007, "National accounts, fiscal rules and fiscal policy. Mind the hidden gaps," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 76, Jan.
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007, "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3071, Sep.
• Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007, "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 39-61, DOI: 10.1002/jae.923.
• Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007, "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 641-656, DOI: 10.1002/jae.937.
• Jonathan B. Hill, 2007, "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 747-765, DOI: 10.1002/jae.925.
• O. De Bandt & E. Michaux & C. Bruneau & A. Flageollet, 2007, "Forecasting inflation using economic indicators: the case of France," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1-22, DOI: 10.1002/for.1001.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007, "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 8, pages 601-619, DOI: 10.1002/for.1048.
• Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007, "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, volume 3, issue 1, pages 131-153, January, DOI: 10.1007/s10436-006-0057-8.
• Jeremy Hackney & Michael Bernard & Sumit Bindra & Kay Axhausen, 2007, "Predicting road system speeds using spatial structure variables and network characteristics," Journal of Geographical Systems, Springer, volume 9, issue 4, pages 397-417, December, DOI: 10.1007/s10109-007-0050-4.
• Bas Donkers & Peter Verhoef & Martijn Jong, 2007, "Modeling CLV: A test of competing models in the insurance industry," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 2, pages 163-190, June, DOI: 10.1007/s11129-006-9016-y.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007, "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 2, pages 187-201, February, DOI: 10.1007/s11156-006-0010-y.
• In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007, "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 69-110, July, DOI: 10.1007/s11156-007-0022-2.
• Christian Conrad, 2007, "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-162, Apr, DOI: 10.3929/ethz-a-005390226.
• Vincze, János & Bíró, Anikó & Elek, Péter, 2007, "Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével
  [Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 774-799.
• James H. Stock & Mark W. Watson, 2007, "Erratum to "Why Has U.S. Inflation Become Harder to Forecast?"," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 7, pages 1849-1849, October.
• James H. Stock & Mark W. Watson, 2007, "Why Has U.S. Inflation Become Harder to Forecast?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue s1, pages 3-33, February.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 2007-01.
• António José Morgado & Luis Catela Nunes & Susana Salvado, 2007, "Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0002, Feb, revised Feb 2007.
• Jean-Stéphane MESONNIER, 2007, "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 102, Feb.
• Nektarios Aslanidis & Andrea Cipollini, 2007, "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 115, Feb.
• Damjan Pfajfar & Emiliano Santoro, 2007, "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 123, Feb.
• Domenico Giannone & Lucrezia Reichlin & David H Small, 2007, "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 164, Feb.