Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2008

• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008, "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers, The Conference Board, Economics Program, number 08-04, Nov.
• Luis Fernando Gamboa & Jesus Otero, 2008, "An estimation of the pattern of diffusion of mobile phones: the case of Colombia," Documentos de Trabajo, Universidad del Rosario, number 5149, Nov.
• Juan Camilo Santana, 2008, "La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008, "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008, "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Eliana Roc�o Gonz�lez Molano, 2008, "Pron�sticos de agregados a partir de desagregados Caso emp�rico: Inflaci�n de alimentos en Colombia," Borradores de Economia, Banco de la Republica, number 4596, Apr.
• Ignacio Lozano & Hern�n Rinc�n & Miguel Sarmiento & Jorge Ramos, 2008, "Regla fiscal cuantitativa para consolidar y blindar las finanzas p�blicas de Colombia," Borradores de Economia, Banco de la Republica, number 4597, Apr.
• Alejandro Reveiz & Carlos Le�n, 2008, "Administraci�n de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica, number 4598, Apr.
• Alejandro Reveiz & Carlos Le�n & Juan Mario Laserna & Ivonne Mart�nez, 2008, "Recomendaciones para la modificaci�n del r�gimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica, number 4599, Apr.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nu�ez, 2008, "The Cost of Avoiding Crime: The Case of Bogot�," Borradores de Economia, Banco de la Republica, number 4600, Apr.
• James Giesecke & G.A. Meagher, 2008, "Modelling the Economic Effects of Population Ageing," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-172, Feb.
• WANG , Shin-Huei & HSIAO, Cheng, 2008, "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008047, Aug.
• Debby Lanser & Henk Kranendonk, 2008, "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 112, Sep.
• Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008, "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 172, Oct.
• Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008, "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6706, Feb.
• Schumacher, Christian & Marcellino, Massimiliano, 2008, "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6708, Feb.
• Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008, "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6746, Mar.
• Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008, "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7007, Oct.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2008, "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7008, Oct.
• Marcellino, Massimiliano & Jordà , Ã’scar, 2008, "Path Forecast Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7009, Oct.
• George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas, 2008, "Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System," Working Papers, University of Crete, Department of Economics, number 0806, Nov.
• George Xanthos & Dikaios Tserkezos, 2008, "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers, University of Crete, Department of Economics, number 0813, Nov.
• George Atsalakis & Camelia Ioana Ucenic & Christos Skiadas, 2008, "Forecasting Unemployment Rate Using a Neural Network with Fuzzy Inference System," Working Papers, University of Crete, Department of Economics, number 0823, Sep.
• Janine Aron & John Muellbauer, 2008, "Multi-sector inflation forecasting - quarterly models for South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2008-27.
• Bauwens, Luc & Sucarrat, Genaro, 2008, "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we081810, Apr.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083720, Jul.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Alonso Fernández, Andrés Modesto & García-Martos, Carolina & Rodríguez, Julio & Sánchez, María Jesús, 2008, "Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws081406, Mar.
• Alonso Fernández, Andrés Modesto & Peña, Daniel & Rodríguez, Julio, 2008, "A methodology for population projections: an application to Spain," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws084512, Sep.
• Jushan Bai & Serena Ng, 2008, "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, volume 9, issue 2, pages 201-222, November.
• Fullerton, Thomas M. & Kelley, Brian W., 2008, "El Paso Housing Sector Econometric Forecast Accuracy," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 40, issue 1, pages 385-402, April.
• Eklund, Jana & Kapetanios, George, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 109-115, January.
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 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 , pages 91-108, January.
• Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs, 2008, "Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 24, pages 318-325.
• Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, Duke University, Department of Economics, number 08-03.
• Giacomini, Raffaella & Rossi, Barbara, 2008, "Forecast Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 08-04.
• Tatevik Sekhposyan & Barbara Rossi, 2008, "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers, Duke University, Department of Economics, number 09-02.
• BRIO, Esther B. & PEROTE, Javier, 2008, "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 8, issue 1, pages 53-58.
• Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
• Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008, "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2008-035, Jun.
• Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008, "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series, European Central Bank, number 84, May.
• Dées, Stéphane & Gasteuil, Audrey & Kaufmann, Robert K. & Mann, Michael, 2008, "Assessing the factors behind oil price changes," Working Paper Series, European Central Bank, number 855, Jan.
• Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2008, "Explaining the Great Moderation: it is not the shocks," Working Paper Series, European Central Bank, number 865, Feb.
• Andersson, Magnus & D'Agostino, Antonello, 2008, "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series, European Central Bank, number 876, Feb.
• Dées, Stéphane & Burgert, Matthias, 2008, "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series, European Central Bank, number 882, Mar.
• Darracq Pariès, Matthieu & Maurin, Laurent, 2008, "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series, European Central Bank, number 894, May.
• Onorante, Luca & Pedregal, Diego J. & Pérez, Javier J. & Signorini, Sara, 2008, "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series, European Central Bank, number 901, May.
• Maurin, Laurent & Drechsel, Katja, 2008, "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series, European Central Bank, number 925, Aug.
• Pérez, Javier J. & Pedregal, Diego J., 2008, "Should quarterly government finance statistics be used for fiscal surveillane in Europe?," Working Paper Series, European Central Bank, number 937, Sep.
• Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008, "Short-term forecasts of euro area GDP growth," Working Paper Series, European Central Bank, number 949, Oct.
• Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008, "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series, European Central Bank, number 953, Oct.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008, "Large Bayesian VARs," Working Paper Series, European Central Bank, number 966, Nov.
• Amisano, Gianni & Geweke, John, 2008, "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series, European Central Bank, number 969, Nov.
• Hahn, Elke & Skudelny, Frauke, 2008, "Early estimates of euro area real GDP growth: a bottom up approach from the production side," Working Paper Series, European Central Bank, number 975, Dec.
• Gianna Boero & Jeremy Smith & KennethF. 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.
• Anthony Garratt & Gary Koop & ShaunP. 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.
• Christian Schulz, 2008, "Forecasting economic activity for Estonia : The application of dynamic principal component analyses," Bank of Estonia Working Papers, Bank of Estonia, number 2008-02, Oct, revised 30 Oct 2008.
• Gallo, Giampiero M. & Otranto, Edoardo, 2008, "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 3011-3026, February.
• Sims, Christopher A., 2008, "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2460-2475, August.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008, "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 8, pages 2690-2721, August.
• Matheson, Troy D., 2008, "Phillips curve forecasting in a small open economy," Economics Letters, Elsevier, volume 98, issue 2, pages 161-166, February.
• Issler, Joao Victor & de Mello Franco-Neto, Afonso Arinos & de Carvalho Guillen, Osmani Teixeira, 2008, "The welfare cost of macroeconomic uncertainty in the post-war period," Economics Letters, Elsevier, volume 98, issue 2, pages 167-175, February.
• Marmer, Vadim, 2008, "Nonlinearity, nonstationarity, and spurious forecasts," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 1-27, January.
• Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2008, "Mixtures of t-distributions for finance and forecasting," Journal of Econometrics, Elsevier, volume 144, issue 1, pages 175-192, May.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2008, "Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 318-328, October.
• Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008, "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, volume 52, issue 1, pages 77-98, January.
• Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2008, "Economic and financial crises and the predictability of U.S. stock returns," Journal of Empirical Finance, Elsevier, volume 15, issue 3, pages 468-480, June.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008, "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, volume 15, issue 4, pages 729-750, September.
• Neuhoff, Karsten & Ehrenmann, Andreas & Butler, Lucy & Cust, Jim & Hoexter, Harriet & Keats, Kim & Kreczko, Adam & Sinden, Graham, 2008, "Space and time: Wind in an investment planning model," Energy Economics, Elsevier, volume 30, issue 4, pages 1990-2008, July.
• Los, Cornelis A. & Yu, Bing, 2008, "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 64-82.
• Angelidis, Timotheos & Degiannakis, Stavros, 2008, "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 5, pages 449-465, December.
• 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 changes. The most important change regards the ref," 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..

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.