Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2007

• Jan Jacobs & Jan-Egbert Sturm, 2007, "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 167, Feb.
• Andrea Cipollini & Nektarios Aslanidis, 2007, "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 006, Oct.
• Andrea Cipollini & Giuseppe Missaglia, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 007, Oct.
• Conforti, Piero & Ford, Deep & Hallam, David & Rapsomanikis, George & Salvatici, Luca, 2007, "The European Union preferential trade with developing countries. Total trade restrictiveness and the case of sugar," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07037, Apr.
• Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007, "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07058, Nov, revised Nov 2009, DOI: 10.1016/j.apenergy.2008.07.005.
• George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007, "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/07, Aug, revised Nov 2007.
• Muhammad Akram & Rob J. Hyndman & J. Keith Ord, 2007, "Non-linear exponential smoothing and positive data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/07, Nov.
• Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007, "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/07, May.
• Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007, "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2007, "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/07, Jun.
• Rob J. Hyndman & Yeasmin Khandakar, 2007, "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/07, Jun.
• Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," NBP Working Papers, Narodowy Bank Polski, number 43, Nov.
• Jean Boivin & Marc P. Giannoni, 2007, "Global Forces and Monetary Policy Effectiveness," NBER Chapters, National Bureau of Economic Research, Inc, "International Dimensions of Monetary Policy".
• David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007, "Does Age Structure Forecast Economic Growth?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13221, Jul.
• Jon Faust & Jonathan H. Wright, 2007, "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers, National Bureau of Economic Research, Inc, number 13397, Sep.
• Ivan Kitov & Oleg Kitov & Svetlana Dolinskaya, 2007, "Modeling Real GDP Per Capita in the USA: Cointegration Test," Mechonomics, Socionet, number mechanomics1, Apr.
• Troy Matheson & James Mitchell & Brian Silverstone, 2007, "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/02, Feb.
• Troy Matheson, 2007, "An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/13, Sep.
• Martin Keene & Peter Thomson, 2007, "An Analysis of Tax Revenue Forecast Errors," Treasury Working Paper Series, New Zealand Treasury, number 07/02, Mar.
• Christian Ragacs & Martin Schneider, 2007, "Comparing the Predictive Accuracy of Macroeconomic Forecasts for Austria from 1998 to 2006," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-49.
• Stefano DellaVigna & Ethan Kaplan, 2007, "The Fox News Effect: Media Bias and Voting," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 122, issue 3, pages 1187-1234.
• Jennifer Castle & David Hendry, 2007, "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers, University of Oxford, Department of Economics, number 309, Feb.
• Gil Lafuente, Anna M. & Ortigosa, Mauricio & Merigó, José M., 2007, "Teoría de la incertidumbre aplicada al valor del cliente en situaciones contractuales con intervalos de confianza = The Uncertainty Theory assignment in the Customer Lifetime Valuation (CLV) for contr," 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 4, issue 1, pages 75-97, December.
• Rod Tyers & Iain Bain, 2007, "Appreciating the Renminbi," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2007-09.
• Fildes, Robert & Madden, Gary & Tan, Joachim, 2007, "Optimal forecasting model selection and data characteristics," MPRA Paper, University Library of Munich, Germany, number 10819.
• Falnita, Eugen & Sipos, Ciprian, 2007, "A multiple regression model for inflation rate in Romania in the enlarged EU," MPRA Paper, University Library of Munich, Germany, number 11473, Jan.
• Mandler, Martin, 2007, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper, University Library of Munich, Germany, number 13498, Feb, revised Jan 2009.
• Haider, Adnan & Hanif, Muhammad Nadeem, 2007, "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper, University Library of Munich, Germany, number 14645, Jul.
• Chumacero, Romulo, 2007, "Altitude or hot air?," MPRA Paper, University Library of Munich, Germany, number 15178, Sep, revised Dec 2008.
• Gelhausen, Marc Christopher, 2007, "Passengers' Airport Choice," MPRA Paper, University Library of Munich, Germany, number 16037.
• Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007, "Параллельное Программирование В Matlab М Его Приложения
  [Parallel programming in MATLAB and its applications]," MPRA Paper, University Library of Munich, Germany, number 17796, May.
• McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H., 2007, "Martingales, Detrending Data, and the Efficient Market Hypothesis," MPRA Paper, University Library of Munich, Germany, number 2256, Feb.
• Weron, Rafal & Misiorek, Adam, 2007, "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper, University Library of Munich, Germany, number 2292, Mar, revised Oct 2007.
• Mandler, Martin, 2007, "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper, University Library of Munich, Germany, number 2340, Mar.
• Ari, Ali & Dagtekin, Rustem, 2007, "Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
  [Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis P," MPRA Paper, University Library of Munich, Germany, number 25856.
• Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007, "Modelling real GDP per capita in the USA: cointegration test," MPRA Paper, University Library of Munich, Germany, number 2739.
• Hidayat, Budi, 2007, "Are there differences between unconditional and conditional demand estimates? implications for future research and policy," MPRA Paper, University Library of Munich, Germany, number 30196, Oct.
• Paunić, Alida, 2007, "Inflation in Croatia with outlook to future," MPRA Paper, University Library of Munich, Germany, number 3149, May.
• Rao, B. Bhaskara & Rao, Gyaneshwar, 2007, "Structural breaks and energy efficiency in Fiji," MPRA Paper, University Library of Munich, Germany, number 3258, May.
• Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio, 2007, "Volatilidad del Precio de la Mezcla Mexicana de Exportación
  [Price Volatility of the Mexican Export Crude Oil Blend]," MPRA Paper, University Library of Munich, Germany, number 3562, Mar.
• Cipollini, Andrea & Missaglia, Giuseppe, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper, University Library of Munich, Germany, number 3582, May.
• Green, Kesten C. & Armstrong, J. Scott, 2007, "Global warming: Forecasts by scientists versus scientific forecasts," MPRA Paper, University Library of Munich, Germany, number 4361, Aug.
• Rumyantsev, Mikhail I., 2007, "К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
  [On the problem of the formalization of business processes of the banking]," MPRA Paper, University Library of Munich, Germany, number 48587, Dec.
• Hassani, Hossein, 2007, "Singular Spectrum Analysis: Methodology and Comparison," MPRA Paper, University Library of Munich, Germany, number 4991, Apr.
• Kitov, Ivan, 2007, "Exact prediction of inflation and unemployment in Canada," MPRA Paper, University Library of Munich, Germany, number 5015, Sep.
• Kitov, Ivan, 2007, "Exact prediction of inflation and unemployment in Germany," MPRA Paper, University Library of Munich, Germany, number 5088, Sep.
• George, Michael, 2007, "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," MPRA Paper, University Library of Munich, Germany, number 5175, Sep, revised 05 Oct 2007.
• Bandyopadhyay, Arindam, 2007, "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper, University Library of Munich, Germany, number 5357, Oct.
• Bandyopadhyay, Arindam, 2007, "Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio," MPRA Paper, University Library of Munich, Germany, number 5358, Oct.
• Nandwa, Boaz & Mohan, Ramesh, 2007, "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper, University Library of Munich, Germany, number 5581, Nov.
• Gomez-Sorzano, Gustavo, 2007, "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 5655, Apr, revised 07 Nov 2007.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• D'Agostino, A & Whelan, K, 2007, "Federal Reserve Information During the Great Moderation," MPRA Paper, University Library of Munich, Germany, number 6092, Dec.
• D'Agostino, A & Surico, P, 2007, "Does global liquidity help to forecast US inflation?," MPRA Paper, University Library of Munich, Germany, number 6283, Nov.
• Armstrong, J. Scott & Green, Kesten C. & Soon, Willie, 2007, "Polar Bear Population Forecasts: A Public-Policy Forecasting Audit," MPRA Paper, University Library of Munich, Germany, number 6317, Dec.
• Ahoniemi, Katja & Lanne, Markku, 2007, "Joint Modeling of Call and Put Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 6318.
• Huang, Biao, 2007, "The Use of Pseudo Panel Data for Forecasting Car Ownership," MPRA Paper, University Library of Munich, Germany, number 7086, Jun.
• Huang, Biao, 2007, "Random Utility Pseudo Panel Model and Application on Car Ownership Forecast," MPRA Paper, University Library of Munich, Germany, number 7778.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8602, Jul.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 96324.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper, University Library of Munich, Germany, number 96326.
• Roman Horváth & Luboš Komárek, 2007, "Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 1, pages 24-37, DOI: 10.18267/j.pep.295.
• Massimiliano Agovino & Antonio Garofalo, 2007, "Dipendenza Spaziale Contemporanea E Non Contemporanea Nei Tassi Di Disoccupazione: Un Tentativo Di Analisi Empirica Dei Dati Provinciali Italiani," Working Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 2_2007, Nov.
• John H. Miller & Scott E. Page, 2007, "Social Science in Between, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life," Introductory Chapters, Princeton University Press, "Complex Adaptive Systems: An Introduction to Computational Models of Social Life".
• John H. Miller & Scott E. Page, 2007, "Complexity in Social Worlds, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life," Introductory Chapters, Princeton University Press, "Complex Adaptive Systems: An Introduction to Computational Models of Social Life".
• Gregor W. Smith, 2007, "Pooling Forecasts In Linear Rational Expectations Models," Working Paper, Economics Department, Queen's University, number 1129, Jun.
• Andrea Carriero & Massimiliano Marcellino, 2007, "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers, Queen Mary University of London, School of Economics and Finance, number 590, Mar.
• Ana Beatriz Galvão, 2007, "Changes in Predictive Ability with Mixed Frequency Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 595, May.
• Iolanda Lo Cascio, 2007, "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers, Queen Mary University of London, School of Economics and Finance, number 600, May.
• Andrea Carriero, 2007, "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 612, Oct.
• Michael P. Clements & Ana Beatriz Galvão, 2007, "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers, Queen Mary University of London, School of Economics and Finance, number 616, Oct.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007, "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 617, Oct.
• Christian Gillitzer & Jonathan Kearns, 2007, "Forecasting with Factors: The Accuracy of Timeliness," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2007-03, Apr.
• Jacques Pezier, 2007, "Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-07, Jul.
• William Branch & George W. Evans, 2007, "Model Uncertainty and Endogenous Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 10, issue 2, pages 207-237, April, DOI: 10.1016/j.red.2006.10.002.
• Matteo Ciccarelli & Carlo Altavilla, 2007, "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers, Society for Economic Dynamics, number 315.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• Gary Koop, 2010, "Forecasting with Medium and Large Bayesian VARs," Working Paper series, Rimini Centre for Economic Analysis, number 43_10, Jan.
• Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007, "Modeling and predicting the CBOE market volatility index," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 548, Aug.
• Bassam Fattouh, 2007, "The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches," EIB Papers, European Investment Bank, Economics Department, number 6/2007, Jun.
• Shidong Zhang & Thomas C. Lowinger, 2007, "The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 397-406.
• Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina, 2007, "The "Dobrescu" Macromodel Of The Romanian Market Economy - 2005 Version - Yearly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 1, pages 115-125, March.
• Nastac, Iulian & Dobrescu, Emilian & Pelinescu, Elena, 2007, "Neuro-Adaptive Model for Financial Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 3, pages 19-41, September.
• Raffaele Passaro, 2007, "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, volume 97, issue 6, pages 81-112, November-.
• Fiorella Triscritti, 2007, "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers, European University Institute, number 2007/11, Mar.
• Kesten C. Green & J. Scott Armstrong, 2007, "Global Warming: Forecasts by Scientists Versus Scientific Forecasts," Energy & Environment, , volume 18, issue 7, pages 997-1021, December, DOI: 10.1260/095830507782616887.
• Tran Van Hoa, 2007, "ASEAN3+India Trade Relations," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 4, pages 341-357, December, DOI: 10.1177/097380100700100401.
• Lima, Luiz Renato & Néri, Breno Pinheiro, 2007, "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 27, issue 1, May.
• Jean-Michel Dalle & Paul A. David, 2007, "“It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-024, Dec.
• Mukesh Kumar & William Bowen & Miron Kaufman, 2007, "Urban spatial pattern as self-organizing system: An empirical evaluation of firm location decisions in Cleveland–Akron PMSA, Ohio," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 2, pages 297-314, June, DOI: 10.1007/s00168-006-0097-z.
• Andrei Rogers & Bryan Jones & Virgilio Partida & Salut Muhidin, 2007, "Inferring migration flows from the migration propensities of infants: Mexico and Indonesia," The Annals of Regional Science, Springer;Western Regional Science Association, volume 41, issue 2, pages 443-465, June, DOI: 10.1007/s00168-006-0107-1.
• Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007, "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, volume 32, issue 1, pages 105-124, April, DOI: 10.1007/s00181-006-0074-5.
• Andrea Nobili, 2007, "Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?," Empirical Economics, Springer, volume 33, issue 1, pages 177-195, July, DOI: 10.1007/s00181-006-0098-x.
• Giorgio Canarella & Stephen Pollard, 2007, "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
• Martin Melecký & Luboš Komárek, 2007, "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 105-121, May, DOI: 10.1007/s11300-007-0136-1.
• Khurshid M. Kiani, 2007, "Stock Returns Predictability in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 93-104, May, DOI: 10.1007/s11300-007-0135-2.
• Roger Bjørnstad & Eilev S. Jansen, 2007, "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers, Statistics Norway, Research Department, number 501, May.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007, "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Statistics Norway, Research Department, number 504, May.
• Robert Fildes & Gary Madden & Joachim Tan, 2007, "Optimal forecasting model selection and data characteristics," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 15, pages 1251-1264, DOI: 10.1080/09603100600905061.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 149-171, DOI: 10.1080/09603100500461686.
• Hsiang-Tai Lee & Jonathan Yoder, 2007, "A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios," Applied Economics, Taylor & Francis Journals, volume 39, issue 10, pages 1253-1265, DOI: 10.1080/00036840500438970.
• Jana Eklund & Sune Karlsson, 2007, "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 329-363, DOI: 10.1080/07474930701220550.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 1, pages 31-37, DOI: 10.1080/17446540600706833.
• Michael Beenstock & Daniel Felsenstein, 2007, "Spatial Vector Autoregressions," Spatial Economic Analysis, Taylor & Francis Journals, volume 2, issue 2, pages 167-196, DOI: 10.1080/17421770701346689.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007, "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-036/4, Apr.
• Konrad Banachewicz & André Lucas, 2007, "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-046/2, Jun.
• Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007, "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-71.
• John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
• John M Maheu & Thomas H McCurdy, 2007, "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers, University of Toronto, Department of Economics, number tecipa-293, Jun.
• 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," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 26, pages 35-50.
• Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007, "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0720.
• John Geweke & Gianni Amisano, 2007, "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers, University of Brescia, Department of Economics, number 0705.
• Karl Whelan & Antonello D'Agostino, 2007, "Federal Reserve information during the great moderation," Open Access publications, School of Economics, University College Dublin, number 10197/235, Nov.
• Antonello D'Agostino & Karl Whelan, 2007, "Federal Reserve Information during the great moderation," Working Papers, School of Economics, University College Dublin, number 200722, Dec.
• Javier Gómez, 2007, "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 05/07, Aug.
• Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
• Francesco Audrino & Dominik Colagelo, 2007, "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-42, Nov.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 40, issue 3, pages 935-953, August, DOI: 10.1111/j.1365-2966.2007.00437.x.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• Emilia Tomczyk, 2007, "Testing rationality of price expectations on the basis of contingency tables," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 1, May.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 5, May.
• Alexander Lipton & Andrew Rennie (ed.), 2007, "Credit Correlation:Life After Copulas," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6559, ISBN: ARRAY(0x53f0afc8), March.
• Sadayuki Ono, 2007, "Option Pricing under Stochastic Volatility and Trading Volume," Discussion Papers, Department of Economics, University of York, number 07/05, Mar.
• Vito Polito & Mike Wickens, 2007, "Measuring the Fiscal Stance," Discussion Papers, Department of Economics, University of York, number 07/14, Jun.
• Knüppel, Malte & Tödter, Karl-Heinz, 2007, "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,25.
• Marcellino, Massimiliano & Schumacher, Christian, 2007, "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,34.
• Koetter, Michael & Porath, Daniel, 2007, "Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,02.
• Herwartz, Helmut & Golosnoy, Vasyl, 2007, "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-23.
• Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2007-35.
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