Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2007

• 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, IZA Network @ LISER, 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.
• 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 contractual settings with security intervals," 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 Prediction Model]," 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.