Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2007

• 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(0x881b1cf0).
• 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, number 2007-35.
• Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.
• Chen, Ying & Spokoiny, Vladimir, 2007, "Robust risk management: Accounting for nonstationarity and heavy tails," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-002.
• Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007, "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-022.
• Härdle, Wolfgang Karl & Mungo, Julius, 2007, "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-027.
• Kappler, Marcus, 2007, "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-068.
• Krueger, Alan B. & Pischke, Jörn-Steffen, 1992, "A comparative analysis of East and West German labor markets before and after unification," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 92-11.
• Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007, "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 333, Sep.
• Torben G. Andersen & Oleg Bondarenko, 2007, "Construction and Interpretation of Model-Free Implied Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-24, Sep.
• Rod Tyers & Jane Golley, 2007, "China’s Real Exchange Rate," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-479, May.
• Rod Tyers & Iain Bain, 2007, "Appreciating the Renminbi," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-483, Jul.
• Chen, Zhuo & Cho, Seong-Hoon & Poudyal, Neelam C. & Roberts, Roland K., 2007, "Forecasting Housing Prices under Different Submarket Assumptions," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9689, DOI: 10.22004/ag.econ.9689.
• Power, Gabriel J. & Turvey, Calum G., 2007, "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9782, DOI: 10.22004/ag.econ.9782.
• Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007, "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12118, DOI: 10.22004/ag.econ.12118.
• Sanders, Dwight R. & Manfredo, Mark R., 2007, "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 39, issue 01, pages 1-11, April, DOI: 10.22004/ag.econ.6658.
• Tyers, Rod & Golley, Jane & Yongxiang, Bu & Bain, Iain, 2007, "China's Economic Growth and its Real Exchange Rate," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331659.
• Smith, Gregor W., 2007, "Pooling Forecasts in Linear Rational Expectations Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273605, Jun, DOI: 10.22004/ag.econ.273605.
• Marusia Ivanova, 2007, "Genesis and Evolution of Market Share Predictive Models," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 117-148.
• Grigor Sarijski & Rossitsa Rangelova, 2007, "Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 27-57.
• Anita Staneva, 2007, "Econometric analysis of Labour Market in Bulgaria - 1991-2006," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 144-172.
• Grigor Sariiski & Rossitsa Rangelova, 2007, "Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 31-52.
• Rossitsa Rangelova & Grigor Sariiski, 2007, "Development of Long-term Scenarios for Health Care Expenditure in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 47-66.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0714, Sep.
• John Galbraith & Greg Tkacz, 2007, "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers, Bank of Canada, number 07-1, DOI: 10.34989/swp-2007-1.
• Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
• Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
• Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department, number 139, Jun.
• Fernando Nieto, 2007, "The determinants of household credit in Spain," Working Papers, Banco de España, number 0716, Jun.
• Stefano Siviero & Giovanni Veronese, 2007, "A policy-sensible core-inflation measure for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 617, Feb.
• Ugo Albertazzi & Leonardo Gambacorta, 2007, "Bank profitability and taxation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 649, Nov.
• Capistrán Carlos, 2007, "Optimality Tests for Multi-Horizon Forecasts," Working Papers, Banco de México, number 2007-14, Dec.
• Anderson, Heather M. & Vahid, Farshid, 2007, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 76-90, January.
• Boivin, J. & Giannoni, M., 2007, "DSGE Models in a Data-Rich Environment," Working papers, Banque de France, number 162.
• Olivier Darn & V ronique Brunhes-Lesage, 2007, "L Indicateur Synth tique Mensuel d Activit (ISMA) : une r vision," Working papers, Banque de France, number 171.
• Darné, O. & Brunhes-Lesage, V., 2007, "L’indicateur synthétique mensuel d’activité (ISMA) : une révision," Bulletin de la Banque de France, Banque de France, issue 162, pages 21-36.
• Gunnar Bårdsen & Stan Hurn & Zoë Mchugh, 2007, "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, volume 83, issue 261, pages 143-158, June, DOI: 10.1111/j.1475-4932.2007.00390.x.
• Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007, "A state space approach to extracting the signal from uncertain data," Bank of England working papers, Bank of England, number 336, Nov.
• Sancetta, A., 2007, "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0718, Apr.
• Pesaran, M.H. & Assenmacher-Wesche, K., 2007, "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0746, Sep.
• Sancetta, A., 2007, "Universality of Bayesian Predictions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0755, Nov.
• Yongfu Chen & Hsiaoping Chien & Jun Furuya & Osamu Koyama, 2007, "The Impact of Renminbi Appreciation on the World Rice Market," Working Papers, China Agricultural University, College of Economics and Management, number 0703, Sep.
• D'Agostino, Antonello & Surico, Paolo, 2007, "Does global liquidity help to forecast US inflation?," Research Technical Papers, Central Bank of Ireland, number 10/RT/07, Dec.
• D'Agostino, Antonello & Whelan, Karl, 2007, "Federal Reserve Information During the Great Moderation," Research Technical Papers, Central Bank of Ireland, number 8/RT/07, Nov.
• Oscar Jorda, 2007, "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers, University of California, Davis, Department of Economics, number 107, Feb.
• Oscar Jorda & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers, University of California, Davis, Department of Economics, number 148, Jul.
• Oscar Jorda, 2007, "Inference for Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 201, Jun.
• Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus, 2007, "ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 33.
• Johannes Mayr & Dirk Ulbricht, 2007, "Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 42.
• Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe, 2007, "Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 46.
• Johannes Mayr & Dirk Ulbricht, 2007, "VAR Model Averaging for Multi-Step Forecasting," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 48.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast content and content horizons for some important macroeconomic time series," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 3, pages 935-953, August.
• Munir A. Jalil B. & Martha Misas A., 2007, "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de pérdida asimétricas," Monetaria, CEMLA, volume 0, issue 3, pages 219-241, julio-sep.
• Vojtech Benda & Lubos Ruzicka, 2007, "Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2007/01, Dec.
• Eliana Gonz�lez Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007, "Pron�sticos directos de la inflaci�n colombiana," Borradores de Economia, Banco de la Republica, number 4246, Sep.
• Eliana Gonz�lez Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte, 2007, "Pron�sticos directos de la inflaci�n colombiana," Borradores de Economia, Banco de la Republica, number 4247, Sep.
• Andr�s Langebaek & Eliana Gonz�lez M., 2007, "Inflaci�N Y Precios Relativos En Colombia," Borradores de Economia, Banco de la Republica, number 4248, Oct.
• Andr�s Langebaek & Eliana Gonz�lez M., 2007, "Inflaci�N Y Precios Relativos En Colombia," Borradores de Economia, Banco de la Republica, number 4249, Oct.
• Daniel TORRES - GRACIA, 2007, "Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study," Archivos de Economía, Departamento Nacional de Planeación, number 2877, May.
• Karoll Gómez Portilla & Santiago Gallón Gómez, 2007, "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario.
• Dennys MarrugoTorrente, 2007, "Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-18.
• Raúl Quejada Pérez & Felipe Del R�o Carrasquilla, 2007, "Evaluación de la influencia de la revaluación del tipo de cambio sobre la demanda de turismo en Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-23.
• Henk Kranendonk & Debby Lanser & P.H. Franses, 2007, "On the optimality of expert-adjusted forecasts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 92, Dec.
• Henk Kranendonk & Johan Verbruggen, 2007, "SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 144, Apr.
• Linde, Jesper & Adolfson, Malin & LASEEN, PER & Villani, Mattias, 2007, "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6027, Jan.
• Timmermann, Allan & Elliott, Graham, 2007, "Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6158, Mar.
• Timmermann, Allan & Guidolin, Massimo, 2007, "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6188, Mar.
• Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007, "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6206, Mar.
• Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
• Artis, Michael & Nachane, Dilip M & Hoffmann, Mathias & Clavel, Jose Garcia, 2007, "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6517, Oct.
• Timmermann, Allan & Patton, Andrew, 2007, "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6526, Oct.
• Kilian, Lutz & Alquist, Ron, 2007, "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6548, Nov.
• Giannone, Domenico & D’Agostino, Antonello, 2007, "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6564, Nov.
• Giannone, Domenico & D’Agostino, Antonello & Surico, Paolo, 2007, "(Un)Predictability and Macroeconomic Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6594, Dec.
• Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007, "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6600, Dec.
• Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2007, "The long memory of newspapers' subscriptions : between the short-run and persistence response," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb076411, Sep.
• Rime, Dagfinn & Sucarrat, Genaro, 2007, "Exchange rate variability, market activity and heterogeneity," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we077039, Oct.
• Kapetanios, G. & Labhard, V. & Price, S., 2007, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers, Department of Economics, City St George's, University of London, number 07/15.
• Sanders, Dwight R. & Manfredo, Mark R., 2007, "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 39, issue 1, pages 75-85, April.
• Röthig, Andreas & Chiarella, Carl, 2007, "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 29656.
• Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2007, "China's Economic Growth and its Real Exchange Rate," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c012_014, Jun.
• Christian Dreger & Konstantin A. Kholodilin, 2007, "Prognosen der regionalen Konjunkturentwicklung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 47-55, DOI: 10.3790/vjh.76.4.47.
• Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2007, "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 664.
• Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 07-04.
• GOMEZ-SORZANO, Gustavo Alejandro, 2007, "A Structural Model For Net Rental Income In The U.S. Leasing Industry," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 7, issue 1, pages 67-80.
• KIANI, Khurshid M., 2007, "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 103-118.
• Chevillon, Guillaume & Rifflart, Christine, 2007, "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07020, Jun.
• Mestre, Ricardo, 2007, "Are survey-based inflation expections in the euro area informative?," Working Paper Series, European Central Bank, number 721, Feb.
• Ciccarelli, Matteo & Altavilla, Carlo, 2007, "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series, European Central Bank, number 725, Feb.
• Rünstler, Gerhard & Bańbura, Marta, 2007, "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series, European Central Bank, number 751, May.
• Amisano, Gianni & Geweke, John, 2007, "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series, European Central Bank, number 831, Nov.
• Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007, "Fiscal forecasting: lessons from the literature and challenges," Working Paper Series, European Central Bank, number 843, Dec.
• Ciccarelli, Matteo & Altavilla, Carlo, 2007, "Information combination and forecast (st)ability evidence from vintages of time-series data," Working Paper Series, European Central Bank, number 846, Dec.
• Christian Schulz, 2007, "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers, Bank of Estonia, number 2007-09, Sep, revised 04 Sep 2007.
• Hyndman, Rob J. & Shahid Ullah, Md., 2007, "Robust forecasting of mortality and fertility rates: A functional data approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 10, pages 4942-4956, June.
• Lux, Thomas & Kaizoji, Taisei, 2007, "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1808-1843, June.
• Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007, "Forecasting Austrian inflation," Economic Modelling, Elsevier, volume 24, issue 3, pages 470-480, May.
• Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
• Clark, Todd E. & West, Kenneth D., 2007, "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 291-311, May.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.

2006

• Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, New Economic School (NES), number w0071, Aug.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, New Economic School (NES), number w0075, Dec.
• Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain, 2006, "China's Economic Growth and its Real Exchange Rate," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2006-476, Nov.
• Christopher A. Sims & Tao Zha, 2006, "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, volume 96, issue 1, pages 54-81, March.
• Olivier Roodenburg & Ard H.J. den Reijer, 2006, "Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 4, pages 337-356.
• Scaramozzino, Pasquale, , "Measuring vulnerability to food insecurity," ESA Working Papers, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA), number 289055, DOI: 10.22004/ag.econ.289055.
• Conforti, Piero & Rapsomanikis, George, 2006, "Preferences Erosion and Trade Costs in the Sugar Market: The Impact of the Everything but Arms Initiative and the Reform of the EU Policy," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25641, DOI: 10.22004/ag.econ.25641.
• Sanders, Dwight R. & Manfredo, Mark R., 2006, "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 38, issue 3, pages 1-11, December, DOI: 10.22004/ag.econ.43790.
• Eggerman, Chris R. & McMahon, Sarah A. & Richardson, James W. & Outlaw, Joe L., 2006, "Impact of Fuel Price Increases on Texas Crops," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida, Southern Agricultural Economics Association, number 35303, DOI: 10.22004/ag.econ.35303.
• Clements, Michael P., , "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers, University of Warwick - Department of Economics, number 269742, DOI: 10.22004/ag.econ.269742.
• Clements, Michael P. & Galvao, Ana Beatriz, , "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269743, DOI: 10.22004/ag.econ.269743.
• Clements, Michael P. & Harvey, David I., , "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269744, DOI: 10.22004/ag.econ.269744.
• Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., , "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers, University of Warwick - Department of Economics, number 269747, DOI: 10.22004/ag.econ.269747.
• Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., , "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers, University of Warwick - Department of Economics, number 269751, DOI: 10.22004/ag.econ.269751.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
• Giulio PALOMBA, 2006, "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 267, Sep.
• Vamerson Schwingel Ribeiro & Joilson Dias, 2006, "Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 3, pages 453-483.
• Anthony Garratt & Kevin Lee, 2006, "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0616, Dec.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0617, Dec.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006, "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers, Bank of Canada, number 06-14, DOI: 10.34989/swp-2006-14.
• Anna Piretti & Charles St-Arnaud, 2006, "Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies," Staff Working Papers, Bank of Canada, number 06-22, DOI: 10.34989/swp-2006-22.
• Greg Tkacz & Carolyn A. Wilkins, 2006, "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers, Bank of Canada, number 06-25, DOI: 10.34989/swp-2006-25.
• Yi Zheng & James Rossiter, 2006, "Using Monthly Indicators to Predict Quarterly GDP," Staff Working Papers, Bank of Canada, number 06-26, DOI: 10.34989/swp-2006-26.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Ugo Albertazzi & Leonardo Gambacorta, 2006, "Bank profitability and the business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 601, Sep.
• Benavides Guillermo, 2006, "Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models," Working Papers, Banco de México, number 2006-04, Apr.
• Timmermann Allan & Capistrán Carlos, 2006, "Disagreement and Biases in Inflation Expectations," Working Papers, Banco de México, number 2006-07, Jun.
• Timmermann Allan & Capistrán Carlos, 2006, "Forecast Combination with Entry and Exit of Experts," Working Papers, Banco de México, number 2006-08, Sep.
• Capistrán Carlos, 2006, "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers, Banco de México, number 2006-14, Dec.
• Munir A. Jalil B. & Martha Misas A, 2006, "Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de perdida asimétricas," Borradores de Economia, Banco de la Republica de Colombia, number 376, Feb, DOI: 10.32468/be.376.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 397, Jun, DOI: 10.32468/be.397.
• Jean-Stéphane Mésonnier, 2006, "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers, Banque de France, number 157.
• Bardos, M. & Stili, D., 2006, "La contagion du risque via les impayés sur effets de commerce," Bulletin de la Banque de France, Banque de France, issue 148, pages 51-65.
• Bardos, M. & Stili, D., 2006, "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
• Bardos, M., 2006, "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
• Tilman Brück & Andreas Stephan, 2006, "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Kyklos, Wiley Blackwell, volume 59, issue 1, pages 3-15, February, DOI: 10.1111/j.1467-6435.2006.00317.x.
• Raffaella Giacomini & Barbara Rossi, 2006, "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 783-795, December, DOI: 10.1111/j.1468-0084.2006.00456.x.
• Q. Farooq Akram & Øyvind Eitrheim, 2006, "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper, Norges Bank, number 2006/07, Aug.
• Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006, "Pursuing financial stability under an inflation-targeting regime," Working Paper, Norges Bank, number 2006/08, Sep.
• Theodore M. Mitrakos & Nicholas G. Zonzilos, 2006, "The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece," Economic Bulletin, Bank of Greece, issue 26, pages 37-57, January.
• Andreas S. Andreou & George A. Zombanakis, 2006, "Computational Intelligence in Exchange-Rate Forecasting," Working Papers, Bank of Greece, number 49, Nov.
• Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza, 2006, "Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 55-77.
• Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006, "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, volume 72, issue 2, pages 177-194.
• Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé, 2006, "A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans," Revue de l'OFCE, Presses de Sciences-Po, volume 97, issue 5, pages 235-257.
• Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G., 2006, "Space and Time: Wind in an Investment Planning Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0620, Feb.
• D'Agostino, Antonello & Giannone, Domenico, 2006, "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers, Central Bank of Ireland, number 14/RT/06, Dec.
• McQuinn, Kieran & O'Reilly, Gerard, 2006, "Assessing the Role of Income and Interest Rates in Determining House Prices," Research Technical Papers, Central Bank of Ireland, number 15/RT/06, Dec.
• D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006, "(Un)Predictability and Macroeconomic Stability," Research Technical Papers, Central Bank of Ireland, number 5/RT/06, Jun.
• Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series, CESifo, number 1747.
• Hans-Werner Sinn & Klaus Abberger, 2006, "Zur Prognosekraft des ifo Indikators," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 59, issue 04, pages 35-36, February.
• Klaus Abberger & Klaus Wohlrabe, 2006, "Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 59, issue 22, pages 19-26, November.
• Stanislav Anatolyev, 2006, "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers, Center for Economic and Financial Research (CEFIR), number w0071, Aug.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, Center for Economic and Financial Research (CEFIR), number w0075, Dec.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile, Central Bank of Chile, number 370, Aug.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006, "Forecasting Canadian Time Series With the New-Keynesian Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 382, Dec.
• Marc S. Paoletta & Luca Taschini, 2006, "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-26, Nov.