Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2007

• 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.
• Eric Schaling & Mewael F. Tesfaselassie & Sylvester Eijffinger, 2007, "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERSA Working Paper Series, Economic Research Southern Africa, number 062, Oct.
• 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(0x6cead4d0).
• 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.