Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2006

• Chris Heaton & Victor Solo, 2006, "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers, Macquarie University, Department of Economics, number 0605, Sep.
• Gilles Dufrénot & Roselyne Joyeux & Anne Péguin-Feissolle, 2006, "Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?," Research Papers, Macquarie University, Department of Economics, number 0606, Oct.
• Badi H. Baltagi & Dong Li, 2006, "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 84, Jul.
• Clark, Todd E. & McCracken, Michael W., 2006, "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1127-1148, August, DOI: 10.1353/mcb.2006.0068.
• John G. Galbraith & Greg Tkacz, 2006, "How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 2006-13, Sep.
• Don Harding & Adrian Pagan, 2006, "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 963.
• Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas, 2006, "The Hungarian Quarterly Projection Model (NEM)," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/60.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2006, "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/06.
• Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006, "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/06, May.
• Rob J Hyndman & Heather Booth, 2006, "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/06, May.
• S. D. Grose & D. S. Poskitt, 2006, "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/06, Jun.
• George Athanasopoulos & Rob J. Hyndman, 2006, "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/06, Oct.
• Rob J Hyndman & Muhammad Akram, 2006, "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/06, Jan.
• Philippe Jeanfils & Philippe Delhez & Luc Van Meensel & Koen Burggraeve & Kristel Buysse & Philip Du Caju & Yves Saks & Kris Van Cauter, 2006, "Réduction linéaire de cotisations patronales à la sécurité sociale et financement alternatif," Working Paper Document, National Bank of Belgium, number 81, Mar.
• Kenneth D. West & Todd Clark, 2006, "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0326, Aug.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0332, Dec.
• Justin Wolfers & Eric Zitzewitz, 2006, "Prediction Markets in Theory and Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 12083, Mar.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12109, Mar.
• James H. Stock & Mark W. Watson, 2006, "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12324, Jun.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12772, Dec.
• O. Biau & N. Ferrari, 2006, "Balance of opinion What about missing the weights?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2006-12.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.
• Troy Matheson, 2006, "Phillips curve forecasting in a small open economy," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/01, Feb.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/02, Feb.
• Pierre-Olivier Beffy & Patrice Ollivaud & Pete Richardson & Franck Sédillot, 2006, "New OECD Methods for Supply-side and Medium-term Assessments: A Capital Services Approach," OECD Economics Department Working Papers, OECD Publishing, number 482, Jul, DOI: 10.1787/628752675863.
• Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
• Pelinescu Elena, 2006, "Modelarea inflaţiei în România," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006, "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-09, Mar.
• Andy C.C. Kwan & John A. Cotsomitis, 2006, "The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis," Economic Inquiry, Western Economic Association International, volume 44, issue 1, pages 185-197, January.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 594-616.
• M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006, "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 4, pages 1057-1084.
• Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-11, Oct.
• Guillaume Chevillon, 2006, "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 257, Feb.
• F. Laurini & J. A. Tawn, 2006, "The extremal index for GARCH(1,1) processes with t-distributed innovations," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE01.
• L. Grossi & G. Morelli, 2006, "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE02.
• Michael P. Keane & Kenneth I. Wolpin, 2006, "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-006, May.
• Khurshid M. Kiani, 2006, "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 3, pages 369-381.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
• Gomez-Sorzano, Gustavo, 2006, "A structural model for corporate profit in the U.S. industry," MPRA Paper, University Library of Munich, Germany, number 1144, May, revised 11 Dec 2006.
• Feng, Dai & Yuan-Zheng, Zhong, 2006, "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper, University Library of Munich, Germany, number 117, Oct.
• Horvath, Roman & Komarek, Lubos, 2006, "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper, University Library of Munich, Germany, number 1180, Oct.
• Racoceanu, Constantin, 2006, "Method of the exponential adjustement using directly the terms of the empiric series in the analysis of the dynamics of the textile confections production," MPRA Paper, University Library of Munich, Germany, number 1282, Oct.
• Gomez-Sorzano, Gustavo, 2006, "A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019," MPRA Paper, University Library of Munich, Germany, number 134, May, revised 22 May 2006.
• Gomez-Sorzano, Gustavo, 2006, "Scenarios for sustainable peace in colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 135, Sep, revised 22 Sep 2006.
• Weron, Rafal & Misiorek, Adam, 2006, "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper, University Library of Munich, Germany, number 1363.
• Gelhausen, Marc Christopher, 2006, "Flughafen- und Zugangsverkehrsmittelwahl in Deutschland - Ein verallgemeinerter Nested Logit-Ansatz," MPRA Paper, University Library of Munich, Germany, number 16002.
• Ghent, Andra, 2006, "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper, University Library of Munich, Germany, number 180, Aug.
• Olafsdottir, Katrin, 2006, "Úttekt á efnahagsspám Þjóðhagsstofnunar fyrir árin 1981-2002
  [The accuracy of the National Economic Institute‘s forecasts 1981-2002]," MPRA Paper, University Library of Munich, Germany, number 18257, Jan.
• Quaas, Georg, 2006, "Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59
  [Holistic effects of dummy variables on the fo," MPRA Paper, University Library of Munich, Germany, number 19028, Nov, revised 05 Dec 2009.
• Breiding, Torsten, 2006, "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
  [The unemployment insurance in Germany - does it cause or does it help to overcome unemploymen," MPRA Paper, University Library of Munich, Germany, number 20999, Sep.
• Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco, 2006, "Previsão da eficácia ofensiva do futebol profissional: Um caso Português," MPRA Paper, University Library of Munich, Germany, number 2185.
• De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006, "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
• Fullerton, Thomas M., Jr. & Kelley, Brian W., 2006, "Borderplex Economic Outlook: 2006 – 2008," MPRA Paper, University Library of Munich, Germany, number 30131, Oct, revised 22 Oct 2006.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006, "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper, University Library of Munich, Germany, number 4235, Oct.
• Gelhausen, Marc Christopher, 2006, "Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach," MPRA Paper, University Library of Munich, Germany, number 4236, Aug, revised Sep 2006.
• Fuerst, Franz, 2006, "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper, University Library of Munich, Germany, number 5262, Jun.
• Gomez-Sorzano, Gustavo, 2006, "The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019," MPRA Paper, University Library of Munich, Germany, number 539, Oct.
• Hartmann, Daniel & Pierdzioch, Christian, 2006, "Nonlinear Links between Stock Returns and Exchange Rate Movements," MPRA Paper, University Library of Munich, Germany, number 558, Sep.
• Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006, "Economic and Financial Crises and the Predictability of U.S. Stock Returns," MPRA Paper, University Library of Munich, Germany, number 561, Oct.
• Ahec Šonje, Amina & Katarina, Bacic, 2006, "A composite leading indicator for a small transition economy: the case of Croatia," MPRA Paper, University Library of Munich, Germany, number 83135, Feb, revised Apr 2006.
• Situngkir, Hokky, 2006, "Value at Risk yang memperhatikan sifat statistika distribusi return," MPRA Paper, University Library of Munich, Germany, number 895, Apr.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending?," MPRA Paper, University Library of Munich, Germany, number 902, Nov.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper, University Library of Munich, Germany, number 911, Nov.
• Dion, David Pascal, 2006, "Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)," MPRA Paper, University Library of Munich, Germany, number 919, Nov.
• Lorde, Troy & Moore, Winston, 2006, "Modeling and Forecasting the Volatility of Long-stay Tourist Arrivals," MPRA Paper, University Library of Munich, Germany, number 95599, Dec.
• Christopher A. Sims, 2006, "Improving Monetary Policy Models," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 74, May.
• Carlo Altavilla & Paul De Grauwe, 2006, "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 5_2006, Mar.
• Carlo Altavilla & Matteo Ciccarelli, 2006, "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2006, Apr.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2006, "Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)," Working Papers, Queen Mary University of London, School of Economics and Finance, number 554, Mar.
• Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Mohammad Abdur Razzaque, 2006, "Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines," Working Papers, Queen Mary University of London, School of Economics and Finance, number 564, Sep.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 566, Sep.
• George Kapetanios & Vincent Labhard & Simon Price, 2006, "Forecasting Using Predictive Likelihood Model Averaging," Working Papers, Queen Mary University of London, School of Economics and Finance, number 567, Sep.
• Silvia S.W. Lui, 2006, "An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 581, Dec.
• Thomas W. Hertel & Jeffrey J. Reimer, 2006, "Predicting the Poverty Impacts of Trade Reform," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006, "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers, Banco Central de Reserva del Perú, number 2006-004, Jun.
• Chris Brooks & Apostolos Katsaris, 2006, "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-07, Jul.
• Jacques Pezier & Anthony White, 2006, "The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-10, Nov.
• Chris Brooks & A.Cerny & J. Miffre, 2006, "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-12, Nov.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising & Xinhua He & Rui Liu & Shiguo Liu, 2006, "A Small Macroeconometric Model of the People's Republic of China," ADB Economics Working Paper Series, Asian Development Bank, number 81, Jun.
• Yuriy Kharin, 2006, "Stability in Stochastic Forecasting of Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 82-93.
• Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca, 2006, "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 111-112, March.
• Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena, 2006, "An Adaptive Retraining Method for the Exchange Rate Forecasting," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 5-23, March.
• Andreica, Marin, 2006, "A Model to Forecast the Evolution of the Structure of a System of Economic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 65-73, March.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006, "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 110-111, June.
• Ogrean, Claudia & Herciu, Mihaela, 2006, "Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 72-88, June.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006, "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 3, pages 101-102, September.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2006, "The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 4, pages 110-111, December.
• Norman Swanson & Geetesh Bhardwaj, 2006, "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers, Rutgers University, Department of Economics, number 200613, Sep.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 200616, Sep.
• Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers, Rutgers University, Department of Economics, number 200620, Oct.
• Clive G. Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe11.
• Luiz Renato Lima & Breno Pinheiro Néri, 2006, "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006, Society for Computational Economics, number 1, Jul.
• Geraldine Ryan, 2006, "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006, Society for Computational Economics, number 102, Jul.
• Kostas Giannopoulos, 2006, "Pricing Basket spread options," Computing in Economics and Finance 2006, Society for Computational Economics, number 252, Jul.
• Y. Kahiri & A. Shmilovici & S. Hauser, 2006, "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computing in Economics and Finance 2006, Society for Computational Economics, number 256, Jul.
• Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo, 2006, "Forecasting VARMA processes: VAR models vs. subspace-based state space models," Computing in Economics and Finance 2006, Society for Computational Economics, number 271, Jul.
• Carlos Capistrán & Allan Timmermann, 2006, "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006, Society for Computational Economics, number 3, Jul.
• Costanza Torricelli & Marianna Brunetti, 2006, "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006, Society for Computational Economics, number 350, Jul.
• Ugo Albertazzi & Leonardo Gambacorta, 2006, "Bank Profitability and Taxation," Computing in Economics and Finance 2006, Society for Computational Economics, number 364, Jul.
• Giuseppe Storti & Luc Bauwens, 2006, "A component GARCH model with time varying weights," Computing in Economics and Finance 2006, Society for Computational Economics, number 388, Jul.
• Serge Hayward, 2006, "Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining," Computing in Economics and Finance 2006, Society for Computational Economics, number 417, Jul.
• Alessandra Amendola & Giuseppe Storti, 2006, "The combination of volatility forecasts," Computing in Economics and Finance 2006, Society for Computational Economics, number 496, Jul.
• Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli, 2006, "A Unified Copula Framework for VaR forecasting," Computing in Economics and Finance 2006, Society for Computational Economics, number 57, Jul.
• Michael Graff, 2006, "Ein multisektoraler Sammelindikator für die Schweizer Konjunktur," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue IV, pages 529-577, December.
• Caesar Lack, 2006, "Forecasting Swiss inflation using VAR models," Economic Studies, Swiss National Bank, number 2006-02.
• Michael Clements, 2006, "Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts," Empirical Economics, Springer, volume 31, issue 1, pages 49-64, March, DOI: 10.1007/s00181-005-0014-9.
• Heino Nielsen & Christopher Bowdler, 2006, "Inflation adjustment in the open economy: an I(2) analysis of UK prices," Empirical Economics, Springer, volume 31, issue 3, pages 569-586, September, DOI: 10.1007/s00181-005-0030-9.
• Herbert Brücker & Boriss Siliverstovs, 2006, "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, volume 31, issue 3, pages 735-754, September, DOI: 10.1007/s00181-005-0049-y.
• Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006, "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, volume 3, issue 2, pages 79-95, June.
• Hyndman, Rob J. & Koehler, Anne B., 2006, "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, volume 22, issue 4, pages 679-688.
• Lucas, Andre & Klaassen, Pieter, 2006, "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, volume 30, issue 1, pages 23-35, January.
• Los, Cornelis A., 2006, "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1997-2024, July.
• Corielli, Francesco & Marcellino, Massimiliano, 2006, "Factor based index tracking," Journal of Banking & Finance, Elsevier, volume 30, issue 8, pages 2215-2233, August.
• Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006, "Non-renewable resource prices: Deterministic or stochastic trends?," Journal of Environmental Economics and Management, Elsevier, volume 51, issue 3, pages 354-370, May.
• Borus Jungbacker & Siem Jan Koopman, 2006, "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20007-5.
• Kajal Lahiri & Fushang Liu, 2006, "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20012-9.
• Robin C. Sickles & Jenny Williams, 2006, "An Intertemporal Model of Rational Criminal Choice," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Panel Data Econometrics Theoretical Contributions and Empirical Applications", DOI: 10.1016/S0573-8555(06)74006-8.
• Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006, "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-03-REV, Feb.
• Martens, M.P.E. & van Dijk, D.J.C., 2006, "Measuring volatility with the realized range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-10, Feb.
• Franses, Ph.H.B.F., 2006, "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-19, Apr.
• van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B., 2006, "Institutional Forecasting: The Performance of Thin Virtual Stock Markets," 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-2006-028-MKT, Jun.
• Karsten Neuhoff & Andreas Ehrenmann & Lucy Butler & Jim Cust & Harriet Hoexter, 2006, "Space and Time: Wind in an Investment Planning Model," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0603, Feb.
• Karsten Neuhoff & Federico Ferrario & Michael Grubb & Etienne Gabel & Kim Keats, 2006, "Emission projections 2008-2012 versus NAPs II," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 0631, Nov.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Victor Bystrov, 2006, "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers, European University Institute, number ECO2006/12.
• Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
• Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006, "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers, European University Institute, number ECO2006/30.
• Pasquale Scaramozzino, 2006, "Measuring Vulnerability to Food Insecurity," Working Papers, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA), number 06-12.
• Petr Kadeřábek, 2006, "Correcting Predictive ModelCorrecting Models of Chaotic Reality," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/31, Dec, revised Dec 2006.
• Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006, "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 624, Sep.
• Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006, "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 629, Nov.
• Pär Österholm, 2006, "Incorporating judgement in fan charts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-39.
• Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun, 2006, "Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case," Working Papers, Federal Planning Bureau, Belgium, number 200604, Jun.
• Jan van der Linden, 2006, "Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses," Working Papers, Federal Planning Bureau, Belgium, number 200610, Sep.
• David E. Bloom & David Canning & Günther Fink & Jocelyn Finlay, 2006, "Does Age Structure Forecast Economic Growth?," PGDA Working Papers, Program on the Global Demography of Aging, number 2006, Dec.
• Ulrich Fritsche & Joerg Doepke, 2006, "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200602, Feb.
• DellaVigna, Stefano & Kaplan, Ethan, 2006, "The Fox News Effect: Media Bias and Voting," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 748, Aug.
• Österholm, Pär, 2006, "Incorporating Judgement in Fan Charts," Working Paper Series, Uppsala University, Department of Economics, number 2006:30, Nov.
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006, "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-01, Jan.
• João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006, "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-02, Jan.
• Juan José Pompilio Sartori, 2006, "Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 44, issue 2, pages 81-123, Diciembre, DOI: 10.55444/2451.7321.2006.v44.n2.3832.
• Jumah, Adusei & Kunst, Robert M., 2006, "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series, Institute for Advanced Studies, number 192, Sep.
• Kim-Leng Goh & Kim-Lian Kok, 2006, "Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 1, pages 41-59, April.
• Ron Bird & Richard Gerlach, 2006, "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 5, issue 2, pages 111-127, August.
• Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006, "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 279-292, DOI: 10.1002/ijfe.298.
• Mr. Emil Stavrev, 2006, "Measures of Underlying Inflation in the Euro Area: Assessment and Role for Informing Monetary Policy," IMF Working Papers, International Monetary Fund, number 2006/197, Aug.
• Darius Hinz & Camille Logeay, 2006, "Forecasting Employment for Germany," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 01-2006, revised Jan 2006.
• Peter F. Christoffersen & Francis X. Diebold, 2006, "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, volume 52, issue 8, pages 1273-1287, August, DOI: 10.1287/mnsc.1060.0520.
• Maurizio Bovi, 2006, "The Cyclical Behavior of Shadow and Regular Employment," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 62, Jan.
• Paz Rico Belda, 2006, "El Tipo De Cambio Real Dólar-Euro Y El Diferencial De Intereses Reales," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-13, Oct.
• Wolfers, Justin & Zitzewitz, Eric, 2006, "Prediction Markets in Theory and Practice," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1991, Mar.
• Brücker, Herbert & Schröder, Philipp J. H., 2006, "International Migration with Heterogeneous Agents: Theory and Evidence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2049, Mar.
• Fabio Busetti, 2006, "Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 1, pages 1-23, DOI: 10.1002/for.973.
• Håvard Hungnes & Hilde C. Bjørnland, 2006, "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 3, pages 209-221, DOI: 10.1002/for.983.
• Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006, "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 415-437, DOI: 10.1002/for.996.
• Antonio Rubia & Trino-Manuel Ñíguez, 2006, "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 439-458, DOI: 10.1002/for.997.
• Badi Baltagi & Dong Li, 2006, "Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor," Spatial Economic Analysis, Taylor & Francis Journals, volume 1, issue 2, pages 175-185, DOI: 10.1080/17421770601009817.
• Strijbosch, L.W.G. & Heuts, R.M.J. & Moors, J.J.A., 2006, "Hierarchical Estimation as Basis for Hierarchical Forecasting," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-86.
• Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006, "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-90.
• Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-88.
• Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006, "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM, Tilburg University, School of Economics and Management, number fddff8c7-43e7-4776-9b72-4.
• Emiliano Santoro & Damjan Pfajfar, 2006, "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0607.
• José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006, "Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0602.
• Yu-chin Chen & Kenneth Rogoff, 2006, "Are the Commodity Currencies an Exception to the Rule?," Working Papers, University of Washington, Department of Economics, number UWEC-2006-28, Dec, revised Mar 2012.
• Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia, 2006, "Artificial Neural Networks in Financial Modelling," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 02-2006, Jan.
• Andreas Röthig & Carl Chiarella, 2006, "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 172, Feb.
• Andrew Patton, 2006, "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 175, May.
• Kenneth W Clements & Yihui Lan, 2006, "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 06-29.
• Monica Billio & Silvestro Di Sanzo, 2006, "Granger-causality in Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_20.
• Longhi, Simonetta & Nijkamp, Peter, 2006, "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0015.
• Pierre Siklos, 2006, "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0049, revised 2006.
• Clements, Michael P, 2006, "Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 772.
• Clements, Michael P & Galvão, Ana Beatriz, 2006, "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 773.
• Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
• Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006, "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 811.
• M. Mete Doğanay & Nildağ Başak Ceylan & Ramazan Aktaş, 2006, "Predicting Financial Failure Of The Turkish Banks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-19, DOI: 10.1142/S2010495206500059.
• Rafal Weron & Adam Misiorek, 2006, "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/01.