Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2006

• Adam Misiorek & Rafal Weron, 2006, "Interval forecasting of spot electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/05.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,10.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006, "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,32.
• Schumacher, Christian & Breitung, Jörg, 2006, "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,33.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
• Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
• Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S., 2006, "Accurate Value-at-Risk forecast with the (good old) normal-GARCH model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/23.
• Röthig, Andreas & Chiarella, Carl, 2006, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 167.
• de Miguel Cabeza, Mercedes, 2006, "Entwicklung der Treibhausgasemissionen in Luxemburg: Prognosegrundlagen für den Nationalen Allokationsplan 2008-2012
  [Development of the CO2 emissions for the period 2008-2012 in Luxembourg]," FiFo Reports - FiFo-Berichte, University of Cologne, FiFo Institute for Public Economics, number 9.
• Satoguina, Honorat, 2006, "Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 357.
• Döhrn, Roland, 2006, "Improving Business Cycle Forecasts' Accuracy - What Can We Learn from Past Errors?," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 51.
• Brüggemann, Ralf, 2006, "Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-021.
• Polzehl, Jörg & Spokoiny, Vladimir, 2006, "Varying coefficient GARCH versus local constant volatility modeling: Comparison of the predictive power," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-033.
• Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano, 2006, "Forecasting euro-area variables with German pre-EMU data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-065.
• Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander, 2006, "Country Default Probabilities: Assessing and Backtesting," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 12/06.
• Keck, Alexander & Raubold, Alexander, 2006, "Forecasting trade," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2006-05, DOI: 10.30875/09f15011-en.

2005

• Thomas Hertel & Jeffrey Reimer, 2005, "Predicting the poverty impacts of trade reform," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 14, issue 4, pages 377-405, DOI: 10.1080/09638190500372404.
• Cem Aysoy & Ahmet N. Kipici, 2005, "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 2, pages 39-71.
• B. Jungbacker & S.J. Koopman, 2005, "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-002/4, Jan.
• Cătălin Stărică & Clive Granger, 2005, "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, volume 87, issue 3, pages 503-522, August.
• Robert Ewing & David Gruen & John Hawkins, 2005, "Forecasting the macro economy," Economic Roundup, The Treasury, Australian Government, issue 2, pages 11-25, June.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005, "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10129, Sep.
• Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005, "Monetary policy in real time," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/6401.
• Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
• Gebhard Kirchgässner, 2005, "On the Rationality of the General Public," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-13, Jul.
• Hui Feng, 2005, "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers, Department of Economics, University of Victoria, number 0515, Aug.
• Ingo Geishecker & Gabor Hunya, 2005, "Employment Effects of Foreign Direct Investment in Central and Eastern Europe," wiiw Research Reports, The Vienna Institute for International Economic Studies, wiiw, number 321, Aug.
• Stavros Degiannakis & Evdokia Xekalaki, 2005, "Predictability and model selection in the context of ARCH models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 1, pages 55-82, January, DOI: 10.1002/asmb.551.
• Barbara Rossi, 2005, "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data, University Library of Munich, Germany, number 0503001, Mar.
• Stanislav Radchenko, 2005, "The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend," Econometrics, University Library of Munich, Germany, number 0502002, Feb.
• Rafal Weron & Adam Misiorek, 2005, "Modeling and forecasting electricity loads: A comparison," Econometrics, University Library of Munich, Germany, number 0502004, Feb.
• Vadim Marmer, 2005, "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics, University Library of Munich, Germany, number 0503002, Mar, revised 15 Dec 2005.
• Marie Bessec & Othman Bouabdallah, 2005, "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics, University Library of Munich, Germany, number 0503018, Mar.
• Rafal Weron & Adam Misiorek, 2005, "Forecasting Spot Electricity Prices With Time Series Models," Econometrics, University Library of Munich, Germany, number 0504001, Apr.
• Hsiang-Tai Lee & Jonathan Yoder, 2005, "A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios," Econometrics, University Library of Munich, Germany, number 0506009, Jun.
• Zacharias Bragoudakis, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0507013, Jul.
• Andrew Healy, 2005, "How Do People Learn by Listening to Others? Experimental Evidence from Thailand," Experimental, University Library of Munich, Germany, number 0512006, Dec.
• Cornelis A. Los, 2005, "Measurement of Financial Risk Persistence," Finance, University Library of Munich, Germany, number 0502013, Feb.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance, University Library of Munich, Germany, number 0502021, Feb.
• Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005, "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance, University Library of Munich, Germany, number 0504011, Apr.
• Cornelis A. Los, 2005, "The Degree of Stability of Price Diffusion," Finance, University Library of Munich, Germany, number 0508006, Aug.
• Cornelis A. Los & Bing Yu, 2005, "Persistence Characteristics of the Chinese Stock Markets," Finance, University Library of Munich, Germany, number 0508008, Aug.
• Tony Guida & Olivier Matringe, 2005, "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance, University Library of Munich, Germany, number 0512021, Dec.
• Barbara Rossi, 2005, "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance, University Library of Munich, Germany, number 0503006, Mar.
• Martin Melecky, 2005, "Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates," International Finance, University Library of Munich, Germany, number 0503008, Mar.
• Martin Melecky & Lubos Komarek, 2005, "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance, University Library of Munich, Germany, number 0504010, Apr.
• Maurizio Bovi, 2005, "The Dark, and Independent, Side of the Italian Labour Market," Labor and Demography, University Library of Munich, Germany, number 0504003, Apr.
• Maurizio Bovi, 2005, "The Cyclical Behaviour of Shadow and Regular Employment," Labor and Demography, University Library of Munich, Germany, number 0507011, Jul.
• Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005, "(Un)Predictability and Macroeconomic Stability," Macroeconomics, University Library of Munich, Germany, number 0510024, Oct.
• Domenico Giannone & Lucrezia Reichlin, 2005, "Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?," Macroeconomics, University Library of Munich, Germany, number 0511016, Nov.
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005, "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-04.
• Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/08.
• Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005, "The volatility of realized volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/33.
• Stephan, Andreas & Brück, Tilman, 2005, "Do Eurozone Countries Cheat with their Budget Deficit Forecasts?," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,5.
• Blaskowitz, Oliver J. & Herwartz, Helmut & Cadenas Santiago, Gonzalo de, 2005, "Modeling the FIBOR/EURIBOR swap term structure: An empirical approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-024.
• Chen, Ying & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2005, "Portfolio value at risk based on independent components analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-060.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/13, Feb.
• Michael Graff, 2005, "Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 05-107, Sep, DOI: 10.3929/ethz-a-005104844.
• Virág, Miklós & Kristóf, Tamás, 2005, "Az első hazai csődmodell újraszámítása neurális hálók segítségével
  [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 144-162.
• Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005, "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_9, Sep, revised Sep 2005.
• Ali al-Nowaihi & Sanjit Dhami, 2005, "Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/22, Aug.
• Aleksejs Melihovs & Svetlana Rusakova, 2005, "Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data," Working Papers, Latvijas Banka, number 2005/04, Dec.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005, "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche, CIRPEE, number 0527.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche, CIRPEE, number 0533.
• Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005, "Declining Discount Rates: Evidence from the UK," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1470105, Jan.
• Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005, "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1480105, Jan.
• Orphanides, Athanasios & van Norden, Simon, 2005, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 583-601, June.
• Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2005, "Dealing with Unexpected Shocks to the Budget," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 61, issue 2, pages 201-219, July.
• Costanza Torricelli & Marianna Brunetti, 2005, "The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, ," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0518, Dec.
• Denny Meyer & Rob J. Hyndman, 2005, "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/05, Mar.
• Jan G. De Gooijer & Rob J. Hyndman, 2005, "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/05, May.
• Rob J. Hyndman & Anne B. Koehler, 2005, "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/05, May.
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005, "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/05, May.
• D. S. Poskitt, 2005, "Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/05, Jun.
• Rob J. Hyndman & Md. Shahid Ullah, 2005, "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/05, Feb.
• J. Scott Armstrong & Kesten C. Green, 2005, "Demand Forecasting: Evidence-based Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/05, Sep.
• Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig, 2005, "Forecasting age-specific breast cancer mortality using functional data models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/05, Feb.
• J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005, "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/05, Apr.
• DUFOUR, Jean-Marie & TAREK, Jouini, 2005, "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-09.
• DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2005.
• Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005, "Monetary Policy in Real Time," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2004, Volume 19".
• Todd E. Clark & Kenneth D. West, 2005, "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0305, Jan.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11285, May.
• Junsoo Lee & John A. List & Mark Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11487, Jul.
• N. Ferrari, 2005, "Firm'investment forecast: An indicator of changes in expectations in industrial investment survey," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-09.
• B. Heitz, 2005, "A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-11.
• O. Biau & H. Erkel-Rousse & N. Ferrari, 2005, "Individual responses to BTS and the Forecasting of Manufactured Production," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2005-12.
• Dr Martin Weale, 2005, "Survey Expectations," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 260, Jul.
• Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 5405, Sep.
• Wiliam Branch & George W. Evans, 2005, "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-21, Oct, revised 26 Oct 2006.
• Miguel A. Ferreira, 2005, "Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 126-168.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-011, Feb.
• Madden, Gary G & Coble-Neal, Grant, 2005, "Forecasting international bandwidth capability," MPRA Paper, University Library of Munich, Germany, number 10822.
• da Silva Filho, Tito Nícias Teixeira, 2005, "Is there too much certainty when measuring uncertainty," MPRA Paper, University Library of Munich, Germany, number 16383.
• Lahiri, Kajal & Liu, Fushang, 2005, "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper, University Library of Munich, Germany, number 21693.
• Benkovskis, Konstantins, 2005, "Econometric analysis and forecasting of Latvia's balance of payments," MPRA Paper, University Library of Munich, Germany, number 23274, Apr.
• Sarfaraz, Leyla & Afsar, Amir, 2005, "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
  [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper, University Library of Munich, Germany, number 2855.
• Fullerton, Thomas M., Jr. & Tinajero, Roberto, 2005, "Borderplex Economic Outlook: 2005-2007," MPRA Paper, University Library of Munich, Germany, number 29999, Nov, revised 15 Nov 2005.
• Cabrera-Castellanos, Luis F., 2005, "Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones
  [Conjuncture Analysis of the Manufacturing Industry in Mexico. A Methodologic Proposal and A," MPRA Paper, University Library of Munich, Germany, number 4060.
• Lord, Montague, 2005, "Economic Growth in Uzbekistan: Sources and Potential," MPRA Paper, University Library of Munich, Germany, number 50731, Feb.
• Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher, 2005, "Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003," MPRA Paper, University Library of Munich, Germany, number 5631.
• MacDonald, Stephen, 2005, "A Comparison of USDA's Agricultural Export Forecasts with ARIMA-based Forecasts," MPRA Paper, University Library of Munich, Germany, number 70912.
• Moniz, António, 2005, "Methods for Scenario-building: it’s importance for policy analysis," MPRA Paper, University Library of Munich, Germany, number 7893, Sep, revised Sep 2005.
• Angelidis, Timotheos & Degiannakis, Stavros, 2005, "Modeling Risk for Long and Short Trading Positions," MPRA Paper, University Library of Munich, Germany, number 80467.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2005, "Predictability and Model Selection in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 80486.
• Chakraborty, Lekha S & Chowdhury, Samik, 2005, "Fiscal Marksmanship of Education Expenditure in India: Analyzing Forecast Errors through a Gender lens," MPRA Paper, University Library of Munich, Germany, number 85406.
• Iiboshi, Hirokuni & Watanabe, Toshiaki, 2005, "Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points," MPRA Paper, University Library of Munich, Germany, number 93865, Jul.
• Christopher A. Sims & Tao Zha, 2005, "Were There Regime Switches in U.S. Monetary Policy?," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 92, May.
• Patrick Bisciari & Alain Durré, 2005, "La bulle « Internet », un remake de la bulle de 1929 ?," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 157-169, DOI: 10.3406/ecofi.2005.4017.
• Paul A. Samuelson, 2005, "Franco: a mind never at rest," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 5-9.
• Paul A. Samuelson, 2005, "Franco: a mind never at rest," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 5-9.
• Paul A. Samuelson, 2005, "Franco: una mente mai ferma," Moneta e Credito, Economia civile, volume 58, issue 230-231, pages 5-10.
• António Rua & Cláudia Duarte, 2005, "Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case," Working Papers, Banco de Portugal, Economics and Research Department, number w200502.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2005, "Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case," Working Papers, Queen Mary University of London, School of Economics and Finance, number 527, Mar.
• George Kapetanios, 2005, "Variable Selection using Non-Standard Optimisation of Information Criteria," Working Papers, Queen Mary University of London, School of Economics and Finance, number 533, May.
• Geoffrey Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & Nedelyn Magtibay-Ramos, 2005, "A Small Macroeconometric Model of the Philippine Economy," ADB Economics Working Paper Series, Asian Development Bank, number 62, Jan.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 05-9, Dec.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 1, pages 99-105.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 111-114.
• Dospinescu, Andrei Silviu, 2005, "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 72-84.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 135-140.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005, "A Model To Forecast The Monthly Inflation In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 37-58.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2005, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 4, pages 141-147.
• Pelinescu, Elena & Dospinescu, Andrei Silviu, 2005, "Impulse Analyses Of The Romanian Inflation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 4, pages 5-24.
• Walter Labys, 2005, "Dematerialization and Transmaterialization: What Have We Learned?," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2004-01.
• Vito Polito & Mike Wickens, 2005, "Measuring Fiscal Sustainability," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0503, Jun.
• Riaz Riazuddin & Mahmood ul Hasan Khan, 2005, "Detection and Forecasting of Islamic Calendar Effects in Time series Data," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 1, pages 25-34.
• Carlos Capistrán-Carmona, 2005, "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005, Society for Computational Economics, number 127, Nov.
• Gauresh Rajadhyaksha & Abhijeet Dwivedi, 2005, "Forecasting Practice: Decision Support System to Assist Judgmental Forecasting," Computing in Economics and Finance 2005, Society for Computational Economics, number 203, Nov.
• Marcos Alvarez-Diaz And Alberto à Lvarez, 2005, "Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions," Computing in Economics and Finance 2005, Society for Computational Economics, number 217, Nov.
• Kevin Lee & Anthony Garratt, 2005, "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005, Society for Computational Economics, number 259, Nov.
• I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam, 2005, "Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand," Computing in Economics and Finance 2005, Society for Computational Economics, number 26, Nov.
• Kirstin Hubrich & David F. Hendry, 2005, "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005, Society for Computational Economics, number 270, Nov.
• Tom Bernhardsen & ØYvind Eitrheim, 2005, "Real-time data for Norway: Output gap revisions and challenges for monetary policy," Computing in Economics and Finance 2005, Society for Computational Economics, number 274, Nov.
• Serge Hayward, 2005, "Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition," Computing in Economics and Finance 2005, Society for Computational Economics, number 285, Nov.
• George W. Evans & William A. Branch, 2005, "Model Uncertainty and Endogenous Volatility," Computing in Economics and Finance 2005, Society for Computational Economics, number 33, Nov.
• Alvaro Veiga & Gustavo Santos Raposo, 2005, "An Integrated Approach For Stock Price Forecasting," Computing in Economics and Finance 2005, Society for Computational Economics, number 347, Nov.
• Peter Zadrozny & Ellis Tallman, 2005, "Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment," Computing in Economics and Finance 2005, Society for Computational Economics, number 382, Nov.
• Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005, "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005, Society for Computational Economics, number 409, Nov.
• James Mitchell, 2005, "Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area," Computing in Economics and Finance 2005, Society for Computational Economics, number 52, Nov.
• A. Onatski & V. Karguine, 2005, "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005, Society for Computational Economics, number 59, Nov.
• M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.30, Jul.
• Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati, 2005, "Requiem for the unit root in per capita real GDP? Additional evidence from historical data," Empirical Economics, Springer, volume 30, issue 1, pages 37-63, January, DOI: 10.1007/s00181-004-0211-y.
• G. Lim, 2005, "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, volume 30, issue 2, pages 411-426, September, DOI: 10.1007/s00181-005-0240-1.
• Marcos Álvarez-Díaz & Alberto Álvarez, 2005, "Genetic multi-model composite forecast for non-linear prediction of exchange rates," Empirical Economics, Springer, volume 30, issue 3, pages 643-663, October, DOI: 10.1007/s00181-005-0249-5.
• Frank Denton & Christine Feaver & Byron Spencer, 2005, "Time series analysis and stochastic forecasting: An econometric study of mortality and life expectancy," Journal of Population Economics, Springer;European Society for Population Economics, volume 18, issue 2, pages 203-227, June, DOI: 10.1007/s00148-005-0229-2.
• Heather Anderson & Fashid Vahid, 2005, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-451, Mar.
• Ooms, Daan L. & Hall, Alastair R., 2005, "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19434, DOI: 10.22004/ag.econ.19434.
• Ooms, Daan L. & Hall, Alastair R., 2005, "On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24506, DOI: 10.22004/ag.econ.24506.
• Flury, Christian & Mack, Gabriele & Rieder, Peter & Pfefferli, S., 2005, "Modeling the Liberalisation of the Milk Market in Switzerland," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24507, DOI: 10.22004/ag.econ.24507.
• Witzke, Heinz Peter & Britz, Wolfgang, 2005, "Plagiarism Without Apology--Systematic Integration of Available Information in a Long Run Agricultural Outlook," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24666, DOI: 10.22004/ag.econ.24666.
• Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005, "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 031.
• José Airton Mendonça de Melo & Paulo de Melo Jorge Neto, 2005, "Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 092.
• Junsoo Lee & John A. List & Mark C. Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Working Papers, Department of Economics, Appalachian State University, number 05-20.
• Gabriel S. Lee & Johannes Gruber & Klaus Edenhoffer, 2005, "Bank Lending Effect on German Commercial Property Prices," ERES, European Real Estate Society (ERES), number eres2005_236, Jan.
• Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005, "Declining Discount Rates: Evidence from the UK," DEOS Working Papers, Athens University of Economics and Business, number 0503, Dec.
• Ivan Stoykov, 2005, "Investments and Economic Growth Based on Endogenous Factors," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 30-41.
• Marc-André Gosselin & René Lalonde, 2005, "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports, Bank of Canada, number 96, DOI: 10.34989/tr-96.
• Frédérick Demers & David Dupuis, 2005, "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers, Bank of Canada, number 05-31, DOI: 10.34989/swp-2005-31.
• Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés, 2005, "Cross-country differences in monetary policy transmission," Working Papers, Banco de España, number 0502, Jan.
• Andrea Nobili, 2005, "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 544, Feb.
• Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 830-840, September.
• Inoue, Atsushi & Rossi, Barbara, 2005, "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 336-345, July.
• Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
• Franc Klaassen, 2005, "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 87-95, January.
• Bardos, M., 2005, "Les scores de la Banque de France : leur développement, leurs applications, leur maintenance," Bulletin de la Banque de France, Banque de France, issue 144, pages 63-73.
• George C. Perry, 2005, "Gauging Employment: Is the Professional Wisdom Wrong?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 36, issue 2, pages 285-321.
• Elizabeth Bucacos, 2005, "Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2005001, Jun.
• Maurizio Bovi, 2005, "The Dark, and Independent, Side of the Italian Labour Market," LABOUR, CEIS, volume 19, issue 4, pages 721-748, December, DOI: 10.1111/j.1467-9914.2005.00319.x.
• Carlo A. Favero & Massimiliano Marcellino, 2005, "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 755-783, December, DOI: 10.1111/j.1468-0084.2005.00140.x.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005, "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 785-813, December, DOI: 10.1111/j.1468-0084.2005.00141.x.
• Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005, "Monetary policy and asset prices: To respond or not?," Working Paper, Norges Bank, number 2005/9, Oct.
• George Kapetanios & Vincent Labhard & Simon Price, 2005, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England, number 268, Jul.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005, "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers, Bank of Greece, number 30, Dec.
• Sancetta, A., 2005, "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0517, May.
• Pesaran, M.H. & Weale, M., 2005, "Survey Expectations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0536, Aug.
• Pami Dua & Lokendra Kumawat, 2005, "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers, Centre for Development Economics, Delhi School of Economics, number 136, Jul.
• Javier J. Pérez, 2005, "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/14.
• Andrew J. Patton & Allan Timmermann, 2005, "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 485, Jan.
• M. Hashem Pesaran & Martin Weale, 2005, "Survey Expectations," CESifo Working Paper Series, CESifo, number 1599.
• Harm Bandholz, 2005, "New Composite Leading Indicators for Hungary and Poland," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 3.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers, CIRANO, number 2005s-06, Feb.
• Raffella Giacomini & Barbara Rossi, 2005, "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers, UCLA Department of Economics, number 845, Dec.
• Lubos Komarek & Martin Melecky, 2005, "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/05, Dec.
• Marek Hlavacek & Michael Konak & Josef Cada, 2005, "The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/11, Dec.
• Julio César Alonso & Carlos Patino, 2005, "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas, Universidad Icesi, number 3793, Mar.
• Octavio José Salcedo Parra & Marco Aguilera Prado, 2005, "Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• PREMINGER, Arie & FRANCK, Raphael, 2005, "Forecasting exchange rates: a robust regression approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005025, 00.
• Orphanides, Athanasios & van Norden, Simon, 2005, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4830, Jan.
• Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005, "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4848, Jan.
• Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4958, Mar.
• Marcellino, Massimiliano, 2005, "Leading Indicators: What Have We Learned?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4977, Mar.
• Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2005, "Monetary Policy in Real Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4981, Mar.