Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2005

• 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.
• 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.
• Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005, "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5178, Aug.
• Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5268, Oct.
• Aruoba, Boragan, 2005, "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5271, Oct.
• Pesaran, M. Hashem & Zaffaroni, Paolo, 2005, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5279, Oct.
• Favero, Carlo A. & Marcellino, Massimiliano, 2005, "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5294, Oct.
• Parigi, Giuseppe & Golinelli, Roberto, 2005, "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5302, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2005, "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5304, Oct.
• Wickens, Michael R. & Polito, Vito, 2005, "Measuring Fiscal Sustainability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5312, Oct.
• Timmermann, Allan, 2005, "Forecast Combinations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5361, Nov.
• Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005, "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers, Center for Research in Economics and Statistics, number 2005-38.
• George Kouretas & Leonidas Zarangas, 2005, "Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets," Working Papers, University of Crete, Department of Economics, number 0521, Nov.
• Pesaran, Hashem & Timmermann, Allan, 2005, "Real-Time Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 212-231, February.
• Rossi, Barbara, 2005, "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 962-990, October.
• Ulrich Fritsche & Jörg Döpke, 2005, "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 498.
• Tilman Brück & Andreas Stephan, 2005, "Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 508.
• Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2005, "Firm's R & D Behavior Under Rational Expectations," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 40, issue 2, pages 145-165, December.
• Rossi, Barbara & Giacomini, Raffaella, 2005, "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers, Duke University, Department of Economics, number 05-08.
• Floros, Ch., 2005, "Forecasting the UK Unemployment Rate: Model Comparisons," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 4, pages 57-72.
• Libor Krkoska & Utku Teksoz, 2005, "Accuracy of growth forecasts for transition countries: Assessing ten years of EBRD forecasting," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist, number 94, Dec.
• Bernadell, Carlos & Coche, Joachim & Nyholm, Ken, 2005, "Yield curve prediction for the strategic investor," Working Paper Series, European Central Bank, number 472, Apr.
• Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005, "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series, European Central Bank, number 482, May.
• Smets, Frank & Wouters, Raf & Del Negro, Marco & Schorfheide, Frank, 2005, "On the fit and forecasting performance of New-Keynesian models," Working Paper Series, European Central Bank, number 491, Jun.
• Pérez, Javier J., 2005, "Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators," Working Paper Series, European Central Bank, number 497, Jun.
• Berben, Robert-Paul & Mestre, Ricardo & Mitrakos, Theodoros & Morgan, Julian & Zonzilos, Nikolaos G., 2005, "Inflation persistence in structural macroeconomic models (RG10)," Working Paper Series, European Central Bank, number 521, Sep.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
• Jo Thori Lind, 2005, "Repeated surveys and the Kalman filter," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 418-427, December.
• Altissimo, Filippo & Gaiotti, Eugenio & Locarno, Alberto, 2005, "Is money informative? Evidence from a large model used for policy analysis," Economic Modelling, Elsevier, volume 22, issue 2, pages 285-304, March.
• Bernhardsen, Tom & Eitrheim, Oyvind & Jore, Anne Sofie & Roisland, Oistein, 2005, "Real-time data for Norway: Challenges for monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 333-349, December.
• Isiklar, Gultekin, 2005, "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, volume 89, issue 3, pages 312-316, December.
• Pesaran, M. Hashem & Timmermann, Allan, 2005, "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 183-217.
• Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005, "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, volume 12, issue 3, pages 445-475, June.
• Crompton, Paul & Wu, Yanrui, 2005, "Energy consumption in China: past trends and future directions," Energy Economics, Elsevier, volume 27, issue 1, pages 195-208, January.
• Chevillon, Guillaume & Hendry, David F., 2005, "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, volume 21, issue 2, pages 201-218.
• Mouchart, Michel & Rombouts, Jeroen V.K., 2005, "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 577-594.
• Harrison, Richard & Kapetanios, George & Yates, Tony, 2005, "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 595-607.
• Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 755-774.
• Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005, "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 785-794.
• Mitra, Kaushik, 2005, "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, volume 56, issue 2, pages 263-272, February.
• Cogley, Timothy, 2005, "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, volume 27, issue 2, pages 179-207, June.
• Guler, Bulent & Ozlale, Umit, 2005, "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 345, issue 3, pages 603-607, DOI: 10.1016/j.physa.2004.07.038.
• Bystrom, Hans N. E., 2005, "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, volume 14, issue 1, pages 41-55.
• Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005, "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-14, May.
• Patton, Andrew J. & Timmermann, Allan, 2005, "Testable implications of forecast optimality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6834, Jan.
• Aktham I. Maghyereh & Sadeg J. Abul, 2005, "The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 2, pages 194-209, Winter.
• Panayiotis Diacos & Spyros Hadjidakis, 2005, "An econometric study of the beef meat sector in Cyprus," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 2, pages 210-240, Winter.
• Johnson, Christian A. & Padilla, Miguel A., 2005, "Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales," El Trimestre Económico, Fondo de Cultura Económica, volume 72, issue 288, pages 765-821, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v72i.
• Timotheos Angelidis & Stavros Degiannakis, 2005, "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-238, July, DOI: 10.1108/15265940510599838.
• de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Real time estimates of GDP growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-01, Jan.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005, "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp135, Mar.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
• Junsoo Lee & John List & Mark Strazicich, 2005, "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," Natural Field Experiments, The Field Experiments Website, number 00486.
• Athanasopoulos, George & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 589, Apr.
• Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2005, "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 605, Dec.
• Domenico Giannone & Lucrezia Reichlin & David H. Small, 2005, "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-42.
• Christopher A. Sims, 2005, "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
• Todd E. Clark & Kenneth D. West, 2005, "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-05.
• Eric Meyermans & Patrick Van Brusselen, 2005, "Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)," Working Papers, Federal Planning Bureau, Belgium, number 200502, Feb.
• Profillidis, V. & Botzoris, G., 2005, "A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 35-46, May.
• Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov, 2005, "Some approachs to forecasting economic indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 89P, pages 195-195.
• Michael Groemling, 2005, "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers, University of Goettingen, Department of Economics, number 123, Jan.
• Bouwman, Kees E. & Jacobs, Jan P.A.M., 2005, "Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research, number 200505.
• P. Bisciari & A. Durre, 2005, "La bulle "internet", un remake de la bulle de 1929 ?," Post-Print, HAL, number hal-00284708.
• Karine Michalon & Sandrine Lardic & François Dossou, 2005, "Earnings forecast bias - a statistical analysis," Post-Print, HAL, number halshs-00142773.
• Teräsvirta, Timo, 2005, "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 598, May, revised 29 Dec 2005.
• Erlandsen, Solveig & Nymoen, Ragnar, 2005, "Consumption and population age structure," Memorandum, Oslo University, Department of Economics, number 27/2004, Apr.
• Nymoen, Ragnar, 2005, "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum, Oslo University, Department of Economics, number 22/2005, Aug.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005, "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 180, Mar.
• Villani, Mattias, 2005, "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 181, Mar.
• Jardine Ariena Husman, 2005, "ESTIMASI NILAI TUKAR RUPIAH PASKA KRISIS: Pendekatan Model Komposit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-24, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Graham Elliott & Allan Timmermann, 2005, "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 46, issue 4, pages 1081-1102, November.
• Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005, "Monetary Policy in Real Time," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 284.
• Massimiliano Marcellino, 2005, "Leading Indicators: What Have We Learned?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 286.
• Carlo Favero & Massimiliano Marcellino, 2005, "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 298.
• Jumah, Adusei & Kunst, Robert M., 2005, "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series, Institute for Advanced Studies, number 168, Feb.
• Kıvılcım M. ÖZCAN & Suat AYDIN, 2005, "Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 230, pages 83-94.
• Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 3, December.
• Brücker, Herbert & Siliverstovs, Boriss, 2005, "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers, IZA Network @ LISER, number 1710, Aug.
• Rob J. Hyndman & Lydia Shenstone, 2005, "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 6, pages 389-402, DOI: 10.1002/for.963.

2004

• Bystrom, Hans N. E., 2004, "Managing extreme risks in tranquil and volatile markets using conditional extreme value theory," International Review of Financial Analysis, Elsevier, volume 13, issue 2, pages 133-152.
• Boero, Gianna & Marrocu, Emanuela, 2004, "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 305-320.
• Marcellino, Massimliano, 2004, "Forecasting EMU macroeconomic variables," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 359-372.
• Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004, "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, volume 20, issue 4, pages 589-609.
• Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004, "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, volume 12, issue 5, pages 503-523, November.
• Grilli, Luca, 2004, "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 332, issue C, pages 441-447, DOI: 10.1016/j.physa.2003.10.019.
• Weron, R & Bierbrauer, M & Trück, S, 2004, "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 336, issue 1, pages 39-48, DOI: 10.1016/j.physa.2004.01.008.
• Niguez, Trino-Manuel & Perote, Javier, 2004, "Forecasting the density of asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6845, Oct.
• Jochen Hartwig, 2004, "Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswirtschaft," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 1, issue 2, pages 107-134.
• van Oest, R.D. & Paap, R., 2004, "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-36, Aug.
• Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004, "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-44, Nov.
• Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004, "On The Predictive Content Of Production Surveys: A Pan-European Study," 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-2004-017-MKT, Feb.
• Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H., 2004, "The Value of Information in Reverse Logistics," 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-2004-053-LIS, Aug.
• Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004, "Decomposing Granger Causality over the Spectrum," 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-2004-102-MKT, Dec.
• Gorobets, A. & Nooteboom, B., 2004, "Agent based computational model of trust," 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-2004-108-ORG, Jan.
• Jan Kodera, 2004, "The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 3-4, pages 171-173, March.
• Luboš Komárek, 2004, "The Nobel Prize Laureates, 2003," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 355-356, July.
• Pavel Ciaian & Jan Pokryvcak, 2004, "Agricultural Reform in Slovakia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 9-10, pages 420-435, September.
• Guillaume Chevillon, 2004, ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-12.
• Guillaume Chevillon, 2004, "A Comparison of Multi-step GDP Forecasts for South Africa," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-13.
• Christopher A. Sims & Tao Zha, 2004, "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-14.
• Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004, "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-37.
• Miguel A. Ferreira & Jose A. Lopez, 2004, "Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework," Working Paper Series, Federal Reserve Bank of San Francisco, number 2004-03, Mar, DOI: 10.24148/wp2004-03.
• Athanasios Orphanides & Simon van Norden, 2004, "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-68.
• Eric Meyermans & Patrick Van Brusselen, 2004, "Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)," Working Papers, Federal Planning Bureau, Belgium, number 200416, Oct.
• Brooks Kaiser & James Roumasset, 2004, "Coasean Economics and the Evolution of Marine Property in Hawaii," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200407.