Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2004

• S. Boragan Aruoba, 2004, "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004, Society for Computational Economics, number 131, Aug.
• Tina Yu & Shu-Heng Chen, 2004, "Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules," Computing in Economics and Finance 2004, Society for Computational Economics, number 200, Aug.
• Daniel Ramirez A. & Juan M. Gómez G., 2004, "Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation," Computing in Economics and Finance 2004, Society for Computational Economics, number 246, Aug.
• Simon van Norden, 2004, "How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone," Computing in Economics and Finance 2004, Society for Computational Economics, number 299, Aug.
• Mikael Petitjean & Pierre Giot, 2004, "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004, Society for Computational Economics, number 6, Aug.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004, Society for Computational Economics, number 79, Aug.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.3, Oct.
• Hwee Kwan Chow & Keen Meng Choy, 2004, "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers, Singapore Management University, School of Economics, number 16-2004, Aug.
• Roberto S. Mariano & Yasutomo Murasawa, 2004, "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers, Singapore Management University, School of Economics, number 22-2004, Mar, revised Oct 2004.
• Giancarlo Bruno & Claudio Lupi, 2004, "Forecasting industrial production and the early detection of turning points," Empirical Economics, Springer, volume 29, issue 3, pages 647-671, September, DOI: 10.1007/s00181-004-0203-y.
• Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2004, "Forecasting exchange rates in transition economies: A comparison of multivariate time series models," Empirical Economics, Springer, volume 29, issue 4, pages 787-801, December, DOI: 10.1007/s00181-004-0212-x.
• Stavros Degiannakis, 2004, "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 18, pages 1333-1342, DOI: 10.1080/0960310042000285794.
• David Blake, 2004, "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 8, pages 555-576, DOI: 10.1080/0960310042000233863.
• Karen Cabos & Nikolaus Siegfried, 2004, "Controlling inflation in Euroland," Applied Economics, Taylor & Francis Journals, volume 36, issue 6, pages 549-558, DOI: 10.1080/0003684042000217599.
• Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004, "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-016/4, Feb.
• Martin Martens & Dick van Dijk & Michiel de Pooter, 2004, "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-067/4, Jun.
• Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004, "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-14.
• Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004, "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM, Tilburg University, School of Economics and Management, number e434b2ac-a7e4-4662-a688-2.
• Manfred Deistler & Klaus Neusser, 2004, "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0401, Jan.
• Gustavo A. Marrero, 2004, "Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0410.
• Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi, 2004, "Achieving Universal Primary Education: Can Kenya Afford it?," Working papers, University of Connecticut, Department of Economics, number 2004-47, Dec.
• Tobías, Aureli & Saez, Marc, 2004, "Time-series regression models to study the short-term effects of environmental factors on health," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 11, Mar.
• Luca Grilli, 2004, "Un approccio metrico per lo studio dei dati finanziari," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_igr_2004, Feb.
• Luca Grilli, 2004, "Long-Term Fixed-Income Market Structure," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_physa_2003, Feb, DOI: 10.1016/j.physa.2003.10.019.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004, "A comparison of financial duration models via density forecast," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136218.
• Fabio Canova, 2004, "What explains the Great Moderation in the US? A structural analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 919, Mar, revised Dec 2007.
• Paul Crompton & Yanrui Wu, 2004, "Energy Consumption in China: Past Trends and Future Directions," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 04-22.
• Hertel, Thomas W. & Reimer, Jeffrey J., 2004, "Predicting the poverty impacts of trade reform," Policy Research Working Paper Series, The World Bank, number 3444, Nov.
• Jan Hanousek & Filip Palda, 2004, "Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-683, May.
• Leon Podkaminer, 2004, "Assessing the Demand for Food in Europe by the Year 2010," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 28, Mar.
• Voxi Heinrich Amavilah, 2004, "Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies," Development and Comp Systems, University Library of Munich, Germany, number 0406004, Jun.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems, University Library of Munich, Germany, number 0409054, Sep.
• Jonathan B. Hill, 2004, "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0402002, Feb, revised 23 Mar 2005.
• Coro Chasco-Yrigoyen & Fernando López-Hernández, 2004, "Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia," Econometrics, University Library of Munich, Germany, number 0403003, Mar.
• Marco Vega, 2004, "Policy Makers Priors and Inflation Density Forecasts," Econometrics, University Library of Munich, Germany, number 0403005, Mar.
• Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004, "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics, University Library of Munich, Germany, number 0408003, Aug, revised 13 Aug 2004.
• Thomas M Fullerton Jr, 2004, "Confessions of an International Forecaster," Econometrics, University Library of Munich, Germany, number 0409006, Sep.
• Fernando A. López Hernández & Coro Chasco Yrigoyen, 2004, "Space-Time Lags: Specification Strategy In Spatial Regression Models," Econometrics, University Library of Munich, Germany, number 0411005, Nov.
• Catalin Starica & Clive Granger, 2004, "Non-stationarities in stock returns," Econometrics, University Library of Munich, Germany, number 0411016, Nov.
• Thomas Mikosch, 2004, "Is it really long memory we see in financial returns?," Econometrics, University Library of Munich, Germany, number 0412002, Dec.
• Gultekin Isiklar, 2004, "On aggregation bias in fixed-event forecast efficiency tests," Econometrics, University Library of Munich, Germany, number 0412011, Dec, revised 28 Dec 2004.
• Rama Prasad Kanungo, 2004, "Genetic Algorithms: Genesis of Stock Evaluation," Experimental, University Library of Munich, Germany, number 0404007, Apr.
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004, "Long-Run Regressions: Theory and Application to US Asset Markets," Finance, University Library of Munich, Germany, number 0410018, Oct.
• Voxi Heinrich S Amavilah & Richard T. Newcomb, 2004, "Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change," GE, Growth, Math methods, University Library of Munich, Germany, number 0404001, Apr.
• Voxi Heinrich S Amavilah, 2004, "Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands," GE, Growth, Math methods, University Library of Munich, Germany, number 0405001, May.
• Voxi Heinrich S Amavilah, 2004, "Economic Performance in a Cross-Section of U.S. Native American Economies," GE, Growth, Math methods, University Library of Munich, Germany, number 0405003, May.
• Cornelis A Los, 2004, "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance, University Library of Munich, Germany, number 0410005, Oct.
• Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi, 2004, "Narrowing the US twin deficits: simulations with a world macroeconometric model," International Trade, University Library of Munich, Germany, number 0411004, Nov.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Macroeconomics, University Library of Munich, Germany, number 0403016, Mar.
• Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004, "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics, University Library of Munich, Germany, number 0404018, Apr, revised 24 Apr 2004.
• Eric Schaling, 2004, "Learning, inflation expectations and optimal monetary policy," Macroeconomics, University Library of Munich, Germany, number 0404035, Apr.
• Jonathan B. Hill, 2004, "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics, University Library of Munich, Germany, number 0407013, Jul, revised 15 Feb 2006.
• Maurizio Bovi, 2004, "Underground Shocks Ground Zero Responses," Public Economics, University Library of Munich, Germany, number 0408003, Aug.
• Thomas M. Fullerton Jr. & Carol T. West, 2004, "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional, University Library of Munich, Germany, number 0403004, Mar.
• Döpke, Jörg, 2004, "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,11.
• Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein, 2004, "Real-time Data for Norway: Challenges for Monetary Policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,26.
• Glück, Heinz & Schleicher, Stefan P., 2004, "Forecast quality and simple instrument rules: a real-time data approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,30.
• Lux, Thomas & Kaizoji, Taisei, 2004, "Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-05.
• Schmidt, Robert & Leitner, Johannes, 2004, "A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 49.
• Sanders, Dwight R. & Manfredo, Mark R., 2004, "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 3, pages 1-11, December, DOI: 10.22004/ag.econ.43451.
• Limsombunchai, Visit, 2004, "House Price Prediction: Hedonic Price Model vs. Artificial Neural Network," 2004 Conference, June 25-26, 2004, Blenheim, New Zealand, New Zealand Agricultural and Resource Economics Society, number 97781, Jun, DOI: 10.22004/ag.econ.97781.
• Almeida, Eduardo Simões de & Haddad, Eduardo Amaral, None, "MEECA: um Modelo Econométrico Espacial para Projeção Consistente de Culturas Agropecuárias," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 42, issue 3, pages 1-21, DOI: 10.22004/ag.econ.156087.
• Quagrainie, Kwamena K., 2004, "Forecasting Market Share Using A Flexible Logistic Model," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma, Southern Agricultural Economics Association, number 34724, DOI: 10.22004/ag.econ.34724.
• Vamerson Schwingel Ribeiro & Joilson Dias, 2004, "Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 103.
• Richard Luger, 2004, "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 04-2, DOI: 10.34989/swp-2004-2.
• Marwan Chacra & Maral Kichian, 2004, "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers, Bank of Canada, number 04-39, DOI: 10.34989/swp-2004-39.
• Frédérick Demers, 2004, "Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires," Staff Working Papers, Bank of Canada, number 04-40, DOI: 10.34989/swp-2004-40.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004, "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers, Bank of Canada, number 04-5, DOI: 10.34989/swp-2004-5.
• Luca Casolaro & Leonardo Gambacorta, 2004, "Un modello dei conti economici per il sistema bancario italiano," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 519, Oct.
• Gerson Javier Pérez V., 2004, "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 46, Jun, DOI: 10.32468/dtseru.46.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2004, "Inflation and the Markup in the Euro Area," Working papers, Banque de France, number 114.
• Pierre L. Siklos, 2004, "Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 3, pages 331-343, July, DOI: 10.1093/cep/byh024.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper, Norges Bank, number 2004/10, Jun.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Working Paper, Norges Bank, number 2004/16, Nov.
• Solveig K. Erlandsen & Ragnar Nymoen, 2004, "Consumption and population age structure," Working Paper, Norges Bank, number 2004/22, Nov.
• Richard Harrison & George Kapetanios & Tony Yates, 2004, "Forecasting with measurement errors in dynamic models," Bank of England working papers, Bank of England, number 237, Nov.
• George Kapetanios & Tony Yates, 2004, "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers, Bank of England, number 238, Nov.
• João Gabe & Marcelo Savino Portugal, 2004, "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 47-73.
• Claude Grasland & France Guérin-Pace, 2004, "Mobilité européenne, tourisme et diffusion des pièces euros étrangères en France," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 793-822.
• Pesaran, M.H. & Timmermann, A., 2004, "‘Real Time Econometrics’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0432, Jun.
• Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004, "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0433, Jun.
• Mc Quinn, Kieran, 2004, "A Model of the Irish Housing Sector," Research Technical Papers, Central Bank of Ireland, number 1/RT/04, Apr.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 87, Jun.
• Rolf Strauch & Mark Hallerberg & Jürgen von Hagen, 2004, "Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/42.
• Trino-Manuel Niguez & Javier Perote, 2004, "Forecasting the density of asset returns," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 479, Oct.
• Henk C. Kranendonk & Jan Bonenkamp & Johan P. Verbruggen, 2004, "A Leading Indicator for the Dutch Economy – Methodological and Empirical Revision of the CPB System," CESifo Working Paper Series, CESifo, number 1200.
• M. Hashem Pesaran, 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series, CESifo, number 345.
• Kurt Brännäs & Niklas Nordman, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series, CESifo, number 448.
• Harald Uhlig, 2001, "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series, CESifo, number 629.
• Michael Berlemann & Daniela Rother & Gerit Vogt, 2004, "Konjunkturprognose des sächsischen und des ostdeutschen Baugewerbes 2004/2005 : Konjunkturprognose für das Baugewerbe Sachsens und Ostdeutschlands," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 05, pages .13-22, October.
• Rómulo Chumacero E., 2004, "Forecasting Chilean Industrial Production and Sales With Automated Procedures," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, volume 7, issue 3, pages 47-56, December.
• Rómulo Chumacero, 2004, "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile, Central Bank of Chile, number 260, May.
• John A. Cotsomitis & Andy C. C. Kwan, 2004, "Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _161, Jul.
• Francisco Peñaranda, 2004, "Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?," Working Papers, CEMFI, number wp2004_0419.
• Alexis Derviz & Jiri Podpiera, 2004, "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/01, Jan.
• Clemente Forero & Carlos Eduardo Sep√∫lveda, 2004, "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación, Universidad del Rosario, number 2742, Nov.
• Joseph Tham & Ignacio V√©lez-Pareja, 2004, "For finite cash flows, what is the correct formula for the return to levered equity?," Proyecciones Financieras y Valoración, Master Consultores, number 2734, May.
• MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004, "Using intra annual information to forecast the annual state deficits : the case of France," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004048, Jul.
• Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen, 2004, "A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 32, Jun.
• Bofinger, Peter & Schmidt, Robert & Leitner, Johannes, 2004, "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4230, Feb.
• Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2004, "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4279, Mar.
• Kilian, Lutz & Inoue, Atsushi, 2004, "Bagging Time Series Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4333, Mar.
• Busetti, Fabio, 2004, "Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4382, May.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4401, Jun.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4402, Jun.
• Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4636, Sep.
• Timmermann, Allan & Elliott, Graham, 2004, "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4649, Oct.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-07.
• Nadia D'Annunzio & Greta Falavigna, 2004, "Analysis and forecasting models for default risk. A survey of applied methodologies," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200417, Dec.
• Sanders, Dwight R. & Manfredo, Mark R., 2004, "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 3, pages 605-615, December.
• Jörg Döpke & Ulrich Fritsche, 2004, "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 399.
• Ulrich Thießen, 2004, "Financial System Development, Regulation and Economic Growth: Evidence from Russia," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 400.
• Strauch, Rolf & Hallerberg, Mark & von Hagen, Jürgen, 2004, "Budgetary forecasts in Europe - the track record of stability and convergence programmes," Working Paper Series, European Central Bank, number 307, Feb.
• Jansen, Eilev S., 2004, "Modelling inflation in the euro area," Working Paper Series, European Central Bank, number 322, Mar.
• Christoffersen, Peter & Mazzotta, Stefano, 2004, "The informational content of over-the-counter currency options," Working Paper Series, European Central Bank, number 366, Jun.
• Roma, Moreno & Skudelny, Frauke & Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina, 2004, "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series, European Central Bank, number 374, Jul.
• Morgan, Julian & Locarno, Alberto & Vallés, Javier & Berben, Robert-Paul, 2004, "Cross-country differences in monetary policy transmission," Working Paper Series, European Central Bank, number 400, Oct.
• D.S.P Rao & Rambaldi & A.N., 2004, "A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries," Econometric Society 2004 Australasian Meetings, Econometric Society, number 154, Aug.
• Aurobindo Ghosh & Anil K. Bera, 2004, "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings, Econometric Society, number 187, Aug.
• Ilias Tsiakas, 2004, "Analysis of the predictive ability of information accumulated over nights, weekends and holidays," Econometric Society 2004 Australasian Meetings, Econometric Society, number 208, Aug.
• Keen Meng Choy & Hwee Kwan Chow, 2004, "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Econometric Society 2004 Australasian Meetings, Econometric Society, number 223, Aug.
• Jonathan Dark, 2004, "Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index," Econometric Society 2004 Australasian Meetings, Econometric Society, number 227, Aug.
• Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004, "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings, Econometric Society, number 293, Aug.
• Clive Granger, 2004, "Causality: Some New Thoughts on an Old Topic," Econometric Society 2004 Australasian Meetings, Econometric Society, number 351, Aug.
• Dominique Guegan, 2004, "How Can We Define the Long Memory Concept? An Econometric Survey," Econometric Society 2004 Australasian Meetings, Econometric Society, number 361, Aug.
• Scott I. White & Adam E. Clements & Stan Hurn, 2004, "Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility," Econometric Society 2004 Australasian Meetings, Econometric Society, number 46, Aug.
• Jushan Bai & Serena Ng, 2004, "A PANIC Attack on Unit Roots and Cointegration," Econometrica, Econometric Society, volume 72, issue 4, pages 1127-1177, July.
• Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004, "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 487, Aug.
• Anthony S. Tay & Aamir R. Hashmi, 2004, "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 634, Aug.
• Yasutomo Murasawa & Roberto S. Mariano, 2004, "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 710, Aug.
• Ruey Yau, 2004, "Macroeconomic Forecasting with Independent Component Analysis," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 741, Aug.
• Romulo A. Chumacero, 2004, "Forecasting Chilean Industrial Production with Automated Procedures," Econometric Society 2004 Latin American Meetings, Econometric Society, number 177, Aug.
• Lutz Kilian & Atsushi Inoue, 2004, "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 110, Aug.
• Denis Pelletier, 2004, "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 230, Aug.
• Aurobindo Ghosh & Anil K. Bera, 2004, "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 319, Aug.
• Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004, "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 601, Aug.
• Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004, "Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 78, Aug.
• Allan Timmermann & Andrew J. Patton, 2004, "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 234, Aug.
• Norman R. Swanson & Valentina Corradi, 2004, "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 264, Aug.
• Simon M. Potter & Edward E. Leamer, 2004, "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 490, Aug.
• Hallwood, C. Paul & Marsh, Ian W., 2004, "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, volume 15, issue 2, pages 249-264, August.
• Giacomini, Raffaella & Granger, Clive W. J., 2004, "Aggregation of space-time processes," Journal of Econometrics, Elsevier, volume 118, issue 1-2, pages 7-26.
• Giot, Pierre & Laurent, Sebastien, 2004, "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, volume 11, issue 3, pages 379-398, June.

2003

• Gordon H. Dash & Nina Kajiji, 2003, "New Evidence on the Predictability of South Africa FX Volatility in Heterogeneous Bilateral Markets," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 1-15.
• Antzoulatos, Angelos A. & Wilfling, Bernd, 2003, "Non-Linear Dynamics and Predictable Forecast Errors: An Application to the OECD Forecasts for Germany," Discussion Paper Series, Hamburg Institute of International Economics, number 26169, DOI: 10.22004/ag.econ.26169.
• Fuller, Frank H. & Annou, Mamane Malam & Wailes, Eric J., 2003, "Market Impacts of Adopting Herbicide-Resistant Rice in the Southern United States," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-9, April, DOI: 10.22004/ag.econ.37859.
• Dixon, Peter B. & Pearson, K.R. & Picton, Mark R. & Rimmer, Maureen T., 2003, "Rational Expectations for Large Models: a Practical Algorithm and a Policy Application," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331106.
• Lubowski, Ruben N. & Plantinga, Andrew J. & Stavins, Robert N., 2003, "Determinants of Land-Use Change In the United States 1982-1997," Discussion Papers, Resources for the Future, number 10714, DOI: 10.22004/ag.econ.10714.
• Boero, Gianna & Marrocu, Emanuela, , "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269476, DOI: 10.22004/ag.econ.269476.
• Giulio PALOMBA, 2003, "GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 185, Jun.
• Maria Helena Lopes Moreira da Veiga, 2003, "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 585.03, Sep.
• Svetla Boneva, 2003, "The set of tools for evaluation of expenses on and benefits from the expansion of the European Union to the East," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 79-108.
• Elena Gennari & Raffaela Giordano & Sandro Momigliano, 2003, "Dealing with unexpected shocks to the budget," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 478, Jun.
• Luis Fernando Melo & Fabio Nieto & Mario Ramos, 2003, "A Leading Index for the Colombian Economic Activity," Borradores de Economia, Banco de la Republica de Colombia, number 243, May, DOI: 10.32468/be.243.
• Norberto Rodríguez N. & Patricia Siado C., 2003, "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 248, Jun, DOI: 10.32468/be.248.
• Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003, "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, volume 98, pages 829-838, January.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet & Emmanuel Michaux, 2003, "Forecasting Inflation using Economic Indicators: the Case of France," Working papers, Banque de France, number 101.
• Catherine Bruno & Olivier de Bandt & Alexis Flageollet, 2003, "Forecasting Inflation in the Euro Area," Working papers, Banque de France, number 102.
• Elizabeth Bucacos, 2003, "El financiamiento inflacionario del déficit fiscal," Documentos de trabajo, Banco Central del Uruguay, number 2003001, May.
• Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
• Kym Anderson & David Norman & Glyn Wittwer, 2003, "Globalisation of the World's Wine Markets," The World Economy, Wiley Blackwell, volume 26, issue 5, pages 659-687, May, DOI: 10.1111/1467-9701.00541.
• Raffaella Giacomini & Ivana Komunjer, 2003, "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics, Boston College Department of Economics, number 571, Jun.
• Raffaella Giacomini & Halbert White, 2003, "Tests of conditional predictive ability," Boston College Working Papers in Economics, Boston College Department of Economics, number 572, Apr.
• Clifford L.F. Attfield & Edmund Cannon, 2003, "The Impact of Age Distribution Variables on the Long Run Consumption Function," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/546, Jan.
• Koen Burggraeve & Philip Du Caju, 2003, "Reductions in employers' social security contributions in a wage norm and automatic indexing régime," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 46, issue 4, pages 31-64.
• Jérôme Teiletche, 2003, "Le taux de change euro/dollar. Une perspective de long terme," Revue économique, Presses de Sciences-Po, volume 54, issue 2, pages 295-319.
• Antoine Auberger & Éric Dubois, 2003, "Situation politico-économique et résultats des élections législatives françaises," Revue économique, Presses de Sciences-Po, volume 54, issue 3, pages 551-560.
• Oscar Jorda, 2003, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 305, Aug.
• Diego J. Pedregal, 2003, "Filter-Design and Model-Based Analysis of Economic Cycles," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/13.
• Allan Timmermann & M. Hashem Pesaran, 2003, "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series, CESifo, number 990.
• Andy C.C. Kwan & John A. Cotsomitis, 2003, "Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _156, Jun.
• Athanasios Orphanides & Simon van Norden, 2003, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers, CIRANO, number 2003s-01, Jan.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Robert H. McGuckin & Ataman Ozyildirim, 2003, "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Economics Program Working Papers, The Conference Board, Economics Program, number 03-04, Jun.
• G. Ascari & E. Marrocu, 2003, "Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200307.
• Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003, "A Leading Index For The Colombian Economic Activity," Borradores de Economia, Banco de la Republica, number 1920, May.
• Norberto Rodr�guez & Patricia Siado, 2003, "Un Pron�Stico No Param�Trico De La Inflaci�N Colombiana," Borradores de Economia, Banco de la Republica, number 3691, Jun.
• Ignacio V√©lez-Pareja, 2003, "El Metodo Delphi," Proyecciones Financieras y Valoración, Master Consultores, number 2524, Jun.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003028, Apr.
• HEINEN, Andréas, 2003, "Modelling time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003062, Sep.
• MOUCHART, Michel & ROMBOUTS, Jeroen, 2003, "Clustered panel data models: an efficient approach for nowcasting from poor data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003090, Dec.
• GIOT, Pierre, 2003, "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1612, Jan, DOI: 10.1002/fut.10069.
• Henk Don, 2003, "SAFE: a quarterly model of the Dutch economy for short-term analyses," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 42, Dec.