Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2004

• James Mak & Lonny Carlile & Sally Dai, 2004, "Impact of Population Aging on Japanese International Travel," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200408.
• Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 561, Jul, revised 09 Nov 2004.
• Arias, Guillaume & Erlandsson, Ulf, 2004, "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers, Lund University, Department of Economics, number 2004:11, Mar.
• Lind, Jo Thori, 2004, "Repeated surveys and the Kalman filter," Memorandum, Oslo University, Department of Economics, number 19/2004, Oct.
• Kaushik Mitra, 2004, "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 04/19, Jul, revised Jul 2004.
• Naoya Katayama, 2004, "Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d03-10, Jan.
• Jeroen V.K. Rombouts & Marno Verbeek, 2004, "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-14, Dec.
• Jumah, Adusei & Kunst, Robert M., 2004, "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series, Institute for Advanced Studies, number 149, Mar.
• Kunst, Robert M. & Jumah, Adusei, 2004, "Toward a Theory of Evaluating Predictive Accuracy," Economics Series, Institute for Advanced Studies, number 162, Nov.
• Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 277-288, DOI: 10.1002/ijfe.245.
• Fujiwara, Ippei & Koga, Maiko, 2004, "A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 22, issue 1, pages 123-142, March.
• Arturo Lorenzo Valdés, 2004, "Estudio De La Volatilidad Realizada Aplicado Al Índice De Precios Y Cotizaciones De México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 4, pages 333-341, Diciembre.
• Carmine Pappalardo & Gianfranco Piras, 2004, "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 42, Feb.
• Maurizio Bovi, 2004, "The Dark, And Independent, Side Of Italy," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 46, Nov.
• Pesaran, M. Hashem & Timmermann, Allan, 2004, "Real Time Econometrics," IZA Discussion Papers, IZA Network @ LISER, number 1108, Apr.
• Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004, "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers, IZA Network @ LISER, number 1196, Jun.
• Benner Joachim & Meier Carsten-Patrick, 2004, "Prognosegüte alternativer Früh Indikatoren für die Konjunktur in Deutschland / Forecasting Performance of Alternative Indicators for the German Economy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 6, pages 639-652, December, DOI: 10.1515/jbnst-2004-0602.
• Jan G. De Gooijer & Kurt Brännäs, 2004, "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 155-171, DOI: 10.1002/for.910.
• Lars-Erik Öller & Lasse Koskinen, 2004, "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 3, pages 197-214, DOI: 10.1002/for.905.
• Jan R. Magnus & Dmitry Danilov, 2004, "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 4, pages 251-274, DOI: 10.1002/for.916.
• Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004, "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 5, pages 315-335, DOI: 10.1002/for.925.
• Sune Karlsson & Tor Jacobson, 2004, "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 7, pages 479-496, DOI: 10.1002/for.924.
• Giorgio Valente & Lucio Sarno, 2004, "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 8, pages 541-557, DOI: 10.1002/for.930.
• Marian Beise, 2004, "The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 153, Feb.
• Jochen Hartwig, 2004, "Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das "neue magische Viereck" in der Schweiz," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 04-90, Jan, DOI: 10.3929/ethz-a-004871546.
• Theodore Panagiotidis & David Chappell, 2004, "Using the Correlation Dimension to Detect non-linear dynamics," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_17, Nov, revised Nov 2004.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Marianna Valentinyi-Endrész, 2004, "Structural breaks and financial risk management," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2004/11.
• Ralph D. Snyder, 2004, "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/04, Aug.
• Karlyn Mitchell & Douglas K. Pearce, 2004, "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series, North Carolina State University, Department of Economics, number 004, Oct.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 4104, Mar, revised 01 Jun 2004.
• Kevin Dowd, 2004, "The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts," Occasional Papers, Industrial Economics Division, number 10, Jan, revised 11 Jan 2004.
• Kevin Dowd, 2004, "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts," Occasional Papers, Industrial Economics Division, number 11, 09, revised 11 Jan 2004.
• Kevin Dowd, 2004, "FOMC Forecasts of Macroeconomic Risks," Occasional Papers, Industrial Economics Division, number 12, 09, revised 10 Jan 2004.
• Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
• John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh, 2004, "Population Ageing and Government Health Expenditures in New Zealand, 1951-2051," Treasury Working Paper Series, New Zealand Treasury, number 04/14, Sep.
• Robert H. McGuckin & Ataman Ozyildirim, 2004, "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2004, issue 2, pages 171-191, DOI: 10.1787/jbcma-v2004-art11-en.
• Gabriel Moser & Fabio Rumler & Johann Scharler, 2004, "Forecasting Austrian Inflation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 91, Oct.
• David E. Rapach & Christian E. Weber, 2004, "Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach," Economic Inquiry, Western Economic Association International, volume 42, issue 4, pages 717-738, October.
• David Hendry & Guillaume Chevillon, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 196, Jul.
• Guillaume Chevillon, 2004, "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers, University of Oxford, Department of Economics, number 210, Dec.
• Jorge Caiado, 2004, "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 9, issue 1, pages 3-21.
• Caiado, Jorge, 2004, "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper, University Library of Munich, Germany, number 2077.
• Mapa, Dennis S., 2004, "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper, University Library of Munich, Germany, number 21028.
• Rodríguez, Carlos A., 2004, "A P* Model of Inflation in Puerto Rico," MPRA Paper, University Library of Munich, Germany, number 41278, Sep.
• Guler, Bulent & Ozlale, Umit, 2004, "Is there a flight to quality due to inflation uncertainty?," MPRA Paper, University Library of Munich, Germany, number 7929, Aug.
• Degiannakis, Stavros, 2004, "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 80488.
• Degiannakis, Stavros, 2004, "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 96330.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004, "The Use of GARCH Models in VaR Estimation," MPRA Paper, University Library of Munich, Germany, number 96332.
• Michal Pazour, 2004, "Nové metodologické přístupy k tvorbě empirických modelů měnových krizí
  [New methodological approaches to the construction of currency crashes models]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 3, pages 375-388, DOI: 10.18267/j.polek.466.
• Francesco Giurda & Elias Tzavalis, 2004, "Is the Currency Risk Priced in Equity Markets?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 511, Mar.
• George Kapetanios, 2004, "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 520, Oct.
• Richard Harrison & George Kapetanios, 2004, "Forecasting with Measurement Errors in Dynamic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 521, Oct.
• Jacob Alex Klerman & Caroline Danielson, 2004, "Why Did the Welfare Caseload Decline?," Working Papers, RAND Corporation, number WR-167, Dec.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," 2004 Meeting Papers, Society for Economic Dynamics, number 43.
• S. Boragan Aruoba, 2004, "Data Revisions in General Equilibrium," 2004 Meeting Papers, Society for Economic Dynamics, number 770.
• Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004, "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 485, Jul.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 1, pages 129-133, February.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 2, pages 123-126, May.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 3, pages 117-120, August.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca, 2004, "THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 4, pages 151-154, December.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae, 2004, "Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 5-34.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona, 2004, "Principal Components Model Of The Romanian Economy. Gdp – Production Side," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 52-66.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana, 2004, "Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 67-80.
• Geetesh Bhardwaj & Norman Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers, Rutgers University, Department of Economics, number 200422, Sep.
• Romulo A. Chumacero, 2004, "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Computing in Economics and Finance 2004, Society for Computational Economics, number 112, Aug.
• 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.