Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

1999

• Bolgot, S. & Terraza, M., 1999, "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b02.
• Ghattas, B., 1999, "Previsions par arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b03.
• Ghattas, B., 1999, "Previsions des pics d'ozone par arbres de regression, simples et agreges par bootstrap," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b04.
• Ghattas, B., 1999, "Agregation d'arbres de classification," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b05.
• Crama, Y. & Schyns, M., 1999, "Simulated Annealing for Complex Portfolio Selection Problems," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9911.
• Mitra, K., 1999, "Is More Data Better?," University of Helsinki, Department of Economics, Department of Economics, number 452.
• Honkapohja, S. & Mitra, K., 1999, "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics, Department of Economics, number 456.
• Cottrell, M. & Gaubert, P. & Rousset, P. & Letremy, P., 1999, "Analyzing and Representing Multidimentional Quantitative an Qualitative Data: Demographic Study of the Rhone Valley. The Domestic Consumption of the Canadian Families," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-09.
• Bec, F. & Salem, M.B. & MacDonald, R., 1999, "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 99-17.
• Maheu, J.M. & McCurdy, T.H., 1999, "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance, Rotman School of Management, University of Toronto, number 99-004.
• Gilboa, I. & Schmeidler, D., 1999, "Inductive Inference: an Axiomatic Approach," Papers, Tel Aviv, number 29-99.
• Gilboa, I. & Schmeidler, D., 1999, "Cognitive Foundations of Probability," Papers, Tel Aviv, number 30-99.
• Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999, "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 19912, Oct.
• Gustavsson, Patrik & Nordström, Jonas, 1999, "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series, Trade Union Institute for Economic Research, number 150, Apr, revised 01 Jul 2000.
• Eliasson, Ann-Charlotte, 1999, "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 328, Aug.
• Löf, Mårten & Lyhagen, Johan, 1999, "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 336, Oct.
• Bergman, U. Michael & Hansson, Jesper, 1999, "Real Exchange Rates and Switching Regimes," Working Papers, Lund University, Department of Economics, number 1999:4, Sep, revised 08 Jun 2000.
• Blix, Mårten, 1999, "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 76, Jan.
• Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999, "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 77, Feb.
• Jumah, Adusei & Kunst, Robert M., 1999, "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series, Institute for Advanced Studies, number 73, Oct.
• Skalin, Joakim & Terasvirta, Timo, 1999, "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 359-378, July-Aug..
• Andres Peter & Spiwoks Markus, 1999, "Prognosequalitätsmatrix / Forecast Quality Matrix: Ein methodologischer Beitrag zur Beurteilung der Güte von Kapitalmarktprognosen / A Methodological Survey of Judging Forecast Quality of Capital Mark," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 513-542, October, DOI: 10.1515/jbnst-1999-5-617.

1998

• Subrata Ghatak & George Manolas & Ioannis Vavouras, 1998, "Measuring Potential Output in the Agricultural Sector: The Case of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 26-40, July - Se.
• Gallo, G.M. & Pacini, B., 1998, "Early News Is Good News. The Effects of Market Opening on Market Volatility," Economics Working Papers, European University Institute, number eco98/3.
• Skouras, S., 1998, "Risk Neutral Forecasting," Economics Working Papers, European University Institute, number eco98/40.
• Christodoulakis, G.A. & Satchell, S.E., 1998, "Forecasting (LOG) Volatility Models," Discussion Papers, University of Exeter, Department of Economics, number 9814.
• Division des projections sur les professions et des etudes macroeconomiques, 1998, "Scenario de reference macroeconomique de 1998 du Systeme de projections des professions au Canada," Papers, Gouvernement du Canada - Human Resources Development, number t-98-2f.
• Mitra, K., 1998, "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics, Department of Economics, number 433.
• Ahlstedt, M., 1998, "Analysis of Financial Risks in a GARCH Framework," University of Helsinki, Department of Economics, Department of Economics, number e:11.
• Truchon, M., 1998, "Figure Skating and the Theory of Social Choice," Papers, Laval - Recherche en Politique Economique, number 9814.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Sbordone, A.M., 1998, "Prices and Unit Labor Costs: a New Test of Price Stickiness," Papers, Stockholm - International Economic Studies, number 653.
• Andersson, Michael K., 1998, "On the Effects of Imposing or Ignoring Long Memory when Forecasting," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 225, Feb.
• Andersson, Michael K., 1998, "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 227, Feb, revised 16 Mar 2000.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of consumer loans and bank lending policy: dormancy versus default risk," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 280, Nov.
• Eitrheim, O. & Husebo, T.A. & Nymoen, R., 1998, "Error-correction versus Differencing in Macroeconomic Forecasting," Memorandum, Oslo University, Department of Economics, number 01/1998.
• Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 1998, "Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 70, Jul.
• Brännäs, Kurt & Hellström, Jörgen, 1998, "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies, Umeå University, Department of Economics, number 472, Aug.
• West, Kenneth D & McCracken, Michael W, 1998, "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 817-840, November.
• Andrew Sentance & Stephen Hall & John O'Sullivan, 1998, "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, volume 19, issue 1, pages 63-81, February.
• Terry Barker & Jonathan Köhler, 1998, "Equity and ecotax reform in the EU: achieving a 10 per cent reduction in CO2 emissions using excise duties," Fiscal Studies, Institute for Fiscal Studies, volume 19, issue 4, pages 375-402, November.
• Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998, "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 217-244.
• Seungjun Lee, 1998, "Money Growth Uncertainty and Real Output: Trivariate VAR GARCH-M Model," Korean Economic Review, Korean Economic Association, volume 14, pages 23-40.
• OUERFELLI, Chokri, 1998, "La demande touristique européenne en Tunisie," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 1998-14, Nov.
• Truchon, Michel, 1998, "Figure Skating and the Theory of Social Choice," Cahiers de recherche, Université Laval - Département d'économique, number 9814.
• Henry, O.T. & Olekalns, N. & Summers, P.M., 1998, "Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown"," Department of Economics - Working Papers Series, The University of Melbourne, number 655.
• Americo Darío Quíntero González, 1998, "Metodología para la construcción de los indicadores de la gestión ambiental, municipio como unidad de aplicación Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 2, pages 19-34, Diciembre.
• Shami, R.G. & Snyder, R.D., 1998, "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/98.
• Kenneth D. West & Michael W. McCracken, 1998, "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0226, Mar.
• Andrew Ang & Geert Bekaert, 1998, "Regime Switches in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6508, Apr.
• James Breece & Vincenzo Cassino, 1998, "The Forecasting and Policy System: demand-side satellite models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G98/3, May.
• Meyler, Aidan & Kenny, Geoff & Quinn, Terry, 1998, "Forecasting irish inflation using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 11359, Dec.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper, University Library of Munich, Germany, number 11360, Dec.
• Lord, Montague, 1998, "Modeling the Open Macro-Economy of Vietnam," MPRA Paper, University Library of Munich, Germany, number 41164, Nov.
• Ayub, Mehar, 1998, "A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange," MPRA Paper, University Library of Munich, Germany, number 443, revised 2001.
• Dikaios Tserkezos, 1998, "Turning-Point Diagnostics Accuracy Analysis of OECD Forecasts for Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 51, issue 3, pages 429-436.
• Fullerton, Jr., Thomas M. & Taylor West, Carol A., 1998, "Regional Econometric Housing Start Forecast Accuracy in Florida," The Review of Regional Studies, Southern Regional Science Association, volume 28, issue 3, pages 15-42, Winter.
• Kamstra, M., 1998, "The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-05.
• Walter KrÄmer, 1998, "Note Short-term predictability of German stock returns," Empirical Economics, Springer, volume 23, issue 4, pages 635-639.
• Klaassen, F.J.G.M., 1998, "Improving Garch Volatility Forecasts," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-52.
• Arturo Estrella & Frederic S. Mishkin, 1998, "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, volume 80, issue 1, pages 45-61, February.
• Touhami Abdelkhalek & Jean-Marie Dufour, 1998, "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 520-534, November.
• Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998, "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-40.
• Jenny Williams & Robin C. Sickles, 1998, "On the Role of Social Capital in Youth Crime: A Dynamic Structural Approach," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-02.
• Jenny Williams & Robin C. Sickles, 1998, "Intertemporal Model of Rational Criminal Choice," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-03.
• Francis X. Diebold, 1998, "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, volume 12, issue 2, pages 175-192, Spring.
• Eva Ortega, 1998, "Assessing the Fit of Simulated Multivariate Dynamic Models," Working Papers, Banco de España, number 9821.
• Gallo Giampiero M. & Pacini Barbara, 1998, "Early News is Good News: The Effects of Market Opening on Market Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-19, January, DOI: 10.2202/1558-3708.1034.
• Zeng Tian & Swanson Norman R., 1998, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-21, January, DOI: 10.2202/1558-3708.1037.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Forecasting Irish inflation using ARIMA models," Research Technical Papers, Central Bank of Ireland, number 3/RT/98, Dec.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers, Central Bank of Ireland, number 4/RT/98, Dec.
• Raúl Susmel, 1998, "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 138, Oct.
• Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
• Myles Callan & Eric Ghysels & Norman R. Swanson, 1998, "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers, CIRANO, number 98s-40, Nov.
• Peter B. Dixon & Maureen T. Rimmer, 1998, "Forecasting and Policy Analysis with a Dynamic CGE Model of Australia," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-90, Jun.

1997

• West, K.D. & McCracken, M.W., 1997, "Regression-Based Tests of Predictive Ability," Working papers, Wisconsin Madison - Social Systems, number 9710.
• Reboredo, J.C., 1997, "A Markov Model for Risk Evaluation in Banking," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 383.97.
• Richard Black & David Rose, 1997, "Canadian Policy Analysis Model: CPAM," Staff Working Papers, Bank of Canada, number 97-16, DOI: 10.34989/swp-1997-16.
• Latha Ramchand & Raúl Susmel, 1997, "Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 124, Nov.
• Jakob B. MADSEN, 1997, "Forecasts with production expectations integrated into a macroeconomic model," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997011, Mar.
• Granger, Clive W. J. & Swanson, Norman R., 1997, "An introduction to stochastic unit-root processes," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 35-62, September.
• Seung-Rae Kim, 1997, "Energy Shocks and Macroeconomic Adjustment Policies for Korea," Korean Economic Review, Korean Economic Association, volume 13, issue 2, pages 91-110.
• Kilian, L., 1997, "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers, Research Seminar in International Economics, University of Michigan, number 401.
• Snyder, R. & Inder, B., 1997, "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/97.
• ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997, "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9713.
• Francis X. Diebold, 1997, "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 6290, Nov.
• Keane, Michael, 1997, "Current Issues in Discrete Choice Modeling," MPRA Paper, University Library of Munich, Germany, number 52515.
• Mariam, Yohannes & Barre, Mike, 1997, "Statistical Time Series Analysis of Emission and Deposition of SO2 and NOx in Northeastern North America," MPRA Paper, University Library of Munich, Germany, number 663, revised 01 Jun 1997.
• Lopez, H & Ortega, E & Ubide, A, 1997, "Dating and Forecasting the Spanish Business Cycle," Economics Working Papers, European University Institute, number eco97/05.
• Jose A. Lopez & Christian Walter, 1997, "Is implied correlation worth calculating? Evidence from foreign exchange options and historical data," Research Paper, Federal Reserve Bank of New York, number 9730.
• Francis X. Diebold, 1997, "The past, present, and future of macroeconomic forecasting," Working Papers, Federal Reserve Bank of Philadelphia, number 97-20.
• Flam, S.D. & Evstigneev, I.V., 1997, "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 171.
• Ghatak, A., 1997, "Vector Autoregression Modelling and Forecasting Growth of South Korea," Department of Economics, De Montford University, Department of Economics, De Montfort University, number 97-02.
• Cazals, C. & de Rycke, M. & Florens, J.-P., 1997, "Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs," Papers, Toulouse - GREMAQ, number 97.458.
• Kilian, L. & Demiroglu, U., 1997, "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers, Michigan - Center for Research on Economic & Social Theory, number 97-14.
• Chao, J.C. & Swanson, N.R., 1997, "Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production," Papers, Pennsylvania State - Department of Economics, number 9-97-3.
• Zeng, T. & Swanson, N.R., 1997, "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Papers, Pennsylvania State - Department of Economics, number 9-97-4.
• Kandel, E. & Simhon, A., 1997, "Simulaneous Search: Between Search and Walras," Papers, Rochester, Business - Financial Research and Policy Studies, number 97-04.
• Godby, R. & Stengos, T. & Wandsschneider, B., 1997, "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers, University of Guelph, Department of Economics and Finance, number 1997-4.
• Gredenhoff, Mikael & Karlsson, Sune, 1997, "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 177, Jun.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-45.
• Banerjee, A.N., 1997, "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-88.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997, "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6eef11dd-0ae4-4673-b8c0-2.
• Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997, "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers, University of Iowa, Department of Economics, number 97-14.
• Clements, M.P. & Krolzig, H.-M., 1997, "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 489.

1996

• Einar Bowitz & Stein Inge Hove, 1996, "Business cycles and fiscal policy: Norway 1973-93," Discussion Papers, Statistics Norway, Research Department, number 178, Aug.
• Jan Jacobs & Albert van der Horst,, 1996, "VAR-ing the economy of the Netherlands," Working Papers, Centre for Economic Research, University of Groningen and University of Twente, number 24, Jan.
• Francisco F. R. Ramos, 1996, "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics, University Library of Munich, Germany, number 9601002, Jan.
• Pin-Huang Chou, 1996, "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance, University Library of Munich, Germany, number 9609002, Sep.
• Skalin, J. & Teräsvirta, T., 1996, "Another Look at Swedish Business Cycles, 1861-1988," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,96.
• F.T. Denton & D.C. Mountain & B.G. Spencer, 1996, "A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 315.
• Photis, Yorgos N. & Koutsopoulos, Kostis, 1996, "Defining Demographic Change in Locational Planning Problems," MPRA Paper, University Library of Munich, Germany, number 20757, revised 1996.
• Grady, Patrick, 1996, "Official Economic Forecasting: the Relevance of the Canadian Experience for Transitional Economies," MPRA Paper, University Library of Munich, Germany, number 25285, Dec.
• Bruce Mizrach, 1996, "Forecast Comparison in L2," Departmental Working Papers, Rutgers University, Department of Economics, number 199524, Aug.
• Chin-Shan Chuang, 1996, "Ergodic properties of conditional forecast functions of stable systems (☆)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 521-530.
• Nielsen, Carsten Krabbe, 1996, "On Some Topological Properties of Stable Measures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 531-553, October.
• Carsten Krabbe Nielsen, 1996, "On some topological properties of stable measures (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 3, pages 531-553.
• Bruce E. Hansen, 1996, "Estimation of TAR Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 325., Jan.
• John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996, "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics, Boston College Department of Economics, number 356., Dec.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-155, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-158, Aug.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009, "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-159, Aug.
• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-186, Oct.
• Philip D. Adams & Peter B.Dixon, 1996, "Reaching the planners: Generating detailed commodity Forecasts from a computable general equilibrium model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-83, Mar.
• Adams, F. Gerard & Gangnes, Byron, 1996, "Japan's persistent trade surplus: Policies for adjustment," Japan and the World Economy, Elsevier, volume 8, issue 3, pages 309-333, September.
• Robert S. Goldfarb & H. O. Stekler, 1996, "Information Problems for Policy Analysis and Forecasting," Eastern Economic Journal, Eastern Economic Association, volume 22, issue 1, pages 47-56, Winter.
• Arturo Estrella & Frederic S. Mishkin, 1996, "Predicting U.S. recessions: financial variables as leading indicators," Research Paper, Federal Reserve Bank of New York, number 9609.
• Edward L. Glaeser, 1996, "The Social Costs of Rent Control Revisted," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1747.
• Granger, E.J. & Swanson, N.R., 1996, "An introduction to stochastic Unit Root Processes," Papers, Pennsylvania State - Department of Economics, number 4-96-3.
• Arranz, M., 1996, "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Faculty of Economics, Universidad de Santiago de Compostela, Faculty of Economics, Applied Econometric and Quantitative Studies, number 04.
• Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996, "Stylized Facts of Daily Return Series and the Hidden Markov Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 117, Jun.
• Skalin, Joakim & Teräsvirta, Timo, 1996, "Another Look at Swedish Business Cycles, 1861-1988," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 130, Nov.

1995

• Bertsched, I & Lechner, M, 1995, "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers, Catholique de Louvain - Institut de statistique, number 9504.
• Brännström, Tomas, 1995, "Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 82, Nov.
• Jumah, Adusei & Kunst, Robert M., 1995, "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series, Institute for Advanced Studies, number 11, Jul.
• Haefke, Christian & Helmenstein, Christian, 1995, "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series, Institute for Advanced Studies, number 18, Dec.
• Haefke, Christian & Helmenstein, Christian, 1995, "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series, Institute for Advanced Studies, number 20, Dec.
• Haefke, Christian & Helmenstein, Christian, 1995, "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Economics Series, Institute for Advanced Studies, number 21, Dec.
• Alan B. Krueger & Jorn-Steffen Pischke, 1995, "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Chapters, National Bureau of Economic Research, Inc, "Differences and Changes in Wage Structures".
• Arturo Estrella & Frederic S. Mishkin, 1995, "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers, National Bureau of Economic Research, Inc, number 5379, Dec.
• Nicholas Wilson & Kwee Chong & Michael Peel & A. N. Kolmogorov, 1995, "Neural Network Simulation and the Prediction of Corporate Outcomes: Some Empirical Findings," International Journal of the Economics of Business, Taylor & Francis Journals, volume 2, issue 1, pages 31-50, DOI: 10.1080/758521095.
• Clements, Michael P. & Galvão, Ana Beatriz, 2010, "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 953.
• Clements, Michael P., 2010, "Why are survey forecasts superior to model forecasts?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 954.
• Bertschek, I. & Lechner, M., 1995, "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,25.
• Benjamin Hunt, 1995, "The effect of foreign demand shocks on the Canadian economy: An analysis using QPM," Bank of Canada Review, Bank of Canada, volume 1995, issue Autumn, pages 23-32.
• Tiff Macklem, 1995, "Some macroeconomic implications of rising levels of government debt," Bank of Canada Review, Bank of Canada, volume 1994, issue Winter, pages 41-60.
• Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño, 1995, "Un modelo macroeconométrico trimestral para la economía española," Working Papers, Banco de España, number 9524.
• Diebold, Francis X & Mariano, Roberto S, 1995, "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 3, pages 253-263, July.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1995, "Models and Priors for Multivariate Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-18, Mar.
• Hélène RAYMOND, 1995, "Une réévaluation sur données récentes des performances prédictives des modèles monétaires de taux de change relativement à la marche aléatoire," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995013, Mar.
• Ramsey, James B., 1995, "If Nonlinear Models Cannot Forecast, What Use Are They?," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 95-04.
• West, Kenneth D. & Cho, Dongchul, 1995, "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, volume 69, issue 2, pages 367-391, October.

1994

• Stephen S. Poloz & David Rose & Robert Tetlow, 1994, "The Bank of Canada's new Quarterly Projection Model (QPM): An introduction," Bank of Canada Review, Bank of Canada, volume 1994, issue Autumn, pages 23-38.
• Martin Fleming & John Jordan & Kathleen Lang, 1994, "Macroeconomic Policy and Methodological Misdirection in the National Income and Product Accounts," Boston College Working Papers in Economics, Boston College Department of Economics, number 278, Jul.
• W. Jill Harrison & K.R. Pearson, 1994, "Multiregional and Intertemporal AGE Modelling via GEMPACK," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-66, Sep.
• Phillips, Peter C.B. & Ploberger, Werner, 1994, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 774-808, August.
• Kenneth D. West & Dongchul Cho, 1994, "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0152, Jan.
• Francis X. Diebold & Roberto S. Mariano, 1994, "Comparing Predictive Accuracy," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0169, Nov.
• Buda, Rodolphe, 1994, "La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement," MPRA Paper, University Library of Munich, Germany, number 3995, Apr, revised May 1997.
• Lord, Montague, 1994, "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 41162, Nov.
• Michael A. Anderson & Arthur H. Goldsmith, 1994, "Economic and Psychological Theories of Forecast Bias and Learning: Evidence from U.S. Business Managers' Forecasts," Eastern Economic Journal, Eastern Economic Association, volume 20, issue 4, pages 413-427, Fall.
• Byron Gangnes & F. Gerard Adams, 1994, "Japan's Persistent Trade Surplus: Policies for Adjustment," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199404.
• Kadiyala, K. Rao & Karlsson, Sune, 1994, "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 12, Mar.

1993

• James H. Stock & Mark W. Watson, 1993, "Business Cycles, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number stoc93-1, September.
• West, K.D. & Cho, D., 1993, "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers, Wisconsin Madison - Social Systems, number 9317.
• West, K.D. & Cho, D., 1993, "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers, Wisconsin Madison - Social Systems, number 9317r.

1992

• MacDonald, Stephen, 1992, "The Accuracy of USDA's Export Forecasts," Staff Reports, United States Department of Agriculture, Economic Research Service, number 278679, Nov, DOI: 10.22004/ag.econ.278679.
• Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
• Alan B. Krueger & Jorn-Steffen Pischke, 1992, "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," NBER Working Papers, National Bureau of Economic Research, Inc, number 4154, Aug.
• Keane, Michael & Moffitt, Robert, 1992, "The Estimation Of Food Stamp Self-Selection Models Using The Method Of Simulation," MPRA Paper, University Library of Munich, Germany, number 55138.
• MacDonald, Stephen, 1992, "The Accuracy of USDA's Export Forecasts," MPRA Paper, University Library of Munich, Germany, number 71543, Nov.
• Alan B. Krueger & Jorn-Steffen Pischke, 1992, "A Comparative Analysis of East and West German Labor Markets: Before and After Unification," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 686, Aug.
• Clements, Michael P, 2012, "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 976.
• Clements, Michael P., 2012, "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 986.
• Clements, Michael P, 2012, "Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 995.

1990

• Calzolari, Giorgio & Panattoni, Lorenzo, 1990, "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, volume 6, issue 3, pages 317-326, October.

1989

• Eliasson, Gunnar, 1989, "Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth," Working Paper Series, Research Institute of Industrial Economics, number 220, May.
• Clements, Michael P, 2011, "Do Professional Forecasters Pay Attention to Data Releases?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 956.

1988

• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1988, "A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions," MPRA Paper, University Library of Munich, Germany, number 23869.
• Calzolari, Giorgio & Panattoni, Lorenzo, 1988, "Il problema della coerenza delle previsioni nei modelli econometrici non lineari
  [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper, University Library of Munich, Germany, number 23904.
• Armstrong, J. Scott, 1988, "Review of Ravi Batra, The Great Depression of 1990," MPRA Paper, University Library of Munich, Germany, number 81671, Apr.

1987

• Calzolari, Giorgio, 1987, "La varianza delle previsioni nei modelli econometrici
  [Forecast variance in econometric models]," MPRA Paper, University Library of Munich, Germany, number 23866, Jun.
• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987, "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper, University Library of Munich, Germany, number 24541, Feb.
• Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987, "Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy," International Journal of Forecasting, Elsevier, volume 3, issue 2, pages 211-227.
• Carlsson, Bo, 1987, "Productivity Analysis: A Micro-to-Macro Perspective," Working Paper Series, Research Institute of Industrial Economics, number 181, Dec, revised Mar 1990.

1986

• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986, "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper, University Library of Munich, Germany, number 29119, Jun.
• Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986, "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper, University Library of Munich, Germany, number 29120.
• Amelung, Torsten & Mehltretter, Thorsten, 1986, "Early-Warning Warning Systems in Light of the International Debt Crisis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 32, issue 5, pages 257-281.

1985

• Grady, Patrick, 1985, "The state of the art in Canadian macroeconomic modelling," MPRA Paper, University Library of Munich, Germany, number 19474, Mar.