Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2001

• Giancarlo Bruno & Claudio Lupi, 2001, "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics, University Library of Munich, Germany, number 0110004, Oct.
• Atanasios Mitropoulos, 2001, "On the Measurement of the Predictive Success of Learning Theories in Repeated Games," Experimental, University Library of Munich, Germany, number 0110001, Oct.
• Marschinski, Robert & Matassini, Lorenzo, 2001, "Financial markets as a complex system: A short time scale perspective," Research Notes, Deutsche Bank Research, number 01-4.
• Mercurio, Danilo & Torricelli, Costanza, 2001, "Estimation and arbitrage opportunities for exchange rate baskets," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,37.
• Uhlig, Harald, 2001, "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,98.
• Hüfner, Felix P. & Schröder, Michael, 2001, "Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 01-04.
• Gary Chamberlain, 2001, "Minimax Estimation and Forecasting in a Stationary Autoregression Model," American Economic Review, American Economic Association, volume 91, issue 2, pages 55-59, May.
• Jesper Linde, 2001, "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, volume 91, issue 4, pages 986-1005, September.
• Anderson, Kym, 2001, "Where In The World Is The Wine Industry Going?," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia, Australian Agricultural and Resource Economics Society, number 125531, Jan, DOI: 10.22004/ag.econ.125531.
• Wittwer, Glyn & Berger, Nicholas & Anderson, Kym, 2001, "Modelling the World Wine Market to 2005: Impacts of Structural and Policy Changes," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia, Australian Agricultural and Resource Economics Society, number 171982, Jan, DOI: 10.22004/ag.econ.171982.
• McCracken,M.W. & West,K.D., 2001, "Inference about predictive ability," Working papers, Wisconsin Madison - Social Systems, number 14.
• Fuchun Li & Greg Tkacz, 2001, "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers, Bank of Canada, number 01-12, DOI: 10.34989/swp-2001-12.
• Fabio Busetti, 2001, "The use of preliminary data in econometric forecasting: an application with the Bank of Italy Quarterly Model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 437, Dec.
• Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001, "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Empirical studies of structural changes and inflation".
• Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011, "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers, Bank for International Settlements, number 349, Jul.
• Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012, "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," BIS Working Papers, Bank for International Settlements, number 374, Mar.
• Francois Chesnay & Eric Jondeau, 2001, "Does Correlation Between Stock Returns Really Increase During Turbulent Periods?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 1, pages 53-80, February.
• Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 2001, "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, Verein für Socialpolitik, volume 2, issue 3, pages 219-238, August, DOI: 10.1111/1468-0475.00035.
• Peter A. G. Van Bergeijk & Jan Marc Berk, 2001, "European Monetary Union, the Term Structure, and the Lucas Critique," Kyklos, Wiley Blackwell, volume 54, issue 4, pages 547-556, November, DOI: 10.1111/1467-6435.00169.
• Marcelle Chauvet & Simon Potter, 2001, "Recent Changes in the US Business Cycle," Manchester School, University of Manchester, volume 69, issue 5, pages 481-508, October, DOI: 10.1111/1467-9957.00266.
• Jushan Bai & Serena Ng, 2001, "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics, Boston College Department of Economics, number 518, Oct.
• Jushan Bai & Serena Ng, 2001, "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics, Boston College Department of Economics, number 519, Dec.
• Cabos Karen & Funke Michael & Siegfried Nikolaus A., 2001, "Some Thoughts on Monetary Targeting vs. Inflation Targeting," German Economic Review, De Gruyter, volume 2, issue 3, pages 219-238, August, DOI: 10.1111/1468-0475.00035.
• Darsinos, T. & Satchell, S.E., 2001, "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0116, Nov.
• Pami Dua & Anirvan Banerji, 2001, "A Leading Index for the Indian Economy," Working papers, Centre for Development Economics, Delhi School of Economics, number 90, Mar.
• Javier Hidalgo & Yoshihiro Yajima, 2001, "Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 418, Jun.
• Jan Hanousek & Gerard Roland, 2001, "Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp192, Nov.
• Hans-Werner Sinn & Gebhard Flaig & Martin Werding & Sonja Munz & Nicola Düll & Herbert Hofmann, 2001, "EU enlargement and labour-force migration: Proposals for a gradual convergence of labour markets," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 2, April.
• Chang Woon Nam & Rüdiger Parsche & Bettina Reichl, 2001, "Municipal finance and governance in Poland, the Slovak Republic, the Czech Republic, and Hungary," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 2, February.
• Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001, "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers, CIRANO, number 2001s-03, Jan.
• Marc Brisson & Bryan Campbell & John W. Galbraith, 2001, "Forecasting Some Low-Predictability Time Series Using Diffusion Indices," CIRANO Working Papers, CIRANO, number 2001s-46, Jul.
• Pierre L. Siklos & Andrew G. Barton, 2001, "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, volume 34, issue 1, pages 1-17, February.
• G. Boero & E. Marrocu, 2001, "Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200110.
• Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación, Universidad del Rosario, number 2737, Oct.
• Elsa M. Castro Franco, 2001, "Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• GIOT, Pierre & LAURENT, Sébastien, 2001, "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001022, Apr.
• Taylor, Mark & Kilian, Lutz, 2001, "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3024, Oct.
• Cheng Hsiao & J. S. Chen & Li Gan & R. B. Williamson, 2001, "An Econometric Study of the Residential Demand for Non-Listed, Non-Published, and Special Non-Published Services," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 165-185, May.
• Soosung Hwang & John Knight & Stephen E. Satchell, 2001, "Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 187-213, May.
• Micheal P. Niemira, 2001, "An AHP-Based Composite Cyclical-Performance Index," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 241-250, January.
• CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001, "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series, HEC Paris, number 767, Apr.
• Henry, Jérôme & Mestre, Ricardo & Backé, Peter, 2001, "Diffusion index-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 61, Apr.
• Wallis, Kenneth F., 2001, "Chi-squared tests of interval and density forecasts and the Bank of England's fan charts," Working Paper Series, European Central Bank, number 83, Nov.
• Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001, "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series, European Central Bank, number 86, Nov.
• Kilian, Lutz & Taylor, Mark P., 2001, "Why is it so difficult to beat the random walk forecast of exchange rates?," Working Paper Series, European Central Bank, number 88, Nov.
• Michael P. Clements & David F.Hendry, 2001, "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-19.
• Michael Artis & Massimiliano Marcellino, 2001, "Fiscal forecasting: The track record of the IMF, OECD and EC," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 20-36.
• Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001, "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 64, Dec.
• Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001, "Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," Economic Modelling, Elsevier, volume 18, issue 3, pages 455-474, August.
• Phillips, Peter C. B., 2001, "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 21-27, January.
• West, Kenneth D., 2001, "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 287-308, November.

2000

• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, 2000, "Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 00-02, Sep.
• M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000, "Statistical characterization of the fixed income market efficiency," Papers, arXiv.org, number cond-mat/0003025, Mar.
• Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
• Eva Ortega & Enrique Alberola, 2000, "Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM," Working Papers, Banco de España, number 0010.
• Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000, "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 370, Mar.
• François Chesnay & Eric Jondeau, 2000, "Does Correlation between Stock Returns Really Increase during Turbulent Period?," Working papers, Banque de France, number 73.
• Pascal Jacquinot & Ferhat Mihoubi, 2000, "Modele a anticipations rationnelles de la conjoncture simulee : MARCOS," Working papers, Banque de France, number 78.
• Potter Simon M., 2000, "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 2, pages 1-11, July, DOI: 10.2202/1558-3708.1058.
• Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0004, May.
• Pami Dua & Anirvan Banerji, 2000, "An Index of Coincident Economic Indicators for the Indian Economy," Working papers, Centre for Development Economics, Delhi School of Economics, number 73, Jan.
• G. Boero & E. Marrocu, 2000, "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200014.
• GIOT, Pierre, 2000, "Intraday value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000045, Sep.
• BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000, "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000060, Dec.
• Söderlind, Paul, 2000, "Inflation Forecast Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 2499, Jul.
• Ritschl, Albrecht & Woitek, Ulrich, 2000, "Did Monetary Forces Cause the Great Depression?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2547, Sep.
• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000, "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 79-100, May.
• Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
• Peter C.B. Phillips, 2000, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1264, Jul.
• Aaron F. Schiff & Peter C.B. Phillips, 2000, "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1278, Oct.
• Guesnerie, R., 2000, "From the "three-goods" macroeconomic model to the" (n+2)-goods" model : an Exploration of the Robustness of the Analysis of Expectational Eductive Coordination," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2000-22.
• Ashiya, M., 2000, "Japanese GDP Forecasters Are Pressimistic in Boom, Optimistic in Recession, and Always Too Jumpy," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0513, Jan.
• FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000, "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series, HEC Paris, number 702, Apr.
• Camacho, Maximo & Pérez Quirós, Gabriel, 2000, "This is what the US leading indicators lead," Working Paper Series, European Central Bank, number 27, Aug.
• Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000, "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0202, Aug.
• Kai Li & Dale J. Poirier, 2000, "An Econometric Model of Birth Inputs and Outputs," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0352, Aug.
• Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000, "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0810, Aug.
• Jenny Williams, 2000, "An Intertemporal Model of Rational Criminal Choice," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1336, Aug.
• Benoit Perron, 2000, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1576, Aug.
• Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000, "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, volume 69, issue 1, pages 89-94, October.
• Inkyo Cheong, 2000, "A Study on the Feasibility of Economic Integration in Northeast Asia," Korean Economic Review, Korean Economic Association, volume 16, pages 89-105.
• Benedek, Gábor, 2000, "Evolúciós alkalmazások előrejelzési modellekben I
  [Evolutionary applications in forecasting models, Part I]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 988-1007.
• Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000, "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/4, Jun.
• Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2000, "Empirical Macromodels Under Test," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 575.
• Shami, R.G. & Forbes, C.S., 2000, "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/00, Dec.
• Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000, "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/00, Aug.
• Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000, "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 0001.
• Kenneth D. West, 2000, "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0256, Jun.
• Alexei Onatski & James H. Stock, 2000, "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 7490, Jan.
• Anabela Botelho & Lígia Costa Pinto, 2000, "Has Portugal gone wireless? Looking back, Looking ahead," NIMA Working Papers, Núcleo de Investigação em Microeconomia Aplicada (NIMA), Universidade do Minho, number 5, Dec.
• Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000, "Model Specification and Inflation Forecast Uncertainty," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1302, Apr, revised 29 Jan 2002.
• David Hendry & Michael P. Clements, 2000, "Forecasting with Difference-Stationary and Trend-Stationary Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 5, Mar.
• Max Stevenson & Maurice Peat, 2000, "Forecasting Australian Unemployment Rates," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 4, issue 1, pages 41-55, March.
• Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi, 2000, "Time series modelling and forecasting of Sarawak black pepper price," MPRA Paper, University Library of Munich, Germany, number 791.
• Gianna Boero & Emanuela Marrocu, 2000, "Modelli non lineari per i tassi di cambio: un confronto previsivo con dati a diversa frequenza," Moneta e Credito, Economia civile, volume 53, issue 212, pages 385-415.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000, "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-7, June.
• Dobrescu, Emilian, 2000, "Medium-Run Scenarios Of The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 8-28, June.
• Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre, 2000, "The “Dobrescu” Macromodel Of The Romanian Transition Economy – Yearly And Monthly Forecast," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-6, December.
• Pelinescu, Elena & Slavoiu, Ovidiu & Salater, Wilhelm & Sasu, Dana, 2000, "Monetary Conditions Index In Romania. Some Considerations," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 69-74, December.
• Pelinescu, Elena, 2000, "Short-Term Forecasting For Six Macroeconomic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 7-10, December.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.
• Maximo Camacho & Gabriel Perez-Quiros, 2000, "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000, Society for Computational Economics, number 132, Jul.
• Juan RodrÎguez-Poo, 2000, "Constrained nonparametric regression analysis of load curves," Empirical Economics, Springer, volume 25, issue 2, pages 229-246.
• Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo, 2000, "Forecasting industrial production in the Euro area," Empirical Economics, Springer, volume 25, issue 4, pages 541-561.
• Godby, Rob & Lintner, Anastasia M. & Stengos, Thanasis & Wandschneider, Bo, 2000, "Testing for asymmetric pricing in the Canadian retail gasoline market," Energy Economics, Elsevier, volume 22, issue 3, pages 349-368, June.
• Mohamad Shaaf, 2000, "Predicting Recession Using the Yield Curve: An Artificial Intelligence and Econometric Comparison," Eastern Economic Journal, Eastern Economic Association, volume 26, issue 2, pages 171-190, Spring.
• Löf, M. & Franses, Ph.H.B.F., 2000, "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-04/A, Jan.
• Fok, D. & Franses, Ph.H.B.F., 2000, "Forecasting Market Shares from Models for Sales," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-03-MKT, Mar.
• D'Amuri, Francesco & Marcucci, Juri, 2009, "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-32, Nov.
• Emil Stavrev, 2000, "Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 452-463, September.
• Jose A. Lopez & Christian Walter, 2000, "Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options and Historical Data," Working Paper Series, Federal Reserve Bank of San Francisco, number 2000-02, Feb, DOI: 10.24148/wp2000-02.
• Ghattas, B., 2000, "Importance des variables dans les methodes CART," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00b04.
• Li, K. & Poirier, D., 2000, "An Econometric Model of Birth Input and Output," Papers, California Irvine - School of Social Sciences, number 00-01-21.
• Laurent Calvet, 2000, "Forecasting Multifractal Volatility," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1902.
• Albrecht Ritschl & Ulrich Woitek, 2000, "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," Working Papers, Business School - Economics, University of Glasgow, number 2000_07, Jun.
• Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000, "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers, HAL, number hal-00601494, Apr.
• Nikolaus A. Siegfried, 2000, "Monetary Transmission Mechanisms in Euroland," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20003, Feb.
• Löf, Mårten & Franses, Philip Hans, 2000, "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 350, Jan.
• Giordani, Paolo & Soderlind, Paul, 2000, "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 384, May, revised 06 Nov 2001.
• Lyhagen, Johan & Löf, Mårten, 2000, "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0418, Dec, revised 15 Mar 2001.
• Byström, Hans, 2000, "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers, Lund University, Department of Economics, number 2000:14, Sep.
• Byström , Hans, 2000, "The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool," Working Papers, Lund University, Department of Economics, number 2000:15, Sep.
• Byström, Hans, 2000, "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers, Lund University, Department of Economics, number 2000:17, Sep.
• Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000, "Progress from forecast failure : the Norwegian consumption function," Memorandum, Oslo University, Department of Economics, number 32/2000.
• Blix, Mårten & Sellin, Peter, 2000, "A Bivariate Distribution for Inflation and Output Forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 102, Feb.
• Lindström, Tomas, 2000, "Qualitative Survey Responses and Production over the Business Cycle," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 116, Nov.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Crespo-Cuaresma, Jesus, 2000, "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series, Institute for Advanced Studies, number 79, Mar.
• Stavrev, Emil, 2000, "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series, Institute for Advanced Studies, number 18, Jul.
• Stavrev, Emil, 2000, "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series, Institute for Advanced Studies, number 19, Jul.
• Danielsson, Jon & Morimoto, Yuji, 2000, "Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 18, issue 2, pages 25-48, December.
• John Barkoulas & Christopher Baum & Nickolaos Travlos, 2000, "Long memory in the Greek stock market," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 177-184, DOI: 10.1080/096031000331815.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni, 2000, "Statistical characterisation of Fixed Income market efficiency," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number qiac03-2000, May.
• Scheide, Joachim & Trabandt, Mathias, 2000, "Predicting inflation in Euroland: the Pstar approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1019.
• Döpke, Jörg, 2000, "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 972.

1999

• Michael P. Clements & David F. Hendry, 1999, "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 123-160.
• Clive W.J. Granger, 1999, "Outline of forecast theory using generalized cost functions," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 161-173.
• Angel León & Juan Mora, 1999, "Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 3, pages 215-238.
• Klaassen, F.J.G.M., 1999, "Purchasing Power Parity : Evidence from a New Test," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-09.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-08.
• Klaassen, F.J.G.M., 1999, "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a54d23f3-13a8-458c-9f80-2.
• Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999, "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM, Tilburg University, School of Economics and Management, number d15d6d31-e2a9-40cb-98c6-e.
• Robert Pereira, 1999, "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers, School of Economics, La Trobe University, number 1999.06.
• Ronald L. Moy, 1999, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Data Collection And Presentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Frequency Distributions And Data Analyses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Numerical Summary Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Probability Concepts And Their Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "The Normal And Lognormal Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling And Sampling Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Estimation And Statistical Quality Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Hypothesis Testing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Multiple Linear Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Nonparametric Statistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Study Guide For Statistics For Business And Financial Economics".
• Ahrens, Ralf, 1999, "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/14.
• Ahrens, Ralf, 1999, "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/15.
• Ebling, Günther & Janz, Norbert, 1999, "Export and innovation activities in the German service sector: empirical evidence at the firm level," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-53.
• 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 Market Forecasts," 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.
• Robert Pereira, 1999, "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers, School of Economics, La Trobe University, number 1999.06.
• Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999, "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/99, Jan.
• Snyder, R.D. & Koehler, A. & Ord, K., 1999, "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/99, Aug.
• PERRON, Benoît, 1999, "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9901.
• Yin-Wong Cheung & Menzie D. Chinn, 1999, "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 6926, Feb.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999, "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, volume 2, issue 3, pages 303-320.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Kuhlmann, Stefan & Boekholt, Patries & Georghiou, Luke & Guy, Ken & Heraud, Jean-Alain & Laredo, Philippe & Lemola, Tarmo & Loveridge, Denis & Luukkonen, Terttu & Moniz, António & Polt, Wolfgang & Rip, 1999, "Improving Distributed Intelligence in Complex Innovation Systems," MPRA Paper, University Library of Munich, Germany, number 6426, Jun, revised May 1999.
• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 1999.
• Armstrong, J. Scott & Brodie, Roderick J., 1999, "Forecasting for Marketing," MPRA Paper, University Library of Munich, Germany, number 81690, Jan.
• Pereira, Robert, 1999, "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper, University Library of Munich, Germany, number 9055.
• Kaushik Mitra & Seppo Honkapohja, 1999, "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 221, Mar.
• Andrew Sharpe & Louis Grignon, 1999, "Symposium on Labour Force Participation in Canada in the 1990s: An Introduction and Overview," A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999), Centre for the Study of Living Standards, in: Andrew Sharpe & Louis Grignon, "A Symposium on Canadian Labour Force Participation in the 1990s (Special Issue of Canadian Business Economics, Volume 7, Number 2, May 1999)".