Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

1985

• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985, "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper, University Library of Munich, Germany, number 29055, Aug.

1984

• Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984, "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
  [Analysis and measurement of forecast uncertainty in an econometric model. Application to m," MPRA Paper, University Library of Munich, Germany, number 22565, revised 1984.

1983

• Bianchi, Carlo & Calzolari, Giorgio, 1983, "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper, University Library of Munich, Germany, number 22657, revised 1983.
• Armstrong, J. Scott, 1983, "Strategic Planning and Forecasting Fundamentals," MPRA Paper, University Library of Munich, Germany, number 81682, Jan.
• Dharan, Bg, 1983, "Identification And Estimation Issues For A Causal Earnings Model," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 21, issue 1, pages 18-41, DOI: http://hdl.handle.net/10.2307/24909.

1982

• Bianchi, Carlo & Calzolari, Giorgio, 1982, "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper, University Library of Munich, Germany, number 22559.

1981

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981, "Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix," MPRA Paper, University Library of Munich, Germany, number 22678, revised 1981.

1979

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979, "Some results on the stochastic simulation of a nonlinear model of the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22684.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979, "A package for analytic simulation of econometric models," MPRA Paper, University Library of Munich, Germany, number 24134.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1979, "On the restricted reduced form of the Klein-I model: revised computations to complete "A note on the numerical results by Goldberger, Nagar and Odeh", Econometrica, 47 (1979)," MPRA Paper, University Library of Munich, Germany, number 24137.
• Bianchi, Carlo & Calzolari, Giorgio, 1979, "Simulation of a nonlinear econometric model," MPRA Paper, University Library of Munich, Germany, number 24440, revised 1980.
• Calzolari, Giorgio, 1979, "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper, University Library of Munich, Germany, number 24456, Aug.
• Calzolari, Giorgio, 1979, "The deterministic simulation bias in the Klein-Goldberger model," MPRA Paper, University Library of Munich, Germany, number 24461.

1978

• Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978, "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22966, revised 1978.
• Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M. & Gambetta, Guido & Stagni, Anna & Sterbenz, Frederic, 1978, "Stochastic simulation and dynamic properties of the new version of the Italian model," MPRA Paper, University Library of Munich, Germany, number 23355, Oct, revised Oct 1978.
• Armstrong, J. Scott, 1978, "Forecasting with Econometric Methods: Folklore Versus Fact," MPRA Paper, University Library of Munich, Germany, number 81672, Oct.
• Armstrong, J Scott, 1978, "Forecasting with Econometric Methods: Folklore versus Fact," The Journal of Business, University of Chicago Press, volume 51, issue 4, pages 549-564, October, DOI: 10.1086/296016.

1977

• Patrick Grady & Donald R. Stephenson, 1977, "Some Macroeconomic Effects of Tax Reform and Indexing," Canadian Journal of Economics, Canadian Economics Association, volume 10, issue 3, pages 378-392, August.

1976

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22965, revised 1976.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976, "Monte Carlo methods in econometrics: a package for the stochastic simulation," MPRA Paper, University Library of Munich, Germany, number 24538.

1975

• Grady, Patrick & Stephenson, Donald R., 1975, "Some Macroeconomic Effects of Tax Reform and Indexing," MPRA Paper, University Library of Munich, Germany, number 31927, Jun.

1974

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro, 1974, "Aggiornamento del modello al 1974 e nuove simulazioni
  [Updating the model and new simulations for 1974]," MPRA Paper, University Library of Munich, Germany, number 22677, revised 1975.

1972

• Armstrong, J. Scott & C., Michael, 1972, "A Comparative Study of Methods for Long-Range Market Forecasting," MPRA Paper, University Library of Munich, Germany, number 81673, Oct.
• J. Scott Armstrong & Michael C. Grohman, 1972, "A Comparative Study of Methods for Long-Range Market Forecasting," Management Science, INFORMS, volume 19, issue 2, pages 211-221, October, DOI: 10.1287/mnsc.19.2.211.

3

• Shakir Hanna, Safwat & Osborne-Lee, Irvin & Cesaretti, Gian Paolo & Misso, Rosa, None, "Assessment of the future sustainability of food supply and food security," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, volume 2013, issue 3, DOI: 10.22004/ag.econ.169840.

0

• Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.
• Robinson Kruse, , "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-28.
• Leo Guzman-Anaya, 2024, "Integrating the ARIMA Model with Sustainable Practices to Forecast Corn Prices in Mexico," Scientia et PRAXIS, AMIDI Editorial, volume 4, issue 8, pages 63-95, July-Dece, DOI: 10.55965/setp.4.08.a3.
• Harrison, W. Jill & Pearson, K. R. & Powell, Alan A., , "Multiregional and Intertemporal Age Modelling Via GEMPACK," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266338, DOI: 10.22004/ag.econ.266338.
• Marcelo Varela Enr quez & Gustavo Salazar Espinoza, , "Labor income gap in Ecuador due to discrimination, pre and post pandemic: Correction of error due to selection bias," Review of Socio - Economic Perspectives, Reviewsep, number 202302, DOI: https://doi.org/10.19275/RSEP145.
• Hacen Kahoui & Sidi Mohammed Chekouri & Abdelkader Sahed, , "A Comparative Study of ARIMA, RBFNN, and Hybrid RBFNNARIMA Models for Electricity Net Consumption Forecasting in Algeria: A standard study utilizing panel data," Review of Socio - Economic Perspectives, Reviewsep, number 202342, DOI: https://doi.org/10.19275/RSEP185.
• Kenton K. Yee, 2007, "A Bayesian Framework for Combining Valuation Estimates," Papers, arXiv.org, number 0707.3482, Jul.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Modelling real GDP per capita in the USA: cointegration test," Papers, arXiv.org, number 0811.0490, Nov.
• Periklis Gogas & Ioannis Pragidis, 2010, "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers, arXiv.org, number 1005.1326, May.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers, arXiv.org, number 1206.1380, Jun.
• Timothy Cogley, , "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133301.
• Nikolaos Kourogenis & Phoebe Koundouri, 2010, "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers, Athens University of Economics and Business, number 1022, 00.
• Angela Abbate & Massimiliano Marcellino, 2017, "Macroeconomic activity and risk indicators: an unstable relationship," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1756.
• Gergely Ganics & Lluc Puig Codina, 2035, "Simple Tests for the Correct Specification of Conditional Predictive Densities," Working Papers, Banco de España, number 2535, Sep, DOI: https://doi.org/10.53479/40825.
• Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica de Colombia, number 418, Nov, DOI: 10.32468/be.418.
• Eliana González Molano & Luis Fernando Melo Velandia & Anderson Grajales Olarte, 2007, "Pronósticos directos de la inflación colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 458, Oct, DOI: 10.32468/be.458.
• Jacobo Campo Robledo, 2007, "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 475, Dec.
• Eliana Rocío González Molano, 2008, "Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 504, Apr, DOI: 10.32468/be.504.
• Alejandro Reveiz & Carlos León, 2008, "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 506, Apr, DOI: 10.32468/be.506.
• Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008, "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 507, Apr, DOI: 10.32468/be.507.
• Alejandro Gaviria & Carlos Medina & Leonardo Morales & Jairo Nuñez, 2008, "The Cost of Avoiding Crime: The Case of Bogotá," Borradores de Economia, Banco de la Republica de Colombia, number 508, Apr, DOI: 10.32468/be.508.
• Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009, "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 549, Dec, DOI: 10.32468/be.549.
• Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009, "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia, Banco de la Republica de Colombia, number 550, Feb, DOI: 10.32468/be.550.
• Enrique López Enciso & Andrés Salamanca Lugo, 2009, "El efecto riqueza de la vivienda en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 551, Feb, DOI: 10.32468/be.551.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009, "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 553, Mar, DOI: 10.32468/be.553.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica de Colombia, number 554, Mar, DOI: 10.32468/be.554.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009, "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 555, Mar, DOI: 10.32468/be.555.
• José Eduardo Gómez Gónzalez & Jorge Marío Uribe Gil & Hernán Piñeros Gordo, 2009, "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia, Banco de la Republica de Colombia, number 556, Mar, DOI: 10.32468/be.556.
• Lavan Mahadeva & Javier Gómez Pineda, 2009, "The international cycle and Colombian monetary policy," Borradores de Economia, Banco de la Republica de Colombia, number 557, Apr, DOI: 10.32468/be.557.
• Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009, "Assessing Inflationary Pressures in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 558, Apr, DOI: 10.32468/be.558.
• Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009, "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia, Banco de la Republica de Colombia, number 559, Apr, DOI: 10.32468/be.559.
• José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 560, Apr, DOI: 10.32468/be.560.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 561, Apr, DOI: 10.32468/be.561.
• José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009, "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia, Banco de la Republica de Colombia, number 562, May, DOI: 10.32468/be.562.
• Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009, "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia, Banco de la Republica de Colombia, number 563, May, DOI: 10.32468/be.563.
• José Mauricio Salazar Sáenz, 2009, "Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 575, Oct, DOI: 10.32468/be.575.
• Eliana González, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 604, May, DOI: 10.32468/be.604.
• Fredy Alejandro Gamboa Estrada, 2011, "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia, Banco de la Republica de Colombia, number 635, Jan, DOI: 10.32468/be.635.
• Juan Manuel Julio, 2011, "Modeling Data Revisions," Borradores de Economia, Banco de la Republica de Colombia, number 641, Feb, DOI: 10.32468/be.641.
• Juan Manuel Julio, 2011, "Data Revisions and the Output Gap," Borradores de Economia, Banco de la Republica de Colombia, number 642, Feb, DOI: 10.32468/be.642.
• Eliana González, 2011, "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia, Banco de la Republica de Colombia, number 643, Feb, DOI: 10.32468/be.643.
• Carlos Leóm & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica de Colombia, number 648, Apr, DOI: 10.32468/be.648.
• Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica de Colombia, number 650, Apr, DOI: 10.32468/be.650.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica de Colombia, number 651, Apr, DOI: 10.32468/be.651.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia, Banco de la Republica de Colombia, number 652, Apr, DOI: 10.32468/be.652.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011, "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia, Banco de la Republica de Colombia, number 653, May, DOI: 10.32468/be.653.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica de Colombia, number 656, May, DOI: 10.32468/be.656.
• Javier Gutiérrez Rueda & Diego M. Vásquez E., 2008, "Un Análisis de Cointegración para el Riesgo de Crédito," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 035, Sep, DOI: 10.32468/tef.35.
• Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2015, "Comparación De Métodos Para La Estimación De La Incertidumbre Del Valor En Riesgo," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 83, Dec, DOI: 10.32468/tef.83.
• Fabio Canova & Filippo Ferroni, , "The Dynamics of US Inflation: Can Monetary Policy Explain the Changes?," Working Papers, Barcelona School of Economics, number 471.
• Tom Doan, 2025, "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components, Boston College Department of Economics, number RTS00055, revised .
• Tom Doan, 2025, "WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test," Statistical Software Components, Boston College Department of Economics, number RTS00252, revised .
• Tom Doan, 2025, "RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components, Boston College Department of Economics, number RTZ00191, revised .
• Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018, "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers, Bank of Greece, number 243, Mar.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-27, Sep.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER, 2010, "Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-08, Mar.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010, "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-15, Mar.
• Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011, "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-05, Feb.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-08, Jan.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011, "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-26, Jul.
• Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011, "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-29, Aug.
• Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011, "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-30, Aug.
• Marc S. Paolella, 2011, "Multivariate Asset Return Prediction with Mixture Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-52, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-60, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-61, Nov.
• Vladimir Filimonov & Didier Sornette, 2012, "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-02, Feb.
• Maria Putintseva, 2012, "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-41, Dec.
• Jochen KRAUSE & Marc S. PAOLELLA, 2014, "A Fast, Accurate Method for Value at Risk and Expected Shortfall," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-40, Jun.
• Juan V. ESCOBAR & Didier SORNETTE, 2014, "Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-45, Jul.
• Eric JONDEAU & Michael ROCKINGER, 2014, "Optimal Long-Term Allocation with Pension Fund Liabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-58, Oct.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1682, Jan, DOI: 10.1016/S0140-9883(03)00052-5.
• GIOT, Pierre & LAURENT, Sébastien, 2003, "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1707, Jan, DOI: 10.1002/jae.710.
• GIOT, Pierre & LAURENT, Sébastien, 2004, "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1708, Jan.
• BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004, "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1746, Jan, DOI: 10.1016/j.ijforecast.2003.09.014.
• PREMINGER, Arie & FRANCK, Raphael, 2007, "Forecasting exchange rates: a robust regression approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1917, Jan, DOI: 10.1016/j.ijforecast.2006.04.009.
• SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009, "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019, Jan, DOI: 10.1007/s00181-007-0132-7.
• BAUWENS, Luc & STORTI, Giuseppe, 2009, "A component GARCH model with time varying weights," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2125, Jan, DOI: 10.2202/1558-3708.1512.
• BAUWENS, Luc & SUCARRAT, Genaro, 2010, "General-to-specific modelling of exchange rate volatility: a forecast evaluation," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2234, Jan, DOI: 10.1016/j.ijforecast.2010.07.001.
• ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009, "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2299, Jan, DOI: 10.1080/14697680902785284.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012, "On marginal likelihood computation in change-point models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2403, Jan, DOI: 10.1016/j.csda.2010.06.025.
• Higgins, Matthew L. & Mishra, Sagarika, 2012, "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers, Deakin University, Department of Economics, number fe_2012_10, Jan, DOI: 10.1016/j.econmod.2014.02.016.
• Arne Vogler & Florian Ziel, , "On The Evaluation Of Binary Event Probability Predictions In Electricity Price Forecasting," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1911.
• Gamboa, Luis Fernando & Otero, Jesús, 0, "An estimation of the pattern of diffusion of mobile phones: The case of Colombia," Telecommunications Policy, Elsevier, volume 33, issue 10-11, pages 611-620, November.
• Fabio Rumler & Maria Teresa Valderrama, 2007, "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007, EcoMod, number 23900080, Jul.
• Luca ONORANTE & Gianluigi FERRUCCI & Rebeca JIMÉNEZ-RODRÍGUEZ, 2010, "Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities," EcoMod2010, EcoMod, number 259600125, May.
• Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010, "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010, EcoMod, number 259600126, May.
• Geoffrey M. Ducanes & Marie Anne Cagas & Duo Qin & Pilipinas Quising & M. A. Razzaque & Nedelyn Magtibay-Ramos, 2006, "Macroeconomic Effects of Fiscal Policies: Empirical Evidence From Bangladesh, China, Indonesia and the Philippines," EcoMod2006, EcoMod, number 272100020, Jun.
• Stefano SIVIERO & Giovanni VERONESE, 2010, "A Policy-Sensible Core-Inflation Measure for the Euro Area," EcoMod2004, EcoMod, number 330600130, Jan.
• Ulrich THIESSEN, 2010, "Financial System Development, Regulation and Economic Growth: Evidence from Russia," EcoMod2004, EcoMod, number 330600140, Jan.
• VÁRPALOTAI Viktor, 2010, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003, EcoMod, number 330700148, Jan.
• Jaroslav Pavlicek & Ladislav Kristoufek, 2019, "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/18, Jul, revised Jul 2019.
• Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernado Fernández-Rodríguez, , "Asymmetry in the EMS: New evidence based on non-linear forecasts," Working Papers, FEDEA, number 97-24.
• Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, , "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers, FEDEA, number 99-07.
• Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, , "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers, FEDEA, number 99-01.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance, FEDEA, number 00-02.
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