Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

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• 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.
• 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.
• Thierry Foucalt & Ailsa Roell & Patrik Sandas, , "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-99.
• Dario Sansone, 2017, "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers, Georgetown University, Department of Economics, number gueconwpa~17-17-09, Dec.
• Gary Koop & Dimitris Korobilis, , "A new index of financial conditions," Working Papers, Business School - Economics, University of Glasgow, number 2013_06.
• Jason West, , "2012-05 Financial literacy learning in emerging markets: Agent-based modeling," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201205.
• Mönnig, Anke & Schneemann, Christian & Weber, Enzo & Zika, Gerd, 2020, "Das Klimaschutzprogramm 2030 - Effekte auf Wirtschaft und Erwerbstätigkeit durch das Klimaschutzprogramm 2030 der Bundesregierung," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202002, Jan.
• Wolter, Marc Ingo & Helmrich, Robert & Schneemann, Christian & Weber, Enzo & Zika, Gerd, 2020, "Auswirkungen des Corona-Konjunkturprogramms auf Wirtschaft und Erwerbstätigkeit," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202018, Jun.
• Michael Artis & Anindya Banerjee & Massimiliano Marcellino, , "Factor forecasts for the UK," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 203.
• Francesco Corielli & Massimiliano Marcellino, , "Factor Based Index Trading," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 209.
• Massimiliano Marcellino, , "Instability and non-linearity in the EMU," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 211.
• Massimiliano Marcellino, , "Forecast pooling for short time series of macroeconomic variables," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 212.
• Massimiliano Marcellino, , "Forecasting EMU macroeconomic variables," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 216.
• Marco Aiolfi & Carlo Ambrogio Favero, , "Model Uncertainty, Thick Modelling and the predictability of Stock Returns," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 221.
• Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, , "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-22.
• Jesus Crespo Cuaresma, , "Forecasting euro exchange rates: How much does model averaging help?," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-24.
• Jesús Crespo-Cuaresma & Andreas Breitenfellner, , "Crude Oil Prices and the Euro-Dollar Exchange Rate: A Forecasting Exercise," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-08.
• Cecilia Frale, , "Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2008-2.
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, , "Survey Data as Coincident or Leading Indicators," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3.
• Maurizio Bovi, , "Le persone comuni fanno previsioni economiche seguendo logiche econometriche o meccanismi psicologici?," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2009-5.
• Cecilia Frale & Libero Monteforte, , "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 3.
• Libero Monteforte & Gianluca Moretti, , "Real time forecasts of inflation: the role of financial variables," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2011-6.
• Deborah Gefang & Gary Koop & Aubrey Poon, , "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/02.
• Lekha Chakraborty & Pinaki Chakraborty & Ruzel Shrestha, 2020, "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Economics Working Paper Archive, Levy Economics Institute, number wp_964, Jul.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Weidong Lin & Abderrahim Taamouti, 2023, "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers, University of Liverpool, Department of Economics, number 202311.
• William Gatt & Owen Grech, , "An assessment of the Maltese housing market," CBM Policy Papers, Central Bank of Malta, number PP/02/2016.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/03, Mar.
• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
• Luca Nocciola, , "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/07.
• Adele Bergin & Hailey Low & Stephen Millard & Akhilesh Kumar Verma, , "A Macro-Model of the Northern Ireland Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 566.
• Benedikt Janzen & Doina Radulescu, 0, "Electricity Use as a Real-Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," CESifo Economic Studies, CESifo Group, volume 66, issue 4, pages 303-321.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Axel Bücher & Peter N Posch & Philipp Schmidtke, 0, "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 556-584.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 0, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Vanessa Heinemann-Heile, 2024, "Using Machine Learning to Predict Firms’ Tax Perception," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 128, Dec.
• Roberto S. Mariano & Suleyman Ozmucur, , "Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-034.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
• Alistair Dieppe & Jerome Henry & Peter Mc Adam, , "Labour market dynamics in the euro area: A model-based sensitivity analysis," Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics, number 09.
• Christian Haefke & Christian Helmenstein, , "Forecasting Stock Market Averages to Enhance Profitable Trading Strategies," Computing in Economics and Finance 1996, Society for Computational Economics, number _023.
• Ádám Csápai, 0000, "Macroeconomic Forecasting Using Machine Learning: A Case of Slovakia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14115967.
• Krzysztof Drachal, 0000, "Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14116014.
• Krzysztof Drachal & Joanna J?drzejewska, 0000, "Forecasting the Index of Commodities Prices Using Various Bayesian Models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15316933.
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