Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

• Chan Wing Hong, 2008, "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1571.
• Granger Clive W.J., 2008, "Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-11, September, DOI: 10.2202/1558-3708.1639.
• Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008, "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-31, September, DOI: 10.2202/1558-3708.1522.
• Pelagatti Matteo M, 2009, "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1595.
• Berkowitz Jeremy, 2009, "On Justifications for the ad hoc Black-Scholes Method of Option Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-27, December, DOI: 10.2202/1558-3708.1683.
• Dark Jonathan Graeme, 2010, "Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-50, March, DOI: 10.2202/1558-3708.1720.
• Haas Markus, 2010, "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-56, September, DOI: 10.2202/1558-3708.1765.
• Clements Michael P., 2012, "Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, January, DOI: 10.1515/1558-3708.1865.
• Cai Zongwu & Chen Linna & Fang Ying, 2012, "A New Forecasting Model for USD/CNY Exchange Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-20, September, DOI: 10.1515/1558-3708.1878.
• Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003, "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-32, October, DOI: 10.2202/1558-3708.1160.
• Golan Amos, 2003, "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1174.
• Wolff Rodney & Yao Qiwei & Tong Howell, 2004, "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-19, May, DOI: 10.2202/1558-3708.1214.
• Doornik Jurgen A & Ooms Marius, 2004, "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1218.
• Cleveland William P., 2004, "Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-19, May, DOI: 10.2202/1558-3708.1206.
• Riani Marco, 2004, "Extensions of the Forward Search to Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1208.
• Ivanov Ventzislav & Kilian Lutz, 2005, "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-36, March, DOI: 10.2202/1558-3708.1219.
• Bessec Marie & Bouabdallah Othman, 2005, "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-24, June, DOI: 10.2202/1558-3708.1171.
• Marcucci Juri, 2005, "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-55, December, DOI: 10.2202/1558-3708.1145.
• Henry S. Farber, 2003, "Is Tomorrow Another Day? The Labor Supply Of New York Cab Drivers," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 110, May.
• Mateusz BuczyÅ„ski & Marcin Chlebus, None, "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Martina Lubyová & Miroslav Štefánik & Pavol Baboš & Daniel Gerbery & Veronika Hvozdíková & Katarína Karasová & Ivan Lichner & Tomáš Miklošovic & Marek Radvanský & Eva Rublíková & Ivana Studená, None, "Labour Market in Slovakia 2017+," Books, Institute of Economic Research, Slovak Academy of Sciences, number 003, edition 1, ISBN: ARRAY(0x82b11a58).
• Karol Frank & Martin Hudcovský & Veronika Hvozdíková & Tomáš Jeck & Karol Morvay & Ivana Šikulová, None, "Hospodársky vývoj Slovenska v roku 2021," Books, Institute of Economic Research, Slovak Academy of Sciences, number 004, edition 1, ISBN: ARRAY(0x82e3c2a0).
• Michael Louis George, 2007, "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," Working Papers, Institute of Business Entropy, number 0607, Sep.
• Michael Louis George, 2007, "United States Patent Application Publication - Predictive Cost Reduction Based on a Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0608, Sep.