## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

**C53: Forecasting and Prediction Models; Simulation Methods**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Estimation of skill of Russian mutual fund managers**

*by*Parshakov, Petr

**Heteroeneous forecasters and nonlinear expectation formation in US stock market**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Understanding the decline in the price of oil since June 2014**

*by*Baumeister, Christiane & Kilian, Lutz

**Inside the crystal ball: New approaches to predicting the gasoline price at the pump**

*by*Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

**Sister models for load forecast combination**

*by*Bidong Liu & Jiali Liu & Tao Hong

**Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts**

*by*Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Finding SPF Percentiles Closest to Greenbook**

*by*Tae-Hwy Lee & Yiyao Wang

**Variable Selection for Inflation : A Pseudo Out-of-sample Approach**

*by*Selen Baser Andic & Fethi Ogunc

**Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable**

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

**Weather, the Forgotten Factor in Business Cycle Analyses**

*by*Roland Döhrn & Philipp an de Meulen

**A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania**

*by*Mihaela Simionescu

**Multivariate Forecasting with BVARs and DSGE Models**

*by*Berg, Tim Oliver

**Stock-Flow Dynamic Projection**

*by*LI, XI HAO & Gallegati, Mauro

**A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models**

*by*Bonga-Bonga, Lumengo & Mwamba, Muteba

**Profiting from Mimicking Strategies in Non-Anonymous Markets**

*by*Vasios, Michalis & Payne, Richard & Nolte, Ingmar

**A ranking of VAR and structural models in forecasting**

*by*Bentour, El Mostafa

**Demand Estimation with Machine Learning and Model Combination**

*by*Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang

**Austerity in 2009-2013**

*by*Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi

**A new approach to forecasting based on exponential smoothing with independent regressors**

*by*Ahmad Farid Osman & Maxwell L. King

**Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata**

*by*Anil Alpman

**Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?**

*by*Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

**Think national, forecast local: A case study of 71 German urban housing markets**

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area**

*by*Tim Schwarzmüller

**Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium**

*by*Moscarola, Flavia Coda & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena

**Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend**

*by*Meyer, Brent & Tasci, Murat

**Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts**

*by*Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

**Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable**

*by*Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

**Monetary Policy with Diverse Private Expectations**

*by*Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

**Understanding the Decline in the Price of Oil since June 2014**

*by*Baumeister, Christiane & Kilian, Lutz

**Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump**

*by*Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K

**Austerity in 2009-2013**

*by*Alesina, Alberto F & Barbiero, Omar & Favero, Carlo A. & Giavazzi, Francesco & Paradisi, Matteo

**Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?**

*by*Gustavo Nicolás Páez

**A Non-linear Forecast Combination Procedure for Binary Outcomes**

*by*Kajal Lahiri & Liu Yang

**Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?**

*by*Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega

**Can Oil Prices Forecast Exchange Rates?**

*by*Domenico Ferraro & Ken Rogoff & Barbara Rossi

**Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models**

*by*Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani

**Volatility spillovers in EMU sovereign bond markets**

*by*Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

**Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis**

*by*Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

**Understanding volatility dynamics in the EU-ETS market**

*by*Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante

**Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions**

*by*Tim Bollerslev & Andrew J. Patton & Wenjing Wang

**The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession**

*by*Jan Klacso

**Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries**

*by*Pablo M. Pincheira & Carlos A. Medel

**Which are the SIFIs? A Component Expected Shortfall approach to systemic risk**

*by*Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona

**The information content of option-implied information for volatility forecasting with investor sentiment**

*by*Seo, Sung Won & Kim, Jun Sik

**Reinforced urn processes for credit risk models**

*by*Peluso, Stefano & Mira, Antonietta & Muliere, Pietro

**Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models**

*by*Anandamayee Majumdar & Rangan Gupta

**Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?**

*by*Goodness C. Aye & Frederick W. Deale & Rangan Gupta

**Forecasting the U.S. Real House Price Index**

*by*Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

**Forecasting the Price of Gold Using Dynamic Model Averaging**

*by*Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

**The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series**

*by*Putko, Boris & Didenko, Alexander & Dubovikov, Mikhail

**Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index**

*by*Okan EREN

**Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment**

*by*Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT

**Study Of Discrete Choice Models And Fuzzy Rule Based Systems In The Prediction Of Economic Crisis Periods In Usa**

*by*Giovanis, Eleftherios

**Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions**

*by*Stefan Bruder

**Short-run fertility effects of parental leave benefits: Evidence from a structural model**

*by*Stichnoth, Holger

**Completed fertility effects of family policy measures: Evidence from a life-cycle model**

*by*Abiry, Raphael & Reuss, Karsten & Stichnoth, Holger

**Assessing the Macroeconomic Forecasting Performance of Boosting**

*by*Wohlrabe, Klaus & Teresa, Buchen

**Confidence Bands for Impulse Responses: Bonferroni versus Wald**

*by*Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna

**A money-based indicator for deflation risk**

*by*Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel

**Forecasting German key macroeconomic variables using large dataset methods**

*by*Pirschel, Inske & Wolters, Maik

**Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy**

*by*Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian

**Outperforming IMF Forecasts by the Use of Leading Indicators**

*by*Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

**Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?**

*by*Zeng, Jing

**MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area**

*by*Schumacher, Christian

**EU climate and energy policy beyond 2020: Are additional targets and instruments for renewables economically reasonable?**

*by*Sijm, Jos & Lehmann, Paul & Chewpreecha, Unnada & Gawel, Erik & Mercure, Jean-Francois & Pollitt, Hector & Strunz, Sebastian

**Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID**

*by*Bush, C. Anthony

**On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations**

*by*Rossen, Anja

**Outlier detection in structural time series models: The indicator saturation approach**

*by*Marczak, Martyna & Proietti, Tommaso

**Anticipating business-cycle turning points in real time using density forecasts from a VAR**

*by*Schreiber, Sven

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**A calibration procedure for analyzing stock price dynamics in an agent-based framework**

*by*Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

**Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Combination of forecasts across estimation windows: An application to air travel demand**

*by*Jungmittag, Andre

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models**

*by*Warne, Anders & Coenen, Günter & Christoffel, Kai

**A general approach to recovering market expectations from futures prices with an application to crude oil**

*by*Baumeister, Christiane & Kilian, Lutz

**Risk-adjusted option-implied moments**

*by*Brinkmann, Felix & Korn, Olaf

**Animal spirits and the business cycle: Empirical evidence from moment matching**

*by*Jang, Tae-Seok & Sacht, Stephen

**Forecast-error-based estimation of forecast uncertainty when the horizon is increased**

*by*Knüppel, Malte

**MIDAS and bridge equations**

*by*Schumacher, Christian

**13 lucky tips to juggle the analytics of forecasting**

*by*Tao Hong

**Evaluating the performance of VaR models in energy markets**

*by*Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

**Forecasting the occurrence of electricity price spikes in the UK power market**

*by*Pawel Maryniak & Rafal Weron

**Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts**

*by*Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

**Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging**

*by*Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

**Modelling price spikes in electricity markets - the impact of load, weather and capacity**

*by*Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron

**Electricity price forecasting: A review of the state-of-the-art with a look into the future**

*by*Rafal Weron

**A note on using the Hodrick-Prescott filter in electricity markets**

*by*Rafal Weron & Michal Zator

**Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices**

*by*Jakub Nowotarski & Rafal Weron

**A review of electricity price forecasting: The past, the present and the future**

*by*Rafal Weron

**Forecasting Global Equity Indices using Large Bayesian VARs**

*by*Florian Huber & Tamas Krisztin & Philipp Piribauer

**Can Macroeconomists Get Rich Forecasting Exchange Rates?**

*by*Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova

**Business confidence and forecasting of housing prices and rents in large German cities**

*by*Konstantin Kholodilin

**Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?**

*by*Mthuli Ncube & Zuzana Brixiova & Qingwei Meng

**Generalized Momentum Asset Allocation Model**

*by*Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

**Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model**

*by*Tomasz Skoczylas

**A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices**

*by*Roberto Casarin

**Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability**

*by*Buncic, Daniel & Piras, Gion Donat

**Forecasting Copper Prices with Dynamic Averaging and Selection Models**

*by*Buncic, Daniel & Moretto, Carlo

**Model comparisons in unstable environments**

*by*Raffaella Giacomini & Barbara Rossi

**Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts**

*by*Barbara Rossi & Tatevik Sekhposyan

**Alternative tests for correct specification of conditional predictive densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy**

*by*Coccia M. & Wang L.

**Eliciting and aggregating individual expectations: An experimental study**

*by*Peeters R.J.A.P. & Wolk K.L.

**Combining distributions of real-time forecasts: An application to U.S. growth**

*by*Götz T.B. & Hecq A.W. & Urbain J.R.Y.J.

**A composite leading cycle indicator for Uruguay**

*by*Pablo Galaso & Sandra Rodriguez

**EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro**

*by*Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi

**Forecasting Realized Volatility Using Subsample Averaging**

*by*Tae-Hwy Lee & Huiyu Huang

**Forecasting Value-at-Risk Using High Frequency Information**

*by*Tae-Hwy Lee & Huiyu Huang

**Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters**

*by*Tae-Hwy Lee & Yiyao Wang

**Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting**

*by*Tae-Hwy Lee & Yundong Tu & Aman Ullah

**A statistical test for forecast evaluation under a discrete loss function**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions**

*by*Francisco Javier Eransus & Alfonso Novales Cinca

**A Stochastic Dominance Approach to Financial Risk Management Strategies**

*by*Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

**Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance**

*by*Manabu Asai & Michael McAleer

**Consumer Attitudes and the Epidemiology of Inflation Expectations**

*by*Ehrmann, M. & Pfajfar, D. & Santoro, E.

**Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR**

*by*Simone Auer

**Counter-Cyclical Capital Buffers and Interest-Rate Policy as Complements â€“ The Experience of South Africa**

*by*Roy Havemann

**Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach**

*by*Martyna Marczak & Tommaso Proietti

**Exponential Smoothing, Long Memory and Volatility Prediction**

*by*Tommaso Proietti

**Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis**

*by*Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel

**Maximum entropy estimator for the predictability of energy commodity market time series**

*by*Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

**Technical Document for Price Adjustment**

*by*Zheng Tian & Mulugeta Kahsai & Randall Jackson

**A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries**

*by*Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir

**Stabilising expenditure rule in Poland – stochastic simulations for 2014-2040**

*by*Korniluk, Dominik

**Growth Horizons for a Changing Asian Regional Economy**

*by*Roland-Holst, David & Sugiyarto, Guntur

**Exchange Rate Predictability in a Changing World**

*by*Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

**Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis**

*by*Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel

**Forecast Models for Private Consumption**

*by*Peussa, Aleksandr

**Big Data: Google Searches Predict Unemployment in Finland**

*by*Tuhkuri, Joonas

**Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets**

*by*Michael P. Clements

**Measuring Macroeconomic Uncertainty: US Inflation and Output Growth**

*by*Michael P. Clements & Ana Beatriz Galvão

**The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States**

*by*Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler

**La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012**

*by*Barrera, Carlos

**Precios de viviendas en Lima**

*by*Orrego, Fabrizio

**Adaptive Models and Heavy Tails**

*by*Davide Delle Monache & Ivan Petrella

**Financial Conditions and Density Forecasts for US Output and Inflation**

*by*Piergiorgio Alessandri & Haroon Mumtaz

**Fat-tails in VAR Models**

*by*Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

**Autoregressive augmentation of MIDAS regressions**

*by*Cláudia Duarte

**Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data**

*by*Christian Pierdzioch & Monique B. Reid & Rangan Gupta

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012**

*by*Barrera-Chaupis, Carlos

**Nowcasting Tourist Arrivals to Prague: Google Econometrics**

*by*Zeynalov, Ayaz

**On the Selection of Common Factors for Macroeconomic Forecasting**

*by*Giovannelli, Alessandro & Proietti, Tommaso

**Emissions and abatement costs for the passenger cars sector in Greece**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**On Forecasting Conflict in Sudan: 2009-2012**

*by*Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data**

*by*Fantazziini, Dean

**Communicating uncertainty - a fan chart for HICP projections**

*by*Gatt, William

**Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data**

*by*Guérin, Pierre & Leiva-Leon, Danilo

**On the Sources of Uncertainty in Exchange Rate Predictability**

*by*Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

**Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics**

*by*Ardakani, Omid & Kishor, N. Kundan

**The mortgage spread as a predictor of real-time economic activity**

*by*Hännikäinen, Jari

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Multi-jumps**

*by*Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

**A fast-forward look at tertiary education attainment in Europe 2020**

*by*Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

**De novo acerca da sazonalidade nos nascimentos em Portugal**

*by*Caleiro, António

**Exponential Smoothing, Long Memory and Volatility Prediction**

*by*Proietti, Tommaso

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**On foreign aid distortions to governance**

*by*Asongu, Simplice

**Dynamic State-Space Models**

*by*Karapanagiotidis, Paul

**Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads**

*by*Hännikäinen, Jari

**Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα**

*by*Halkos, George & Kevork, Ilias

**The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach**

*by*Franco, Ray John Gabriel & Mapa, Dennis S.

**Multi-step forecasting in the presence of breaks**

*by*Hännikäinen, Jari

**General correcting formulae for forecasts**

*by*Harin, Alexander

**Theoretical guidelines for a partially informed forecast examiner**

*by*Tsyplakov, Alexander

**Model Averaging in Predictive Regressions**

*by*Liu, Chu-An & Kuo, Biing-Shen

**The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises**

*by*Caporin, Massimiliano & Fontini, Fulvio

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Korobilis, Dimitris

**Exchange Rate Predictability in a Changing World**

*by*Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

**Forecasting Distress in European SME Portfolios**

*by*Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

**Determinants of financial distress in u.s. large bank holding companies**

*by*zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang

**Income growth and happiness: Reassessment of the Easterlin Paradox**

*by*Beja Jr., Edsel

**Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models**

*by*Demiralay, Sercan & Ulusoy, Veysel

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Security Assessment and Optimization of Energy Supply**

*by*Tomasz Jasinski & Agnieszka Scianowska

**Assessing Point Forecast Accuracy by Stochastic Error Distance**

*by*Francis X. Diebold & Minchul Shin

**Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance**

*by*Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

**Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?**

*by*Dean Fantazzini & Mario Maggi

**Factor High-Frequency Based Volatility (HEAVY) Models**

*by*Kevin Sheppard

**Robust Approaches to Forecasting**

*by*Jennifer Castle & David Hendry & Michael P. Clements

**Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach**

*by*Thomas Chalaux & Cyrille Schwellnus

**Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance**

*by*Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

**Understanding Uncertainty Shocks and the Role of Black Swans**

*by*Anna Orlik & Laura Veldkamp

**How frequently should we re-estimate DSGE models?**

*by*Marcin Kolasa & Michał Rubaszek

**Nowcasting Belgium**

*by*David de Antonio Liedo

**On The Theory and Practice of Singular Spectrum Analysis Forecasting**

*by*M. Atikur Rahman Khan & D.S. Poskitt

**Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations**

*by*George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao

**A Model Validation Procedure**

*by*Julia Polak & Maxwell L. King & Xibin Zhang

**Fast computation of reconciled forecasts for hierarchical and grouped time series**

*by*Rob J Hyndman & Alan Lee & Earo Wang

**Boosting multi-step autoregressive forecasts**

*by*Souhaib Ben Taieb & Rob J Hyndman

**An Emerging Market Financial Conditions Index: A VAR Approach**

*by*Rémy Charleroy & Michael A. Stemmer

**Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?**

*by*Andrea Bastianin & Marzio Galeotti & Matteo Manera

**Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse**

*by*Georges Dionne & Maria Pacurar & Xiaozhou Zhou

**Does Reforming Old Age Security: Effects and Alternatives**

*by*Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand

**Effets des tendances à long terme de l'obésité sur l'utilisation de soins de santé au Québec**

*by*Aurélie Côté-Sergent

**ICT and Non-ICT investments: short and long run macro dynamics**

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**Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina**

*by*Laura D’Amato & Lorena Garegnani & Emilio Blanco

**The Forecasting Performance of Seasonal and Nonlinear Models**

*by*Houda Ben Hadj Boubaker

**Combinação de Previsões de Volatilidade: Um Estudo**

*by*Rosangela Cavaleri & Eduardo Pontual Ribeiro

**The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation**

*by*Mihaela Bratu

**Simulation of carbon-dioxide emission by option model**

*by*Tamás Nagy

**Alternative bvar models for forecasting inflation**

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**Re-examining covariance risk dynamics in international stock markets using quantile regression analysis**

*by*M. Y. L. Li & S. M. F. Yen

**Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances**

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**Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach**

*by*John Mwamba

**Frontiers of Real-Time Data Analysis**

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**Implementing Anti-discrimination Policies in Statistical Profiling Models**

*by*Devin G. Pope & Justin R. Sydnor

**Professional Forecasters' View of Permanent and Transitory Shocks to GDP**

*by*Spencer D. Krane

**Modeling And Forecasting The Exchange Rate In Romania**

*by*Mihaela BRATU

**Impact of Labor Market Institutions on Unemployment: Results from a Global Panel**

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**Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa**

*by*Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

**South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns**

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**Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model**

*by*Rangan Gupta & Rudi Steinbach

**An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa**

*by*Mehmet Balcilar & Rangan Gupta & Zahra Shah

**Forecasting Monetary Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank**

*by*Ruthira Naraidoo & Kasai Ndahiriwe

**Un modèle à équations simultanées du cycle des bureaux en région parisienne**

*by*Malle, Richard

**Methodenexpertise zur Analyse der Auswirkungen der internationalen Finanz- und Wirtschaftskrise auf die Wirtschaft im Land Brandenburg : Gutachten im Auftrag des Ministeriums für Wirtschaft des Landes Brandenburg**

*by*Joachim Ragnitz & Stefan Arent & Wolfgang Nierhaus & Beate Schirwitz & Johannes Steinbrecher & Gerit Vogt & Björn Ziegenbalg

**A Model Of Formation Of Asset Beubbles**

*by*DEHNAD, KOSROW

**The attractiveness of countries for FDI. A fuzzy approach**

*by*Murat, Marina & Pirotti, Tommaso

**Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México**

*by*Capistrán, Carlos & López-Moctezuma, Gabriel

**Predicción de errores de proyección de inflación en Chile**

*by*Bentancor, Andrea & Pincheira, Pablo

**The evolution of durable goods demand during China’s transition. An empirical analysis of household survey data from 1989 to 2006**

*by*Andreas Beerli

**Forecasting international stock market correlations: does anything beat a CCC?**

*by*Manner, Hans & Reznikova, Olga

**Using wavelets for time series forecasting: Does it pay off?**

*by*Schlüter, Stephan & Deuschle, Carola

**A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes**

*by*Hu, Tun-I & Fildes, Robert

**Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus**

*by*Herold, Jörg & Völker, Lutz

**Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie**

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**The diversity of forecasts from macroeconomic models of the U.S. economy**

*by*Wieland, Volker & Wolters, Maik H.

**Forecast uncertainty and the Bank of England interest rate decisions**

*by*Schultefrankenfeld, Guido

**How useful is the carry-over effect for short-term economic forecasting?**

*by*Tödter, Karl-Heinz

**Empirical simultaneous confidence regions for path-forecasts**

*by*Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

**The evaluation of health policies through microsimulation methods**

*by*Zucchelli, E & Jones, A.M & Rice, N

**An Empirical Characterization of Redistribution Shocks and Output Dynamics**

*by*Klemens Hauzenberger & Robert Stehrer

**Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators**

*by*Francesco Audrino & Fulvio Corsi & Kameliya Filipova

**The dynamics of US inflation: Can monetary policy explain the changes?**

*by*Fabio Canova & Filippo Ferroni

**Econometrics and decision making: Effects of presentation mode**

*by*Robin Hogarth & Emre Soyer

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Modelling Realized Covariances and Returns**

*by*Xin Jin & John M Maheu

**Modelling Conditional Heteroscedasticity in Nonstationary Series**

*by*Cizek, P.

**Robust Forecasting of Non-Stationary Time Series**

*by*Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K.

**Robust Control Charts for Time Series Data**

*by*Croux, C. & Gelper, S. & Mahieu, K.

**Wealth effects on consumption in financial crises: the case of Norway**

*by*Eilev S. Jansen

**Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno'

**Time Series Analysis of Global Airline Passengers Transportation Industry**

*by*Radoslaw R. Okulski & Almas Heshmati

**The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services**

*by*Marcel Risch & Jorn Altmann & Li Guo & Alan Fleming & Costas Courcoubetis

**Forecasting Monetary Policy Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**A monthly consumption indicator for Germany based on internet search query data**

*by*Torsten Schmidt & Simeon Vosen

**Information or Institution? – On the Determinants of Forecast Accuracy**

*by*Roland Döhrn & Christoph M. Schmidt

**Practice and Prospects of Medium-term Economic Forecasting**

*by*Torsten Schmidt & Helmut Hofer & Klaus Weyerstrass

**Indicators Of Real Convergence And Their Application**

*by*Pecican, Eugen Stefan

**Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes**

*by*Matei, Marius

**Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis**

*by*Feldkircher, Martin

**GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries**

*by*Gogas, Periklis & Pragidis, Ioannis

**VAR Forecasting Using Bayesian Variable Selection**

*by*Dimitris Korobilis

**Should Macroeconomic Forecasters Use Daily Financial Data and How?**

*by*Elena Andreou & Eric Ghysels & Andros Kourtellos

**An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application**

*by*Theodore Panagiotidis

**Analytic Moments for GARCH Processes**

*by*Carol Alexander & Emese Lazar & Silvia Stanescu

**Redes neuronales para predecir el tipo de cambio diario**

*by*Barrera, Carlos R.

**Modelling Inflation in Australia**

*by*David Norman & Anthony Richards

**A Kernel Technique for Forecasting the Variance-Covariance Matrix**

*by*Ralf Becker & Adam Clements & Robert O'Neill

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**A Wavelet Approach for Factor-Augmented Forecasting**

*by*António Rua

**The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area**

*by*Sandra Gomes & P. Jacquinot & M. Pisani

**Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico**

*by*Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G.

**Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting**

*by*Branimir, Jovanovic & Magdalena, Petrovska

**The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa**

*by*Mustapha, Nazeem & Djolov, George

**The impact of the global economic crisis on non-oil operations of ports in Iran**

*by*Ahmadzadeh Mashinchi, Sina

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008**

*by*Buda, Rodolphe

**How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran**

*by*Khiabani, Nasser

**Latvia’s incoming in European Union economic effect estimation**

*by*Skribans, Valerijs

**Were Fed’s active monetary policy actions necessary?**

*by*Pang, Iris Ai Jao

**Forecasting Hong Kong economy using factor augmented vector autoregression**

*by*Pang, Iris Ai Jao

**Comparisons of different monetary policies in China with yield curve information**

*by*Pang, Iris Ai Jao

**Municipal Non-Residential Real Property Valuation Forecast Accuracy**

*by*Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.

**Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā**

*by*Bessonovs, Andrejs

**Has U.S. Inflation Really Become Harder to Forecast?**

*by*Lanne, Markku & Luoto, Jani

**Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana**

*by*Skribans, Valerijs

**Cross Border Business Cycle Impacts on the El Paso Housing Market**

*by*Kincal, Gokce & Fullerton, Thomas M., Jr. & Holcomb, James H. & Barraza de Anda, Martha P.

**Real-time nowcasting of GDP: Factor model versus professional forecasters**

*by*Liebermann, Joelle

**Why the determinacy condition is a weak criterion in rational expectations models**

*by*Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza

**Darbaspēka migrācijas ietekme uz darba tirgu Latvijā**

*by*Skribans, Valerijs

**Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches**

*by*de Silva, Ashton J

**Construction industry forecasting system dynamic model**

*by*Skribans, Valerijs

**Gaussian and non-Gaussian models for financial bubbles via econophysics**

*by*Fry, J. M.

**Investments model development with the system dynamic method**

*by*Skribans, Valerijs

**Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?**

*by*Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi

**The 2010 Midterm Election for the US House of Representatives**

*by*Hibbs, Douglas A.

**Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach**

*by*Cadogan, Godfrey

**Revealing the arcane: an introduction to the art of stochastic volatility models**

*by*Tsyplakov, Alexander

**Development of the Latvian energy sector system dynamic model**

*by*Skribans, Valerijs

**Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?**

*by*Ege, Yazgan & Huseyin, Kaya

**Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices**

*by*Fry, J. M.

**A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions**

*by*Mamatzakis, E & Christodoulakis, G

**Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde**

*by*Skribans, Valerijs

**Optimal Forecasting of Noncausal Autoregressive Time Series**

*by*Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

**Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance**

*by*Cadogan, Godfrey

**A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices**

*by*Regnard, Nazim & Zakoian, Jean-Michel

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии**

*by*Skribans, Valerijs

**Estimating Infrastructural Investment Needs for India**

*by*Chandan, Sharma & Bhanumurthy, N R

**The interest rate spread as a forecasting tool of greek industrial production**

*by*Gogas, Periklis & Pragkidis, Ioannis

**A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle**

*by*Buss, Ginters

**Cointegration and conditional correlations among German and Eastern Europe equity markets**

*by*Guidi, Francesco & Gupta, Rakesh

**Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia**

*by*Bušs, Ginters

**A Note on the Oil Price Trend and GARCH Shocks**

*by*Jing, Li & Thompson, Henry

**Real-Time Data Revisions and the PCE Measure of Inflation**

*by*Tierney, Heather L.R.

**Modelling the Currency in Circulation for the State of Qatar**

*by*Balli, Faruk & Elsamadisy, Elsayed

**Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model**

*by*Todd, Prono

**Threshold Cointegration in BRENT crude futures market**

*by*Mamatzakis, E & Remoundos, P

**A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China**

*by*Su, Dongwei & He, Xingxing

**Short- and long-term impact of remarkable economic events on the growth causes of China-Germany trade in agri-food products**

*by*Zhichao Guo & Yuanhua Feng & Xiangyong Tan

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options**

*by*Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

**Modelling and forecasting wind speed intensity for weather risk management**

*by*Massimiliano Caporin & Juliusz Pres

**Modelling and Forecasting UK Mortgage Arrears and Possessions**

*by*Janine Aron & John Muellbauer

**Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar**

*by*Andrew Coleman & Özer Karagedikli

**Medium-term projection model of the National Bank of Serbia**

*by*Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev

**ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework**

*by*Joshua Angrist & Ivan Fernandez-Val

**Policy Analysis with Incredible Certitude**

*by*Charles F. Manski

**Commodity prices, commodity currencies, and global economic developments**

*by*Jan J. J. Groen & Paolo A. Pesenti

**Probabilistic Forecasts of Volatility and its Risk Premia**

*by*Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**VARs, Cointegration and Common Cycle Restrictions**

*by*Heather M Anderson & Farshid Vahid

**Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps**

*by*Yin Liao & Heather M. Anderson & Farshid Vahid

**Automatic forecasting with a modified exponential smoothing state space framework**

*by*Alysha M De Livera

**Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand**

*by*George Athanasopoulos & Ashton de Silva

**Alternative methods for forecasting GDP**

*by*Dominique Guegan & Patrick Rakotomarolahy

**Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems**

*by*Dominique Guegan & Justin Leroux

**A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques**

*by*Dominique Guegan & Patrick Rakotomarolahy

**The attractiveness of countries for FDI. A fuzzy approach**

*by*Marina Murat & Tommaso Pirotti

**An out-of-sample test for nonlinearity in financial time series: An empirical application**

*by*Theodore Panagiotidis

**Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting**

*by*Branimir Jovanovic & Magdalena Petrovska

**On the Forecasting Accuracy of Multivariate GARCH Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits**

*by*Alberto Bagnai

**Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle**

*by*Don Harding

**Forecasting with many predictors - Is boosting a viable alternative?**

*by*Buchen, Teresa & Wohlrabe, Klaus

**Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production**

*by*Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina

**Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014**

*by*Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & WollmershÃ¤user, Timo

**Using Capabilities to Project Growth, 2010-30**

*by*Jesus Felipe & Utsav Kumar & Arnelyn Abdon

**Economic Value of Stock and Interest Rate Predictability in the UK**

*by*Stephen Hall & Kavita Sirichand

**Decision-Based Forecast Evaluation of UK Interest Rate Predictability**

*by*Stephen Hall & Kavita Sirichand

**An assessment of variances and covariances of European SRI funds returns : does the intensity of extra-financial negative screening matter?**

*by*Yves Jégourel & Samuel Maveyraud

**Evaluating Combined Non-Replicable Forecasts**

*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

**How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan**

*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer

**Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US**

*by*Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

**Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland**

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Assessing Predictive Content of the KOF Barometer in Real Time**

*by*Boriss Siliverstovs

**Nonlinear Interest Rate Reaction Functions for the UK**

*by*Ralf Brüggemann & Jana Riedel

**Practice and prospects of medium-term economic forecasting**

*by*Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

**Equilibrium Policy Simulations with Random Utility Models of Labour Supply**

*by*Colombino, Ugo

**Equilibrium Policy Simulations with Random Utility Models of Labour Supply**

*by*Colombino, Ugo

**A First Look on the New Halle Economic Projection Model**

*by*Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele

**Should We Trust in Leading Indicators? Evidence from the Recent Recession**

*by*Katja Drechsel & Rolf Scheufele

**Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model**

*by*Osamu Nakamura

**Short-Term Congestion Forecasting in Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching

**Heterogeneous Expectations and the Predictive Power of Econometric Models**

*by*Maurizio Bovi

**Recession Forecasting with Dynamic Probit Models under Real Time Conditions**

*by*Christian Proano

**Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation**

*by*Pierre L. Siklos

**Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data**

*by*Kunst, Robert M. & Franses, Philip Hans

**Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System**

*by*Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

**Meteorological forecasts and the pricing of weather derivatives**

*by*Matthias Ritter & Oliver Mußhoff & Martin Odening

**Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931**

*by*Albrecht Ritschl & Samad Sarferaz

**Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory**

*by*Julia Schaumburg

**Sveriges Riksbank's Inflation Interval Forecasts 1999-2005**

*by*Lundholm, Michael

**Density-Conditional Forecasts in Dynamic Multivariate Models**

*by*Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.

**Bayesian Inference in Structural Second-Price common Value Auctions**

*by*Wegmann , Bertil & Villani, Mattias

**How helpful are spatial effects in forecasting the growth of Chinese provinces?**

*by*Girardin , Eric & Kholodilin, Konstantin A.

**Too Many Cooks? The German Joint Diagnosis and Its Production**

*by*Ulrich Fritsche & Ullrich Heilemann

**A Hypothetical Cohort Model of Human Development**

*by*Jana Asher & Beth Osborne Daponte

**Alternative Policies for US Economic Recovery**

*by*Byron Gangnes

**Forecasting Based on Common Trends in Mixed Frequency Samples**

*by*Peter Fuleky & Carl Bonham

**Alternative Policies for US Economic Recovery**

*by*Byron Ganges

**Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment**

*by*William D. Larson

**Forecasting the Intermittent Demand for Slow-Moving Items**

*by*Ralph D. Snyder & J. Keith Ord & Adrian Beaumont

**A Time-varying Mixing Multiplicative Error Model for Realized Volatility Abstract: In this paper we model the dynamics of realized volatility as a Multiplicative Error Model with a mixture of distributions for the innovation term with time-varying mixing weights forced by past behavior of volatility. The mixture considers innovations as a source of time-varying volatility of volatility and is able to capture the right tail behavior of the distribution of volatility. The empirical results show that there is no substantial difference in the one-step ahead conditional expectations obtained according to various mixing schemes but that fixity of mixing weights may be a binding constraint in deriving accurate quantiles of the predicted distribution**

*by*Giovanni De Luca & Giampiero Gallo

**“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index**

*by*Francesco D’Amuri & Juri Marcucci

**Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries**

*by*Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

**Yield Curve Dynamics: Regional Common Factor Model**

*by*Boril Šopov & Jakub Seidler

**Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions**

*by*Frédéric Karamé & Alexandra Olmedo

**Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further**

*by*Frédéric Karamé

**Empirical Simultaneous Confidence Regions for Path-Forecasts**

*by*Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

**Forecasting Government Bond Yields with Large Bayesian VARs**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**The Potential Impact of EU Cohesion Policy Spending in the 2007-13 Programming Period: A Model-Based**

*by*Janos Varga and Jan in 't Veld

**Evaluating Combined Non-Replicable Forecast**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**GFC-Robust Risk Management Strategies under the Basel Accord**

*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**Does Disagreement Amongst Forecasters have Predictive Value?**

*by*Legerstee, R. & Franses, Ph.H.B.F.

**Combining Non-Replicable Forecasts**

*by*Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.

**Ranking multivariate GARCH models by problem dimension**

*by*Caporin, M. & McAleer, M.J.

**Are Forecast Updates Progressive?**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**Evaluating Macroeconomic Forecast: A Review of Some Recent Developments**

*by*Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

**Modelling and forecasting UK mortgage arrears and possessions**

*by*Janine Aron & John Muellbauer

**Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931**

*by*Albrecht Ritschl & Samad Salferaz

**Real-time Inflation Forecast Densities from Ensemble Phillips Curves**

*by*Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly

**Appreciating the Renminbi**

*by*Rod Tyers & Ying Zhang

**Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle**

*by*Don Harding

**Forecast Densities for Economic Aggregates from Disaggregate Ensembles**

*by*Francesco Ravazzolo & Shaun P. Vahey

**Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors**

*by*Roxana Halbleib & Valerie Voev

**Understanding Models' Forecasting Performance**

*by*Barbara Rossi & Tatevik Sekhposyan

**Information Criteria for Impulse Response Function Matching Estimation of DSGE Models**

*by*Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

**Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?**

*by*Barbara Rossi & Tatevik Sekhposyan

**Can Exchange Rates Forecast Commodity Prices?**

*by*Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

**Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models**

*by*Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc

**Variable Selection, Estimation and Inference for Multi-period Forecasting Problems**

*by*M. Hashem Pesaran & Andreas Pick & Allan Timmermann

**The power of weather**

*by*Christian Huurman & Francesco Ravazzolo & Chen Zhou

**Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US**

*by*Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

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*by*Koop, Gary & Korobilis, Dimitris

**Puzzle solver**

*by*Christian, Mueller-Kademann

**External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model**

*by*NR, Bhanumurthy & Kumawat, Lokendra

**The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?**

*by*El Bouhadi, Abdelhamid & Achibane, Khalid

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*by*Skribans, Valerijs

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*by*Skribans, Valerijs

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*by*Francesco, D'Amuri

**Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach**

*by*Beneki, Christina & Eeckels, Bruno & Leon, Costas

**"Google it!" Forecasting the US unemployment rate with a Google job search index**

*by*D'Amuri, Francesco/FD & Marcucci, Juri/JM

**Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data**

*by*Tierney, Heather L.R.

**Bubbles and contagion in English house prices**

*by*Fry, J. M.

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone**

*by*Lendjoungou, Francis

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*by*Albulescu, Claudiu Tiberiu

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*by*Bušs, Ginters

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Predicting Elections from Biographical Information about Candidates**

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**Role thinking: Standing in other people’s shoes to forecast decisions in conflicts**

*by*Green, Kesten C. & Armstrong, J. Scott

**Data Revisions in India and its Implications for Monetary Policy**

*by*Kishor, N. Kundan

**Business Aviation in Germany: An empirical and model-based analysis**

*by*Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter

**“No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models**

*by*Bezemer, Dirk J

**General correcting formula of forecasting?**

*by*Harin, Alexander

**“Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro**

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**Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process**

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**Understanding forecast failure in ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Building and Using a Small Macroeconometric Model: Klein Model I as an Example**

*by*Renfro, Charles G

**Bootstrap prediction intervals for threshold autoregressive models**

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**Revisiting the Derivative: Implications on the Rate of Change Analysis**

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**Cointegration And The Forecast Accuracy Of Var Models**

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**Testing Predictive Ability and Power Robustification**

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**Some Issues in Modeling and Forecasting Inflation in South Africa**

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*by*Sandra Eickmeier & Tim Ng

**Real-time conditional forecasts with Bayesian VARs: An application to New Zealand**

*by*Chris Bloor & Troy Matheson

**A Stochastic Forecast Model For Japan'S Population**

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**DSGE Model-Based Forecasting of Non-modelled Variables**

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**The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting**

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**Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach**

*by*David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis

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**Labour Market Dynamics in EU: a Bayesian Markov Chain Approach**

*by*George A. Christodoulakis & Emmanuel C. Mamatzakis

**Decomposing Federal Funds Rate forecast uncertainty using real-time data**

*by*Martin Mandler

**The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006**

*by*Martin Mandler

**Forecasting the Spanish economy with an Augmented VAR-DSGE model**

*by*Gonzalo Fernandez-de-Córdoba & José L. Torres

**On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**On Marginal Likelihood Computation in Change-point Models**

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**Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function**

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*by*Thomas Maag

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**Do forecasters inform or reassure? Evaluation of the German real-time data**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach**

*by*Jaba Ghonghadze & Thomas Lux

**Oil Exports and the Iranian Economy**

*by*Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

**Oil Exports and the Iranian Economy**

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**Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?**

*by*Klaus Schmidt-Hebbel.

**Forecasting Romanian Financial System Stability using a Stochastic Simulation Model**

*by*Claudiu Tiberiu Albulescu

**Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System**

*by*Costantini, Mauro & Kunst, Robert M.

**A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided**

*by*Costantini, Mauro & Pappalardo, Carmine

**A Latent Variable Approach to Forecasting the Unemployment Rate**

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**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Pooyan Amir Ahmadi & Albrecht Ritschl

**Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics**

*by*Wolfgang Karl HÃ¤rdle & Nikolaus Hautsch & Andrija Mihoci

**Stochastic Population Forecast for Germany and its Consequence for the German Pension System**

*by*Wolfgang HÃ¤rdle & Alena Mysickova

**Combination of multivariate volatility forecasts**

*by*Alessandra Amendola & Giuseppe Storti

**Volatility Forecasting: The Jumps Do Matter**

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**Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model**

*by*Isao Ishida & Toshiaki Watanabe

**A High-Low Model of Daily Stock Price Ranges**

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*by*Lönnbark, Carl

**Value at Risk for Large Portfolios**

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**Uncertainty of Multiple Period Risk Measures**

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**Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model**

*by*Zagaglia, Paolo

**Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction**

*by*Giordani, Paolo & Villani, Mattias

**Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities**

*by*Li, Feng & Villani, Mattias & Kohn, Robert

**Financial crises and bank failures: a review of prediction methods**

*by*Demyanyk , Yuliya & Hasan, Iftekhar

**Evaluating the stresses from ECB monetary policy in the euro area**

*by*Lee , Jim & Crowley, Patrick M

**Disagreement among Forecasters in G7 Countries**

*by*Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

**Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function**

*by*Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs

**Forecasting long memory time series under a break in persistence**

*by*Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

**Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at**

*by*Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

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**Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule**

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**Can the Fed Predict the State of the Economy?**

*by*Tara M. Sinclair & Fred Joutz & Herman O. Stekler

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*by*Delphine Bassilière & Francis Bossier & Frédéric Verschueren

**Semiparametric vector MEM**

*by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

**Automated Variable Selection in Vector Multiplicative Error Models**

*by*Fabrizio Cipollini & Giampiero M. Gallo

**Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector**

*by*Andrea Bastianin

**Um teste a relacao entre os niveis de confianca e de desemprego em Portugal**

*by*António Caleiro

**MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area**

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Survey Data as Coicident or Leading Indicators**

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**Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP**

*by*Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

**Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment**

*by*Matthias Hartmann & Helmut Herwartz

**A model-based analysis of the impact of Cohesion Policy expenditure 2000-06: simulations with the QUEST III endogenous R&D model**

*by*Janos Varga & Jan in 't Veld

**Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models**

*by*Rombouts, J.V.K. & Verbeek, M.J.C.M.

**It Pays to Violate: How Effective are the Basel Accord Penalties?**

*by*da Veiga, B. & Chan, F. & McAleer, M.J.

**Forecasting Realized Volatility with Linear and Nonlinear Models**

*by*McAleer, M.J. & Medeiros, M.C.

**What Happened to Risk Management During the 2008-09 Financial Crisis?**

*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**How Accurate are Government Forecast of Economic Fundamentals?**

*by*Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

**Statistical Opacity In The U.S. Banking Industry**

*by*Guo Li & Lee Sanning & Sherrill Shaffer

**An Econometric Analysis Of Some Models For Constructed Binary Time Series**

*by*Don Harding & Adrian Pagan

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Daniel Buncic

**Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator**

*by*Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

**Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors**

*by*Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Model Comparisons in Unstable Environments**

*by*Raffaella Giacomini & Barbara Rossi

**Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models**

*by*Alastair Hall & Atsushi & James M Nason & Barbara Rossi

**Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Volatility under Bounded Rationality**

*by*Nhat Le

**Forecasting Random Walks under Drift Instability**

*by*M. Hashem Pesaran & Andreas Pick

**Forecasting the fragility of the banking and insurance sector**

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**Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?**

*by*Eric Girardin & Konstantin A. Kholodilin

**Forecasting the Fragility of the Banking and Insurance Sector**

*by*Kerstin Bernoth & Andreas Pick

**Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Automated financial multi-path GETS modelling**

*by*Genaro Sucarrat & Alvaro Escribano

**The relationship between the volatility of returns and the number of jumps in financial markets**

*by*Alvaro Cartea & Dimitrios Karyampas

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Janine Aron & John Muellbauer

**Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931**

*by*Ritschl, Albrecht & Sarferaz, Samad

**The role of central bank transparency for guiding private sector forecasts**

*by*Ehrmann, Michael & Eijffinger, Sylvester C W & Fratzscher, Marcel

**Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression**

*by*Ahmadi, Pooyan Amir & Ritschl, Albrecht

**A defence of the FOMC**

*by*Ellison, Martin & Sargent, Thomas J

**Predicting recoveries and the importance of using enough information**

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**Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area**

*by*Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

**Do Local Projections Solve the Bias Problem in Impulse Response Inference?**

*by*Kilian, Lutz & Kim, Yun Jung

**Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?**

*by*Hicks, Bruce & Kilian, Lutz

**Pooling versus model selection for nowcasting with many predictors: An application to German GDP**

*by*Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Aron, Janine & Muellbauer, John

**Estimating the Effect of a Gasoline Tax on Carbon Emissions**

*by*Davis, Lucas W & Kilian, Lutz

**Variable Selection and Inference for Multi-period Forecasting Problems**

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**Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model**

*by*HEINEN, Andréas & VALDESOGO, Alfonso

**On marginal likelihood computation in change-point models**

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**Understanding volatility dynamics in the EU-ETS market: lessons from the future**

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**Consistent ranking of multivariate volatility models**

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**Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis**

*by*Yinhua Mai & Xiujian Peng

**Bootstrap Confidence Bands for Forecast Paths**

*by*Anna Staszewska-Bystrova

**Metodos de pronostico**

*by*Ignacio Velez-Pareja

**Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia**

*by*Dennys MarrugoTorrente

**Un Modelo Setar Para El Pib Colombiano**

*by*Milena Hoyos & Johanna Ramos & Lorena Vivas

**Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia**

*by*José Mauricio Salazar Sáenz

**A Dynamic Factor Model For The Colombian Inflation**

*by*Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas

**Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach**

*by*E. Otranto

**Implementing the New Structural Model of the Czech National Bank**

*by*Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek

**Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables**

*by*Camilo SERRANO & Martin HOESLI

**Testing Predicitive Ability of Business Cycle Indicators for the Euro Area**

*by*Christina Ziegler

**The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study**

*by*Steffen Henzel & Johannes Mayr

**Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Oil Exports and the Iranian Economy**

*by*Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

**Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Oil Exports and the Iranian Economy**

*by*Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.

**Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy**

*by*Akhter Faroque & William Veloce & Jean-Francois Lamarche

**Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management**

*by*Evarist Stoja & Arnold Polanski

**Forecasting inflation in France**

*by*Célérier, C.

**Forecasting Euro-area recessions using time-varying binary response models for financial**

*by*Bellégo, C. & Ferrara, L.

**Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector**

*by*Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J.

**Are disaggregate data useful for factor analysis in forecasting French GDP?**

*by*Barhoumi, K. & Darné, O. & Ferrara, L.

**A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico**

*by*José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia

**Using Seasonal Models to Forecast Short-Run Inflation in Mexico**

*by*Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

**The Factor-Spline-GARCH Model for High and Low Frequency Correlations**

*by*Jose Gonzalo Rangel & Robert F. Engle

**Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts**

*by*Guillermo Benavides & Carlos Capistrán

**Comparing forecast accuracy: A Monte Carlo investigation**

*by*Fabio Busetti & Juri Marcucci & Giovanni Veronese

**A quarterly fiscal database for the euro area based on intra-annual fiscal information**

*by*Joan Paredes & Diego J. Pedregal & Javier J. Pérez

**Is there a signalling role for public wages? Evidence for the euro area based on macro data**

*by*Javier J. Pérez & A. Jesús Sánchez

**Short-term monitoring of the Spanish Government balance with mixed-frequencies models**

*by*Teresa Leal & Diego J. Pedregal & Javier J. Pérez

**Extraction of financial market expectations about inflation and interest rates from a liquid market**

*by*Ricardo Gimeno & José Manuel Marqués

**Modelling export and import demand functions: the Spanish case**

*by*Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello

**Real Time Detection of Structural Breaks in GARCH Models**

*by*Zhongfang He & John M. Maheu

**Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Individual prediction of automobile bodily injury claims liabilities**

*by*Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona)

**On the Economic Evaluation of Volatility Forecasts**

*by*Valeri Voev

**Forecasting long memory time series under a break in persistence**

*by*Florian Heinen & Philipp Sibbertsen & Robinson Kruse

**Forecasting with Universal Approximators and a Learning Algorithm**

*by*Anders Bredahl Kock

**Forecasting inflation with gradual regime shifts and exogenous information**

*by*Andrés González & Kirstin Hubrich & Timo Teräsvirta

**Forecast Evaluation of Explanatory Models of Financial Variability**

*by*Sucarrat, Genaro

**The Australian Treasury’s fiscal aggregate projection model**

*by*David Woods & Mary Farrugia & Mitchell Pirie

**What Explains The Great Moderation in the U.S.? A Structural Analysis**

*by*Fabio Canova

**Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility**

*by*Adnan Kasman

**Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy**

*by*Sarfaraz SYED & Ali SHAH

**A Duration-Dependent Regime Switching Model for an Open Emerging Economy**

*by*Ozun, Alper & Turk, Mehmet

**Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead**

*by*Matei, Marius

**A Neural Network Model for Time-Series Forecasting**

*by*Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin

**About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe**

*by*Stefanescu, Stefan

**Structural Fund Absorption: A New Challenge For Romania?**

*by*Zaman, Gheorghe & Georgescu, George

**Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development**

*by*Varshavsky , Leonid

**Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia**

*by*Sasa Zikovic & Bora Aktan

**A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes**

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**Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries**

*by*Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz

**Assessing the Accuracy of Event Forecasts**

*by*Ching-Chuan Tsong

**Forecasting The Exchange Rate Series With Ann: The Case Of Turkey**

*by*Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag

**Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu**

*by*Ebru Caglayan & Tugba Dayioglu

**Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama**

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**Interdependencies between Expected Default Frequency and the Macro Economy**

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**Asymmetries in Macroeconomic Time Series in Eleven Asian Economies**

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**Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado**

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**Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model**

*by*Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha

**Data Mining. New Trends, Applications and Challenges**

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**The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets**

*by*Lake E. A. & Katrakilidis C.

**Information Spillover, Volatility and the Currency Markets for the Binary Choice Model**

*by*Walid Ben Omrane & Christian M. Hafner

**Could the jump diffusion technique enhance the effectiveness of futures hedging models?**

*by*Li, Ming-Yuan Leon

**Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts**

*by*Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith

**MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis**

*by*F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA

**Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte**

*by*Konstantin A. Kholodilin & Stefan Kooths

**Geben Konjunkturprognosen eine gute Orientierung?**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia**

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**¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?**

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*by*Wang, Mu-Chun

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*by*Jacek Kotlowski

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*by*Clements, Michael P.

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*by*Dekkers, J. & Koomen, E.

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**Real Time Detection of Structural Breaks in GARCH Models**

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*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)**

*by*Daniel Buncic

**Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU**

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*by*Roger Hammersland

**Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows**

*by*Katrin Assenmacher-Wesche & M. Hashem Pesaran

**The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve**

*by*Clive Bowsher & Roland Meeks

**Is a DFM Well Suited for Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Inflation Forecasting with Inflation Sentiment Indicators**

*by*Roland Döhrn & Christoph M. Schmidt & Tobias Zimmermann

**Understanding Errors in EIA Projections of Energy Demand**

*by*Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D.

**A Small BVAR-DSGE Model for Forecasting the Australian Economy**

*by*Andrew Hodge & Tim Robinson & Robyn Stuart

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*by*Hugo Gerard & Kristoffer Nimark

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*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

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*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**A Review of Forecasting Techniques for Large Data Sets**

*by*Jana Eklund & George Kapetanios

**Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting**

*by*Jan J.J. Groen & George Kapetanios

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*by*Maximiano Pinheiro & Paulo Soares Esteves

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*by*Sara Serra & José R. Maria

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*by*Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

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*by*Carlo Altavilla & Matteo Ciccarelli

**Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches**

*by*S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan

**Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints**

*by*Gelhausen, Marc Christopher

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**A Naïve Sticky Information Model of Households’ Inflation Expectations**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**The Cyclicity as Evolution Form of Economic Activities**

*by*UNGUREANU, Laura

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*by*Olenev, Nicholas

**Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies**

*by*Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar

**Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets**

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**Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting**

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*by*Lee, Chin & Lee, Weng Hong

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**Using sentiment to predict GDP growth and stock returns**

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*by*Majumder, Rajarshi

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*by*Rosenthal, Dale W.R.

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*by*Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard

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*by*Csaba Csávás

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*by*Mewael F. Tesfaselassie & Eric Schaling

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*by*Giancarlo Bruno

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**Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided**

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*by*Wolfgang Reichmuth & Samad Sarferaz

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*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

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*by*Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

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*by*Oliver Blaskowitz & Helmut Herwatz

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*by*Shiyi Chen & Kiho Jeong & Wolfgang Härdle

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*by*Tom Pak-wing Fong & Chun-shan Wong

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*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**A Corrected Value-at-Risk Predictor**

*by*Lönnbark, Carl

**Macroeconomic Impact on Expected Default Frequency**

*by*Åsberg Sommar, Per & Shahnazarian, Hovick

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*by*Kaaresvirta, Juuso & Mehrotra, Aaron

**Forecasting Inflation in China**

*by*Mehrotra , Aaron & Sánchez-Fung, José R.

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*by*Tara M. Sinclair & Fred Joutz & Herman O. Stekler

**Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation**

*by*Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid

**A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets**

*by*Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

**Comparison of Volatility Measures: a Risk Management Perspective**

*by*Christian T. Brownlees & Giampiero Gallo

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Path Forecast Evaluation**

*by*Òscar Jordà & Massimiliano Marcellino

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*A. Carriero & G. Kapetanios & M. Marcellino

**A Monthly Indicator of the Euro Area GDP**

*by*Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Anindya Banerjee & Massimiliano Marcellino & Igor Masten

**Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP**

*by*Massimiliano Marcellino & Christian Schumacher

**Estimating critical mass in the global cellular telephony market**

*by*Michal Grajek & Tobias Kretschmer

**Flexible Decision Support in Dynamic Interorganizational Networks**

*by*Collins, J. & Ketter, W. & Gini, M.

**Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map**

*by*Kagie, M. & van Wezel, M.C. & Groenen, P.J.F.

**Experts' Stated Behavior**

*by*Boulaksil, Y. & Franses, Ph.H.B.F.

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*by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.

**The ten commandments for optimizing value-at-risk and daily capital charges**

*by*McAleer, M.J.

**Modelling sustainable international tourism demand to the Brazilian Amazon**

*by*Divino, J.A. & McAleer, M.J.

**Model selection for forecast combination**

*by*Franses, Ph.H.B.F.

**Modeling monetary policy in real time:Does discreteness matter?**

*by*Sirchenko Andrey

**Forecasting economic activity for Estonia : The application of dynamic principal component analyses**

*by*Christian Schulz

**Short-Term Forecasts of Euro Area GDP Growth**

*by*Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler

**Large Bayesian VARs**

*by*Martha Banbura & Domenico Giannone & Lucrezia Reichlin

**Has modelsí forecasting performance for US output growth and inflation changed over time, and when?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Forecast Comparisons in Unstable Environments**

*by*Giacomini, Raffaella & Rossi, Barbara

**Can Exchange Rates Forecast Commodity Prices?**

*by*Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

**A methodology for population projections: an application to Spain**

*by*Andrés M. Alonso & Daniel Peña & Julio Rodríguez

**Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting**

*by*andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez

**Measuring causality between volatility and returns with high-frequency data**

*by*Jean-Marie Dufour & René García & Abderrahim Taamouti

**Short and long run causality measures: theory and inference**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**General to specific modelling of exchange rate volatility : a forecast evaluation**

*by*Luc Bauwens & Genaro Sucarrat

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Are Prices Really Affected by Mergers?**

*by*X. BOUTIN & L. JANIN

**Path Forecast Evaluation**

*by*Jordà, Òscar & Marcellino, Massimiliano

**Forecasting Exchange Rates with a Large Bayesian VAR**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**A Monthly Indicator of the Euro Area GDP**

*by*Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso

**Short-term Forecasts of Euro Area GDP Growth**

*by*Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard

**Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP**

*by*Marcellino, Massimiliano & Schumacher, Christian

**Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change**

*by*Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

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*by*Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

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*by*Debby Lanser & Henk Kranendonk

**An easy test for two stationary long processes being uncorrelated via AR approximations**

*by*WANG , Shin-Huei & HSIAO, Cheng

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*by*James Giesecke & G.A. Meagher

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*by*Eliana Rocío González Molano

**An estimation of the pattern of diffusion of mobile phones: the case of Colombia**

*by*Luis Fernando Gamboa & Jesus Otero

**Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators**

*by*Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

**Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models**

*by*Nikolay Robinzonov & Klaus Wohlrabe

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*by*Steffen Henzel

**A High-Low Model of Daily Stock Price Ranges**

*by*Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

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**Forecast errors and the macroeconomy — a non-linear relationship?**

*by*Ulrich Fritsche & Joerg Doepke

**Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses**

*by*Jan van der Linden

**Working paper 04-06 - Fiscal councils, independent forecasts and the budgetary process: lessons from the Belgian case**

*by*Henri Bogaert & Ludovic Dobbelaere & Bart Hertveldt & Igor Lebrun

**Correcting Predictive ModelCorrecting Models of Chaotic Reality**

*by*Petr Kadeřábek

**Measuring Vulnerability to Food Insecurity**

*by*Pasquale Scaramozzino

**Forecasting Euro-Area Variables with German Pre-EMU Data**

*by*Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino

**A Mixture Multiplicative Error Model for Realized Volatility**

*by*Markku Lanne

**Forecasting Realized Volatility by Decomposition**

*by*Markku Lanne

**Forecasting Emerging Market Indicators: Brazil and Russia**

*by*Victor Bystrov

**Institutional Forecasting: The Performance of Thin Virtual Stock Markets**

*by*van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B.

**Formalizing judgemental adjustment of model-based forecasts**

*by*Franses, Ph.H.B.F.

**Measuring volatility with the realized range**

*by*Martens, M.P.E. & van Dijk, D.J.C.

**Improved Construction of diffusion indexes for macroeconomic forecasting**

*by*Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F.

**Forecasting measures of inflation for the Estonian economy**

*by*Agostino Consolo

**Prediction Markets in Theory and Practice**

*by*Wolfers, Justin & Zitzewitz, Eric

**Forecasting inflation for transition countries: How accurate are the EBRD forecasts?**

*by*Libor Krkoska & Utku Teksoz

**Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth**

*by*Anthony S. Tay

**Detecting and Predicting Forecast Breakdowns**

*by*Rossi, Barbara & Giacomini, Raffaella

**Payment Scale Economies and the Replacement of Cash and Stored Value Cards**

*by*Wilko Bolt & David Humphrey

**Regime transplants in GDP growth forecasting: A recipe for better predictions?**

*by*Lennard van Gelder & Ad Stokman

**Forecasting Market Impact Costs and Identifying Expensive Trades**

*by*Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis

**General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation**

*by*Luc, BAUWENS & Genaro, SUCARRAT

**Intra-Daily FX Optimal Portfolio Allocation**

*by*Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo

**Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks**

*by*Greta Falavigna

**Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs**

*by*Yiannis Kamarianakis & Anastasios Xepapadeas

**Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis**

*by*Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

**Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange**

*by*Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

**Balance of opinion What about missing the weights?**

*by*O. BIAU & N. FERRARI

**A Simple Benchmark for Forecasts of Growth and Inflation**

*by*Marcellino, Massimiliano

**Learning About the Term Structure and Optimal Rules for Inflation Targeting**

*by*Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.

**Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**Prediction Markets in Theory and Practice**

*by*Wolfers, Justin & Zitzewitz, Eric

**Forecasting Economic Aggregates by Disaggregates**

*by*Hendry, David F & Hubrich, Kirstin

**Monetary Policy and the Evolution of the US Economy**

*by*Canova, Fabio

**Structural Changes in the US Economy: Bad Luck or Bad Policy?**

*by*Canova, Fabio & Gambetti, Luca

**Athena; a multi-sector model of the Dutch economy**

*by*Bert Smid

**Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation**

*by*CORONEO, Laura & VEREDAS, David

**Deciding between GARCH and stochastic volatility via strong decision rules**

*by*PREMINGER, Arie & HAFNER, Christian M.

**General to specific modelling of exchange rate volatility: a forecast evaluation**

*by*BAUWENS, Luc & SUCARRAT, Genaro

**Intra-daily FX optimal portfolio allocation**

*by*BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick

**Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos**

*by*Julio César Alonso & Mauricio Alejandro Arcos

**Pronósticos de producción agrícola**

*by*Constanza MARTINEZ VENTURA

**Inflación y dinero en Colombia: otro modelo P-estrella**

*by*Andrés González & Luis Fernando Melo & Carlos Esteban Posada

**Identifying Fiscal Policy Shocks In Chile And Colombia**

*by*Jorge E. Restrepo & Hernán Rincón

**Evaluación de pronósticos del tipo de cambio utilizando**

*by*Munir A. Jalil. B & Martha Misas

**An Econometric Analysis of Emission Trading Allowances**

*by*Marc S. Paoletta & Luca Taschini

**Tests in contingency tables as regression tests**

*by*Stanislav Anatolyev & Grigory Kosenok

**Nonparametric retrospection and monitoring of predictability of financial returns**

*by*Stanislav Anatolyev

**Forecasting and Combining Competing Models of Exchange Rate Determination**

*by*Carlo Altavilla & Paul De Grauwe

**(Un)Predictability and Macroeconomic Stability**

*by*D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo

**Assessing the Role of Income and Interest Rates in Determining House Prices**

*by*McQuinn, Kieran & O'Reilly, Gerard

**Space and Time: Wind in an Investment Planning Model**

*by*Neuhoff, K. & Ehrenmann, A. & Butler, L. & Cust, J. & Hoexter, H. & Keats, K. & Kreczko,A. & Sinden, G.

**Computational Intelligence in Exchange-Rate Forecasting**

*by*Andreas S. Andreou & George A. Zombanakis

**Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules**

*by*Arie Preminger & Christian M. Hafner

**The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area**

*by*Mésonnier, J-S.

**Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?**

*by*Carlos Capistrán

**Forecast Combination with Entry and Exit of Experts**

*by*Carlos Capistrán & Allan Timmermann

**Disagreement and Biases in Inflation Expectations**

*by*Carlos Capistrán & Allan Timmermann

**Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models**

*by*Guillermo Benavides

**Bank profitability and the business cycle**

*by*Ugo Albertazzi & Leonardo Gambacorta

**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

*by*Jean-Marie Dufour & David Tessier

**Using Monthly Indicators to Predict Quarterly GDP**

*by*Isabel Yi Zheng & James Rossiter

**Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices**

*by*Greg Tkacz & Carolyn Wilkins

**Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies**

*by*Anna Piretti & Charles St-Arnaud

**Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion**

*by*Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

**Forecasting Substantial Data Revisions in the Presence of Model Uncertainty**

*by*Anthony Garratt & Gary Koop & Shaun P. Vahey

**Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan**

*by*Anthony Garratt & Kevin Lee

**Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis**

*by*Giulio PALOMBA

**Forecasting US bond yields at weekly frequency**

*by*Riccardo LUCCHETTI & Giulio PALOMBA

**China's Economic Growth and its Real Exchange Rate**

*by*Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain

**Ein multisektoraler Sammelindikator für die Schweizer Konjunktur**

*by*Michael Graff

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union**

*by*Ogrean, Claudia & Herciu, Mihaela

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A Model to Forecast the Evolution of the Structure of a System of Economic Indicators**

*by*Andreica, Marin

**An Adaptive Retraining Method for the Exchange Rate Forecasting**

*by*Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena

**The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -**

*by*Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca

**Stability in Stochastic Forecasting of Time Series**

*by*Kharin, Yuriy

**Predicting the Poverty Impacts of Trade Reform**

*by*Thomas W. Hertel & Jeffrey J. Reimer

**Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index**

*by*Khurshid M. Kiani

**The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis**

*by*Andy C.C. Kwan & John A. Cotsomitis

**Modelarea inflaţiei în România**

*by*Pelinescu Elena

**Effects of the additive Outliers in the forecasting of the conditional variance of an Arch model/Efectos de los Outliers aditivos en la predicción de la varianza condicional de un modelo Arch**

*by*CATALÁN, BEATRIZ & TRÍVEZ, F. JAVIER

**Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis**

*by*Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*María Clara Aristizábal Restrepo

**Forecasting Inflation: An Art as Well as a Science!**

*by*Ard Reijer & Peter Vlaar

**A Bayesian Model Averaging Approach to Enhance Value Investment**

*by*Ron Bird & Richard Gerlach

**Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market**

*by*Kim-Leng Goh & Kim-Lian Kok

**Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros**

*by*Juan José Pompilio Sartori

**Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis**

*by*Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

**A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry**

*by*GÓMEZ-SORZANO Gustavo A

**Using Bootstrap to Test Portfolio Efficiency**

*by*Pin-Huang Chou & Guofu Zhou

**Inflation Expectations in Latin America**

*by*Fabia A de Carvalho & Mauricio S. Bugarin

**Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia**

*by*Aristizábal, María Clara

**Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur**

*by*Klaus Abberger & Klaus Wohlrabe

**Zur Prognosekraft des ifo Indikators**

*by*Hans-Werner Sinn & Klaus Abberger

**A Time to Sow, A Time to Reap for the European countries: A Macro-Econometric Glance at the RTD National Action Plans**

*by*Carole Chevallier & Arnaud Fougeyrollas & Pierre Le Mouël & Paul Zagamé

**The impact of exogenous shocks on the dynamics and persistence of inflation: a macroeconomic model-based approach for Greece**

*by*Theodore M. Mitrakos & Nicholas G. Zonzilos

**Banque de France scores: development, applications, and maintenance**

*by*Bardos, M.

**La contagion du risque via les impayés sur effets de commerce**

*by*BARDOS, M. & STILI, D.

**Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins**

*by*Vamerson Schwingel Ribeiro & Joilson Dias

**Risk contagion through defaults on trade bills**

*by*Bardos, M. & Stili, D.

**Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment**

*by*Peter Zadrozny & Ellis Tallman

**An Integrated Approach For Stock Price Forecasting**

*by*Alvaro Veiga & Gustavo Santos Raposo

**Model Uncertainty and Endogenous Volatility**

*by*George W. Evans & William A. Branch

**Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition**

*by*Serge Hayward

**Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand**

*by*I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam

**Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts**

*by*Kevin Lee & Anthony Garratt

**Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions**

*by*MARCOS ALVAREZ-DIAZ AND ALBERTO ÃLVAREZ

**Forecasting Practice: Decision Support System to Assist Judgmental Forecasting**

*by*Gauresh Rajadhyaksha & Abhijeet Dwivedi

**Earnings forecast bias - a statistical analysis**

*by*Michalon, Karine & Lardic, Sandrine & Dossou, François

**Impulse Analyses Of The Romanian Inflation**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A Model To Forecast The Monthly Inflation In Romania**

*by*Pelinescu, Elena & Dospinescu, Andrei Silviu

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**Dealing with Unexpected Shocks to the Budget**

*by*Elena Gennari & Raffaela Giordano & Sandro Momigliano

**Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi**

*by*Kıvılcım M. ÖZCAN & Suat AYDIN

**A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models**

*by*Profillidis, V. & Botzoris, G.

**Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales**

*by*Johnson, Christian A. & Padilla, Miguel A.

**An econometric study of the beef meat sector in Cyprus**

*by*Panayiotis Diacos & Spyros Hadjidakis

**The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange**

*by*Aktham I. Maghyereh & Sadeg J. Abul

**Firm's R & D Behavior Under Rational Expectations**

*by*Dimitrios D. Thomakos & Prasad S. Bhattacharya

**Do Eurozone Countries Cheat with their Budget Deficit Forecasts?**

*by*Stephan, Andreas & Brück, Tilman

**The volatility of realized volatility**

*by*Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

**Volatility forecasting**

*by*Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

**Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach**

*by*Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo

**Forecasting stock market volatility with macroeconomic variables in real time**

*by*Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

**Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?**

*by*Domenico Giannone & Lucrezia Reichlin

**(Un)Predictability and Macroeconomic Stability**

*by*Antonello D'Agostino & Domenico Giannone & Paolo Surico

**The Cyclical Behaviour of Shadow and Regular Employment**

*by*Maurizio Bovi

**The Dark, and Independent, Side of the Italian Labour Market**

*by*Maurizio Bovi

**The Behavioral Equilibrium Exchange Rate of the Czech Koruna**

*by*Martin Melecky & Lubos Komarek

**Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates**

*by*Martin Melecky

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities**

*by*Tony Guida & Olivier Matringe

**Persistence Characteristics of the Chinese Stock Markets**

*by*Cornelis A. Los & Bing Yu

**The Degree of Stability of Price Diffusion**

*by*Cornelis A. Los

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate**

*by*Sutthisit Jamdee & Cornelis A. Los

**Measurement of Financial Risk Persistence**

*by*Cornelis A. Los

**How Do People Learn by Listening to Others? Experimental Evidence from Thailand**

*by*Andrew Healy

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Zacharias Bragoudakis

**A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios**

*by*Hsiang-Tai Lee & Jonathan Yoder

**Forecasting Spot Electricity Prices With Time Series Models**

*by*Rafal Weron & Adam Misiorek

**What causes the forecasting failure of Markov-Switching models? A Monte Carlo study**

*by*Marie Bessec & Othman Bouabdallah

**Nonlinearity, Nonstationarity and Spurious Forecasts**

*by*Vadim Marmer

**Modeling and forecasting electricity loads: A comparison**

*by*Rafal Weron & Adam Misiorek

**The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend**

*by*Stanislav Radchenko

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Employment Effects of Foreign Direct Investment in Central and Eastern Europe**

*by*Ingo Geishecker & Gabor Hunya

**Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?**

*by*Hui Feng

**On the Rationality of the General Public**

*by*GEBHARD KIRCHGÄSSNER

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Fabio Trojani & Francesco Audrino

**Survey Expectations**

*by*M. Hashem Pesaran & Martin Weale

**Curve Forecasting by Functional Autoregression**

*by*A. Onatski & V. Karguine

**Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area**

*by*James Mitchell

**High Frequency Multiplicative Component Garch**

*by*Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle

**Real-time data for Norway: Output gap revisions and challenges for monetary policy**

*by*TOM BERNHARDSEN & Ã˜YVIND EITRHEIM

**Forecasting Aggregates by Disaggregates**

*by*Kirstin Hubrich & David F. Hendry

**Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?**

*by*Carlos CapistrÃ¡n-Carmona

**Measuring Fiscal Sustainability**

*by*Vito Polito & Mike Wickens

**Variable Selection using Non-Standard Optimisation of Information Criteria**

*by*George Kapetanios

**Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case**

*by*Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising

**Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case**

*by*Cláudia Duarte & António Rua

**Were There Regime Switches in U.S. Monetary Policy?**

*by*Christopher A. Sims & Tao Zha

**Methods for Scenario-building: it’s importance for policy analysis**

*by*Moniz, António

**Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003**

*by*Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher

**Economic Growth in Uzbekistan: Sources and Potential**

*by*Lord, Montague

**Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones**

*by*Cabrera-Castellanos, Luis F.

**Borderplex Economic Outlook: 2005-2007**

*by*Fullerton, Thomas M., Jr. & Tinajero, Roberto

**بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي**

*by*Sarfaraz, Leyla & Afsar, Amir

**Econometric analysis and forecasting of Latvia's balance of payments**

*by*Benkovskis, Konstantins

**ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts**

*by*Lahiri, Kajal & Liu, Fushang

**Is there too much certainty when measuring uncertainty**

*by*da Silva Filho, Tito Nícias Teixeira

**Forecasting international bandwidth capability**

*by*Madden, Gary G & Coble-Neal, Grant

**Volatility Forecasting**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Model Uncertainty and Endogenous Volatility**

*by*Wiliam Branch & George W. Evans

**Monetary policy and asset prices: To respond or not?**

*by*Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

**Nonrenewable Resource Prices: Deterministic or Stochastic Trends?**

*by*Junsoo Lee & John A. List & Mark Strazicich

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference**

*by*Todd E. Clark & Kenneth D. West

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & JOUINI, Tarek

**Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form**

*by*DUFOUR, Jean-Marie & TAREK, Jouini

**Time Series Forecasting: The Case for the Single Source of Error State Space**

*by*J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds

**Forecasting age-specific breast cancer mortality using functional data models**

*by*Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig

**Demand Forecasting: Evidence-based Methods**

*by*J. Scott Armstrong & Kesten C. Green

**Robust forecasting of mortality and fertility rates: a functional data approach**

*by*Rob J. Hyndman & Md. Shahid Ullah

**Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases**

*by*D. S. Poskitt

**Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study**

*by*Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos

**Another Look at Measures of Forecast Accuracy**

*by*Rob J. Hyndman & Anne B. Koehler

**25 Years of IIF Time Series Forecasting: A Selective Review**

*by*Jan G. De Gooijer & Rob J. Hyndman

**Rating Forecasts for Television Programs**

*by*Denny Meyer & Rob J. Hyndman

**The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy**

*by*Costanza Torricelli & Marianna Brunetti

**Discounting the distant future: How much does model selection affect the certainty equivalent rate?**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Declining Discount Rates: Evidence from the UK**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange**

*by*Georges Dionne & Pierre Duchesne & Maria Pacurar

**Forecasting Canadian Time Series with the New-Keynesian Model**

*by*Ali Dib & Mohamed Gammoudi & Kevin Moran

**Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data**

*by*Aleksejs Melihovs & Svetlana Rusakova

**Innovación y convergencia con la Unión Europea: Diseño de un modelo de convergencia en el desarrollo de la sociedad de la información**

*by*PEREZ-GARCIA, JULIAN

**Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations**

*by*Ali al-Nowaihi & Sanjit Dhami

**On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Herbert Brücker & Boriss Siliverstovs

**On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?**

*by*Brücker, Herbert & Siliverstovs, Boriss

**Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction**

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**Portfolio Value at Risk Based on Independent Components Analysis**

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**Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler**

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**Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)**

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*by*de Groot, E.A. & Franses, Ph.H.B.F.

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*by*N. FERRARI

**Forecast Combinations**

*by*Timmermann, Allan G

**Measuring Fiscal Sustainability**

*by*Polito, Vito & Wickens, Michael R.

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**Modelling and Forecasting Fiscal Variables for the euro Area**

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**Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management**

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**Data Revisions Are Not Well-Behaved**

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**Forecast Combination and Model Averaging Using Predictive Measures**

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**Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases**

*by*Giannone, Domenico & Reichlin, Lucrezia & Small, David

**Monetary Policy in Real Time**

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**Leading Indicators: What Have We Learned?**

*by*Marcellino, Massimiliano

**Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration**

*by*van Tol, Michel R & Wolff, Christian C

**On the Fit and Forecasting Performance of New Keynesian Models**

*by*Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

**The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time**

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**Forecasting exchange rates: a robust regression approach**

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**The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation**

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*by*Lubos Komarek & Martin Melecky

**Asymptotic distribution of a simple linear estimator for VARMA models in echelon form**

*by*Jean-Marie Dufour & Tarek Jouini

**New Composite Leading Indicators for Hungary and Poland**

*by*Harm Bandholz

**Testable Implications of Forecast Optimality**

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**Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators**

*by*Javier J. Pérez

**Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series**

*by*Pami Dua & Lokendra Kumawat

**Survey Expectations**

*by*Pesaran, M.H. & Weale, M.

**Forecasting Distributions with Experts Advice**

*by*Sancetta, A.

**The European Union GDP Forecast Rationality under Asymmetric Preferences**

*by*George A. Christodoulakis & Emmanuel C. Mamatzakis

**Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?**

*by*Andrea Nobili

**Cross-country differences in monetary policy transmission**

*by*Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés

**Forecasting Canadian GDP: Region-Specific versus Countrywide Information**

*by*Frédérick Demers & David Dupuis

**MUSE: The Bank of Canada's New Projection Model of the U.S. Economy**

*by*Marc-André Gosselin & René Lalonde

**Estimação De Funções De Demanda Residencial De Água Em Contextos De Preços Não Lineares**

*by*José Airton Mendonça de Melo & Paulo de Melo Jorge Neto

**Are Business Cycles All Alike In Europe?**

*by*Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte

**Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?**

*by*Heather Anderson & Fashid Vahid

**Forecasting the macro economy**

*by*Robert Ewing & David Gruen & John Hawkins

**A Quarterly Macroeconometric Model of the Turkish Economy**

*by*Cem Aysoy & Ahmet N. Kipici

**Franco: una mente mai ferma**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach**

*by*MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R.

**Az első hazai csődmodell újraszámítása neurális hálók segítségével**

*by*Virág, Miklós & Kristóf, Tamás

**Understanding and Comparing Factor-Based Forecasts**

*by*Jean Boivin & Serena Ng

**Some approachs to forecasting economic indicators**

*by*Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

**Forecasting the UK Unemployment Rate: Model Comparisons**

*by*Floros, Ch.

**Órdenes de flujo, tasa de interés y tasa de cambio nominal: un ejemplo de redes neuronales para Colombia 2005**

*by*Octavio José Salcedo Parra & Marco Aguilera Prado

**Gauging Employment: Is the Professional Wisdom Wrong?**

*by*George C. Perry

**Les scores de la Banque de France : leur développement, leurs applications, leur maintenance**

*by*BARDOS, M.

**Investments and Economic Growth Based on Endogenous Factors**

*by*Ivan Stoykov

**Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison**

*by*Mikael Petitjean & Pierre Giot

**How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone**

*by*Simon van Norden

**Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules**

*by*Tina Yu & Shu-Heng Chen

**Data Revisions in General Equilibrium**

*by*S. Boragan Aruoba

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination**

*by*Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo

**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**

*by*Norman R. Swanson & Valentina Corradi

**Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model**

*by*Yasutomo Murasawa & Roberto S. Mariano

**How Can We Define the Long Memory Concept? An Econometric Survey**

*by*Dominique Guegan

**Causality: Some New Thoughts on an Old Topic**

*by*Clive Granger

**Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index**

*by*Jonathan Dark

**Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers**

*by*Andy C. C. Kwan & John A. Cotsomitis

**Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana

**Principal Components Model Of The Romanian Economy. Gdp – Production Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona

**Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side**

*by*Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast**

*by*Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

**A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices : Are there substantial differences?**

*by*Schmidt, Robert & Leitner, Johannes

**Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models**

*by*Lux, Thomas & Kaizoji, Taisei

**Forecast quality and simple instrument rules: a real-time data approach**

*by*Glück, Heinz & Schleicher, Stefan P.

**Real-time Data for Norway: Challenges for Monetary Policy**

*by*Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein

**Real-time data and business cycle analysis in Germany**

*by*Döpke, Jörg

**Regional Econometric Housing Start Forecast Accuracy in Florida**

*by*Thomas M. Fullerton Jr. & Carol T. West

**Underground Shocks Ground Zero Responses**

*by*Maurizio Bovi

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Learning, inflation expectations and optimal monetary policy**

*by*Eric Schaling

**Is money informative? Evidence from a large model used for policy analysis**

*by*Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

**Model-Free Impulse Responses**

*by*Oscar Jorda

**Narrowing the US twin deficits: simulations with a world macroeconometric model**

*by*Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi

**System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets**

*by*Cornelis A Los

**Economic Performance in a Cross-Section of U.S. Native American Economies**

*by*Voxi Heinrich S Amavilah

**Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands**

*by*Voxi Heinrich S Amavilah

**Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change**

*by*Voxi Heinrich S Amavilah & Richard T. Newcomb

**Long-Run Regressions: Theory and Application to US Asset Markets**

*by*Charlotte S. Hansen & Bjorn E. Tuypens

**Genetic Algorithms: Genesis of Stock Evaluation**

*by*Rama Prasad Kanungo

**On aggregation bias in fixed-event forecast efficiency tests**

*by*Gultekin Isiklar

**Is it really long memory we see in financial returns?**

*by*Thomas Mikosch

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Space-Time Lags: Specification Strategy In Spatial Regression Models**

*by*Fernando A. López Hernández & Coro Chasco Yrigoyen

**Confessions of an International Forecaster**

*by*Thomas M Fullerton Jr

**Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach**

*by*Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

**Policy Makers Priors and Inflation Density Forecasts**

*by*Marco Vega

**Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia**

*by*Coro Chasco-Yrigoyen & Fernando López-Hernández

**Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**A Framework for Forecasting the Components of the Consumer Price**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies**

*by*Voxi Heinrich Amavilah

**Assessing the Demand for Food in Europe by the Year 2010**

*by*Leon Podkaminer

**Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1**

*by*Jan Hanousek & Filip Palda

**Energy Consumption in China: Past Trends and Future Directions**

*by*Paul Crompton & Yanrui Wu

**What explains the Great Moderation in the US? A structural analysis**

*by*Fabio Canova

**Long-Term Fixed-Income Market Structure**

*by*Luca Grilli

**Un approccio metrico per lo studio dei dati finanziari**

*by*Luca Grilli

**Time-series regression models to study the short-term effects of environmental factors on health**

*by*Tobías, Aureli & Saez, Marc

**Achieving Universal Primary Education: Can Kenya Afford it?**

*by*Rob Vos & Arjun Bedi & Paul K. Kimalu & Damiano K. Manda & Nancy N. Nafula & Mwangi S. Kimenyi

**Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment**

*by*Gustavo A. Marrero

**Prognose uni- und multivariater Zeitreihen**

*by*Manfred Deistler & Klaus Neusser

**Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting**

*by*Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F.

**Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**A DSGE-VAR for the Euro Area**

*by*Marco Del Negro & Frank Schorfheide

**Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation**

*by*Daniel Ramirez A. & Juan M. GÃ³mez G.

**Data Uncertainty in General Equilibrium**

*by*S. Boragan Aruoba

**Forecasting Chilean Industrial Production and Sales with Automated Procedures**

*by*ROMULO A. CHUMACERO

**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**

*by*Geetesh Bhardwaj & Norman Swanson

**Why Did the Welfare Caseload Decline?**

*by*Jacob Alex Klerman & Caroline Danielson

**Forecasting with Measurement Errors in Dynamic Models**

*by*Richard Harrison & George Kapetanios & Tony Yates

**Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models**

*by*George Kapetanios & Tony Yates

**Is the Currency Risk Priced in Equity Markets?**

*by*Francesco Giurda & Elias Tzavalis

**Is there a flight to quality due to inflation uncertainty?**

*by*Guler, Bulent & Ozlale, Umit

**A P* Model of Inflation in Puerto Rico**

*by*Rodríguez, Carlos A.

**A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough**

*by*Mapa, Dennis S.

**Modelling and forecasting the volatility of the portuguese stock index PSI-20**

*by*Caiado, Jorge

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**A Comparison of Multi-step GDP Forecasts for South Africa**

*by*Guillaume Chevillon

**`Weak` trends for inference and forecasting in finite samples**

*by*Guillaume Chevillon

**Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes**

*by*David Hendry & Guillaume Chevillon

**Forecasting Austrian Inflation**

*by*Gabriel Moser & Fabio Rumler & Johann Scharler

**Population Ageing and Government Health Expenditures in New Zealand, 1951-2051**

*by*John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh

**Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes**

*by*Guillaume Chevillon & David F. Hendry

**FOMC Forecasts of Macroeconomic Risks**

*by*Kevin Dowd

**Too Good to be True? The (In)credibility of the UK Inflation Fan Charts**

*by*Kevin Dowd

**The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts**

*by*Kevin Dowd

**Modelling inflation in the Euro Area**

*by*Eilev S. Jansen

**Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists**

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**Exponential Smoothing: A Prediction Error Decomposition Principle**

*by*Ralph D. Snyder

**Structural breaks and financial risk management**

*by*Marianna Valentinyi-Endrész

**Using the Correlation Dimension to Detect non-linear dynamics**

*by*Theodore Panagiotidis & David Chappell

**Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz**

*by*Jochen Hartwig

**The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?**

*by*Marian Beise

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**The Dark, And Independent, Side Of Italy**

*by*Maurizio Bovi

**Vector-Autoregression Approach to Forecast Italian Imports**

*by*Carmine Pappalardo & Gianfranco Piras

**Toward a Theory of Evaluating Predictive Accuracy**

*by*Kunst, Robert M. & Jumah, Adusei

**Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction**

*by*Jumah, Adusei & Kunst, Robert M.

**Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters**

*by*Naoya Katayama

**Is more data better?**

*by*Kaushik Mitra

**Repeated surveys and the Kalman filter**

*by*Lind, Jo Thori

**Regime switching as an alternative early warning system of currency crises - an application to South-East Asia**

*by*Arias, Guillaume & Erlandsson, Ulf

**Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting**

*by*Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael

**Impact of Population Aging on Japanese International Travel**

*by*James Mak & Lonny Carlile & Sally Dai

**Coasean Economics and the Evolution of Marine Property in Hawaii**

*by*Brooks Kaiser & James Roumasset

**Working Paper 16-04 - The NIME Economic Outlook for the World Economy 2004 - 2010 (Also in this issue: oil price shocks)**

*by*Eric Meyermans & Patrick Van Brusselen

**No Predictable Components in G7 Stock Returns**

*by*Prasad Bidarkota & Khurshid M. Kiani

**Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship**

*by*Jonathan B. Hill

**Agent based computational model of trust**

*by*Gorobets, A. & Nooteboom, B.

**Decomposing Granger Causality over the Spectrum**

*by*Lemmens, A. & Croux, C. & Dekimpe, M.G.

**The Value of Information in Reverse Logistics**

*by*Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H.

**On The Predictive Content Of Production Surveys: A Pan-European Study**

*by*Lemmens, A. & Croux, C. & Dekimpe, M.G.

**Forecasting aggregates using panels of nonlinear time series**

*by*Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Analyzing the effects of past prices on reference price formation**

*by*van Oest, R.D. & Paap, R.

**Forecasting the density of asset returns**

*by*Trino-Manuel Niguez & Javier Perote

**Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy**

*by*A Garratt & K Lee & M H Pesaran & Yongcheol Shin

**A Nonlinear Model of the Business Cycle**

*by*Simon M. Potter & Edward E. Leamer

**Properties of Optimal Forecasts**

*by*Allan Timmermann & Andrew J. Patton

**Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting**

*by*Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger

**Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?**

*by*Allan Timmermann & Graham Elliott & Ivana Komunjer

**Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data**

*by*Aurobindo Ghosh & Anil K. Bera

**Regime Switching for Dynamic Correlations**

*by*Denis Pelletier

**Bagging Time Series Models**

*by*Lutz Kilian & Atsushi Inoue

**Forecasting Chilean Industrial Production with Automated Procedures**

*by*ROMULO A. CHUMACERO

**Macroeconomic Forecasting with Independent Component Analysis**

*by*Ruey Yau

**Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness**

*by*Anthony S. Tay & Aamir R. Hashmi

**Tracking Brazilian Exchange Rate Volatility**

*by*Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

**Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility**

*by*Scott I. White & Adam E. Clements & Stan Hurn

**Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?**

*by*Dimitrios D. Thomakos & Prasad S. Bhattacharya

**Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach**

*by*Keen Meng Choy & Hwee Kwan Chow

**Analysis of the predictive ability of information accumulated over nights, weekends and holidays**

*by*Ilias Tsiakas

**A Smooth Test for Density Forecast Evaluation**

*by*Aurobindo Ghosh & Anil K. Bera

**A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries**

*by*D.S.P Rao & Rambaldi & A.N.

**On the predictability of GDP data revisions in the Netherlands**

*by*Olivier Roodenburg

**Financial System Development, Regulation and Economic Growth: Evidence from Russia**

*by*Ulrich Thießen

**Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion**

*by*Jörg Döpke & Ulrich Fritsche

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Optimal Forecast Combination Under Regime Switching**

*by*Elliott, Graham & Timmermann, Allan G

**Forecasting Time Series Subject to Multiple Structural Breaks**

*by*Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

**Real Time Econometrics**

*by*Pesaran, M Hashem & Timmermann, Allan G

**Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks**

*by*Pesaran, M Hashem & Timmermann, Allan G

**Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model**

*by*Busetti, Fabio

**Bagging Time Series Models**

*by*Inoue, Atsushi & Kilian, Lutz

**Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules**

*by*Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.

**Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices**

*by*Bofinger, Peter & Leitner, Johannes & Schmidt, Robert

**A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system**

*by*Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen

**Using intra annual information to forecast the annual state deficits : the case of France**

*by*MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David

**Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic**

*by*Alexis Derviz & Jiri Podpiera

**Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation?**

*by*Francisco Peñaranda

**Forecasting the density of asset returns**

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