Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C53: Forecasting and Prediction Models; Simulation Methods

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

1. > Econometrics > Forecasting

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Socio-Economics of Innovation

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Most recent items first, undated at the end.

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2017 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
by Rasmus T. Varneskov & Pierre Perron

2017 Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence
by Heinisch, Katja & Scheufele, Rolf

2017 Nowcasting des deutschen BIP
by Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra

2017 Prediction intervals for inflation and unemployment rate in Romania. A Bayesian approach
by Simionescu, Mihaela

2017 The Influence of Brexit on the Foreign Direct Investment Projects and Inflows in the United Kingdom
by Simionescu, Mihaela

2017 Modeling consumer confidence and its role for expectation formation: A horse race
by Jang, Tae-Seok & Sacht, Stephen

2017 Google data in bridge equation models for German GDP
by Götz, Thomas B. & Knetsch, Thomas A.

2017 Chow-Lin x N: How adding a panel dimension can improve accuracy
by Bettendorf, Timo & Bursian, Dirk

2017 Dissecting the financial cycle with dynamic factor models
by Menden, Christian & Proaño, Christian R.

2017 On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting
by Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron

2017 Variance stabilizing transformations for electricity spot price forecasting
by Bartosz Uniejewski & Rafal Weron & Florian Ziel

2017 Threshold cointegration and adaptive shrinkage
by Florian Huber & Thomas Zörner

2017 The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations
by Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros

2017 Forecasting the volatility of Nikkei 225 futures
by Manabu Asai & Michael McAleer

2017 Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition
by Leon Rincon, Carlos & Moreno, José Fernando & Cely, Jorge

2017 A near optimal test for structural breaks when forecasting under square error loss
by Tom Boot & Andreas Pick

2017 Forecasting the Volatility of Nikkei 225 Futures
by Manabu Asai & Michael McAleer

2017 Mean-Reversion in Unprocessed Food Prices
by Kurmas Akdogan

2017 Constrained principal components estimation of large approximate factor models
by Rachida Ouysse

2017 Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts
by Christopher G. Gibbs & Andrey L. Vasnev

2017 Mixed-frequency models for tracking short-term economic developments in Switzerland
by Alain Galli & Christian Hepenstrick & Rolf Scheufele

2017 The Connection between Foreign Direct Investment and Unemployment Rate in the United States
by Mihaela Simionescu & Mirel Daniel Simionescu

2017 The Effects of the Recent Economic and Financial Crisis on the Romanian Economy
by Elena Pelinescu & Mihaela Simionescu

2017 Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania
by Mihaela Simionescu

2017 A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices
by Tommaso Proietti & Alessandro Giovannelli

2017 The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model
by Vincenzo Atella & Federico Belotti & Ludovico Carrino & Andrea Piano Mortari

2017 Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows
by Davide De Gaetano

2017 “Chaos” In Energy And Commodity Markets: A Controversial Matter
by Loretta Mastroeni & Pierluigi Vellucci

2017 A Note on Prediction Markets
by Julia Mortera & A. Philip Dawid

2017 Computing Coal Dependent Employment Estimates
by Randall W. Jackson

2017 On the relationship between GHGs and Global Temperature Anomalies: Multi-level rolling analysis and Copula calibration
by Elettra Agliardi & Thomas Alexopoulos & Christian Cech

2017 Nowcasting Finnish Turnover Indexes Using Firm-Level Data
by Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri

2017 Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables
by Michael P Clements & Ana Beatriz Galvao

2017 Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
by David Reifschneider & Peter Tulip

2017 Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta

2017 Uncertainty and Forecasts of U.S. Recessions
by Christian Pierdzioch & Rangan Gupta

2017 Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?
by Christina Christou & Rangan Gupta & Fredj Jawadi

2017 Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component
by Yang, Bill Huajian

2017 What do the shadow rates tell us about future inflation?
by Kuusela, Annika & Hännikäinen, Jari

2017 Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility
by Lindblad, Annika

2017 Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts
by Bisio, Laura & Moauro, Filippo

2017 Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure
by Yang, Bill Huajian

2017 Smoothing Algorithms by Constrained Maximum Likelihood
by Yang, Bill Huajian

2017 Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument
by Bhatt, Vipul & Kishor, Kundan & Marfatia, Hardik

2017 “Negative Political Advertising: It’s All in the Timing”
by Davis, Brent

2017 Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk
by Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A.

2017 Comparison of methods of data mining techniques for the predictive accuracy
by Pyzhov, Vladislav & Pyzhov, Stanislav

2017 An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series
by Maheu, John M & Song, Yong

2017 Economic Forecasting Based on the Relationship between GDP and Real Money Supply
by BLINOV, Sergey

2017 Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy
by Medel, Carlos A.

2017 Forecasting oil prices
by Degiannakis, Stavros & Filis, George

2017 Использование Взаимосвязи Между Ввп И Денежной Массой Для Экономического Прогнозирования
by BLINOV, Sergey

2017 Nowcasting Slovak GDP by a Small Dynamic Factor Model
by Tóth, Peter

2017 A Power Booster Factor for Out-of-Sample Tests of Predictability
by Pincheira, Pablo

2017 Aggregate Density Forecasting from Disaggregate Components Using Large VARs
by Cobb, Marcus P A

2017 Joint Forecast Combination of Macroeconomic Aggregates and Their Components
by Cobb, Marcus P A

2017 Nowcasting Building Permits with Google Trends
by Coble, David & Pincheira, Pablo

2017 Density Forecasts of Polish Industrial Production: a Probabilistic Perspective on Business Cycle Fluctuations
by Blazej Mazur

2017 Firms’ Default – from Prediction Accuracy to Informational Capacity of Predictors
by Tomasz Berent & Boguslaw Blawat & Marek Dietl & Radoslaw Rejman

2017 Integrating judgment in statistical demand forecasting: An approach to confront uncertainty
by Niematallah Elamin & Mototsugu Fukushige

2017 Future trends in health care expenditure: A modelling framework for cross-country forecasts
by Alberto Marino & David Morgan & Luca Lorenzoni & Chris James

2017 A revised approach to productivity convergence in long-term scenarios
by Yvan Guillemette & Alexandre Kopoin & David Turner & Andrea De Mauro

2017 A revised approach to trend employment projections in long-term scenarios
by Maria Chiara Cavalleri & Yvan Guillemette

2017 A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government
by Andrés F. Barrientos & Alexander Bolton & Tom Balmat & Jerome P. Reiter & John M. de Figueiredo & Ashwin Machanavajjhala & Yan Chen & Charles Kneifel & Mark DeLong

2017 Rethinking the Benefits of Youth Employment Programs: The Heterogeneous Effects of Summer Jobs
by Jonathan M.V. Davis & Sara B. Heller

2017 Long-Run Covariability
by Ulrich K. Müller & Mark W. Watson

2017 Social Media and Fake News in the 2016 Election
by Hunt Allcott & Matthew Gentzkow

2017 Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks
by Karol Szafranek

2017 Forecasting with FAVAR: macroeconomic versus financial factors
by Alessia Paccagnini

2017 Coherent Probabilistic Forecasts for Hierarchical Time Series
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman

2017 Macroeconomic forecasting for Australia using a large number of predictors
by Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid

2017 Time Use Elasticity of Substitution Estimates Conditional on Working Time Available
by Armagan Tuna Aktuna-Gunes & Okay Gunes

2017 The contribution of jumps to forecasting the density of returns
by Christophe Chorro & Florian Ielpo & Benoît Sévi

2017 U.K. Monetary Policy under Inflation Targeting
by Anh Dinh Minh Nguyen

2017 Exploring the Nexus between Inflation and Globalization under Inflation Targeting through the Lens of New Zealand’s Experience
by Ayse Kabukcuoglu & Enrique Martínez-García & Mehmet Ali Soytas

2017 Using machine learning for financial fraud detection in the accounts of companies investigated for money laundering
by José A. Álvarez-Jareño & Elena Badal-Valero & José Manuel Pavía

2017 Stochastische Prognose demografischer Komponenten auf Basis der Hauptkomponentenanalyse
by Vanella, Patrizio

2017 How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson

2017 Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP
by Martina Hengge & Seton Leonard

2017 Forecasting Inflation in Vietnam with Univariate and Vector Autoregressive Models
by Tran Thanh Hoa

2017 Russian industrial enterprises in 2016 (on business surveys’ findings)
by Tsukhlo Sergey

2017 How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson

2017 Understanding Survey Based Inflation Expectations
by Travis J. Berge

2017 Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach
by David L. Reifschneider & Peter Tulip

2017 Macroeconomic Forecasting in Times of Crises
by Pablo Guerron-Quintana & Molin Zhong

2017 A Unified Framework for Dimension Reduction in Forecasting
by Alessandro Barbarino & Efstathia Bura

2017 Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience
by Kabukcuoglu, Ayse & Martinez-Garcia, Enrique & Soytas, Mehmet A.

2017 Forecasting GDP Growth with NIPA Aggregates
by Knotek, Edward S. & Garciga, Christian

2017 Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
by Knotek, Edward S. & Zaman, Saeed

2017 Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2017 Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach
by Matej Nevrla

2017 Forecasting the Volatility of Nikkei 225 Futures
by Asai, M. & McAleer, M.J.

2017 Do central banks respond timely to developments in the global economy?
by Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri

2017 Reading between the Lines: Using Media to Improve German Inflation Forecasts
by Benjamin Beckers & Konstantin A. Kholodilin & Dirk Ulbricht

2017 Revisiting the forecasting accuracy of Phillips curve: the role of oil price
by Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah

2017 Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements
by Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling

2017 Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
by Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta

2017 Efectos de variaciones del precio del petróleo en un escenario de incertidumbre sobre el crecimiento económico de Colombia: 2001-2016
by Daniel Felipe Cuervo & Camilo Ernesto Gómez & Miguel Antonio Melo & José Gregorio Ojeda

2017 Measuring firm size distribution with semi-nonparametric densities
by Lina Cortés & Andrés Mora-Valencia & Javier Perote

2017 Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle
by Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters

2017 The Impact of Economic Globalization on the Shadow Economy in Egypt
by Mohammad Reza Farzanegan & Mai Hassan

2017 Timing Strategy Performance in the Crude Oil Futures Market
by Nick Taylor

2017 Forecasting in the presence of in and out of sample breaks
by Jiawen Xu & Pierre Perron

2017 High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed
by F. Lilla

2017 A ternary-state early warning system for the European Union
by Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager & Etti Baranoff

2017 Forecasting multidimensional tail risk at short and long horizons
by Polanski, Arnold & Stoja, Evarist

2017 Conditional forecasting with DSGE models - A conditional copula approach
by Kenneth Sæterhagen Paulsen

2017 The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?
by Michael Funke & Julius Loermann & Richhild Moessner

2017 Large time-varying parameter VARs: a non-parametric approach
by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti

2017 Using the payment system data to forecast the Italian GDP
by Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte

2017 Model averaging in markov-switching models: predicting national recessions with regional data
by Pierre Guérin & Danilo Leiva-Leon

2017 A suite of inflation forecasting models
by Luis J. Álvarez & Isabel Sánchez

2017 A Dynamic Factor Model for Nowcasting Canadian GDP Growth
by Tony Chernis & Rodrigo Sekkel

2017 Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
by Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba

2017 Markov-Switching Three-Pass Regression Filter
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino

2017 A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth
by Tony Chernis & Calista Cheung & Gabriella Velasco

2017 Assessing the Business Outlook Survey Indicator Using Real-Time Data
by Lise Pichette & Marie-Noëlle Robitaille

2017 Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach
by Hyeongwoo Kim & Kyunghwan Ko

2017 Insight into the Female Longevity Puzzle: Using Register Data to Analyse Mortality and Cause of Death Behaviour Across Socio-economic Groups
by Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold

2017 Modeling and forecasting electricity price jumps in the Nord Pool power market
by Oskar Knapik

2017 The Walking Debt Crisis
by Tobias Basse & Robinson Kruse & Christoph Wegener

2017 Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis
by Matthew T. Holt & Timo Teräsvirta

2017 Sir Clive Granger's contributions to nonlinear time series and econometrics
by Timo Teräsvirta

2017 Evaluating forecasting models for unemployment rates by gender in selected european countries
by Ksenija Dumicic & Berislav Zmuk & Anita Ceh Casni

2017 An approach for modelling and forecasting research activity related to an emerging technology
by Iñaki Bildosola & Pilar Gonzalez & Paz Moral

2017 Boosting and regional economic forecasting: the case of Germany
by Robert Lehmann & Klaus Wohlrabe

2017 Forecast combination, non-linear dynamics, and the macroeconomy
by Christopher G. Gibbs

2017 The real miss-specification in the forward rate premium puzzle
by Amit K. Sinha & Philip A. Horvath & Robert C. Scott

2017 Assessing the economic effects of server launches in free-to-play MMO games
by Sebastian Voigt & Oliver Hinz

2017 The role of measurability in game-theoretic probability
by Vladimir Vovk

2017 A dynamic factor model for nowcasting Canadian GDP growth
by Tony Chernis & Rodrigo Sekkel

2017 Forecast combination when outcomes are difficult to predict
by Graham Elliott

2017 Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms
by Fabian Krüger

2017 Interest rate assumptions and predictive accuracy of central bank forecasts
by Malte Knüppel & Guido Schultefrankenfeld

2017 A nonparametric approach to identifying a subset of forecasters that outperforms the simple average
by Constantin Bürgi & Tara M. Sinclair

2017 The role of indicator selection in nowcasting euro-area GDP in pseudo-real time
by Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo

2017 Predicting the direction of US stock markets using industry returns
by Harri Pönkä

2017 On the influence of US monetary policy on crude oil price volatility
by Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo

2017 Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data
by Micha³ Chojnowski & Piotr Dybka

2017 Exchange Rates and International Reserves in India
by Aviral Kumar Tiwari & Phouphet Kyophilavong

2017 The complementary role of cross-sectional and time-series information in forecasting stock returns
by Qing Zhou & Robert Faff

2017 Correction Of Equilibrum And Autoregressive Models Used In The Macroeconomic Forecast
by Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Zoica NICOLA & Radu STOICA

2017 The Main Concepts Of The Eqcm Model And Data-Based Dvar Systems
by Madalina-Gabriela ANGHEL & Constantin ANGHELACHE & Georgiana NITA & Gyorgy BODO

2017 Modelling an Emergent Economy and Parameter Instability Problem
by Emilian DOBRESCU

2017 The Impact of Oil Shocks on Foreign Trade in Iran: The Role of Inflation Targeting Policy
by Behrad-Amin, Mehdi & Zamanian , Gholamreza & Esfandiari , Marziyeh

2017 Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2
by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

2017 Financial conditions and density forecasts for US output and inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2017 Využití metody vícestavové demografie při analýze trhu práce
by Martina Miskolczi & Jitka Langhamrová

2017 Examining of Determinants of Non-Performing Loans
by Nikola Radivojevic & Jelena Jovovic

2017 Pronosticando la inflación mensual en Colombia un paso hacia delante: una aproximación "de abajo hacia arriba" || Forecasting the Colombian Monthly Inflation One Step Ahead: A "Bottom to Top" Approach
by Alonso, Julio César & Rivera, Andrés Felipe

2017 Forecast Intervals for US/EURO Foreign Exchange Rate || Intervalos de pronóstico para los tipos de cambio US/EURO
by Simionescu, Mihaela

2017 SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
by Christian Brownlees & Robert F. Engle

2017 Combining Multivariate Volatility Forecasts: An Economic-Based Approach
by João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos

2017 The London and Cambridge Economic Service: history and contributions
by Robert A. Cord

2017 Modelos de series temporales aplicados a la predicción del tráfico aeroportuario español de pasajeros: Un enfoque agregado y desagregado/Forecasting of Spanish Passenger Air Traffic Based on Time Series Models with Aggregated and Disaggregated Approaches
by LÓPEZ, ANA M. & FLORES, MARIO A. & SÁNCHEZ, JUAN I.

2017 Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of the Economic Impact of Longevity Risk
by BENCHIMOL, ANDRÉS

2017 Forecasting Performance and Information Measures. Revisiting the M-Competition /Evaluación de Predicciones y Medidas de Información. Reexamen de la M-Competición
by LÓPEZ MENÉNDEZ, ANA JESÚS & PÉREZ SUÁREZ, RIGOBERTO

2017 Análisis del comportamiento del Modelo de Crecimiento de Gompertz en la predicción del crecimiento de la economía de Argentina, Bolivia, Chile y Perú/Study of Economic Growth of four Latin American Economies through the Gompertz?s Growth Model
by PARRA MÁRQUEZ, JUAN CARLOS

2017 La predicción en Economía: Posibilidades y limitaciones/Prediction in Economics: Possibilities and Limitations
by PULIDO SANROMAN, ANTONIO

2017 Optimal Active Energy Loss with Feeder Routing and Renewable Energy for Smart Grid Distribution
by Narongdech Keeratipranon & Phatcharasak Phawanaphinyo

2017 Projections of Energy Use and Carbon Emissions for Bangkok,Thailand
by Aumnad Phdungsilp

2017 Comparing forecasts for tourism dynamics in Medellín, Colombia
by Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales

2017 Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján
by Virág, Miklós & Nyitrai, Tamás

2017 Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets
by Iulian Lolea

2017 Determinants of Foreign Direct Investments in Bulgaria and Romania in the Context of Recent Economic Crisis
by Mirel-Daniel Simionescu

2017 Do European fiscal rules induce a bias in fiscal forecasts? Evidence from the Stability and Growth Pact
by Niels D. Gilbert & Jasper F.M. de Jong

2017 Expected downside risk and asset prices: characteristics of emerging and developed European markets
by Mihály Ormos & Dusán Timotity

2017 Could the start of the German recession 2008–2009 have been foreseen? Evidence from Real-Time Data
by Heilemann Ullrich & Schnorr-Bäcker Susanne

2017 Econometric estimation of banking stocks
by Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem

2017 Monetary uncertainty and the demand for money in Ghana
by Bernard Njindan Iyke & Sin-Yu Ho

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V.

2017 Monitoring of Russia's Economic Outlook
by Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita

2017 Monitoring of Russia's Economic Outlook
by Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Ponomarev Yuri & Kiyutsevskaya Anna & Miller Evgenia & Pleskachev Yuri & Khudko Elizaveta

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Deryugin Alexander & Lyashok Viktor & Kiyutsevskaya Anna & Arlashkin Igor

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Gurevich Vladimir & Miller Evgenia

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Gurevich Vladimir & Zolotareva Anna

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir

2017 Monitoring of Russia's Economic Outlook
by Bobylev Yuri & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian Nikita

2017 Monitoring of Russia's Economic Outlook
by Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Ponomarev Yuri & Kiyutsevskaya Anna & Miller Evgenia & Pleskachev Yuri & Khudko Elizaveta

2017 Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Deryugin Alexander & Lyashok Viktor & Kiyutsevskaya Anna & Arlashkin Igor

2017 Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting
by Dorin JULA & Nicolae Marius JULA

2017 Loan pricing, stress testing and capital allocation
by Jason Allen

2017 True or spurious long memory in European non-EMU currencies
by Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof

2017 On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies
by Jalles, João Tovar

2017 Exploring international linkages using generalised connectedness measures: The case of Korea
by Park, Hail & Shin, Yongcheol

2017 Further evidence on bear market predictability: The role of the external finance premium
by Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi

2017 Sudden stops of capital flows to emerging markets: A new prediction approach
by Suh, Sangwon

2017 Forecasting stock market volatility: Do realized skewness and kurtosis help?
by Mei, Dexiang & Liu, Jing & Ma, Feng & Chen, Wang

2017 Emerging economies’ short-term private external debt as evidence of economic crisis
by Ekici, Oya & Nemlioğlu, Karun

2017 Computer technology and probable job destructions in Japan: An evaluation
by David, Benjamin

2017 International volatility risk and Chinese stock return predictability
by Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun

2017 Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts
by Ince, Onur & Molodtsova, Tanya

2017 Forecasting the German forest products trade: A vector error correction model
by Kolo, Horst & Tzanova, Polia

2017 Credit risk interconnectedness: What does the market really know?
by Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia

2017 Predicting sovereign debt crises: An Early Warning System approach
by Dawood, Mary & Horsewood, Nicholas & Strobel, Frank

2017 Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?
by Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas

2017 Nonparametric tolerance limits for pair trading
by Chen, Cathy W.S. & Lin, Tsai-Yu

2017 Forecasting volatility with interacting multiple models
by Svec, Jiri & Katrak, Xerxis

2017 Predictability and diversification benefits of investing in commodity and currency futures
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio

2017 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis

2017 Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil
by Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco

2017 Energy efficiency and economic growth: A retrospective CGE analysis for Canada from 2002 to 2012
by Bataille, Chris & Melton, Noel

2017 A rough multi-factor model of electricity spot prices
by Bennedsen, Mikkel

2017 Forecasting oil and stock returns with a Qual VAR using over 150years off data
by Gupta, Rangan & Wohar, Mark

2017 The role of oil prices in the forecasts of South African interest rates: A Bayesian approach
by Gupta, Rangan & Kotzé, Kevin

2017 Can investor sentiment be a momentum time-series predictor? Evidence from China
by Han, Xing & Li, Youwei

2017 Foreign exchange predictability and the carry trade: A decomposition approach
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

2017 Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates
by Fries, Christian P. & Nigbur, Tobias & Seeger, Norman

2017 Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?
by Nonejad, Nima

2017 Relation between higher order comoments and dependence structure of equity portfolio
by Cerrato, Mario & Crosby, John & Kim, Minjoo & Zhao, Yang

2017 The dynamic Black–Litterman approach to asset allocation
by Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi

2017 On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area
by Meinen, Philipp & Roehe, Oke

2017 Who creates jobs? Econometric modeling and evidence for Austrian firm level data
by Huber, Peter & Oberhofer, Harald & Pfaffermayr, Michael

2017 Forecasting cointegrated nonstationary time series with time-varying variance
by Tu, Yundong & Yi, Yanping

2017 Rolling window selection for out-of-sample forecasting with time-varying parameters
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

2017 Data revisions and DSGE models
by Galvão, Ana Beatriz

2017 Bias, rationality and asymmetric loss functions
by Bürgi, Constantin

2017 Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics
by Xie, Tian

2017 Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
by Li, Leon

2017 Pair trading based on quantile forecasting of smooth transition GARCH models
by Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol

2017 The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey
by Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand

2017 Debt sustainability in emerging market countries: Some policy guidelines from a fan-chart approach
by Paret, Anne-Charlotte

2017 Investigating the Relationship between Employee Empowerment and the Development of an Entrepreneurial Culture at Fatemieh Technical and Vocational University of Bandar Abbas
by Azade Aryana & Reza Ameri Siyahouei & Tahereh Mahmoudi

2017 The Relationship between Manager’s Strategic Intelligence and Organization Development in Governmental Agencies in Iran (Case Study: Office of Cooperatives Labor and Social Welfare)
by Fahime Baei & Masoud Ahmadi & Neda Sharifi Asadi Malafeh & Abbasali Baee

2017 Compare Customer Satisfaction with the Quality of E-banking Services among State, Private and Altered Banks in Isfahan
by Mahdi Rezapour & Mehraban Hadi Peykani

2017 Studying the Relationship among Character, Phantasm and Environment with Customers’ Loyalty in Iran’s Hotel Industry (Case Study: Hotels of Ardabil)
by Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

2017 Design and Presentation of Professional Ethics Criteria and Indicators for the Promotion of Political Accountability within Iranian’s Government Organizations (Case Study: National Chief Executive Devices)
by Rasool Sarihi Asfestani & Mehraban Hadi Peykani & Akbar Eetebaryan

2017 The Relationship between Demographic Characteristics with Information and Communication Technology and Empowerment in General Organizations (Case Study: Sari Municipality)
by Neda Sharifi Asadi Malafe & Masoud Ahmadi & Fahime Baei

2017 Examining the Relationship between Supply Chain Relationships and Practice of Distributors (Case Study: NoshinCo)
by Hassan Mehrmanesh & Seyed Rahim Safavi Mirmahalleh

2017 Time Span does Matter for Offshore Wind Plant Allocation with Modern Portfolio Theory
by Lana V. L. Costa-Silva & Vinicio S. Almeida & Felipe M. Pimenta & Giovanna T. Segantini

2017 Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran
by Shahram Fattahi & Kiomars Sohaili & Hamed Monkaresi & Fatemeh Mehrabi

2017 An Early Warning System for Currency Crisis: A Comparative Study for the Case of Jordan and Egypt
by Ghazi Al-Assaf

2017 Examining the Effect of Social and Intellectual Value on Organizational Performance Based on the Balanced Evaluation Method and Structural Equations in the Iranian Oil Terminals Company
by Abbas Taleb Bidokhti & Ali Akbar Esmailpour

2017 The Effect of Oil Shocks on Foreign Trade under Inflation and Exchange Rate Targeting Policies (In the Form of a Dynamic Stochastic General Equilibrium Model for Iran)
by Mehdi Behrad-Amin & Gholamreza Zamanian & Marzie Esfandiari

2017 Incorrect Pricing Impact on Investment and the Capital Structure of Companies with Financial Constraints
by Khalil Abbasi Museloo & Shaker Abartavi

2017 Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran
by Maryam Hosseinzadeh & Saeed Daei-Karimzadeh

2017 Keine Immobilienpreisblase in Deutschland – aber regional begrenzte Übertreibungen in Teilmärkten
by Konstantin Kholodilin & Claus Michelsen

2017 No Germany-Wide Housing Bubble but Overvaluation in Regional Markets and Segments
by Konstantin A. Kholodilin & Claus Michelsen

2017 A Novel Method of Modeling Dynamic Evolutionary Game with Rational Agents for Market Forecasting
by Narges TALEBIMOTLAGH & Farzad HASHEMZADEH & Amir RIKHTEHGAR GHIASI & Sehraneh GHAEMI

2017 A Model for Predicting Future Demand for ICT Specialists in Romania
by Răzvan BOLOGA & Ana Ramona LUPU

2017 Are Daily Financial Data Useful for Forecasting GDP? Evidence from Mexico
by Raul Ibarra & Luis M. Gomez-Zamudio

2017 La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015
by Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi

2017 Pérdidas esperadas y detrimento patrimonial por hurto de vehículos en Colombia
by Santiago Medina Hurtado & Jorge Restrepo-Morales & Alejandro Bedoya

2017 Aspects Of Seasonality Touristic Activity Specific To Mamaia Station
by Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU

2017 La politique commerciale au service de la politique climatique
by Lionel Fontagné & Jean Fouré

2017 Makroökonomische Unsicherheit in Deutschland
by Christian Grimme & Marc Stöckli

2017 On the estimation of regime-switching Lévy models
by Chevallier Julien & Goutte Stéphane

2017 Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
by Hännikäinen Jari

2017 Valuation of a Company using Time Series Analysis
by Pohl Philipp

2017 The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk
by Ormos Mihály & Timotity Dusán

2017 Liniarity Of The Economic System
by ANDREI Dumitru

2017 Bankruptcy risk prediction models based on artificial neural networks
by Doina PRODAN-PALADE

2017 Cost Analysis of Poor Quality Using a Software Simulation
by Jana Fabianová & Jaroslava Janeková & Daniela Onofrejová

2017 Economic Effects of Migration from Poland to the UK
by Mihaela Simionescu & Yuriy Bilan & Grzegorz Mentel

2016 The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach
by Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar

2016 Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
by Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar

2016 Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach
by Christina Christou & Rangan Gupta & Christis Hassapis

2016 Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Esin Cakan & Rangan Gupta

2016 Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach
by Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar

2016 The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
by Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta

2016 Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

2016 The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach
by Rangan Gupta & Anandamayee Majumdar & Mark Wohar

2016 Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar

2016 DSGE-based forecasting: What should our perspective be?
by O. Malakhovskaya.

2016 Policy measures to improve energy efficiency in Russian buildings: Forecast up to 2050
by I. Bashmakov.

2016 Real Option Approach For Comparing Lifetime Costs Of Alternative Diabetes Type I Treatment Methods
by Tero Haahtela

2016 Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios
by Hartmann, Matthias & Dovern, Jonas

2016 A real-time analysis on the importance of hard and soft data for nowcasting German GDP
by Heinisch, Katja

2016 Predicting the equity premium via its components
by Bätje, Fabian & Menkhoff, Lukas

2016 Robust Evaluation of Multivariate Density Forecasts
by Dovern, Jonas & Manner, Hans

2016 Calculating Joint Bands for Impulse Response Functions using Highest Density Regions
by Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna

2016 House prices and interest rates: Bayesian evidence from Germany
by Hanck, Christoph & Prüser, Jan

2016 Die Großstädte im Wachstumsmodus: Stochastische Bevölkerungsprognosen für Berlin, München und Frankfurt am Main bis 2035
by Deschermeier, Philipp

2016 Forecasting euro area recessions in real-time
by Pirschel, Inske

2016 On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area
by Meinen, Philipp & Röhe, Oke

2016 Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
by Kurz-Kim, Jeong-Ryeol

2016 Approximating fixed-horizon forecasts using fixed-event forecasts
by Knüppel, Malte & Vladu, Andreea L.

2016 Point, interval and density forecasts of exchange rates with time-varying parameter models
by Abbate, Angela & Marcellino, Massimiliano

2016 Credit risk interconnectedness: What does the market really know?
by Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia

2016 The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach
by Donal Smith

2016 Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China
by Han, Xing & Li, Youwei

2016 Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets
by Pawel Maryniak & Stefan Trueck & Rafal Weron

2016 Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models
by Florian Ziel & Rafal Weron

2016 Recent advances in electricity price forecasting: A review of probabilistic forecasting
by Jakub Nowotarski & Rafal Weron

2016 Automated variable selection and shrinkage for day-ahead electricity price forecasting
by Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

2016 On the importance of the long-term seasonal component in day-ahead electricity price forecasting
by Jakub Nowotarski & Rafal Weron

2016 To combine or not to combine? Recent trends in electricity price forecasting
by Jakub Nowotarski & Rafal Weron

2016 Adaptive shrinkage in Bayesian vector autoregressive models
by Florian Huber & Martin Feldkircher

2016 EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk
by Marcin Chlebus

2016 One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable
by Marcin Chlebus

2016 Understanding the sources of macroeconomic uncertainty
by Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre

2016 In-sample inference and forecasting in misspecified factor models
by Marine Carrasco & Barbara Rossi

2016 Macroeconomic Forecasting Using Penalized Regression Methods
by Smeekes, Stephan & Wijler, Etiënne

2016 Forecasting with Neural Networks Models
by Francis Bismans & Igor N. Litvine

2016 Model selection with factors and variables
by Jack Fosten

2016 Nowcasting Indian GDP
by Daniela Bragoli & Jack Fosten

2016 Forecast evaluation with factor-augmented models
by Jack Fosten

2016 On the use of high frequency measures of volatility in MIDAS regressions
by Elena Andreou

2016 Volatility transmission between stock and exchange-rate markets: A connectedness analysis
by Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero

2016 Prediction of Gas Concentration Based on the Opposite Degree Algorithm
by Xiao-Guang Yue & Rui Gao & Michael McAleer

2016 Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
by Herman Stekler & Yongchen Zhao

2016 A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
by Triepels, Ron & Daniels, Hennie

2016 Forecasting using Random Subspace Methods
by Tom Boot & Didier Nibbering

2016 Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
by Andre Lucas & Anne Opschoor & Julia Schaumburg

2016 Prediction of Gas Concentration based on the Opposite Degree Algorithm
by Xiao-Guang Yue & Rui Gao & Michael McAleer

2016 Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2016 Forecasting Turkish Real GDP Growth in a Data Rich Environment
by Bahar Sen Dogan & Murat Midilic

2016 Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks
by Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing

2016 Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
by Jari Hännikäinen

2016 The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment
by Hännikäinen Jari

2016 When does the yield curve contain predictive power? Evidence from a data-rich environment
by Jari Hännikäinen

2016 The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club
by Gong Cheng & Javier Diaz-Cassou & Aitor Erce

2016 Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA
by Duo Qin & Qingchao Wang

2016 Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter
by Christian Hepenstrick & Massimiliano Marcellino

2016 Exchange Rate Predictability and State-of-the-Art Models
by Pinar Yesin

2016 Foreign PMIs: A reliable indicator for exports?
by Sandra Hanslin & Rolf Scheufele

2016 The Impact of BREXIT on the Foreign Direct Investment in the United Kingdom
by Mihaela Simionescu

2016 Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator
by Dilip Kumar

2016 Stock Return Predictability in South Africa: An Alternative Approach
by Ailie Charteris and Barry Strydom

2016 Nowcasting Real GDP growth in South Africa
by Alain Kabundi, Elmarie Nel and Franz Ruch

2016 Estimation Of Star-Garch Models With Iteratively Weighted Least Squares
by Murat Midilic

2016 A Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
by Martyna Marczak & Tommaso Proietti & Stefano Grassi

2016 “Butterfly Effect" vs Chaos in Energy Futures Markets
by Loretta Mastroeni & Pierluigi Vellucci

2016 Forecast Combinations For Realized Volatility In Presence Of Structural Breaks
by Davide De Gaetano

2016 Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania
by Mihaela Simionescu

2016 The Real GDP Rate in European Union. A Panel Data Approach
by Mihaela Simionescu

2016 Investiţiile Străine Directe Şi Criza Economică Recentă
by Mihaela SIMIONESCU

2016 A Predictive System for International Trade Growth
by Chon, Sora

2016 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
by Dionne, Georges & Zhou, Xiaozhou

2016 Forecasting Unemployment with Google Searches
by Tuhkuri, Joonas

2016 Predicting housing prices with Google searches in Finland
by Widgrén, Joona

2016 ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe
by Tuhkuri, Joonas

2016 Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency
by Michael Clements

2016 Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market
by Steffen Heinig & Anupam Nanda & Sotiris Tsolacos

2016 Are Macroeconomic Density Forecasts Informative?
by Michael Clements

2016 Modelling Extreme Risks in Commodities and Commodity Currencies
by Fernanda Fuentes & Rodrigo Herrera & Adam Clements

2016 A wavelet-based multivariate multiscale approach for forecasting
by António Rua

2016 A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
by Cláudia Duarte & Paulo M.M. Rodrigues & António Rua

2016 Understanding and Misunderstanding Randomized Controlled Trials
by Angus Deaton & Nancy Cartwright

2016 Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
by Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch

2016 Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty
by Christina Christou & Rangan Gupta

2016 The Term Premium as a Leading Macroeconomic Indicator
by Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta

2016 The Perils of Modelling How Migration Responds to Climate Change
by Feng, Bo & Partridge, Mark & Rembert, Mark

2016 Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

2016 Crecimiento del crédito en Nicaragua, ¿Crecimiento natural o boom crediticio?
by Urbina, Jilber

2016 Adaptive models and heavy tails with an application to inflation forecasting
by Delle Monache, Davide & Petrella, Ivan

2016 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis

2016 Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries
by Asongu, Simplice & Nwachukwu, Jacinta

2016 On the choice of covariance specifications for portfolio selection problems
by R. Ferreira, Alexandre & A. P. Santos, Andre

2016 Risk adjustment of the credit-card augmented Divisia monetary aggregates
by Barnett, William & Su, Liting

2016 Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates
by Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting

2016 The credit-card-services augmented Divisia monetary aggregates
by Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting

2016 A Standardized Treatment of Binary Similarity Measures with an Introduction to k-Vector Percentage Normalized Similarity
by Stacey, Brian

2016 “Attitudes to Leadership and Voting: Finding the Efficient Frontier”
by Davis, Brent

2016 Determining Statistical Pattern on the Drug-Related Killing in Philippines Using ARIMA and Poisson Techniques
by Tamayo, Adrian

2016 The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
by Fantazzini, Dean

2016 Everything you always wanted to know about bitcoin modelling but were afraid to ask
by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

2016 Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence
by Thomadakis, Apostolos

2016 The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment
by Hännikäinen, Jari

2016 Models of Mortality rates - analysing the residuals
by O'Hare, Colin & Li, Youwei

2016 Modelling mortality: Are we heading in the right direction?
by O'Hare, Colin & Li, Youwei

2016 Automating Analytics: Forecasting Time Series in Economics and Business
by Gerunov, Anton

2016 When does the yield curve contain predictive power? Evidence from a data-rich environment
by Hännikäinen, Jari

2016 Forecasting football match results: Are the many smarter than the few?
by García, Jaume & Pérez, Levi & Rodríguez, Plácido

2016 Experts, firms, consumers or even hard data? Forecasting employment in Germany
by Lehmann, Robert & Wohlrabe, Klaus

2016 Forecasting oil price realized volatility: A new approach
by Degiannakis, Stavros & Filis, George

2016 Foreign exchange rates with the Taylor rule and VECMs
by Piersanti, Fabio Massimo & Rizzati, Massimiliano & Nakmai, Siwat

2016 Forecast future production of municipal waste on the basis of a panel data model in Algeria
by Djemaci, Brahim

2016 Prospects for Africa's economic growth
by Przemyslaw Cieslak

2016 Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]
by Gabriel Rodriguez & Willy Alanya

2016 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
by Janine Aron & John Muellbauer

2016 Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations
by David Hendry & Andrew B. Martinez

2016 Determinants of export sophistication: Evidence from Monte Carlo simulations
by Karen Poghosyan & Evžen Kočenda

2016 A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts
by Niematallah Elamin & Mototsugu Fukushige

2016 Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models
by Patrice Ollivaud & Pierre-Alain Pionnier & Elena Rusticelli & Cyrille Schwellnus & Seung-Hee Koh

2016 Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?
by Steven Lehrer & Tian Xie

2016 Assessing Point Forecast Accuracy by Stochastic Error Distance
by Francis X. Diebold & Minchul Shin

2016 Forecasting China's Economic Growth and Inflation
by Patrick Higgins & Tao Zha & Karen Zhong

2016 Crowdsourcing City Government: Using Tournaments to Improve Inspection Accuracy
by Edward L. Glaeser & Andrew Hillis & Scott Duke Kominers & Michael Luca

2016 The State of American Entrepreneurship: New Estimates of the Quantity and Quality of Entrepreneurship for 15 US States, 1988-2014
by Jorge Guzman & Scott Stern

2016 Global or domestic? Which shocks drive inflation in European small open economies?
by Aleksandra Hałka & Jacek Kotłowski

2016 A dynamic factor model for forecasting house prices in Belgium
by Marina Emiris

2016 A dynamic factor model for forecasting house prices in Belgium
by Marina Emiris

2016 A dynamic factor model for forecasting house prices in Belgium
by Marina Emiris

2016 Forecasting Inflation Using The Phillips Curve: Evidence From Swedish Data
by Diana Gabrielyan

2016 Bayesian Rank Selection in Multivariate Regression
by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid

2016 Data-driven particle Filters for particle Markov Chain Monte Carlo
by Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe

2016 Visualising forecasting Algorithm Performance using Time Series Instance Spaces
by Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles

2016 Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks
by Zeineb Affes & Rania Hentati-Kaffel

2016 Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis
by Zeineb Affes & Rania Hentati-Kaffel

2016 A note on normalization schemes:The case of generalized forecast error variance decompositions
by Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli

2016 Liquidity Needs And Liquidity Costs Of An Instant Payment System
by Gergely Patrik Balla & Tamás Ilyés

2016 Rare Events and Risk Perception: Evidence from Fukushima Accident
by Tomasz Wozniak

2016 Overview of the Macedonian Policy Analysis Model (MAKPAM)
by Tibor Hledik & Sultanija Bojceva-Terzijan & Biljana Jovanovic & Rilind Kabashi

2016 Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050
by David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud

2016 Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area
by Christian Gayer & Alessandro Girardi & Andreas Reuter

2016 Extracting the Information Shocks from the Bank of England Inflation Density Forecasts
by Carlos Diaz Vela

2016 Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia
by Jorge Barrientos Marín & Mónica Toro Martínez

2016 Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K
by Pantelis Promponas & David Alan Peel

2016 What Helps Forecast U.S. Inflation?—Mind the Gap!
by Ayse Kabukcuoglu & Enrique Martínez-García

2016 Risk Adjustment of the Credit-Card Augmented Divisia Monetary Aggregates
by William Barnett & Liting Su

2016 Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates
by William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su

2016 The Credit-Card-Services Augmented Divisia Monetary Aggregates
by William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su

2016 Forecasting inbound tourists in Cambodia
by Tanaka, Kiyoyasu

2016 Global population growth, technology and Malthusian constraints: A quantitative growth theoretic perspective
by Bruno Lanz & Simon Dietz & Tim Swanson

2016 Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies
by Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis

2016 Tricks for improving non-homogeneous regression for probabilistic precipitation forecasts: Perfect predictions, heavy tails, and link functions
by Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis

2016 Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies
by Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis

2016 Predictive Bookmaker Consensus Model for the UEFA Euro 2016
by Achim Zeileis & Christoph Leitner & Kurt Hornik

2016 Spatial Ensemble Post-Processing with Standardized Anomalies
by Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis

2016 Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model
by Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis

2016 Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects
by Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri

2016 Assessing Causality and Delay within a Frequency Band
by Jörg Breitung & Sven Schreiber

2016 Forecast Disagreement and the Inflation Outlook: New International Evidence
by Pierre L. Siklos

2016 Dynamiczne wlasnosci miar ubostwa energetycznego
by Maciej Lis & Agata Miazga & Michal Ramsza

2016 Beta-boosted ensemble for big credit scoring data
by Maciej Zieba & Wolfgang K. Härdle

2016 Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics
by Ying Chen & Wolfgang K. Härdle & Wee Song Chua

2016 Academic Ranking Scales in Economics: Prediction and Imputation
by Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle &

2016 On Persistence of Uncertainty Shocks
by Sergey Egiev

2016 Structural Breaks in Potential GDP Of Three Major Economies: Just Impaired Credit or the “New Normal”?
by Alexander Yu. Apokin & Irina B. Ipatova

2016 Adjusting for Information Content when Comparing Forecast Performance
by Andersson, Michael K. & Aranki, Ted & Reslow, André

2016 Forecasting Goods and Services Inflation in Sweden
by Mossfeldt, Marcus & Stockhammar, Pär

2016 The distributive effects of work-family life policies in European welfare states
by Tine Hufkens & Gerlinde Verbist

2016 The Total Fertility Rate in Germany until 2040 - A Stochastic Principal Components Projection based on Age-specific Fertility Rates
by Vanella, Patrizio

2016 Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
by Kruse, Robinson & Leschinski, Christian & Will, Michael

2016 What Do We Lose When We Average Expectations?
by Constantin Burgi

2016 Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
by Neil R. Ericsson

2016 Could The Start Of The German Recession 2008-2009 Have Been Foreseen? Evidence From Real-Time Data
by Ulrich Heilemann & Susanne Schnorr-Bäcker

2016 Forecasting the USD/CNY Exchange Rate under Different Policy Regimes
by Yuxuan Huang

2016 Bayesian Compressed Vector Autoregressions
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo

2016 Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective
by Bruno Lanz & Simon Dietz & Tim Swanson

2016 Russian industrial enterprises in 2015 (on the basis of business surveys)
by Tsukhlo Sergey

2016 Industrial production dynamics in particular sectors of Russian industry
by Idrisov Georgy & Kaukin Andrey & Ponomarev Yuri

2016 Scenarios to explore global food security up to 2050: Development process, storylines and quantification of drivers
by Michiel van Dijk & Maryia Mandryk & Marc Gramberger & David Laborde & Lindsay Shutes & Elke Stehfest & Hugo Valin & Katharina Zellmer

2016 On the use of interview data for the microsimulation of ideological conflicts : an analysis of the political cleavages of the European left
by Mueller, Georg P.

2016 Copula--based Specification of vector MEMs
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2016 Forecasting Economic Activity with Mixed Frequency Bayesian VARs
by Brave, Scott & Butters, R. Andrew & Justiniano, Alejandro

2016 Economic Forecasting in Theory and Practice : An Interview with David F. Hendry
by Neil R. Ericsson

2016 Heterogeneity in the Dynamics of Disaggregate Unemployment
by Ahn, Hie Joo

2016 Nowcasting Turkish GDP and News Decomposition
by Michele Modugno & Baris Soybilgen & M. Ege Yazgan

2016 A Nowcasting Model for Canada: Do U.S. Variables Matter?
by Daniela Bragoli & Michele Modugno

2016 A Time Series Model of Interest Rates With the Effective Lower Bound
by Benjamin K. Johannsen & Elmar Mertens

2016 Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?
by Kirstin Hubrich & Frauke Skudelny

2016 Inflation as a global phenomenon - some implications for policy analysis and forecasting
by Kabukcuoglu, Ayse & Martinez-Garcia, Enrique

2016 Predictive Modeling of Surveyed Property Conditions and Vacancy
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2016 Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
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2016 Forecasting China's Economic Growth and Inflation
by Higgins, Patrick C. & Zha, Tao & Zhong, Karen

2016 The role of commodity prices in forecasting U.S. core inflation
by Gospodinov, Nikolay

2016 Risk Management of Demand Deposits in a Low Interest Rate Environment
by Hana Dzmuranova

2016 Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the Basis of Data-driven Techniques
by Alessandro Girardi & Christian Gayer & Andreas Reuter

2016 Prediction of Gas Concentration Based on the Opposite Degree Algorithm
by Yue, X-G. & Gao, R. & McAleer, M.J.

2016 Forecasting GDP with global components. This time is different
by Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud

2016 Forecasting the Estonian rate of inflation using factor models
by Nicolas Reigl

2016 Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study
by Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz

2016 Forecasting U.S. Recessions and Economic Activity
by Rachidi Kotchoni & Dalibor Stevanovic

2016 Reject inference in application scorecards: evidence from France
by Ha-Thu Nguyen

2016 Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries
by Jos Jansen & Jasper de Winter

2016 Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption
by José M. Belbute & Alfredo Marvão Pereira

2016 A unfi ed view of systemic risk: detecting SIFIs and forecasting the fi nancial cycle via EWSs
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2016 A new combination approach to reducing forecast errors with an application to volatility forecasting
by Till Weigt & Bernd Wilfling

2016 Impulse Response Estimation By Smooth Local Projections
by Barnichon, Régis & Brownlees, Christian

2016 Adaptive state space models with applications to the business cycle and financial stress
by Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio

2016 Understanding the Sources of Macroeconomic Uncertainty
by Rossi, Barbara & Sekhposyan, Tatevik & Soupre, Mattheiu

2016 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
by Rossi, Barbara & Sekhposyan, Tatevik

2016 In-sample Inference and Forecasting in Misspecified Factor Models
by Carrasco, Marine & Rossi, Barbara

2016 Forecasting Macroeconomic Variables under Model Instability
by Pettenuzzo, Davide & Timmermann, Allan G

2016 On the use of high frequency measures of volatility in MIDAS regressions
by Andreou, Elena

2016 Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
by Aron, Janine & Muellbauer, John

2016 Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
by Baumeister, Christiane & Kilian, Lutz

2016 Bayesian Semiparametric Forecasts of Real Interest Rate Data
by DESCHAMPS, Philippe J.

2016 Modelling the Impacts of a Cut to Company Tax in Australia
by J.M. Dixon & J. Nassios

2016 Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star
by Miller Ariza

2016 The productivity of top researchers: A semi-nonparametric approach
by Lina M. Cortés & Javier Perote & Andrés Mora-Valencia

2016 Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies
by Alexander Guarín-López & Ignacio Lozano-Espitia

2016 Comparison of Methods for Estimating the Uncertainty of Value at Risk
by Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno

2016 Una comparación de diferentes modelos para la predicción del crimen en Bogotá
by Francisco Barreras & Carlos Díaz & Álvaro J. Riascos Villegas & Mónica Ribero

2016 Nowcasting the Czech Trade Balance
by Oxana Babecka Kucharcukova & Jan Bruha

2016 Iterated Multi-Step Forecasting with Model Coefficients Changing Across Iterations
by Michal Franta

2016 A composite leading cycle indicator for Uruguay
by Pablo Galaso & Sandra Rodríguez

2016 Forecasting U.S. Recessions and Economic Activity
by Rachidi Kotchoni & Dalibor Stevanovic

2016 Réduction des maladies cardiovasculaires et dépenses de santé au Québec à l’horizon 2050
by David Boisclair & Yann Décarie & François Laliberté-Auger & Pierre-Carl Michaud

2016 Prévision de l’activité économique au Québec
by Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic

2016 Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
by Vladimir Filimonov & Guilherme Demos & Didier Sornette

2016 Updated Reference Forecasts for Global CO2 Emissions from Fossil-Fuel Consumption
by José Belbute & Alfredo M. Pereira

2016 Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance
by Cristiana Belu Manescu & Ine Van Robays

2016 Boosting and Regional Economic Forecasting: The Case of Germany
by Robert Lehmann & Klaus Wohlrabe

2016 Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI
by Peter A. Zadrozny

2016 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

2016 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

2016 Understanding the Decline in the Price of Oil since June 2014
by Christiane Baumeister & Lutz Kilian

2016 Joint Confidence Sets for Structural Impulse Responses
by Atsushi Inoue & Lutz Kilian

2016 Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
by Christiane Baumeister & Lutz Kilian

2016 A Semiparametric Intraday GARCH Model
by Peter Malec

2016 Spline-DCS for Forecasting Trade Volume in High-Frequency Finance
by Ito, R.

2016 Realised Variance Forecasting Under Box-Cox Transformations
by Nick Taylor

2016 Bayesian Compressed Vector Autoregressions
by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

2016 Bayesian Compressed Vector Autoregressions
by Davide Pettenuzzo & Gary Koop & Dimitris Korobilis

2016 High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models
by F. Lilla

2016 TIPS: The Trend Inflation Projection System and Estimation Results
by Koji Takahashi

2016 Measuring Underlying Inflation Using Dynamic Model Averaging
by Yuto Iwasaki & Sohei Kaihatsu

2016 Credit risk stress testing for EU15 banks: a model combination approach
by George Papadopoulos & Savas Papadopoulos & Thomas Sager

2016 Systemic early warning systems for EU15 based on the 2008 crisis
by Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager

2016 The Aino 2.0 model
by Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio

2016 How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters
by Oinonen, Sami & Paloviita, Maritta

2016 Macroeconomic tail events with non-linear Bayesian VARs
by Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem

2016 The dynamic Black-Litterman approach to asset allocation
by Harris, Richard D F & Stoja, Evarist & Tan, Linzhi

2016 A Bayesian VAR benchmark for COMPASS
by Domit, Sílvia & Monti, Francesca & Sokol, Andrej

2016 Adaptive models and heavy tails
by Petrella, Ivan & Delle Monache, Davide

2016 Do central banks respond timely to developments in the global economy?
by Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri

2016 Detecting imbalances in house prices: What goes up must come down?
by André K. Anundsen

2016 Joint prediction bands for macroeconomic risk management
by Farooq Akram & Andrew Binning & Junior Maih

2016 Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification
by Yury Achkasov

2016 Understanding the Sources of Macroeconomic Uncertainty
by Barbara Rossi & Tatevik Sekhposyan & Matthiew Soupre

2016 Testing Subspace Granger Causality
by Majid M. Al-Sadoon

2016 The PRISME model: can disaggregation on the production side help to forecast GDP?
by C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung

2016 Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD
by Benavides Guillermo

2016 Adaptive models and heavy tails
by Davide Delle Monache & Ivan Petrella

2016 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian

2016 New Housing Registrations as a Leading Indicator of the BC Economy
by Calista Cheung & Dmitry Granovsky

2016 Adaptive models and heavy tails with an application to inflation forecasting
by Davide Delle Monache & Ivan Petrella

2016 Forecasting inflation in post-oil boom years: A case for non-linear models?
by Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

2016 Is the Threat of Foreign Aid Withdrawal an Effective Deterrent to Political Oppression? Evidence from 53 African Countries
by Simplice Asongu & Jacinta C. Nwachukwu

2016 State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
by Luis Uzeda

2016 A New Index of Housing Sentiment
by Lasse Bork & Stig V. Møller & Thomas Q. Pedersen

2016 Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
by Robinson Kruse & Christian Leschinski & Michael Will

2016 Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index
by Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd

2016 A generalized exponential time series regression model for electricity prices
by Niels Haldrup & Oskar Knapik & Tommaso Proietti

2016 Renewed Momentum in the German Housing Market: Real-Time Monitoring of Boom vs. Bubble
by Xi Chen & Michael Funke

2016 ifo Konjunkturumfragen und Konjunkturanalyse: Band II
by Wolfgang Nierhaus & Timo (Hrsg.) Wollmershäuser

2016 Economic Growth and Business Cycle Forecasting at the Regional Level
by Robert Lehmann

2016 Einfluss der Zuwanderung auf die demografische Entwicklung in Deutschland
by Deschermeier, Philipp

2016 Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2016 bis 2021
by Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Wieschemeyer, Matthias & Zeddies, Götz

2016 Improving of Business Planning Using the Method of Fuzzy Numbers
by Kostetska Iryna

2016 Integrated Model of Demand for Telephone Services in Terms of Microeconometrics
by Kaczmarczyk Paweł

2016 Empirical Econometric Model of an Enterprise
by Wiśniewski Jerzy Witold

2016 Estimation And Forecast Of Regional Competitiveness Level
by Galina Gagarina & Nikita Moiseev & Alla Ryzhakova & Gleb Ryzhakov

2016 The new hybrid value at risk approach based on the extreme value theory
by Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov

2016 The Evaluation Of Quarterly Forecast Intervals For Inflation Rate In Romania
by Mihaela Simionescu & Irina Dragan

2016 Real-Time Properties of the Federal Reserve's Output Gap
by Rochelle M. Edge & Jeremy B. Rudd

2016 Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
by Graham Elliott & Dalia Ghanem & Fabian Krüger

2016 Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
by Siem Jan Koopman & André Lucas & Marcel Scharth

2016 Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model
by Oscar Claveria & Enric Monte & Salvador Torra

2016 Household disaggregation and forecasting in a regional econometric input–output model
by Kijin Kim & Geoffrey J. D. Hewings & Kurt Kratena

2016 Forecasting Temperature Records in PEI, Canada
by Sami Khedhiri

2016 Poverty, vulnerability, and the middle class in Latin America
by Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín

2016 Volatility and Market Risk of Rubber Price in Malaysia: Pre- and Post-Global Financial Crisis
by Han Hwa Goh & Kim Leng Tan & Chia Ying Khor & Sew Lai Ng

2016 Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India
by Kaushik Bhattacharya & Sunny Kumar Singh

2016 An uncertain suggestion for gold-pricing models: the effect of economic policy uncertainty on gold prices
by Adam T. Jones & William H. Sackley

2016 Forecasting Czech GDP Using Mixed-Frequency Data Models
by Michal Franta & David Havrlant & Marek Rusnák

2016 A learning-augmented approach to pricing risk in South Africa
by Jacques Peeperkorn & Yudhvir Seetharam

2016 Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy
by Christian Pierdzioch & Marian Risse & Sebastian Rohloff

2016 Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods
by Ali Babikir & Henry Mwambi

2016 Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
by Zouheir Mighri & Faysal Mansouri

2016 Bulgarian stock market and market risk forecasting under long memory in returns
by Boyan Lomev & Nikolay Netov

2016 Determinats Of Unemployment Rate In Romanian Counties. A Panel Var Approach
by MIHAELA SIMIONESCU

2016 Gant Development S.A. – the effectiveness of bankruptcy prediction models in case of sudden bankruptcy. Case study
by Ulyana Dzyuma-Zaremba

2016 Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates
by Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu

2016 Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance
by Dorina Lazar & Anuta Buiga & Adela Deaconu

2016 Connectivity - Based Clustering of GDP Time Series
by Eugen Scarlat

2016 La Evasión Fiscal del IVA en México 2004-2013
by Delfín Ortega, Odette Virginia & Hernánez Barriga, Plinio & Ramírez Sepúlveda, Noemí

2016 Determining the Stock Optimal Portfolio using Value at Risk
by Asgharpur, Hossein & Rezazadeh , Ali

2016 Urban Water Demand Forecasting and Comparative Analysis by Artificial Neural Networks, Support Vector Machines and Box-Jenkins Methods
by Akdağ, Recep

2016 Everything you always wanted to know about bitcoin modelling but were afraid to ask. I
by Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

2016 BVAR mapping
by Demeshev, Boris & Malakhovskaya, Oxana

2016 Forecasting of the global migration situation based on the analysis of net migration in the countries
by Lifshits, Marina

2016 Predicting the probability of recession in Croatia: Is economic sentiment the missing link?
by Nataša Erjavec & Petar Sorić & Mirjana Čižmešija

2016 The relation between economic growth and foreign direct investment during the economic crisis in the European Union
by Mihaela Simionescu

2016 Assessment of Price Risk on Agricultural Inventory Credit under Sparse Data Conditions
by David Magaña Lemus

2016 Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality
by Damian Stelmasiak & Grzegorz Szafrański

2016 Exchange Rates Forecasting: Can Jump Models Combined with Macroeconomic Fundamentals Help?
by Tomáš Bunčák

2016 Prediction of Emission Allowances Spot Prices Volatility with the Use of GARCH Models
by Daniela Spiesova

2016 Análisis de combustibles fósiles en el mercado de generación de energía eléctrica en Colombia: un contraste entre modelos de volatilidad || Analysis of Fossil Fuels in the Market for Electricity Generation in Colombia: A Contrast between Models of Volatility
by Arango A., Mónica Andrea & Arroyave O., Santiago

2016 On the optimal number of indicators – nowcasting GDP growth in CESEE
by David Havrlant & Peter Tóth & Julia Wörz

2016 Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
by Porshakov, A. & Ponomarenko, A. & Sinyakov, A.

2016 Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system
by György Inzelt & Gábor Szappanos & Zsolt Armai

2016 Political Budget Cycle: Mexican Town Halls Case
by JEdgar Alfredo Nande Vazque & Juan Carlos Martínez

2016 A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation
by Kelly Burns

2016 El papel de la información económica como generador de conocimiento en el proceso de predicción: comparaciones empíricas del crecimiento del PIB regional /The Role of Economic Information as a Generator of Knowledge in the Forecasting Process: Empirical Comparisons of Spanish Regional GDP Growth
by LÓPEZ, ANA M.

2016 Financial and Econometric Study of the Sustainability and Evaluation of Scenarios of Reforms for the Civil Regime of Moroccan
by Latifa AITOUTOUHEN & Faris HAMZA

2016 Automating Analytics: Forecasting Time Series in Economics and Business
by Anton Antonov GERUNOV

2016 Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása?
by Mellár, Tamás

2016 A világkereskedelem hálózatelméleti vizsgálatának lehetőségeiről
by Merza, Ádám & London, András & Kiss, István Márton & Pelle, Anita & Dombi, József & Németh, Tamás

2016 Dynamic Analyses Using VAR Model with Mixed Frequency Data through Observable Representation
by Yun-Yeong Kim

2016 Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar

2016 Bilateral Trade under Environmental Pressure: Balanced Growth
by Feng Dai & Songtao Wu & Ling Liang & Zifu Qin

2016 Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates
by Jing Zeng

2016 On Modelling and Forecasting Predictable Components in European Stock Markets
by Khurshid M. Kiani

2016 On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations
by Rossen Anja

2016 A Quantile Regression Approach to the Multiple Period Value at Risk Estimation
by Chi Ming Wong & Lei Lam Olivia Ting

2016 A Sectoral Analysis Of Fiscal And Monetary Actions In Nigeria
by Isaac Nwaogwugwu & Olaniyi Evans

2016 Oil price volatility, investment and sectoral responses: The Thai experience
by IKM Mokhtarul Wadud & Huson Joher Ali Ahmed

2016 Gravity models: A tool for migration analysis
by Raul Ramos

2016 Decision Making And Saint Petersburg Paradox: Focusing On Heuristic Parameters, Considering The Non-Ergodic Context And The Gambling Risks
by Antonio Cappiello

2016 Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014
by John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

2016 A Comparison between Neural Networks and GARCH Models in Exchange Rate Forecasting
by Fahima Charef & Fethi Ayachi

2016 Monitoring of Russia's Economic Outlook
by Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia

2016 Monitoring of Russia's Economic Outlook
by Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchyan Nikita & Mamedov Arseny & Fomina Elena & Gurevich Vladimir

2016 Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Avraamova Elena & Tsukhlo Sergey & Shagaida Natalia & Kaukin Andrey & Gurevich Vladimir & Loginov Dmitry & Pavlov Pavel

2016 Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir

2016 Online Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia

2016 Online Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Anna

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Kazakova Maria & Idrisov Georgy & Tsukhlo Sergey & Lyashok Viktor

2016 Online Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shishkina Ekaterina & Uzun Vasily & Florinskaya Yulia & Mkrtchian N. & Shagaida Natalia

2016 Online Monitoring of Russia's Economic Outlook
by Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov

2016 Online Monitoring of Russia's Economic Outlook
by Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya

2016 Online Monitoring of Russia's Economic Outlook
by Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun

2016 Online Monitoring of Russia's Economic Outlook
by Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok

2016 Online Monitoring of Russia's Economic Outlook
by Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun

2016 Monitoring of Russia's Economic Outlook
by Knobel Alexander & Firanchuk Alexander & Kaukin Andrey & Zubarevich Natalia & Gurevich Vladimir & Miller Evgenia

2016 Monitoring of Russia's Economic Outlook
by Khromov Mikhail & Tsukhlo Sergey & Florinskaya Yulia & Mkrtchian N. & Mamedov Arseny & Fomina Elena & Gurevich Vladimir

2016 Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Avraamova Elena & Khromov Mikhail & Tsukhlo Sergey & Shagaida Natalia & Kaukin Andrey & Gurevich Vladimir & Loginov Dmitry & Pavlov Pavel

2016 Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Averkiev Vladimir & Vedev Alexey & Gurevich Vladimir

2016 Online Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia

2016 Online Monitoring of Russia's Economic Outlook
by Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Natalia & Kiyutsevskaya Anna

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Kazakova Maria & Tsukhlo Sergey & Lyashok Viktor

2016 Online Monitoring of Russia's Economic Outlook
by Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey

2016 Online Monitoring of Russia's Economic Outlook
by Drobyshevsky Sergey & Turuntseva Marina & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Averkiev Vladimir & Shishkina Ekaterina & Florinskaya Yulia & Mkrtchian N. & Shagaida Natalia

2016 Online Monitoring of Russia's Economic Outlook
by Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov

2016 Online Monitoring of Russia's Economic Outlook
by Alexandra Bozhechkova & Alexander Knobel & Sergey Tsukhlo & Elena Grishina & Pavel Trunin & Alexander Firanchuk & Olga Berezinskaya

2016 Online Monitoring of Russia's Economic Outlook
by Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun

2016 Online Monitoring of Russia's Economic Outlook
by Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok

2016 Online Monitoring of Russia's Economic Outlook
by Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun

2016 A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth
by Grover, Sean P. & Kliesen, Kevin L. & McCracken, Michael W.

2016 Forecasting with a Random Walk
by Pablo M. Pincheira & Carlos A. Medel

2016 Estimating Probability of Informed Trading on the Bucharest Stock Exchange
by Cosmin Octavian Cepoi & Filip Mihai Toma

2016 Isletmelerin Finansal Basarili ve Basarisiz Olma Durumlarinin Veri Madenciligi ve Lojistik Regresyon Analizi Ile Tahmin Edilebilirligi
by Ceyda YERDELEN KAYGIN & Alper TAZEGUL & Hakan YAZARKAN

2016 Shipping investor sentiment and international stock return predictability
by Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis

2016 Inflation forecasts and forecaster herding: Evidence from South African survey data
by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan

2016 A macro-finance term structure model with multivariate stochastic volatility
by Laurini, Márcio P. & Caldeira, João F.

2016 Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
by Chang, Kuang-Liang

2016 Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition
by Tsuchiya, Yoichi

2016 Can commodity returns forecast Canadian sector stock returns?
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

2016 How predictable is technological progress?
by Farmer, J. Doyne & Lafond, François

2016 Long-term economic growth under environmental pressure: An optimal path
by Dai, Feng & Li, Pengpeng & Liang, Ling

2016 Chinese stock market volatility and the role of U.S. economic variables
by Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong

2016 “Modelling and forecasting mortgage delinquency and foreclosure in the UK.”
by Aron, Janine & Muellbauer, John

2016 Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
by Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian

2016 A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

2016 Incorporating farm structural change in models assessing the Common Agricultural Policy: An application in the CAPRI farm type model
by Espinosa, Maria & Gocht, Alexander & Heckelei, Thomas & Paloma, Sergio Gomez y

2016 On the correlation between commodity and equity returns: Implications for portfolio allocation
by Lombardi, Marco J. & Ravazzolo, Francesco

2016 Anticipating business-cycle turning points in real time using density forecasts from a VAR
by Schreiber, Sven & Soldatenkova, Natalia

2016 The risk of financial crises: Is there a role for income inequality?
by Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri

2016 Can credit spreads help predict a yield curve?
by Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

2016 Exchange rate predictability in a changing world
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J.

2016 Heterogeneous agents, the financial crisis and exchange rate predictability
by Buncic, Daniel & Piras, Gion Donat

2016 Politics matters: Regulatory events as catalysts for price formation under cap-and-trade
by Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar

2016 The accuracy of forecasts prepared for the Federal Open Market Committee
by Chang, Andrew C. & Hanson, Tyler J.

2016 To debt or not to debt: Are Islamic banks less risky than conventional banks?
by Sorwar, Ghulam & Pappas, Vasileios & Pereira, John & Nurullah, Mohamed

2016 Disagreement versus uncertainty: Evidence from distribution forecasts
by Krüger, Fabian & Nolte, Ingmar

2016 Evaluating Value-at-Risk forecasts: A new set of multivariate backtests
by Wied, Dominik & Weiß, Gregor N.F. & Ziggel, Daniel

2016 Forecasting distress in European SME portfolios
by Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra

2016 A micro-level claim count model with overdispersion and reporting delays
by Avanzi, Benjamin & Wong, Bernard & Yang, Xinda

2016 Nonparametric long term prediction of stock returns with generated bond yields
by Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch

2016 Assessing inflation risk in non-life insurance
by Bohnert, Alexander & Gatzert, Nadine & Kolb, Andreas

2016 Technical trading: Is it still beating the foreign exchange market?
by Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan

2016 Global paper market forecasts to 2030 under future internet demand scenarios
by Johnston, Craig M.T.

2016 Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee

2016 Copula function approaches for the analysis of serial and cross dependence in stock returns
by Rivieccio, Giorgia & De Luca, Giovanni

2016 On Economic Space notion
by Olkhov, Victor

2016 The oil price crash in 2014/15: Was there a (negative) financial bubble?
by Fantazzini, Dean

2016 Forecasting electricity consumption in Pakistan: the way forward
by Hussain, Anwar & Rahman, Muhammad & Memon, Junaid Alam

2016 Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?
by Drachal, Krzysztof

2016 Modeling and forecasting multivariate electricity price spikes
by Manner, Hans & Türk, Dennis & Eichler, Michael

2016 Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
by Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y.

2016 A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
by Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun

2016 Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
by Wen, Fenghua & Gong, Xu & Cai, Shenghua

2016 Oil price volatility forecast with mixture memory GARCH
by Klein, Tony & Walther, Thomas

2016 On the importance of the long-term seasonal component in day-ahead electricity price forecasting
by Nowotarski, Jakub & Weron, Rafał

2016 Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach
by Naser, Hanan

2016 Predicting the oil prices: Do technical indicators help?
by Yin, Libo & Yang, Qingyuan

2016 Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data
by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

2016 On the predictability of energy commodity markets by an entropy-based computational method
by Benedetto, F. & Giunta, G. & Mastroeni, L.

2016 Value and granularity of ICT and smart meter data in demand response systems
by Feuerriegel, Stefan & Bodenbenner, Philipp & Neumann, Dirk

2016 A time varying DSGE model with financial frictions
by Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina

2016 Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
by Davidson, James & Li, Xiaoyu

2016 The information in systemic risk rankings
by Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André

2016 Private information and limitations of Heckman's estimator in banking and corporate finance research
by Campbell, Randall C. & Nagel, Gregory L.

2016 Bond portfolio optimization using dynamic factor models
by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.

2016 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
by Ghonghadze, Jaba & Lux, Thomas

2016 Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates
by Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio

2016 Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring
by Ormos, Mihály & Timotity, Dusan

2016 Forecasting the South African inflation rate: On asymmetric loss and forecast rationality
by Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan

2016 Conditional Value-at-Risk: Semiparametric estimation and inference
by Wang, Chuan-Sheng & Zhao, Zhibiao

2016 Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
by Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z.

2016 On the use of high frequency measures of volatility in MIDAS regressions
by Andreou, Elena

2016 A MIDAS approach to modeling first and second moment dynamics
by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen

2016 Joint confidence sets for structural impulse responses
by Inoue, Atsushi & Kilian, Lutz

2016 Dynamic prediction pools: An investigation of financial frictions and forecasting performance
by Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank

2016 A multi-country approach to forecasting output growth using PMIs
by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem

2016 Structural analysis with Multivariate Autoregressive Index models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2016 Exploiting the errors: A simple approach for improved volatility forecasting
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier

2016 Accounting for missing values in score-driven time-varying parameter models
by Lucas, André & Opschoor, Anne & Schaumburg, Julia

2016 Linear time-varying regression with Copula–DCC–GARCH models for volatility
by Kim, Jong-Min & Jung, Hojin

2016 On estimating the nonparametric multiplicative error models
by Li, Shuo & Tu, Yundong

2016 Asymptotic variance of Brier (skill) score in the presence of serial correlation
by Lahiri, Kajal & Yang, Liu

2016 Forecasting the term structure of volatility of crude oil price changes
by Balaban, Ercan & Lu, Shan

2016 A refined asymptotic framework for dividend yield in predictive regressions
by Deng, Kaihua

2016 Forecasting house-price growth in the Euro area with dynamic model averaging
by Risse, Marian & Kern, Martin

2016 Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach
by Liyanaarachchi, Tilak S. & Naranpanawa, Athula & Bandara, Jayatilleke S.

2016 Forecasting structural change and fat-tailed events in Australian macroeconomic variables
by Cross, Jamie & Poon, Aubrey

2016 Do production managers predict turning points? A directional analysis
by Tsuchiya, Yoichi

2016 Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2016 Nowcasting Czech GDP in real time
by Rusnák, Marek

2016 Structural breaks and monetary dynamics: A time series analysis
by El-Shazly, Alaa

2016 House price cycles in Australia’s four largest capital cities
by Valadkhani, Abbas & Costello, Greg & Ratti, Ronald

2016 Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian

2016 Can a stochastic cusp catastrophe model explain housing market crashes?
by Diks, Cees & Wang, Juanxi

2016 The macroeconomic effects of uncertainty shocks: The role of the financial channel
by Popp, Aaron & Zhang, Fang

2016 Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk
by Kellner, Ralf & Rösch, Daniel

2016 Forecasting China's economic growth and inflation
by Higgins, Patrick & Zha, Tao & Zhong, Wenna

2016 Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity
by Ziel, Florian & Croonenbroeck, Carsten & Ambach, Daniel

2016 Modeling the Impact of the Oil Sector on the Economy of Sultanate of Oman
by Nasser Al-Mawali & Haslifah Mohamad Hasim & Khalil Al-Busaidi

2016 Random or Deterministic? Evidence from Indian Stock Market
by Ivani Bora & Naliniprava Tripathy

2016 Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy
by Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova

2016 Determining the Functional Form of Relationships between Oil Prices and Macroeconomic Variables: The Case of Mexico, Indonesia, South Korea, Turkey Countries
by Ebru Caglayan Akay & Sinem Guler Kangalli Uyar

2016 Bankruptcy Profile of Foreign versus Domestic Islamic Banks of Malaysia: A Post Crisis Period Analysis
by Amin Jan & Maran Marimuthu

2016 Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities
by Mansoor Maitah & Petr Prochazka & Michal Cermak & Karel Šrédl

2016 Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators
by Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE

2016 Modelling and Forecasting with Financial Duration Data Using Non-linear Model
by Pooi AH-HIN & Ng KOK-HAUR & Soo HUEI-CHING

2016 Using Nature-Inspired Metaheuristics to Train Predictive Machines
by Vasile GEORGESCU

2016 Prediction Intelligent System In The Field Of Renewable Energies Through Neural Networks
by Ion LUNGU & Adela BÂRA & George CĂRUTASU & Alexandru PÎRJAN, & Simona-Vasilica OPREA

2016 Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?
by Pedro V. Piffaut & Damià Rey Miró

2016 Modelling effective legal aid system
by Waldemar Florczak

2016 Quantile forecasting in operational planning and inventory management – an initial empirical verification
by Joanna Bruzda

2016 Modelling and Forecasting Business Cycle in CEE Countries using a Threshold Approach
by Magdalena Osinska & Tadeusz Kufel & Marcin Blazejowski & Pawel Kufel

2016 Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters
by Abel Rodríguez Tirado & Marcelo Delajara & Federico Hernández Álvarez

2016 Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia
by Valencia Cárdenas, Marisol & Vanegas López, Juan Gabriel & Correa Morales, Juan Carlos & Restrepo Morales, Jorge Aníbal

2016 Significant Moments In The History And Evolution Of The Touristic City Of Constanta And Anticipation Of The Number Of Arrived Tourists Using The Arima Models
by Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU

2016 The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima
by Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

2016 Elektromotoren, Energieversorgung und Erziehung: Die Güte der entstehungsseitigen ifo-Kurzfristprognose
by Franziska Fobbe & Robert Lehmann

2016 Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?
by Robert Lehmann & Klaus Wohlrabe

2016 Mehr als Kaffeesatzleserei: Eine Evaluation der ifo Prognosen zur Erwerbstätigkeit in Ostdeutschland und Sachsen
by Robert Lehmann & Michael Weber

2016 A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia
by Karen Poghosyan

2016 Assurance maladie obligatoire et demande de soins : une analyse par microsimulation
by Grégoire de Lagasnerie

2016 Insertion des jeunes sur le marché du travail, diplôme et quartier d’origine : une modélisation dynamique
by Thierry Kamionka & Xavier Vu Ngoc

2016 Oil-price density forecasts of US GDP
by Ravazzolo Francesco & Rothman Philip

2016 Pronóstico de la actividad económica con base en el volumen transaccional - caso boliviano
by Jonnathan R. Cáceres Santos

2016 Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach
by Bilandžić Ana & Marina Jeger & Šarlija Nataša

2016 GDP Nowcasting: Assessing the Cyclical Conditions of the Argentine Economy
by Laura D'Amato & Lorena Garegnani & Emilio Blanco

2016 The Impact of Work Accidents on the Sickness/Health Care Expenses in Romania. A Panel Data Approach
by Mihaela Simionescu

2016 A Potential Contradiction Between Economic Theory and Applied Finance
by Shlomo Yitzhaki

2016 The Relationship Between Foreign Direct Investment And Economic Growth In Bulgaria, Romania And Croatia During The Recent Economic Crisis1
by Mirel - Daniel SIMIONESCU

2016 The Relationship Between Foreign Direct Investment And Economic Growth In Bulgaria, Romania And Croatia During The Recent Economic Crisis1
by Mirel - Daniel SIMIONESCU

2016 Information Recovery and Causality: A Tribute to George Judge
by Gordon Rausser & David A. Bessler

2016 A Seasonal And Monthly Approach For Predicting The Delivered Energy Quantity In A Photovoltaic Power Plant In Romania
by George C?ru?a?u & Alexandru Pîrjan

2016 The Environment, Tourist Transport and the Sustainable Development of Tourism
by Diana Ioncica & Maria Ioncica & Eva-Cristina Petrescu

2016 Correspondence: Scoring Social Security Proposals
by Peter Diamond & Kashin Konstantin & Gary King & Samir Soneji

2016 Do We Need High Frequency Data to Forecast Variances?
by Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent

2015 Revisión de Modelos Energéticos
by Martínez Torrico, Karen M. & Aliaga Lordemann, Javier

2015 Forecasters’ Disagreement about How the Economy Operates, and the Role of Long-run Relationships
by Michael Clements & &

2015 Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar

2015 On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

2015 Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model
by Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba

2015 Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch

2015 Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data
by Rangan Gupta & Mark E. Wohar

2015 The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei

2015 Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR
by Rangan Gupta & Eric Olson & Mark E. Wohar

2015 The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar

2015 Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
by Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei

2015 Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test
by Mehmet Balcilar & Rangan Gupta & Clement Kyei

2015 South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach
by Mehmet Balcilar & Rangan Gupta & Clement Kyei

2015 Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
by Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das

2015 The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
by Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta

2015 Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis
by Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar

2015 A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices
by Stelios Bekiros & Rangan Gupta & Clement Kyei

2015 The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach
by Rangan Gupta & Kevin Kotze

2015 The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

2015 Oil Price Forecastability and Economic Uncertainty
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

2015 Forecasting the US CPI: Does Nonlinearity Matter?
by Marcos Álvarez-Díaz & Rangan Gupta

2015 Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
by Thomas Lux & Mawuli K. Segnon & Rangan Gupta

2015 Non-parameteric news impact curve: a variational approach
by Matthieu Garcin & Clément Goulet

2015 A fully non-parametric heteroskedastic model
by Matthieu Garcin & Clément Goulet

2015 FDI Inflows into Russian Real Sector: Microeconomic Foundations and Forecasting
by A. Mogilat.

2015 Rough Sets And Discriminant Analysis Techniques For Business Default Forecasting
by Cabedo, José David & Tirado, José Miguel

2015 Life-cycle incidence of family policy measures in Germany: Evidence from a dynamic microsimulation model
by Bonin, Holger & Reuss, Karsten & Stichnoth, Holger

2015 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
by Marczak, Martyna & Proietti, Tommaso

2015 Tests Of Non-Causality In A Frequency Band
by Schreiber, Sven & Breitung, Jörg

2015 Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

2015 Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR
by Pirschel, Inske

2015 Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR
by Dovern, Jonas & Feldkircher, Martin & Huber, Florian

2015 Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System
by von Schweinitz, Gregor & Sarlin, Peter

2015 A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations
by Dimpfl, Thomas & Langen, Tobias

2015 The real-time predictive content of asset price bubbles for macro forecasts
by Beckers, Benjamin

2015 Foreign PMIs: A reliable indicator for Swiss exports
by Hanslin Grossmann, Sandra & Scheufele, Rolf

2015 The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area
by Kitlinski, Tobias & an de Meulen, Philipp

2015 With or without you: Do financial data help to forecast industrial production?
by Kitlinski, Tobias

2015 Weather, the Forgotten Factor in Business Cycle Analyses
by Döhrn, Roland & an de Meulen, Philipp

2015 Optimizing Policymakers' Loss Functions in Crisis Prediction: Before, Within or After?
by Sarlin, Peter & von Schweinitz, Gregor

2015 Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area
by Schwarzmüller, Tim

2015 Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey
by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

2015 Radical uncertainty: Sources, manifestations and implications
by Müller, Christian

2015 A data-cleaning augmented Kalman filter for robust estimation of state space models
by Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano

2015 EuroMInd-D: A density estimate of monthly gross domestic product for the euro area
by Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi

2015 Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
by Ghonghadze, Jaba & Lux, Thomas

2015 Modeling and forecasting crude oil price volatility: Evidence from historical and recent data
by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

2015 Heteroeneous forecasters and nonlinear expectation formation in US stock market
by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

2015 Forty years of oil price fluctuations: Why the price of oil may still surprise us
by Baumeister, Christiane & Kilian, Lutz

2015 Understanding the decline in the price of oil since June 2014
by Baumeister, Christiane & Kilian, Lutz

2015 Inside the crystal ball: New approaches to predicting the gasoline price at the pump
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

2015 A macroeconomic reverse stress test
by Grundke, Peter & Pliszka, Kamil

2015 European economic sentiment indicator: An empirical reappraisal
by Petar Sorić & Ivana Lolić & Mirjana Čižmešija

2015 TIPS Liquidity Premium and Quantitative Easing
by Laura Coroneo

2015 Comparing predictive accuracy in small samples
by Laura Coroneo & Fabrizio Iacone

2015 A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response
by Stephen Chick & Martin Forster & Paolo Pertile

2015 Electric load forecasting with recency effect: A big data approach
by Pu Wang & Bidong Liu & Tao Hong

2015 A hybrid model for GEFCom2014 probabilistic electricity price forecasting
by Katarzyna Maciejowska & Jakub Nowotarski

2015 Improving short term load forecast accuracy via combining sister forecasts
by Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong

2015 Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals
by Katarzyna Maciejowska & Rafal Weron

2015 Sister models for load forecast combination
by Bidong Liu & Jiali Liu & Tao Hong

2015 Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
by Bidong Liu & Jakub Nowotarski & Tao Hong & Rafal Weron

2015 Who Creates Jobs? Econometric Modeling and Evidence for Austrian Firm Level Data
by Peter Huber & Harald Oberhofer & Michael Pfaffermayr

2015 Speculative Bubbles in Urban Housing Markets in Germany
by Konstantin Kholodilin

2015 Bivariate GARCH models for single asset returns
by Tomasz Skoczylas

2015 Using Land-Use Modelling to Statistically Downscale Population Projections to Small Areas
by Michael P. Cameron & William Cochrane

2015 Bayesian Nonparametric Calibration and Combination of Predictive Distributions
by Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

2015 Market Sentiment and Paradigm Shifts
by Liya Chu & Xue-Zhong He & Kai Li & Jun Tu

2015 Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments
by Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz

2015 Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
by Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina

2015 Macroeconomic Factors and Equity Premium Predictability
by Buncic, Daniel & Tischhauser, Martin

2015 Global Equity Market Volatility Spillovers: A Broader Role for the United States
by Buncic, Daniel & Gisler, Katja I. M.

2015 Testing subspace Granger causality
by Majid M. Al-Sadoon

2015 Causal relations between knowledge-intensive business services and regional employment growth
by Brenner T. & Capasso M. & Duschl M. & Frenken K. & Treibich T.G.

2015 A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
by Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park

2015 Finding SPF Percentiles Closest to Greenbook
by Tae-Hwy Lee & Yiyao Wang

2015 DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa
by Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

2015 Oil price forecastability and economic uncertainty
by Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini

2015 Volatility spillovers in EMU sovereign bond markets
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Manabu Asai & Michael McAleer

2015 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
by Yongchen Zhao

2015 Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
by Kajal Lahiri & George Monokroussos & Yongchen Zhao

2015 Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
by Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk

2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral

2015 Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh

2015 Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2015 What do Professional Forecasters actually predict?
by Didier Nibbering & Richard Paap & Michel van der Wel

2015 Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction
by Michael S. Delgado & Raymond J.G.M. Florax

2015 In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral

2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Manabu Asai & Michael McAleer

2015 The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey
by Hatice Gokce Karasoy & Caglar Yunculer

2015 Variable Selection for Inflation : A Pseudo Out-of-sample Approach
by Selen Baser Andic & Fethi Ogunc

2015 Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inflation
by Christopher G. Gibbs

2015 Forecast Combination, Non-linear Dynamics, and the Macroeconomy
by Christopher Gibbs

2015 Short-term Forecasting of Real GDP Using Monthly Data
by Juraj Hucek & Alexander Karsay & Marian Vavra

2015 On a Bootstrap Test for Forecast Evaluations
by Marian Vavra

2015 Small-scale nowcasting models of GDP for selected CESEE countries
by Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth

2015 Modelling and forecasting rig rates on the Norwegian Continental Shelf
by Terje Skjerpen & Halvor Briseid Storrøsten & Knut Einar Rosendahl & Petter Osmundsen

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Hedge fund predictability and optimal asset allocation
by Ekaterini Panopoulou & Theologos Pantelidis & Spyridon Vrontos

2015 Forecasting South African Gold Sales: The Box-Jenkins Methodology
by Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng

2015 Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?
by Luca Fanelli & Marco M. Sorge

2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

2015 Contracting Out Mandatory Counselling And Training For Long-Term Unemployed. Private For-Profit Or Non-Profit, Or Keep It Public?
by Bart Cockx & Stijn Baert

2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

2015 Using Google Trend Data To Predict The Italian Unemployment Rate
by Alessia Naccarato & Andrea Pierini & Stefano Falorsi

2015 Analysis and Forecast of Romania’s Population Ageing by Non-Linear Methods
by Mariana BĂLAN & Brînduşa-Mihaela RADU

2015 A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania
by Mihaela Simionescu

2015 Nowcasting Indonesia
by Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni

2015 Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision
by Michael P. Clements &

2015 Point process models for extreme returns: Harnessing implied volatility
by R Herrera & Adam Clements

2015 A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models
by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

2015 A Time Varying DSGE Model with Financial Frictions
by Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova

2015 Large Vector Autoregressions with Asymmetric Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

2015 Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices
by Alicia N. Rambaldi & Ryan R. J. McAllister & Cameron S. Fletcher

2015 Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth
by Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich

2015 Macroeconomic Forecasting Starting from Survey Nowcasts
by João Valle e Azevedo & Inês Gonçalves

2015 Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve
by Rangan Gupta & Hylton Hollander & Rudi Steinbach

2015 Estimation and prediction of an Index of Financial Safety of Tunisia
by Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi

2015 Key sectors after a decade of transformation: Evidence from Poland
by Gurgul, Henryk & Lach, Łukasz

2015 Forecasting implied volatility indices worldwide: A new approach
by Degiannakis, Stavros & Filis, George & Hassani, Hossein

2015 Investments and uncertainty revisited: The case of the US economy
by Degiannakis, Stavros & Filis, George & Palaiodimos, George

2015 Foreign aid instability and bundled governance dynamics in Africa
by Asongu, Simplice A & Nwachukwu, Jacinta C.

2015 Complex Exponential Smoothing
by Svetunkov, Ivan & Kourentzes, Nikolaos

2015 Forecasting tourist arrivals to Turkey
by Yılmaz, Engin

2015 Nowcasting in Real Time Using Popularity Priors
by Monokroussos, George

2015 The role of component-wise boosting for regional economic forecasting
by Lehmann, Robert & Wohlrabe, Klaus

2015 Forecasting Tourist Arrivals Using Origin Country Macroeconomics
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George

2015 An econometric investigation of forecasting liquefied petroleum gas in Ghana
by Yeboah Asuamah, Samuel

2015 Looking into the Black Box of Boosting: The Case of Germany
by Lehmann, Robert & Wohlrabe, Klaus

2015 Forecasting Revisions of German Industrial Production
by Wohlrabe, Klaus & Bührig, Pascal

2015 Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2015 Forecasting Inflation using Functional Time Series Analysis
by Zafar, Raja Fawad & Qayyum, Abdul & Ghouri, Saghir Pervaiz

2015 Forecasting German Car Sales Using Google Data and Multivariate Models
by Fantazzini, Dean & Toktamysova, Zhamal

2015 Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach
by Medel, Carlos A.

2015 Quantum microeconomics theory
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2015 Selection of an estimation window in the presence of data revisions and recent structural breaks
by Hännikäinen, Jari

2015 Short term Bayesian inflation forecasting for Tunisia
by Dahem, Ahlem

2015 Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies
by Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio

2015 Inequality Constrained State Space Models
by Qian, Hang

2015 Forecasting with Temporal Hierarchies
by Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios

2015 Modeling and Applied Research in Sustainable Development
by Zeng, Xiangyu & Zeng, Zhezhao

2015 Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting
by Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

2015 Endogenous derivation and forecast of lifetime PDs
by Perederiy, Volodymyr

2015 A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62
by Medel, Carlos A.

2015 Forecasting Inflation in Tunisia Using Dynamic Factors Model
by AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib

2015 Oil – The Earth’s blood, a paper on how to recover its critical declining prices by using a hedge vaccine through a leading core of countries termed as VIRUS
by Cazotto, Gabriel

2015 Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach
by Naser, Hanan & Alaali, Fatema

2015 Robustness in Foreign Exchange Rate Forecasting Models: Economics-based Modelling After the Financial Crisis
by Medel, Carlos & Camilleri, Gilmour & Hsu, Hsiang-Ling & Kania, Stefan & Touloumtzoglou, Miltiadis

2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
by Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus

2015 Information money fields of cyclic oscillations in nonlinear dynamic economic system
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2015 Information money fields of cyclic oscillations in nonlinear dynamic economic system
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2015 Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər
by Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

2015 Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications
by Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul

2015 Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile
by Medel, Carlos

2015 The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
by Medel, Carlos & Pincheira, Pablo

2015 Multivariate Forecasting with BVARs and DSGE Models
by Berg, Tim Oliver

2015 Stock-Flow Dynamic Projection
by LI, XI HAO & Gallegati, Mauro

2015 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

2015 Profiting from Mimicking Strategies in Non-Anonymous Markets
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar

2015 A ranking of VAR and structural models in forecasting
by Bentour, El Mostafa

2015 Asia’s Evolving Role in Global Wine Markets
by Kym Anderson & Glyn Wittwer

2015 Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
by Jonas Dovern & Martin Feldkircher & Florian Huber

2015 Towards more gender equality in Austria
by Volker Ziemann

2015 Austria's separate gender roles model was popular in the past, but is becoming a constraint for comprehensive wellbeing
by Rauf Gönenç & Béatrice Guérard & Isabelle Hassler & Andreas Wörgötter

2015 Does the Post-Crisis Weakness of Global Trade Solely Reflect Weak Demand?
by Patrice Ollivaud & Cyrille Schwellnus

2015 The Welfare Effects of Nudges: A Case Study of Energy Use Social Comparisons
by Hunt Allcott & Judd B. Kessler

2015 Demand Estimation with Machine Learning and Model Combination
by Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang

2015 Austerity in 2009-2013
by Alberto Alesina & Omar Barbiero & Carlo Favero & Francesco Giavazzi & Matteo Paradisi

2015 Whose inflation is it anyway? The inflation spillovers between the euro area and small open economies
by Aleksandra Hałka & Karol Szafranek

2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
by Harry Vander Elst

2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
by Harry Vander Elst

2015 FloGARCH : Realizing long memory and asymmetries in returns volatility
by Harry Vander Elst

2015 A new approach to forecasting based on exponential smoothing with independent regressors
by Ahmad Farid Osman & Maxwell L. King

2015 Forecasting with Temporal Hierarchies
by George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos

2015 Forecasting hierarchical and grouped time series through trace minimization
by Shanika L Wickramasuriya & George Athanasopoulos & Rob J Hyndman

2015 A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
by Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo

2015 Non-parameteric news impact curve: a variational approach
by Matthieu Garcin & Clément Goulet

2015 A Practical Approach to Financial Crisis Indicators Based on Random Matrices
by Antoine Kornprobst & Raphael Douady

2015 Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata
by Anil Alpman

2015 The Financial Econometrics of Price Discovery and Predictability
by Seema Narayan & Russell Smyth

2015 Forecasting VARs, model selection, and shrinkage
by Kascha, Christian & Trenkler, Carsten

2015 Granger-causal analysis of GARCH models: a Bayesian approach
by Tomasz Wozniak

2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
by Matthieu Droumagueta & Anders Warneb & Tomasz Wozniakc

2015 Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
by Matthieu Droumaguet & Anders Warne & Tomasz Wozniak

2015 Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
by Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA

2015 Oil Price Forecastability and Economic Uncertainty
by Stelios Bekiros & Rangan Gupta & Alessia Paccagnini

2015 The Forecasting of Spot Exchange Rates Based on the Forward Exchange Rates
by Radim Gottwald

2015 Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?
by Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

2015 ISBEM: An econometric model for the Italian State Budget Expenditures
by Giuseppe Bianchi & Tatiana Cesaroni & Ottavio Ricchi

2015 Suite of Latvia's GDP forecasting models
by Andrejs Bessonovs

2015 Forecasting Lithuanian Inflation
by Julius Stakenas

2015 Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach
by Wojciech Charemza & Carlos Díaz & Svetlana Makarova

2015 Inflation as a Global Phenomenon—Some Implications for Policy Analysis and Forecasting
by Ayse Kabukcuoglu & Enrique Martínez-García

2015 Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model
by Fady Barsoum

2015 Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net
by Sandra Stankiewicz

2015 Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates
by Jing Zeng

2015 Contracting Out Mandatory Counselling and Training for Long-Term Unemployed: Private For-Profit or Non-Profit, or Keep It Public?
by Cockx, Bart & Baert, Stijn

2015 Shifting Taxes from Labour to Property: A Simulation under Labour Market Equilibrium
by Moscarola, Flavia Coda & Colombino, Ugo & Figari, Francesco & Locatelli, Marilena

2015 Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies
by Germán López Espinosa

2015 Poverty, Vulnerability and the Middle Class in Latin America
by Marco Stampini & Marcos Robles & Mayra Sáenz & Pablo Ibarrarán & Nadin Medellín

2015 Measuring the Connectedness of the Global Economy
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen

2015 Factor structural time series models for official statistics with an application to hours worked in Germany
by Weigand, Roland & Wanger, Susanne & Zapf, Ines

2015 Copula-Based Factor Model for Credit Risk Analysis
by Lu, Meng-Jou & Chen, Cathy Yi-Hsuan & Härdle, Karl Wolfgang & Härdle

2015 Forecasting the oil price using house prices Mechanism and the Business Cycle
by Rainer Schulz & Martin Wersing & &

2015 Forecasting Russian Macroeconomic Indicators with BVAR
by Boris B. Demeshev & Oxana A. Malakhovskaya

2015 Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
by Lucas, André & Zhang, Xin

2015 Forest reliance across poverty groups in Tanzania
by Dokken, Therese & Angelsen, Arild

2015 Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates
by Reese, Simon

2015 Predicting Recessions in Germany With Boosted Regression Trees
by Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch

2015 Real-time Macroeconomic Data and Uncertainty
by Katharina Glass & Ulrich Fritsche

2015 A comparative Study of Volatility Breaks
by Grote, Claudia & Bertram, Philip

2015 A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average
by Constantin Bürgi & Tara M. Sinclair

2015 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
by Yongchen Zhao

2015 Predicting Recessions With Boosted Regression Trees
by Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch

2015 Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Neil R. Ericsson

2015 Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
by William Larson

2015 Can A Subset Of Forecasters Beat The Simple Average In The Spf?
by Constantin Burgi

2015 Application of periodic autoregressive process to the modeling of the Garonne river flows
by PEREAU Jean-Christophe & URSU Eugen

2015 The impact of trade liberalisation on labour markets and poverty in Sri Lanka
by Tilak Liyanaarachchi & Athula Naranpanawa & Jayatilleke S. Bandara

2015 On the Forecasting of Financial Volatility Using Ultra-High Frequency Data
by António A. F. Santos

2015 The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
by António Alberto Santos

2015 Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
by Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao

2015 Do Phillips curves conditionally help to forecast inflation?
by Dotsey, Michael & Fujita, Shigeru & Stark, Tom

2015 Exploring the use of anonymized consumer credit information to estimate economic conditions: an application of big data
by Wilshusen, Stephanie M.

2015 Exploiting the monthly data flow in structural forecasting
by Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia

2015 Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
by McCracken, Michael W. & Owyang, Michael T. & Sekhposyan, Tatevik

2015 Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Ericsson, Neil R.

2015 Forecasting with Sufficient Dimension Reductions
by Barbarino, Alessandro & Bura, Efstathia

2015 The Accuracy of Forecasts Prepared for the Federal Open Market Committee
by Chang, Andrew C. & Hanson, Tyler J.

2015 Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
by Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara

2015 Consumers' Attitudes and Their Inflation Expectations
by Ehrmann, Michael & Pfajfar, Damjan & Santoro, Emilianio

2015 Is China fudging its figures? Evidence from trading partner data
by Fernald, John G. & Hsu, Eric & Spiegel, Mark M.

2015 Forecasting Inflation: Phillips Curve Effects on Services Price Measures
by Tallman, Ellis W. & Zaman, Saeed

2015 Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint
by Pasaogullari, Mehmet

2015 Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend
by Meyer, Brent & Tasci, Murat

2015 Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
by Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco

2015 Foreign exchange predictability during the financial crisis: implications for carry trade profitability
by Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun

2015 Lessons for forecasting unemployment in the United States: use flow rates, mind the trend
by Meyer, Brent & Tasci, Murat

2015 Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri
by Murat Mahmutoğlu & Fahriye Öztürk

2015 Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri
by Murat Mahmutoğlu & Fahriye Öztürk

2015 Türkiye Elektrik Tüketimi Öngörüsü ve Bu Kapsamda Geliştirilebilecek Politika Önerileri
by Murat Mahmutoğlu & Fahriye Öztürk

2015 Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable
by Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu

2015 The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
by Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS

2015 Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.

2015 Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
by Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.

2015 Stochastic levels and duration dependence in US unemployment
by de Bruijn, L.P. & Franses, Ph.H.B.F.

2015 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

2015 The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Asai, M. & McAleer, M.J.

2015 Declining discount rates and the Fisher Effect: inflated past, discounted future?
by Mark C. Freeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

2015 Large Bayesian VARs: A flexible Kronecker error covariance structure
by Joshua C.C. Chan

2015 Efficient estimation of Bayesian VARMAs with time-varying coefficients
by Joshua C.C. Chan & Eric Eisenstat

2015 The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling
by Joshua C.C. Chan

2015 Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data
by Yves Dominicy & Harry-Paul Vander Elst

2015 FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility
by Harry-Paul Vander Elst

2015 Classification Models Via Tabu Search: An Application to Early Stage Venture Classification
by Astebro , Thomas & Akdemir , Canan & Elhedhli , Samir

2015 Living in a Stochastic World and Managing Complex Risks
by Dacorogna, Michel & Kratz, Marie

2015 Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth
by Cai Fang, Lu Yang

2015 Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth
by Cai Fang, Lu Yang

2015 Take-off, Persistence, and Sustainability : The Demographic Factor of Chinese Growth
by Cai Fang, Lu Yang

2015 Computer technology and probable job destructions in Japan: an evaluation
by Benjamin David

2015 The formation of European inflation expectations: One learning rule does not fit all
by Christina Strobach & Carin van der Cruijsen

2015 The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts
by Benjamin Beckers

2015 War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I
by Konstantin A. Kholodilin

2015 Life-Cycle Incidence of Family Policy Measures in Germany: Evidence from a Dynamic Microsimulation Model
by Holger Bonin & Karsten Reuss & Holger Stichnoth

2015 An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach
by José M. Belbute & Alfredo Marvão Pereira

2015 Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?
by Bart Cockx & Stijn Baert

2015 The role of term structure in an estimated DSGE model with learning
by Pablo Aguilar & Jesús Vázquez

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 Inflation forecasting models for Uganda: is mobile money relevant?
by Janine Aron & John Muellbauer & Rachel Sebudde

2015 Evolution of outpatient healthcare expenditure, a dynamic micro-simulation using the Destinie model
by C. GEAY & M. KOUBI & G. de LAGASNERIE

2015 Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique
by Thierry Kamionka & Xavier VU NGOC

2015 Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme : une modélisation dynamique
by Thierry Kamionka & Xavier VU NGOC

2015 Predictable Recoveries
by Cai, Xiaoming & Den Haan, Wouter & Pinder, Jonathan

2015 Structural Analysis with Multivariate Autoregressive Index Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2015 Inflation forecasting models for Uganda: is mobile money relevant?
by Aron, Janine & Muellbauer, John & Sebudde, Rachel

2015 Asia’s Evolving Role in Global Wine Markets
by Anderson, Kym & Wittwer, Glyn

2015 Understanding the Decline in the Price of Oil since June 2014
by Baumeister, Christiane & Kilian, Lutz

2015 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K

2015 Austerity in 2009-2013
by Alesina, Alberto F & Barbiero, Omar & Favero, Carlo A. & Giavazzi, Francesco & Paradisi, Matteo

2015 Autoregressive moving average infinite hidden markov-switching models
by Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud

2015 The Europe 2020 Strategy and Skill Mismatch
by G.A. Meagher & R.A. Wilson & Hector Pollitt

2015 Indicador mensual de actividad económica (IMAE) para el Valle del Cauca
by Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez

2015 La formación de expectativas de inflación en Colombia
by Carlos Huertas Campos & Eliana González Molano & Cristhian Ruiz Cardozo

2015 Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?
by Gustavo Nicolás Páez

2015 Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?
by Jan Bruha

2015 Evaluating a Structural Model Forecast: Decomposition Approach
by Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva

2015 Labour Market Modelling within a DSGE Approach
by Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek

2015 Reforming Old Age Security: Effects and Alternatives
by Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand

2015 Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?
by Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE

2015 Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
by Qun ZHANG & Qunzhi ZHANG & Didier SORNETTE

2015 Portfolio Selection with Active Risk Monitoring
by Marc S. PAOLELLA & Pawel POLAK

2015 Predictable Recoveries
by Xiaoming Cai & Wouter Den Haan & Jonathan Pinder

2015 An Alternative Reference Scenario for Global CO2Emissions from Fuel Consumption: An ARFIMA Approach
by José Belbute & Alfredo M. Pereira

2015 Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound
by Tim Oliver Berg

2015 Looking into the Black Box of Boosting: The Case of Germany
by Robert Lehmann & Klaus Wohlrabe

2015 Contracting Out Mandatory Counselling and Training for Long-Term Unemployed. Private For-Profit or Non-Profit, or Keep it Public?
by Bart Cockx & Stijn Baert

2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
by Steffen Henzel & Robert Lehmann & Klaus Wohlrabe

2015 Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
by Kajal Lahiri & Liu Yang

2015 Monetary Policy with Diverse Private Expectations
by Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu

2015 A Non-linear Forecast Combination Procedure for Binary Outcomes
by Kajal Lahiri & Liu Yang

2015 Does it Pay for Women to Volunteer?
by Robert M. Sauer

2015 CBO’s Revenue Forecasting Record
by Congressional Budget Office

2015 CBO's Economic Forecasting Record: 2015 Update
by Congressional Budget Office

2015 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
by Rasmus T. Varneskov & Pierre Perron

2015 Improved Tests for Forecast Comparisons in the Presence of Instabilities
by Luis Filipe Martins & Pierre Perron

2015 Forecasting in the presence of in and out of sample breaks
by Jiawen Xu & Pierre Perron

2015 Is China fudging its figures? Evidence from trading partner data
by Fernald, John & Hsu, Eric & Spiegel, Mark M.

2015 Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model
by Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey

2015 Real-time forecasting with a MIDAS VAR
by Mikosch, Heiner & Neuwirth, Stefan

2015 Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis
by Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew

2015 Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
by Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega

2015 Forecasting commodity currencies: the role of fundamentals with short-lived predictive content
by Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro

2015 Using low frequency information for predicting high frequency variables
by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino

2015 Dynamic predictive density combinations for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2015 Identification and real-time forecasting of Norwegian business cycles
by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

2015 Forecasting GDP with global components. This time is different
by Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud

2015 Bayesian nonparametric calibration and combination of predictive distributions
by Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

2015 Housing Market Forecasting with Factor Combinations
by Charles Rahal

2015 House Price Forecasts with Factor Combinations
by Charles Rahal

2015 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Kenneth Rogoff & Barbara Rossi

2015 Alternative Tests for Correct Specification of Conditional Predictive Densities
by Barbara Rossi & Tatevik Sekhposyan

2015 Short term inflation forecasting: the M.E.T.A. approach
by Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti

2015 Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models
by Lorenzo Burlon & Simone Emiliozzi & Alessandro Notarpietro & Massimiliano Pisani

2015 GDP Nowcasting: Assessing business cycle conditions in Argentina
by Laura D´Amato & Lorena Garegnani & Emilio Blanco

2015 Nowcasting BRIC+M in Real Time
by Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha

2015 Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
by Pierre Guérin & Danilo Leiva-Leon

2015 Eurozona | Evaluando la capacidad predictiva del MIDAS
by Diego Torres Torres

2015 Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation
by Delle Monache, & Ivan Petrella & Fabrizio Venditti

2015 Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models
by Cesar Carrera & Alan Ledesma

2015 Foreign aid instability and bundled governance dynamics in Africa
by Asongu Simplice & Jacinta C. Nwachukwu

2015 Volatility spillovers in EMU sovereign bond markets
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
by Fernando Fernández-Rodríguez & Marta Gómez-Puig & Simón Sosvilla-Rivero

2015 Exponential Smoothing, Long Memory and Volatility Prediction
by Tommaso Proietti

2015 Rough electricity: a new fractal multi-factor model of electricity spot prices
by Mikkel Bennedsen

2015 Which pricing approach for options under GARCH with non-normal innovations?
by Jean-Guy Simonato & Lars Stentoft

2015 Identification and estimation of non-Gaussian structural vector autoregressions
by Markku Lanne & Mika Meitz & Pentti Saikkonen

2015 Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting
by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg

2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

2015 Understanding volatility dynamics in the EU-ETS market
by Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante

2015 Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions
by Tim Bollerslev & Andrew J. Patton & Wenjing Wang

2015 Non-Negativity, Zero Lower Bound and Affine Interest Rate Models
by Roussellet, Guillaume

2015 Die Entwicklung der Bevölkerung Deutschlands bis 2030: Ein Methodenvergleich
by Deschermeier, Philipp

2015 Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2015 bis 2020
by Brautzsch, Hans-Ulrich & Heinisch, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz

2015 Die mittelfristige wirtschaftliche Entwicklung in Deutschland für die Jahre 2014 bis 2019
by Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz

2015 Currency Crises in EU Candidate Countries: An Early Warning System Approach
by Vesna Bucevska

2015 Modelling And Predicting The Indirect Taxes In Romania
by SIMIONESCU, Mihaela

2015 European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis
by DUMITRESCU, Sorin

2015 The Costs of Error in Setting Reference Rates for Reduced Deforestation
by Patrick Doupe

2015 The Norwegian Winter Herring Fishery: A Story of Technological Progress and Stock Collapse
by Daniel V. Gordon & Rögnvaldur Hannesson

2015 Incorporating Outcome Uncertainty and Prior Outcome Beliefs in Stated Preferences
by Thomas Lundhede & Jette Bredahl Jacobsen & Nick Hanley & Niels Strange & Bo Jellesmark Thorsen

2015 The Effects of Risk Modelling: Assessing Value-at-Risk Accuracy
by Zatul Karamah Ahmad Baharul-Ulum & Ismail Ahmad & Norhana Salamudin & Norzaidi Mohd Daud

2015 The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012
by Alexandros M. Goulielmos

2015 Intertemporal Optimization Of The Consumption Of Petroleum Stock: Empirical Evidence From Nigeria
by BERNHARD O. ISHIORO

2015 Asymetryczny wpływ zmian kursu walutowego na gospodarkę Polski
by Piotr Karp

2015 Cheater detection in Real Time Bidding system – panel approach
by Michał Bernardelli

2015 Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation
by Dana Kloudova

2015 Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models
by Dimitra Lamprou

2015 La modelización de los cambios en la longevidad de la población del País Vasco y su estimación futura
by Amaia Jone BETZUEN ÁLVAREZ & Amancio BETZUEN ZALBIDEGOITIA

2015 A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan
by Shahzad Ahmad & Farooq Pasha

2015 Conditional equity risk premia and realized variance jump risk
by Zhanglong Wang & Kent Wang & Zheyao Pan

2015 Commercialization as a recommended approach to hospital restructuring. Case study of £añcut Medical Center
by Wiktor Patena & Bart³omiej Kaszyk

2015 Short-Term Currency In Circulation Forecasting For Monetary Policy Purposes – The Case Of Poland
by Witold Koziñski & Tomasz Œwist

2015 Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence
by Emilian Dobrescu

2015 Net Indirect Taxes and Sectoral Structure of Economy
by Emilian Dobrescu

2015 Out-Of-Sample Forecasting Performance Of A Robust Neural Exchange Rate Model Of Ron/Usd
by Corina SAMAN

2015 Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence
by Aidil Rizal SHAHRIN

2015 A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania
by Simionescu, Mihaela

2015 Underwriting cycle in Russia and macroeconomic indicators
by Tetin, Ilya

2015 Estimation of skill of Russian mutual fund managers
by Parshakov, Petr

2015 Long-term Portfolio Allocation Based on Long-term Macro forecasts
by Éric Jondeau & Michael Rockinger

2015 Crisis bancarias como eventos infrecuentes
by León, María de Fátima & Vargas, Astrid & Winkelried, Diego

2015 Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)
by Karen Poghosyan

2015 Vliv trhu mezistatků na úspěšnost prognóz ekonomické aktivity
by Václav Rybáček

2015 The Improvement of Unemployment Rate Predictions Accuracy
by Mihaela Simionescu

2015 Credit Value Adjustment and Economic Motivation to Trade on PXE
by Igor Paholok

2015 Estimating the Value-at-Risk from High-frequency Data
by Pavol Krasnovský

2015 Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange
by Laila Taskeen Qazi & Atta Ur Rahman & Saleem Gul

2015 Security Assessment And Optimization Of Energy Supply (Neural Networks Approach)
by Tomasz Jasinski & Agnieszka Scianowska

2015 Forecasting inflation in Montenegro using univariate time series models
by Milena Lipovina-Bozovic & Julija Cerovic & Sasa Vujosevic

2015 Microsimulation as an instrument for tax policy analyses
by Anna Leszczylowska

2015 The Role of the Forecast in the Company’s Management
by Raluca Podasca

2015 Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries
by Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz

2015 What's behind the survey values?: An analysis of individual forecasters' behaviour
by Maritta Paloviita & Matti Viren

2015 The importance of updating: Evidence from a Brazilian nowcasting model
by Daniela Bragoli & Luca Metelli & Michele Modugno

2015 Does the post-crisis weakness of global trade solely reflect weak demand?
by Patrice Ollivaud & Cyrille Schwellnus

2015 The Accuracy Analysis of Inflation Rate Forecasts in Euro Area
by MIHAELA SIMIONESCU

2015 Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market
by Travkin, A.

2015 Log-volatility enhanced GARCH models for single asset returns
by Tomasz Skoczylas

2015 The Phillips curve – history of thought and empirical evidence
by Szabolcs Szentmihályi & Balázs Világi

2015 Modelling Stock Market Volatility: Evidence from India
by Karunanithy Banumathy & Ramachandran Azhagaiah

2015 Default Probability Prediction with Static Merton-D-Vine Copula Model
by Václav Klepáč

2015 Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos econométricos mediante la combinación de la descomposición clásica de series y el análisis factorial dinámico: Una aplicación para el modelo Wharton-UAM
by MORAL CARCEDO, JULIAN & PEREZ GARCÍA, JULIAN

2015 Forecasting Accuracy of a Multi-Country Macroeconometric Model for the Former Yugoslavia/Capacidad predictiva de los modelos estructurales frente a modelos de series temporales. Aplicación a un sistema multi-país en la antigua Yugoslavia
by WEYERSTRASS, KLAUS

2015 High-Mixed-Frequency Dynamic Latent Factor Forecasting Models for GDP in the Philippines/Modelos de factores dinámicos latentes con datos mixtos de alta frecuencia aplicados a la predicción del PIB en Filipinas
by MARIANO, ROBERTO S. & OZMUCUR, SULEYMAN

2015 Modelización econométrica regional en España: Una revisión aplicada del enfoque unirregional y multirregional/Regional Econometric Modeling in Spain: An Applied Review of Single-Regional and Multiregional Approaches
by LÓPEZ, ANA M.

2015 Acerca del poder predictivo de Klein/On the Predictive Power of Klein
by COUTIÑO, ALFREDO

2015 The Insecure Future of the World Economic Growth
by Ron W. NIELSEN

2015 Mathematics of Predicting Growth
by Ron W. NIELSEN

2015 Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions
by Ron W. NIELSEN

2015 Háztartás-formálódás a MIDAS modellben
by Gál, Róbert Iván & Törzsök, Árpád

2015 Modellpontok szerepe a nyugdíj-hatásvizsgálatban
by Kovács, Erzsébet & Vékás, Péter & Rétallér, Orsolya

2015 Az egyéni munkaerő-piaci aktivitás becslése mikroszimulációs modellkeretben
by Vékás, Péter

2015 A magyar nyugdíjrendszer fenntarthatóságáról
by Vékás, Péter & Bajkó, Attila & Maknics, Anita & Tóth, Krisztián

2015 Ein Kurzfristindikatormodell für Prognosen der internationalen Konjunktur
by Stefan Neuwirth

2015 Modelling and Predicting the Fiscal Pressure Indicator in the European Union
by Mihaela Simionescu & Mirela Niculae

2015 The Accuracy Of General Government Balance Forecasts In Romania
by Mihaela SIMIONESCU

2015 Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment
by Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis

2015 Spot On or Way Off? Validating Results of the AVID Microsimulation Model Retrospectively
by Dina Frommert

2015 How Frequently Should We Reestimate DSGE Models?
by Marcin Kolasa & Michal Rubaszek

2015 Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF
by Geoff Kenny & Thomas Kostka & Federico Masera

2015 Targeting Inflation from Below: How Do Inflation Expectations Behave?
by Michael Ehrmann

2015 Trend Inflation in Advanced Economies
by Christine Garnier & Elmar Mertens & Edward Nelson

2015 Online Monitoring of Russia's Economic Outlook
by Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina

2015 Online Monitoring of Russia's Economic Outlook
by Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Alexander Deryugin & Marina Turuntseva & Georgy Idrisov & Andrey Kaukin & Yuriy Ponomarev & Olga Berezinskaya & Elena Grishina & Natalia Zubarevich & Vladimir Mau & Olga Morgunova & Sergey Sinelnikov-Murylev

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Kirill Rogov & Alexander Deryugin & Sergey Tsukhlo & Natalia Shagaida & Anna Kiyutsevskaya & Elena Avraamova & Dmitriy Loginov

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Alexander Knobel & Marina Turuntseva & Georgy Idrisov & Andrey Kaukin & Arseny Mamedov & Yuri Bobylev & Elena Fomina & Olga Morgunova & M.K. Kirillova

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexander Deryugin & Sergey Tsukhko & Olga Izryadnova & Kirill Rogov & Olga Berezinskaya & Alexandra Bozhechkova & Natalia Zubarevich

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexander Deryugin & Andrey Kaukin & Sergey Tsukhko & Olga Izryadnova & Marina Turuntseva & Kirill Rogov & Georgy Idrisov & Sergey Drobyshevsky & Eugen Goryunov & Arseny Mamedov & Vasiliy Zatsepin & Olga Morgunova

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexander Deryugin & Georgy Idrisov & Andrey Kaukin & Yuri Ponomarev & Sergey Tsukhko & Natalia Shagaida & Dmitriy Rogozin & Alexandra Burdyak

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Olga Izryadnova & Alexander Knobel & Arseny Mamedov & Kirill Rogov & Marina Turuntseva & Yulia Florinskaya & Elena Grishina & M.K. Kirillova & Natalia Zubarevich

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Natalia Shagaida & Sergey Tsukhlo & Alexander Abramov & Mikhail Khromov & Georgy Idrisov & Maria Kazakova & Dmitry Gordeev & Andrey Kaukin & Yuri Ponomarev & Sergey Sudakov & Eugenya Filicheva & Alexandra Burdyak & Dmitriy Rogozin

2015 Online Monitoring of Russia's Economic Outlook
by Alexandra Bozhechkova & Alexander Knobel & Georgy Idrisov & Yuri Ponomarev & Sergey Tsukhlo & Pavel Trunin & Sergey Sudakov & Alexandra Burdyak & Elena Grishina

2015 Online Monitoring of Russia's Economic Outlook
by Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich

2015 Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development
by Georgy Idrisov & Yuri Bobylev & Arseny Mamedov & Olga Morgunova & Mikhail Khromov & Sergey Tsukhlo & Olesia Rasenko

2015 Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development
by Alexander Knobel & Yuri Bobylev & Alexandra Bozhechkova & Pavel Trunin & Mikhail Khromov & Natalia Shagaida & Vasily Uzun & Elena Avraamova & D. Loginov

2015 Online Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development
by Pavel Trunin & Mikhail Khromov & Anna Kiyutsevskaya & Sergey Tsukhlo & Natalia Zubarevich

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Sergey Drobyshevsky & Marina Turuntseva & Alexander Deryugin & Georgy Idrisov & Andrey Kaukin & M.K. Kirillova & Elena Grishina & Olga Morgunova

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Mikhail Khromov & Alexandra Bozhechkova & Sergey Tsukhlo & Natalia Shagaida & Yuri Bobylev & Alexander Abramov & M.K. Kirillova

2015 Monitoring of Russia's Economic Outlook
by Mikhail Khromov & Sergey Drobyshevsky & Alexander Knobel & Marina Turuntseva & Kirill Rogov & Georgy Idrisov & Yuriy Ponomarev & Sergey Tsukhlo & Elena Avraamova & Dmitriy Loginov

2015 Monitoring of Russia's Economic Outlook
by Pavel Trunin & Kirill Rogov & Natalia Shagaida & Mikhail Khromov & Sergey Tsukhlo & Alexander Deryugin & Alexander Knobel & Yuri Bobylev & M.K. Kirillova

2015 The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession
by Jan Klacso

2015 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

2015 La tassazione verde in Italia: l’analisi di una carbon tax sui trasporti
by Ivan Faiella & Federico Cingano

2015 The Capital Markets Research Based on the Financial Quantitative Models
by Antoniade Ciprian ALEXANDRU & Nicoleta CARAGEA

2015 Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: Methods and results
by Massiani, Jérôme

2015 Path-breaking directions of nanotechnology-based chemotherapy and molecular cancer therapy
by Coccia, Mario & Wang, Lili

2015 Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
by Vortelinos, Dimitrios I.

2015 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Hännikäinen, Jari

2015 Realized range volatility forecasting: Dynamic features and predictive variables
by Caporin, Massimiliano & Velo, Gabriel G.

2015 Prediction and simulation using simple models characterized by nonstationarity and seasonality
by Swanson, Norman R. & Urbach, Richard

2015 Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR
by Drakos, Anastassios A. & Kouretas, Georgios P.

2015 Volatility spillovers in EMU sovereign bond markets
by Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón

2015 Frequency domain causality analysis of stock market and economic activity in India
by Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu & Kyophilavong, Phouphet

2015 Consumers’ willingness to pay for renewable energy: A meta-regression analysis
by Ma, Chunbo & Rogers, Abbie A. & Kragt, Marit E. & Zhang, Fan & Polyakov, Maksym & Gibson, Fiona & Chalak, Morteza & Pandit, Ram & Tapsuwan, Sorada

2015 Forecasting copper futures volatility under model uncertainty
by Li, Gang & Li, Yong

2015 A real-time quantile-regression approach to forecasting gold returns under asymmetric loss
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

2015 Forecasting metal prices with a curvelet based multiscale methodology
by He, Kaijian & Lu, Xingjing & Zou, Yingchao & Keung Lai, Kin

2015 A fast-forward look at tertiary education attainment in Europe 2020
by Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

2015 Cross-country evidence on the quality of private sector fiscal forecasts
by Jalles, João Tovar & Karibzhanov, Iskander & Loungani, Prakash

2015 Does the Greenspan era provide evidence on leadership in the FOMC?
by El-Shagi, Makram & Jung, Alexander

2015 Estimating a DSGE model for Japan in a data-rich environment
by Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi

2015 Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times
by Temesvary, Judit

2015 Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

2015 Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran
by Khiabani, Nasser

2015 Declining discount rates and the Fisher Effect: Inflated past, discounted future?
by Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos

2015 Modeling interest rate volatility: A Realized GARCH approach
by Tian, Shuairu & Hamori, Shigeyuki

2015 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
by Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou

2015 Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
by Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

2015 Hedge fund return predictability; To combine forecasts or combine information?
by Panopoulou, Ekaterini & Vrontos, Spyridon

2015 Mixture pair-copula-constructions
by Weiß, Gregor N.F. & Scheffer, Marcus

2015 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
by Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F.

2015 Capital requirements for over-the-counter derivatives central counterparties
by Lin, Li & Surti, Jay

2015 Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona

2015 The information content of option-implied information for volatility forecasting with investor sentiment
by Seo, Sung Won & Kim, Jun Sik

2015 A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong

2015 Nonparametric prediction of stock returns based on yearly data: The long-term view
by Scholz, Michael & Nielsen, Jens Perch & Sperlich, Stefan

2015 Informational efficiency and spurious spillover effects between spot and derivatives markets
by Sogiakas, Vasilios & Karathanassis, George

2015 Economic policy uncertainty and stock market volatility
by Liu, Li & Zhang, Tao

2015 Analyst recommendations and volatility in a rising, falling, and crisis equity market
by Corbet, Shaen & Dowling, Michael & Cummins, Mark

2015 Predicting the equity premium with the demand for gold coins and bars
by Baur, Dirk G. & Löffler, Gunter

2015 A common jump factor stochastic volatility model
by Laurini, Márcio Poletti & Mauad, Roberto Baltieri

2015 The financial econometrics of price discovery and predictability
by Narayan, Seema & Smyth, Russell

2015 Forecasting the price of gold using dynamic model averaging
by Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong

2015 Understanding volatility dynamics in the EU-ETS market
by Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María

2015 Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
by Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled

2015 Forecasting the real prices of crude oil under economic and statistical constraints
by Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng

2015 Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets
by Ziel, Florian & Steinert, Rick & Husmann, Sven

2015 Consumers' willingness to pay for green electricity: A meta-analysis of the literature
by Sundt, Swantje & Rehdanz, Katrin

2015 Forecasting day-ahead electricity prices: Utilizing hourly prices
by Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick

2015 Predictability of price movements in deregulated electricity markets
by Uritskaya, Olga Y. & Uritsky, Vadim M.

2015 Forecasting excess stock returns with crude oil market data
by Liu, Li & Ma, Feng & Wang, Yudong

2015 A note on using the Hodrick–Prescott filter in electricity markets
by Weron, Rafał & Zator, Michał

2015 Efficient modeling and forecasting of electricity spot prices
by Ziel, Florian & Steinert, Rick & Husmann, Sven

2015 Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case
by Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo

2015 Real option valuation of power transmission investments by stochastic simulation
by Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

2015 A spot-forward model for electricity prices with regime shifts
by Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael

2015 Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices
by He, Ling T. & Casey, K.M.

2015 The economic value of volatility timing with realized jumps
by Nolte, Ingmar & Xu, Qi

2015 Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
by Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang

2015 The predictive density simulation of the yield curve with a zero lower bound
by Kang, Kyu Ho

2015 Estimating the effects of forward guidance in rational expectations models
by Harrison, Richard

2015 News on inflation and the epidemiology of inflation expectations in China
by Lei, Chengyao & Lu, Zhe & Zhang, Chengsi

2015 Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
by Asai, Manabu & McAleer, Michael

2015 Structural-break models under mis-specification: Implications for forecasting
by Koo, Bonsoo & Seo, Myung Hwan

2015 Generalised density forecast combinations
by Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N.

2015 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
by Duong, Diep & Swanson, Norman R.

2015 COMFORT: A common market factor non-Gaussian returns model
by Paolella, Marc S. & Polak, Paweł

2015 Option pricing with non-Gaussian scaling and infinite-state switching volatility
by Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco

2015 A stochastic dominance approach to financial risk management strategies
by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio

2015 A Quadratic Kalman Filter
by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume

2015 Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
by Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin

2015 The three-pass regression filter: A new approach to forecasting using many predictors
by Kelly, Bryan & Pruitt, Seth

2015 Forecasting with factor-augmented regression: A frequentist model averaging approach
by Cheng, Xu & Hansen, Bruce E.

2015 Nested forecast model comparisons: A new approach to testing equal accuracy
by Clark, Todd E. & McCracken, Michael W.

2015 Through the looking glass: Indirect inference via simple equilibria
by Calvet, Laurent E. & Czellar, Veronika

2015 Reinforced urn processes for credit risk models
by Peluso, Stefano & Mira, Antonietta & Muliere, Pietro

2015 A simple and focused backtest of value at risk
by Krämer, Walter & Wied, Dominik

2015 Difference-in-differences techniques for spatial data: Local autocorrelation and spatial interaction
by Delgado, Michael S. & Florax, Raymond J.G.M.

2015 An alternative reference scenario for global CO2 emissions from fuel consumption: An ARFIMA approach
by Belbute, José M. & Pereira, Alfredo M.

2015 Global prediction of recessions
by Dovern, Jonas & Huber, Florian

2015 The variance risk premium and fundamental uncertainty
by Conrad, Christian & Loch, Karin

2015 Toward a more reliable picture of the economic activity: An application to Argentina
by Camacho, Maximo & Dal Bianco, Marcos & Martinez-Martin, Jaime

2015 Oil price forecastability and economic uncertainty
by Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia

2015 Prediction model averaging estimator
by Xie, Tian

2015 Stationarity of econometric learning with bounded memory and a predicted state variable
by Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing

2015 Assessing point forecast accuracy by stochastic loss distance
by Diebold, Francis X. & Shin, Minchul

2015 Commodity price changes and the predictability of economic policy uncertainty
by Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng

2015 Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected
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2015 Predictability dynamics of Islamic and conventional equity markets
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2015 The course of realized volatility in the LME non-ferrous metal market
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2015 A calibration procedure for analyzing stock price dynamics in an agent-based framework
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2015 Complete subset regressions with large-dimensional sets of predictors
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2015 Asia's evolving role in global wine markets
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2015 Artificial Neural Networks for Spot Electricity Price Forecasting: A Review
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2015 Renewable Energy Certifi cate Trading through Power Exchanges in India
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2015 An Econometric Investigation of Forecasting Premium Fuel
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2015 Role of Energy Exchanges for Power Trading in India
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2015 Box–Jenkins Modeling of Greek Stock Prices Data
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2015 Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection
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2015 Density forecasts based on disaggregate data: nowcasting Polish inflation
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2015 Efecto de un estadio deportivo en los precios de arrendamiento de viviendas: una aplicación de regresión ponderada geográficamente (GWR)
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2015 Comportamiento estructural y predictivo de variables macroecónomicas: combinando MEEGD y VAR
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2015 La hidrología como predictor del comportamiento del precio de energía en bolsa
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2015 Dinámica inflacionaria y la curva de Phillips híbrida neokeynesiana: el caso de Chile
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2015 Forecasting Tourist Arrivals To Langkawi Island Malaysia
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2015 Evaluation des Eurozone Economic Outlook
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2015 Evaluation der ifo Konjunkturprognosen – ein Vergleich mit den Prognosen von Consensus Economics
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2015 Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen
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2015 La macroéconomie-en-risque
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2015 Portfolio Optimisation and Endogenous Rebalancing Methods
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2015 An Analysis Of The Impact Of Venture Capital Investment On Economic Growth And Innovation: Evidence From The Usa And Russia
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2015 Analysis and forecast estimate of consumption of basic food products and beverages by rural households by 2020 made with ARIMA-models
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2015 Forecasting the Resurgence of the U.S. Economy in 2010: An Expert Judgment Approach
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2015 Total Factor Productivity - Influence Factor Of The Economic Growth Potential. Practical Application
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2015 Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
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2015 Wpływ porozumień handlowych na synchronizację gospodarki meksykańskiej z gospodarką światową / Impact of the Mexican trade agreements on its business cycle synchronization with the world economy
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2015 Methods of forecasting VAT revenues for the state budget of Ukraine
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2015 A Bayesian Approach Proposal For Inventory Cost And Demand Forecasting
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2015 Determinants of Mobile Penetration to Forecast New Broadband Adoption: OECD Case
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2015 Time Series Analysis And Forecasting For Air Pollution In Ankara: A Box-Jenkins Approach
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2015 Forecasting Turkish Informatics Valley via Computerised Argument Delphi Technique
by Enes Emen & Ercan Salman & Gönül Sekendur & Sadi Evren Şeker

2015 Bank Credit Risk Analysis with K-Nearest-Neighbor Classifier: Case of Tunisian Banks
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2015 Credit Risk Prediction: A Comparative Study between Discriminant Analysis and the Neural Network Approach
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2015 A Spectral Decomposition Approach To Separating Independent Factors: The Case Of Foreign Exchange Rates
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2015 Sales Forecasting in the Context of Seasonal Activities and Company Sustainable Growth
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2015 Credit Scoring System for Managing Risk in Agricultural Loan Portfolio of the Thai Rural Financial Market
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2015 Systematic Bias and Nontransparency in US Social Security Administration Forecasts
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2015 Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
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2015 Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
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2015 Prediction Policy Problems
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2015 Measuring Uncertainty
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2014 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
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2014 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
by Rangan Gupta & Anandamayee Majumdar

2014 Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?
by Goodness C. Aye & Frederick W. Deale & Rangan Gupta

2014 Forecasting the U.S. Real House Price Index
by Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou

2014 Forecasting the Price of Gold Using Dynamic Model Averaging
by Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim

2014 Nowcasting U.S. Headline and Core Inflation
by Knotek, Edward S. & Zaman, Saeed

2014 Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index
by Okan EREN

2014 Forecasting and Modelling of Electricity Prices by Radial Basis Functions: Turkish Electricity Market Experiment
by Cenktan ÖZYILDIRIM & Mehmet Fuat BEYAZIT

2014 Study Of Discrete Choice Models And Fuzzy Rule Based Systems In The Prediction Of Economic Crisis Periods In Usa
by Giovanis, Eleftherios

2014 Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
by Stefan Bruder

2014 Short-run fertility effects of parental leave benefits: Evidence from a structural model
by Stichnoth, Holger

2014 Completed fertility effects of family policy measures: Evidence from a life-cycle model
by Abiry, Raphael & Reuss, Karsten & Stichnoth, Holger

2014 Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany
by Teresa, Buchen & Wohlrabe, Klaus

2014 Confidence Bands for Impulse Responses: Bonferroni versus Wald
by Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna

2014 A money-based indicator for deflation risk
by Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel

2014 Forecasting German key macroeconomic variables using large dataset methods
by Pirschel, Inske & Wolters, Maik

2014 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

2014 Outperforming IMF Forecasts by the Use of Leading Indicators
by Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

2014 Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?
by Zeng, Jing

2014 MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area
by Schumacher, Christian

2014 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

2014 Outperforming IMF Forecasts by the Use of Leading Indicators
by Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

2014 Explaining the variation in the value of building energy efficiency certificates: A quantitative meta-analysis
by Ankamah-Yeboah, Isaac & Rehdanz, Katrin

2014 Heterogeneous forecasters and nonlinear expectation formation in the US stock market
by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

2014 Consumer's willingness to pay for green electricity: A meta-analysis of the literature
by Sundt, Swantje & Rehdanz, Katrin

2014 Forecasting German key macroeconomic variables using large dataset methods
by Pirschel, Inske & Wolters, Maik H.

2014 Bridging the gap between horizontal and vertical merger simulation: Modifications and extensions of PCAID
by Bush, C. Anthony

2014 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
by Rossen, Anja

2014 Outlier detection in structural time series models: The indicator saturation approach
by Marczak, Martyna & Proietti, Tommaso

2014 Anticipating business-cycle turning points in real time using density forecasts from a VAR
by Schreiber, Sven

2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

2014 A calibration procedure for analyzing stock price dynamics in an agent-based framework
by Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro

2014 Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market
by Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

2014 Combination of forecasts across estimation windows: An application to air travel demand
by Jungmittag, Andre

2014 Do media data help to predict German industrial production?
by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

2014 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

2014 A general approach to recovering market expectations from futures prices with an application to crude oil
by Baumeister, Christiane & Kilian, Lutz

2014 Risk-adjusted option-implied moments
by Brinkmann, Felix & Korn, Olaf

2014 Animal spirits and the business cycle: Empirical evidence from moment matching
by Jang, Tae-Seok & Sacht, Stephen

2014 Forecast-error-based estimation of forecast uncertainty when the horizon is increased
by Knüppel, Malte

2014 MIDAS and bridge equations
by Schumacher, Christian

2014 13 lucky tips to juggle the analytics of forecasting
by Tao Hong

2014 Evaluating the performance of VaR models in energy markets
by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

2014 Forecasting the occurrence of electricity price spikes in the UK power market
by Pawel Maryniak & Rafal Weron

2014 Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
by Tao Hong & Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

2014 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
by Katarzyna Maciejowska & Jakub Nowotarski & Rafal Weron

2014 Modelling price spikes in electricity markets - the impact of load, weather and capacity
by Rangga Handika & Chi Truong & Stefan Trueck & Rafal Weron

2014 Electricity price forecasting: A review of the state-of-the-art with a look into the future
by Rafal Weron

2014 A note on using the Hodrick-Prescott filter in electricity markets
by Rafal Weron & Michal Zator

2014 Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
by Jakub Nowotarski & Rafal Weron

2014 A review of electricity price forecasting: The past, the present and the future
by Rafal Weron

2014 Forecasting Global Equity Indices using Large Bayesian VARs
by Florian Huber & Tamas Krisztin & Philipp Piribauer

2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova

2014 Business confidence and forecasting of housing prices and rents in large German cities
by Konstantin Kholodilin

2014 Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?
by Mthuli Ncube & Zuzana Brixiova & Qingwei Meng

2014 Generalized Momentum Asset Allocation Model
by Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski

2014 Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
by Tomasz Skoczylas

2014 A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
by Roberto Casarin

2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability
by Buncic, Daniel & Piras, Gion Donat

2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
by Buncic, Daniel & Moretto, Carlo

2014 Model comparisons in unstable environments
by Raffaella Giacomini & Barbara Rossi

2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
by Barbara Rossi & Tatevik Sekhposyan

2014 Alternative tests for correct specification of conditional predictive densities
by Barbara Rossi & Tatevik Sekhposyan

2014 Eliciting and aggregating individual expectations: An experimental study
by Peeters R.J.A.P. & Wolk K.L.

2014 Combining distributions of real-time forecasts: An application to U.S. growth
by Götz T.B. & Hecq A.W. & Urbain J.R.Y.J.

2014 A composite leading cycle indicator for Uruguay
by Pablo Galaso & Sandra Rodriguez

2014 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro
by Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi

2014 Forecasting Realized Volatility Using Subsample Averaging
by Tae-Hwy Lee & Huiyu Huang

2014 Forecasting Value-at-Risk Using High Frequency Information
by Tae-Hwy Lee & Huiyu Huang

2014 Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters
by Tae-Hwy Lee & Yiyao Wang

2014 Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
by Tae-Hwy Lee & Yundong Tu & Aman Ullah

2014 Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
by Tae-Hwy Lee & Yundong Tu & Aman Ullah

2014 Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
by Stelios D. Bekiros & Alessia Paccagnini

2014 A statistical test for forecast evaluation under a discrete loss function
by Francisco Javier Eransus & Alfonso Novales Cinca

2014 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
by Francisco Javier Eransus & Alfonso Novales Cinca

2014 A Stochastic Dominance Approach to Financial Risk Management Strategies
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral

2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer

2014 Consumer Attitudes and the Epidemiology of Inflation Expectations
by Ehrmann, M. & Pfajfar, D. & Santoro, E.

2014 Identifying Booms and Busts in House Prices under Heterogeneous Expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij

2014 Combined Density Nowcasting in an Uncertain Economic Environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

2014 The Forecast Combination Puzzle: A Simple Theoretical Explanation
by Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang

2014 Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter

2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg

2014 Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
by Francisco Blasques & Siem Jan Koopman & Max Mallee

2014 Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
by André Lucas & Xin Zhang

2014 Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
by Anne Opschoor & Dick van Dijk & Michel van der Wel

2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
by Francine Gresnigt & Erik Kole & Philip Hans Franses

2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer

2014 Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins
by Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas

2014 Forecasting with EC-VARMA models
by Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying

2014 Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?
by Raghavan, Mala & Dungey, Mardi

2014 The mortgage spread as a predictor of real-time economic activity
by Jari Hännikäinen

2014 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Jari Hännikäinen

2014 Multi-step forecasting in the presence of breaks
by Jari Hännikäinen

2014 Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data
by Christian Pierdzioch & Monique B. Reid & Rangan Gupta

2014 Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR
by Simone Auer

2014 Joint Confidence Sets for Structural Impulse Responses
by Atsushi Inoue & Lutz Kilian

2014 Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation
by Kloudová Dana

2014 Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector
by Nils Wittmann & Eppinger Marcus

2014 Forecasting The Runoff Data Using Adaptive Neuro Fuzzy Inference Systems (ANFIS)
by Alpaslan YARAR & Mustafa ONÜÇYILDIZ & Nuri PEKÇET?N

2014 Counter-Cyclical Capital Buffers and Interest-Rate Policy as Complements – The Experience of South Africa
by Roy Havemann

2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
by Martyna Marczak & Tommaso Proietti

2014 Exponential Smoothing, Long Memory and Volatility Prediction
by Tommaso Proietti

2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel

2014 Maximum entropy estimator for the predictability of energy commodity market time series
by Francesco Benedetto & Gaetano Giunta & Loretta Mastroeni

2014 Technical Document for Price Adjustment
by Zheng Tian & Mulugeta Kahsai & Randall Jackson

2014 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

2014 Stabilising expenditure rule in Poland – stochastic simulations for 2014-2040
by Korniluk, Dominik

2014 Growth Horizons for a Changing Asian Regional Economy
by Roland-Holst, David & Sugiyarto, Guntur

2014 Exchange Rate Predictability in a Changing World
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
by Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel

2014 Forecast Models for Private Consumption
by Peussa, Aleksandr

2014 Big Data: Google Searches Predict Unemployment in Finland
by Tuhkuri, Joonas

2014 Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
by Michael P. Clements

2014 Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
by Michael P. Clements & Ana Beatriz Galvão

2014 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

2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012
by Barrera, Carlos

2014 Precios de viviendas en Lima
by Orrego, Fabrizio

2014 Adaptive Models and Heavy Tails
by Davide Delle Monache & Ivan Petrella

2014 Financial Conditions and Density Forecasts for US Output and Inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2014 Fat-tails in VAR Models
by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

2014 Financial conditions and density forecasts for US output and inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2014 Autoregressive augmentation of MIDAS regressions
by Cláudia Duarte

2014 A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification
by Degiannakis, Stavros & Dent, Pamela & Floros, Christos

2014 The predictability of asset returns in the BRICS countries: a nonparametric approach
by Muteba Mwamba, John Weirstrass & Webb, Daniel

2014 Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI
by Chen, Song Xi & Lei, Lihua & Tu, Yundong

2014 Indicator Based Forecasting of Business Cycles in Azerbaijan
by Mammadov, Fuad & Shaig Adigozalov, Shaiq

2014 Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
by Tóth, Peter

2014 Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?
by Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

2014 Identifying structural breaks in stochastic mortality models
by O'Hare, Colin & Li, Youwei

2014 Predicting the direction of US stock markets using industry returns
by Pönkä, Harri

2014 Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan
by Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

2014 Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece
by Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

2014 La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
by Barrera-Chaupis, Carlos

2014 Nowcasting Tourist Arrivals to Prague: Google Econometrics
by Zeynalov, Ayaz

2014 On the Selection of Common Factors for Macroeconomic Forecasting
by Giovannelli, Alessandro & Proietti, Tommaso

2014 Emissions and abatement costs for the passenger cars sector in Greece
by Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

2014 On Forecasting Conflict in Sudan: 2009-2012
by Bessler, David & Kibriya, Shahriar & Chen, Junyi & Price, Ed

2014 Modeling and Forecasting Volatility – How Reliable are modern day approaches?
by Mehta, Anirudh & Kanishka, Kunal

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data
by Fantazziini, Dean

2014 Communicating uncertainty - a fan chart for HICP projections
by Gatt, William

2014 Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
by Guérin, Pierre & Leiva-Leon, Danilo

2014 On the Sources of Uncertainty in Exchange Rate Predictability
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

2014 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

2014 The mortgage spread as a predictor of real-time economic activity
by Hännikäinen, Jari

2014 Macro Stress-Testing Credit Risk in Romanian Banking System
by Ruja, Catalin

2014 Multi-jumps
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto

2014 A fast-forward look at tertiary education attainment in Europe 2020
by Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke

2014 De novo acerca da sazonalidade nos nascimentos em Portugal
by Caleiro, António

2014 Exponential Smoothing, Long Memory and Volatility Prediction
by Proietti, Tommaso

2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2014 On foreign aid distortions to governance
by Asongu, Simplice

2014 Dynamic State-Space Models
by Karapanagiotidis, Paul

2014 Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
by Hännikäinen, Jari

2014 Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
by Halkos, George & Kevork, Ilias

2014 The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach
by Franco, Ray John Gabriel & Mapa, Dennis S.

2014 Multi-step forecasting in the presence of breaks
by Hännikäinen, Jari

2014 General correcting formulae for forecasts
by Harin, Alexander

2014 Theoretical guidelines for a partially informed forecast examiner
by Tsyplakov, Alexander

2014 Model Averaging in Predictive Regressions
by Liu, Chu-An & Kuo, Biing-Shen

2014 The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
by Caporin, Massimiliano & Fontini, Fulvio

2014 Data-based priors for vector autoregressions with drifting coefficients
by Korobilis, Dimitris

2014 Exchange Rate Predictability in a Changing World
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J

2014 Forecasting Distress in European SME Portfolios
by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

2014 Determinants of financial distress in u.s. large bank holding companies
by zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang

2014 Income growth and happiness: Reassessment of the Easterlin Paradox
by Beja Jr., Edsel

2014 Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
by Demiralay, Sercan & Ulusoy, Veysel

2014 A new Pearson-type QMLE for conditionally heteroskedastic models
by Zhu, Ke & Li, Wai Keung

2014 Security Assessment and Optimization of Energy Supply
by Tomasz Jasinski & Agnieszka Scianowska

2014 Assessing Point Forecast Accuracy by Stochastic Error Distance
by Francis X. Diebold & Minchul Shin

2014 Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
by Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

2014 Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
by Dean Fantazzini & Mario Maggi

2014 Factor High-Frequency Based Volatility (HEAVY) Models
by Kevin Sheppard

2014 Robust Approaches to Forecasting
by Jennifer Castle & David Hendry & Michael P. Clements

2014 Short-term Indicator Models for Quarterly GDP Growth in the BRIICS: A Small-scale Bridge Model Approach
by Thomas Chalaux & Cyrille Schwellnus

2014 Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
by Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide

2014 Understanding Uncertainty Shocks and the Role of Black Swans
by Anna Orlik & Laura Veldkamp

2014 How frequently should we re-estimate DSGE models?
by Marcin Kolasa & Michał Rubaszek

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 Nowcasting Belgium
by David de Antonio Liedo

2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
by M. Atikur Rahman Khan & D.S. Poskitt

2014 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

2014 A Model Validation Procedure
by Julia Polak & Maxwell L. King & Xibin Zhang

2014 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Rob J Hyndman & Alan Lee & Earo Wang

2014 Boosting multi-step autoregressive forecasts
by Souhaib Ben Taieb & Rob J Hyndman

2014 An Emerging Market Financial Conditions Index: A VAR Approach
by Rémy Charleroy & Michael A. Stemmer

2014 Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
by Georges Dionne & Maria Pacurar & Xiaozhou Zhou

2014 Reforming Old Age Security: Effects and Alternatives
by Nicholas-James Clavet & Jean-Yves Duclos & Bernard Fortin & Steeve Marchand

2014 Effets des tendances à long terme de l'obésité sur l'utilisation de soins de santé au Québec
by Aurélie Côté-Sergent

2014 ICT and Non-ICT investments: short and long run macro dynamics
by Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio

2014 Forecasting Natural Population Change: the Case of Latvia
by Aleksejs Melihovs

2014 Focused Information Criterion for Series Estimation in Partially Linear Models
by Naoya Sueishi & Arihiro Yoshimura

2014 Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?
by Jing Zeng

2014 Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach
by Stéphane Dées & Jochen Güntner

2014 Out-Of-Sample Comparisons of Overfit Models
by Calhoun, Gray

2014 Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
by Benoît Sévi

2014 Forecasting the density of oil futures
by Florian Ielpo & Benoît Sévi

2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

2014 Predicting and Capitalizing on Stock Market Bears in the U.S
by Bertrand Candelon & Jameel Ahmed & Stefan Straetmans

2014 The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
by Julien Chevallier & Stéphane Goutte

2014 The risk of financial crises: Is it in real or financial factors?
by Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg

2014 Home Victory for Brazil in the 2014 FIFA World Cup
by Achim Zeileis & Christoph Leitner & Kurt Hornik

2014 Can Macroeconomists Get Rich Forecasting Exchange Rates?
by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava

2014 Forecasting with a mismatch-enhanced labor market matching function
by Hutter, Christian & Weber, Enzo

2014 Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
by Thijs Benschopa & Brenda López Cabrera & &

2014 Localising Forward Intensities for Multiperiod Corporate Default
by Dedy Dwi Prastyo & Wolfgang Karl Härdle & &

2014 Adaptive Order Flow Forecasting with Multiplicative Error Models
by Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting &

2014 Modelling spatiotemporal variability of temperature
by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter

2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle

2014 Nowcasting GDP Using Available Monthly Indicators
by Davor Kunovac & Borna Špalat

2014 Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach
by Ranganathan, Shyam & Bali Swain, Ranjula

2014 A Dynamical Systems Approach To Modeling Human Development
by Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David

2014 Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators
by Biørn, Erik

2014 A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
by Li, Yushu & Andersson, Jonas

2014 A money-based indicator for deflation risk
by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan

2014 Stochastic Volatility Estimation with GPU Computing
by António Alberto Santos & João Andrade

2014 On the Sources of Uncertainty in Exchange Rate Predictability
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Data-based priors for vector autoregressions with drifting coefficients
by Dimitris Korobilis

2014 Exchange Rate Predictability in a Changing World
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro

2014 Global Population Growth, Technology and Malthusian Constraints: A Quantitative Growth Theoretic Perspective
by Bruno Lanz & Simon Dietz & Tim Swanson

2014 Russian Industrial Enterprises in 2014
by Sergey Tsukhlo

2014 Russian Industrial Enterprises in 2013
by Sergey Tsukhlo

2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
by Schöni, Olivier & Seger, Lukas

2014 Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares
by Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo

2014 Analyzing data revisions with a dynamic stochastic general equilibrium model
by Croushore, Dean & Sill, Keith

2014 Dynamic prediction pools: an investigation of financial frictions and forecasting performance
by Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank

2014 What predicts U.S. recessions?
by Liu, Weiling & Moench, Emanuel

2014 Evaluating Conditional Forecasts from Vector Autoregressions
by Clark, Todd E. & McCracken, Michael W.

2014 Inflation Uncertainty and Disagreement in Bond Risk Premia
by D'Amico, Stefania & Orphanides, Athanasios

2014 The Importance of Updating: Evidence from a Brazilian Nowcasting Model
by Bragoli, Daniela & Metelli, Luca & Modugno, Michele

2014 Unspanned macroeconomic factors in the yield curve
by Coroneo, Laura & Giannone, Domenico & Modugno, Michele

2014 A multi-country approach to forecasting output growth using PMIs
by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem

2014 Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR
by Auer, Simone

2014 Evaluating Conditional Forecasts from Vector Autoregressions
by Clark, Todd E. & McCracken, Michael W.

2014 Have Standard VARs Remained Stable since the Crisis?
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano

2014 GDPNow: A Model for GDP "Nowcasting"
by Higgins, Patrick C.

2014 Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 Range-based Volatility Estimation and Forecasting
by Daniel Bencik

2014 Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
by Jozef Barunik & Tomáš Krehlik

2014 The potential growth impact of structural reforms in the EU. A benchmarking exercise
by Janos Varga & Jan in 't Veld

2014 Identifying Booms and Busts in House Prices under Heterogeneous Expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij

2014 Labour mobility and labour market adjustment in the EU
by Alfonso Arpaia & Aron Kiss & Balazs Palvolgyi & Alessandro Turrini

2014 The role of survey data in nowcasting euro area GDP growth
by Alessandro Girardi & Andreas Reuter & Christian Gayer

2014 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar

2014 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
by Mehmet Balcilar & Rangan Gupta & Charl Jooste

2014 Asymptotic properties of imputed hedonic price indices
by Olivier Schöni

2014 Exploiting the monthly data-flow in structural forecasting
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin

2014 The Costs of Error in Setting Reference Rates for Reduced Deforestation
by Patrick Doupe

2014 Generalised Density Forecast Combinations
by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price

2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
by Martha Banbura & Domenico Giannone & Michèle Lenza

2014 Fundamentals and Exchange Rate Forecastability with Machine Learning Methods
by Michalski , Tomasz & Amat , Christophe

2014 Optimal forecasts from Markov switching models
by Tom Boot & Andreas Pick

2014 Does the Stability and Growth Pact induce a bias in the EC's fiscal forecasts
by Niels Gilbert & Jasper de Jong

2014 Identifying booms and busts in house prices under heterogeneous expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij

2014 Speculative Price Bubbles in Urban Housing Markets in Germany
by Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht

2014 Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
by Johannes Mayr & Dirk Ulbricht

2014 Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
by Guglielmo Maria Caporale & Marinko Skare

2014 Do Media Data Help to Predict German Industrial Production?
by Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

2014 Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities
by Konstantin A. Kholodilin & Boriss Siliverstovs

2014 Outliers in multivariate Garch models
by Veiga, Helena & Martín-Barragán, Belén & Grané, Aurea

2014 Forecasting the intraday market price of money
by Andrea Monticini & Francesco Ravazzolo

2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
by Banbura, Marta & Giannone, Domenico & Lenza, Michele

2014 Joint Confidence Sets for Structural Impulse Responses
by Inoue, Atsushi & Kilian, Lutz

2014 No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2014 Markov-Switching Mixed-Frequency VAR Models
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano

2014 Economic theory and forecasting: lessons from the literature
by Giacomini, Raffaella

2014 Can we Automate Earnings Forecasts and Beat Analysts?
by Ball, Ryan & Ghysels, Eric & Zhou, Huan

2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

2014 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil
by Baumeister, Christiane & Kilian, Lutz

2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
by Pettenuzzo, Davide & Timmermann, Allan G & Valkanov, Rossen

2014 Are there Gains from Pooling Real-Time Oil Price Forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K

2014 Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
by Hsu, Po-Hsuan & Taylor, Mark P

2014 Forecasting with DSGE models with financial frictions
by Kolasa, Marcin & Rubaszek, Michał

2014 Time variation in the dynamic effects of unanticipated changes in tax policy
by Joris de Wind

2014 Reduced-rank time-varying vector autoregressions
by Joris de Wind & Luca Gambetti

2014 Emerging Structural Pressures in European Labour Markets
by G.A. Meagher & R.A.Wilson & E.Yerushalmi

2014 Interfacing a CGE Labour Market Model with the E3ME Multi-Sector Macroeconomic Model
by G.A. Meagher & Felicity Pang & R.A. Wilson

2014 Duration Models to Evaluate First Employment Law’s Impact in Colombia
by Wilmer Javier Ríos Piñerez & Carlos Andrés Yanes Guerra

2014 What is the effect of sample and prior distributions on a Bayesian autoregressive linear model? An application to piped water consumption
by Andrés Ramírez Hassan & Jhonatan Cardona Jiménez & Raul Pericchi Guerra

2014 Which team will win the 2014 FIFA World Cup? A Bayesian approach for dummies
by Andrés Ramírez Hassan & Johnatan Cardona Jiménez

2014 Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates
by Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas

2014 On Forecast Evaluation
by Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román

2014 Pronósticos para una economía menos volátil: El caso colombiano
by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
by Ignacio Lozano & Alexander Guarín

2014 The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation
by Tomas Adam & Miroslav Plasil

2014 Forecasting Czech GDP Using Mixed-Frequency Data Models
by Michal Franta & David Havrlant & Marek Rusnak

2014 Evaluating a Structural Model Forecast: Decomposition Approach
by Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva

2014 Exploiting the monthly data-flow in structural forecasting
by Domenico Giannone & Francesca Monti & Lucrezia Reichlin

2014 A Multi-Country Approach to Forecasting Output Growth Using PMIs
by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran

2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
by Tim Oliver Berg & Steffen Henzel

2014 Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
by Pablo Duarte & Bernd Süssmuth

2014 Asymptotic Properties of Imputed Hedonic Price Indices
by Olivier Schöni

2014 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer

2014 A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics
by Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann

2014 Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors
by Felix Ward

2014 ICT and Non-ICT investments: short and long run macro dynamics
by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

2014 The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time
by A. Girardi & R. Golinelli & C. Pappalardo

2014 Analysis of aggregated inflation expectations based on the ECB SPF survey
by Oinonen, Sami & Paloviita, Maritta

2014 Analysis of forecast errors in micro-level survey data
by Paloviita, Maritta & Virén, Matti

2014 Exploiting the monthly data flow in structural forecasting
by Giannone, Domenico & Monti , Francesca & Reichlin , Lucrezia

2014 Generalised density forecast combinations
by Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon

2014 Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2014 Density forecasts with MIDAS models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

2014 Combined Density Nowcasting in an uncertain economic environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

2014 Have standard VARs remained stable since the crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino

2014 Density forecasts with MIDAS models
by Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

2014 Forecasting recessions in real time
by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

2014 Un indicador de la evolución del PIB uruguayo en tiempo real
by Helena Rodríguez

2014 Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
by Raffaella Giacomini & Barbara Rossi

2014 Model Comparisons in Unstable Environments
by Raffaella Giacomini & Barbara Rossi

2014 Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
by Atsushi Inoue & Lu Jin & Barbara Rossi

2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
by Barbara Rossi & Tatevik Sekhposyany

2014 Variable Selection in Predictive MIDAS Models
by C. Marsilli

2014 Fixed-Income Pricing in a Non-Linear Interest-Rate Model
by J-P. Renne

2014 Nowcasting global economic growth: A factor-augmented mixed-frequency approach
by L. Ferrara & C. Marsilli

2014 A Quadratic Kalman Filter
by Monfort, A. & Renne, J.-P. & Roussellet, G.

2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

2014 Quantile aggregation of density forecasts
by Fabio Busetti

2014 Financial indicators and density forecasts for US output and inflation
by Piergiorgio Alessandri & Haroon Mumtaz

2014 Surprise! Euro area inflation has fallen
by Marianna Riggi & Fabrizio Venditti

2014 Firms' energy costs and competitiveness in Italy
by Ivan Faiella & Alessandro Mistretta

2014 The structure of sub-natural public debt: Liquidity vs credit risk
by Javier J. Pérez & Rocío Prieto

2014 Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2014 2007-2013: This is what the indicator told us ? Evaluating the performance of real-time nowcasts from a dynamic factor model
by Muriel Nguiffo-Boyom

2014 Targeting Inflation from Below - How Do Inflation Expectations Behave?
by Michael Ehrmann

2014 Are There Gains from Pooling Real-Time Oil Price Forecasts?
by Christiane Baumeister & Lutz Kilian & Thomas K. Lee

2014 What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
by Ron Alquist & Gregory Bauer & Antonio Diez de los Rios

2014 Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
by Rodrigo Sekkel

2014 Consumer Attitudes and the Epidemiology of Inflation Expectations
by Michael Ehrmann & Damjan Pfajfar & Emiliano Santoro

2014 Improving Overnight Loan Identification in Payments Systems
by Mark Rempel

2014 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Christiane Baumeister & Pierre Guérin & Lutz Kilian

2014 Analyzing and Forecasting the Canadian Economy through the LENS Model
by Olivier Gervais & Marc-André Gosselin

2014 Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
by Maxime Leboeuf & Louis Morel

2014 Adaptive Models and Heavy Tails
by Davide Delle Monache & Ivan Petrella

2014 Matrix Box-Cox Models for Multivariate Realized Volatility
by Weigand, Roland

2014 Matrix Box-Cox Models for Multivariate Realized Volatility
by Roland Weigand

2014 Long- and short-run price asymmetries in the Italian energy market: the case of gasoline and heating gasoil
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 The impact of an exchange rate realignment on the trade balance: Euro vs. national currency - Some preliminary results with a/simmetrie model of the Italian economy
by Alberto Bagnai & Christian Alexander Mongeau Ospina

2014 On foreign aid distortions to governance
by Asongu Simplice

2014 EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
by Marta Gómez-Puig & Simón Sosvilla-Rivero

2014 On foreign aid distortions to governance
by Simplice Anutechia Asongu

2014 Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach
by Gustavo Fruet Dias & Fotis Papailias

2014 Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets
by Gustavo Fruet Dias & George Kapetanios

2014 Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
by Martyna Marczak & Tommaso Proietti

2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
by Markku Lanne & Henri Nyberg

2014 Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange
by Asger Lunde & Kasper V. Olesen

2014 A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories
by Wei-Bin Zhang

2014 Glaskugel Prognose – Warum werden ökonomische Prognosen nicht besser?
by Holtemöller, Oliver

2014 Binnenwirtschaft trägt Konjunktur in Deutschland
by Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Birgit & Schultz, Jan-Christopher & Zeddies, Götz

2014 Mittelfristige Projektion der wirtschaftlichen Entwicklung in den Jahren 2014 bis 2018
by Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz

2014 Der Koalitionsvertrag und die mittelfristige wirtschaftliche Entwicklung in Deutschland – mittelfristige Projektion für die Jahre 2013 bis 2018
by Brautzsch, Hans-Ulrich & Drechsel, Katja & Holtemöller, Oliver & Loose, Brigitte & Zeddies, Götz

2014 Remittance. Forecasting Methodology And Instruments
by GHERBOVEŢ, Sergiu

2014 Modelling And Predicting The Real Money Demand In Romania
by PELINESCU, Elena & SIMIONESCU, Mihaela

2014 Assessing The Forecasts Accuracy Of The Weight Of Fiscal Revenues In Gdp For Romania
by SIMIONESCU, Mihaela

2014 A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe
by LUPU, Radu & CALIN, Adrian Cantemir

2014 Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
by Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas

2014 Mapping Poverty At Regional Level In Greece
by Panagiotis ARTELARIS & George KANDYLIS

2014 How Should We Interpret the Outcome of the June 2015 Parliamentary Election in Turkey?
by Ali T. Akarca

2014 Directional accuracy for inflation and unemployment rate predictions in Romania
by Mihaela Simionescu

2014 Analyzing The Dynamics Of Gross Domestic Product Growth. A Mixed Frequency Model Approach
by Ray John Gabriel FRANCO & Dennis S. MAPA

2014 Analyzing The Dynamics Of Gross Domestic Product Growth. A Mixed Frequency Model Approach
by Ray John Gabriel FRANCO & Dennis S. MAPA

2014 Ex-Post and Ex-Ante Forecasts of Spot Prices in Bulk Shipping in a Period of Economic Crisis using Simultaneous Equation Models
by Nikolaos D. Geomelos & Evangelos Xideas

2014 Modelling And Predicting The Real Gdp Rate In Romania
by MIHAELA SIMIONESCU

2014 Euro area labour markets: Different reaction to shocks?
by Beatrice Pierluigi & Jan Bruha & Roberta Serafini

2014 Makroekonomiczne czynniki ryzyka kredytowego w sektorze bankowym w Polsce
by Piotr Wdowiński

2014 Aplicación de Análisis Multifractal de Exponentes de Hölder en Mercados Financieros Mexicanos: índice accionario IPC y tipo de cambio USD/MXN
by Rendón De la Torre, Stephanie

2014 Consumption of Wood Products and Dependence on Imports
by Jayita Bit & Sarmila Banerjee

2014 Implementation Of The Delphi Technique In Finance
by Marcin Kozak & Olesia Iefremova

2014 Routes and Trends of Romanian Core Economic Variables
by Oana Simona HUDEA (CARAMAN)

2014 Features of the methods of entrepreneurial activity forecasting application on the market of agricultural machinery
by Irina Morozova & Tatiana Litvinova

2014 What Type Of Social Capital Is Engaged By The French Dairy Stockbreeders? A Characterization Through Their Professional Identities
by Mihaela Simionescu

2014 Forecasting U.S. State-Level Carbon Dioxide Emissions
by J. Wesley Burnett & Xueting Zhao

2014 Proposal of a SMEs Forecast Management Support System
by Marin ANDREICA & Mãdãlina Ecaterina POPESCU & Dragos MICU

2014 Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
by Emilian Dobrescu

2014 Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
by Melike Bildirici & Özgür Ömer Ersin

2014 A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting
by Chih-Chung Yang & Yungho Leu & Chien-Pang Lee

2014 Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models
by Simionescu, Mihaela

2014 Adequacy of Lagrange Multiplier Test
by Lee , Mei-Yu

2014 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

2014 Comparing «Realized volatility» models in the VaR calculation for the Russian equity market
by Shcherba, Alexandr

2014 Risks in hospitals. Assessment and Management
by Ioana Alexandra Bradea

2014 Precios de viviendas en Lima
by Orrego, Fabrizio

2014 Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
by Grigory Franguridi

2014 Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
by Anna Staszewska-Bystrova & Peter Winker

2014 Additive Decomposition and Boundary Conditions in Wavelet-Based Forecasting Approaches
by Milan Bašta

2014 Macroeconomic Modelling of a Firm´s Default
by Michal Řičař

2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
by Milan Bašta

2014 New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflación en Rumanía y Bulgaria usando simulaciones Monte Carlo y Bootstrap
by Simionescu, Mihaela

2014 Econometric Model For Forecasting Traffic On Croatian Motorways
by Drago Pupavac

2014 Using Dashboards In Business Analysis
by Bradea Ioana & Sabau-Popa Claudia-Diana & Bolos Marcel Ioan

2014 Can Trade Partners Help Better FORCEE the Future? Impact of Trade Linkages on Economic Growth Forecasts in Selected CESEE Countries
by Tomáš Slacík & Katharina Steiner & Julia Wörz

2014 New indicators for tracking growth in real time
by Troy D. Matheson

2014 M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
by Mihaela Simionescu

2014 A factor-augmented model of markup on mortgage loans in Poland
by Victor Bystrov

2014 A Quantitative Analysis for Required Adjustments for Japan fs Fiscal Policy
by Junji Ueda & Yasutaka Yoneta & Isao Ota

2014 An Empirical Analysis on Credit Risk Models and its Application
by Joocheol Kim & Eunhwan Kim

2014 Efficiency measurement in Turkish manufacturing sector using Data Envelopment Analysis (DEA) and Artificial Neural Networks (ANN)
by Ömer Akgöbek & Emre Yakut

2014 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
by Abdul Jalil Khan & Parvez Azim & Shabib Haider Syed

2014 Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework
by Luciano Vereda & Hélio Lopes & Jessica Kubrusly & Adrian Pizzinga & Taofik Mohammed Ibrahim

2014 Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
by Nyitrai, Tamás

2014 Leadership Functions in Modern Business Organizations
by Vadim Dumitrascu

2014 Leadership and Organizational Positioning
by Vadim Dumitrascu

2014 A Comparative Analysis Of Real And Predicted Inflation Convergence In Cee Countries During The Economic Crisis
by Mihaela Simionescu

2014 Empirical econometric analysis of relationship between fiscal- monetary policies and output on Saarc countries
by Mohammed Nur Hussain

2014 Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy
by Matteo Richiardi & Ambra Poggi

2014 Nowcasting Norway
by Matteo Luciani & Lorenzo Ricci

2014 Nowcasting Credit Demand in Turkey with Google Trends Data
by Omer ZEYBEK & Erginbay UGURLU

2014 Working Capital Management in Czech SMEs: An Econometric Approach
by Erginbay UGURLU & Irena JINDRICHOVSKA & Dana KUBICKOVA

2014 Factor-based prediction of industry-wide bank stress
by Grover, Sean P. & McCracken, Michael W.

2014 Türkiye Ekonomisi İçin ARIMA ve Phillips Eğrisi Modellerinin Enflasyon Tahmin Performanslarının Karşılaştırılması: 1995-2014
by Fahriye Öztürk & İbrahim Tokatlıoğlu & Hakan Naim Ardor

2014 Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts
by Alexander HARIN

2014 Forecasting House Prices in the United States with Multiple Structural Breaks
by Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury

2014 Inference Under Weak or Partial Identification
by Alessandro Olivo

2014 Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations
by Sanidas, Elias

2014 Forecasting welfare caseloads: The case of the Japanese public assistance program
by Hayashi, Masayoshi

2014 On the characteristics of dynamic correlations between asset pairs
by Jacobs, Michael & Karagozoglu, Ahmet K.

2014 A new approach to model and forecast volatility based on extreme value of asset prices
by Kumar, Dilip & Maheswaran, S.

2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
by Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang

2014 Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test
by Tsuchiya, Yoichi

2014 Non-renewable resource prices: A robust evaluation from the stationarity perspective
by Presno, María José & Landajo, Manuel & Fernández, Paula

2014 The international business cycle and gold-price fluctuations
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian

2014 When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods
by Zietz, Joachim & Traian, Anca

2014 Estimating the output gap in real time: A factor model approach
by Aastveit, Knut Are & Trovik, Tørres

2014 Fiscal policy analysis in the euro area: Expanding the toolkit
by Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J.

2014 The unbeatable random walk in exchange rate forecasting: Reality or myth?
by Moosa, Imad & Burns, Kelly

2014 Real-time GDP forecasting for Japan: A dynamic factor model approach
by Urasawa, Satoshi

2014 Generating currency trading rules from the term structure of forward foreign exchange premia
by Sager, Michael & Taylor, Mark P.

2014 Forecasting exchange rates out-of-sample with panel methods and real-time data
by Ince, Onur

2014 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.

2014 Monetary policy regimes: Implications for the yield curve and bond pricing
by Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico

2014 A new set of improved Value-at-Risk backtests
by Ziggel, Daniel & Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik

2014 The role of correlation dynamics in sector allocation
by Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang

2014 Out-of-sample density forecasts with affine jump diffusion models
by Yun, Jaeho

2014 Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests
by Bernales, Alejandro & Guidolin, Massimo

2014 The determinants of U.S. banks’ international activities
by Temesvary, Judit

2014 Performance evaluation of optimized portfolio insurance strategies
by Zieling, Daniel & Mahayni, Antje & Balder, Sven

2014 Discrete stochastic autoregressive volatility
by Cordis, Adriana S. & Kirby, Chris

2014 The empirical similarity approach for volatility prediction
by Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema

2014 The rise and fall of technical trading rule success
by Taylor, Nick

2014 Modeling and predicting the CBOE market volatility index
by Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel

2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
by Bekiros, Stelios D.

2014 The interactions between China and US stock markets: New perspectives
by Ye, George L.

2014 Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

2014 Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
by Sermpinis, Georgios & Stasinakis, Charalampos & Dunis, Christian

2014 Conditional least squares and copulae in claims reserving for a single line of business
by Pešta, Michal & Okhrin, Ostap

2014 The information content of Basel III liquidity risk measures
by Hong, Han & Huang, Jing-Zhi & Wu, Deming

2014 Overnight information flow and realized volatility forecasting
by Todorova, Neda & Souček, Michael

2014 Corporate yield spreads and real interest rates
by Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C.

2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
by Kumar, Dilip & Maheswaran, S.

2014 Persistence of ex-ante volatility and the cross-section of stock returns
by Simlai, Prodosh

2014 Forecasting the oil–gasoline price relationship: Do asymmetries help?
by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

2014 Are there gains from pooling real-time oil price forecasts?
by Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K.

2014 An empirical comparison of alternative schemes for combining electricity spot price forecasts
by Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał

2014 A compressed sensing based AI learning paradigm for crude oil price forecasting
by Yu, Lean & Zhao, Yang & Tang, Ling

2014 Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach
by An, Lian & Jin, Xiaoze & Ren, Xiaomei

2014 ‘Green’ productivity growth in China's industrial economy
by Chen, Shiyi & Golley, Jane

2014 What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
by Hahn, Warren J. & DiLellio, James A. & Dyer, James S.

2014 Component estimation for electricity prices: Procedures and comparisons
by Lisi, Francesco & Nan, Fany

2014 Modelling the general dependence between commodity forward curves
by Zolotko, Mikhail & Okhrin, Ostap

2014 Causality and predictability in distribution: The ethanol–food price relation revisited
by Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo

2014 High-order moments and extreme value approach for value-at-risk
by Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun

2014 Forecasting the intraday market price of money
by Monticini, Andrea & Ravazzolo, Francesco

2014 A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models
by Bauwens, Luc & De Backer, Bruno & Dufays, Arnaud

2014 Bandwidth selection by cross-validation for forecasting long memory financial time series
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis

2014 Modelling stock volatilities during financial crises: A time varying coefficient approach
by Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula

2014 Modelling changes in the unconditional variance of long stock return series
by Amado, Cristina & Teräsvirta, Timo

2014 A new index of financial conditions
by Koop, Gary & Korobilis, Dimitris

2014 Forecasting inflation using commodity price aggregates
by Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric

2014 Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting
by Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman

2014 A predictability test for a small number of nested models
by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

2014 Bootstrapping factor-augmented regression models
by Gonçalves, Sílvia & Perron, Benoit

2014 Theory-coherent forecasting
by Giacomini, Raffaella & Ragusa, Giuseppe

2014 Testing for structural stability of factor augmented forecasting models
by Corradi, Valentina & Swanson, Norman R.

2014 Adaptive dynamic Nelson–Siegel term structure model with applications
by Chen, Ying & Niu, Linlin

2014 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
by Jensen, Mark J. & Maheu, John M.

2014 Time-varying sparsity in dynamic regression models
by Kalli, Maria & Griffin, Jim E.

2014 News and monetary shocks at a high frequency: A simple approach
by Matheson, Troy & Stavrev, Emil

2014 Forecasting with a parsimonious subset VAR model
by Cheong, Chongcheul & Lee, Hyunchul

2014 A note on the representative adaptive learning algorithm
by Berardi, Michele & Galimberti, Jaqueson K.

2014 Time scale evaluation of economic forecasts
by Michis, Antonis A.

2014 Non-linear volatility dynamics and risk management of precious metals
by Demiralay, Sercan & Ulusoy, Veysel

2014 The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
by Hunzinger, Chadd B. & Labuschagne, Coenraad C.A.

2014 Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
by Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D.

2014 Macro effects of capital requirements and macroprudential policy
by Akram, Q. Farooq

2014 Enhanced index tracking with multiple time-scale analysis
by Li, Qian & Bao, Liang

2014 Semiconductor industry cycles: Explanatory factors and forecasting
by Aubry, Mathilde & Renou-Maissant, Patricia

2014 State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth
by Higgins, Matthew L. & Mishra, Sagarika

2014 Forecasting exchange rates using panel model and model averaging
by Garratt, Anthony & Mise, Emi

2014 The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
by Todorova, Neda & Souček, Michael

2014 Forecasting tourism demand to Catalonia: Neural networks vs. time series models
by Claveria, Oscar & Torra, Salvador

2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

2014 Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
by Lee, Yongwoong & Poon, Ser-Huang

2014 On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond
by Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello

2014 Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review
by Girish Godekere Panchakshara Murthy & Vijayalakshmi Sedidi

2014 Stark steigende Immobilienpreise in Deutschland: aber keine gesamtwirtschaftlich riskante Spekulationsblase
by Konstantin Kholodilin & Claus Michelsen & Dirk Ulbricht

2014 Von einer Explosion der Mieten kann keine Rede sein: Sechs Fragen an Konstantin Kholodilin
by Corporate author

2014 Mietpreisbremse: Wohnungsmarktregulierung bringt mehr Schaden als Nutzen
by Konstantin A. Kholodilin & Dirk Ulbricht

2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
by Josef Stráský & Jaromír Baxa

2014 The Influence of Data Imputation Methods on the Classification Efficiency of the Logit Model Used for Forecasting the Bankruptcy of Companies
by Dorota Ewa Grochowina

2014 Análisis de la heurística en la contratación empresarial a través de una cartera de derivados reales
by Silvia Bou Ysàs & Magda Cayón Costa & Albert Hernández

2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
by Ignacio Lozano & Alexander Guarín

2014 An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
by Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez

2014 The Soundness Of The Banking System During The Global Financial Crisis
by Ioana-Iuliana TOMULEASA

2014 Evaluation der ifo Konjunkturprognosen
by Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser

2014 Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen
by Robert Lehmann & Michael Weber

2014 State dependence of aggregated risk aversion: Evidence for the German stock market
by Marc Hansen & Helmut Herwartz & Malte Rengel

2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
by Ignacio Lozano & Alexander Guarin

2014 An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
by Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez

2014 Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model
by Miklós Virág & Tamás Nyitrai

2014 The Computational Intelligence Techniques For Predictions - Artificial Neural Networks
by Mary Violeta Bar

2014 Improving The Inflation Rate Forecasts Of Romanian Experts Using A Fixed-Effects Models Approach
by Mihaela SIMIONESCU

2014 A Hybrid Forecasting Approach
by Emilian Dobrescu

2014(XXIV) Methods of sales forecasting and modeling of supply chains. Case study: Atlas Chimie Algeria
by Mostefa BELMOKADDEM & Omar BENATEK & Abdelkrim BENAMEUR & Rabiaa MELLAL

2013 Development of postal services until 2020
by Rantala, Olavi

2013 Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta

2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini

2013 Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012
by Goodness C. Aye & Rangan Gupta

2013 Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen

2013 Do we need a global VAR model to forecast inflation and output in South Africa?
by Annari de Waal & Renee van Eyden & Rangan Gupta

2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
by Goodness C. Aye & Pami Dua & Rangan Gupta

2013 Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
by Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne

2013 Identifying a financial conditions index for South Africa
by Kirsten Thompson & Renee van Eyden & Rangan Gupta

2013 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar

2013 Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging
by Riane de Bruyn & Rangan Gupta & Renee van Eyden

2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg

2013 Money-based Inflation Risk Indicator: A Regime Switching Model
by E. Deryugina & A. Ponomarenko.

2013 The Role of Technological Change in the Long-run Global Economy Forecasting
by A. Apokin.

2013 Evaluating Phillips Curve Based Inflation Forecasts in Europe: A Note
by Carsten Croonenbroeck

2013 Sanayi Üretim Endeksinin Durağanlık Özellikleri
by Hasan Murat ERTUĞRUL & Uğur SOYTAŞ

2013 Ein Grundsicherungsabstandsgebot für die Gesetzliche Rentenversicherung? Ergebnisse einer Mikrosimulation
by Traub, Stefan & Finkler, Sebastian

2013 The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2013 Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany
by Menz, Jan-Oliver & Poppitz, Philipp

2013 Does Central Bank Staff Beat Private Forecasters?
by Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian

2013 Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast
by Theobald, Thomas

2013 Forecasting business-cycle turning points with (relatively large) linear systems in real time
by Schreiber, Sven

2013 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
by Drechsel, Katja & Scheufele, Rolf

2013 Atypical behavior of credit: Evidence from a monetary VAR
by Afanasyeva, Elena

2013 Der Einfluss des Erdölpreises auf die Energiesteuerprognose
by Boysen-Hogrefe, Jens

2013 Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis
by Kyritsis, Costas & Hytis, Evangelos

2013 Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 Forecasting the real price of oil in a changing world: A forecast combination approach
by Baumeister, Christiane & Kilian, Lutz

2013 Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis
by Baumeister, Christiane & Kilian, Lutz

2013 Evaluating point and density forecasts of DSGE models
by Wolters, Maik H.

2013 Households' disagreement on inflation expectations and socioeconomic media exposure in Germany
by Menz, Jan-Oliver & Poppitz, Philipp

2013 The empirical (ir)relevance of the interest rate assumption for central bank forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2013 A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting
by Ying Chen & Bo Li & Linlin Niu

2013 Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
by Ying Chen & Linlin Niu

2013 Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
by Carlo A. Favero & Linlin Niu & Luca Sala

2013 Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)
by Jakub Nowotarski

2013 Fuzzy interaction regression for short term load forecasting
by Tao Hong & Pu Wang

2013 Long term probabilistic load forecasting and normalization with hourly information
by Tao Hong & Jason Wilson & Jingrui Xie

2013 Computing electricity spot price prediction intervals using quantile regression and forecast averaging
by Jakub Nowotarski & Rafal Weron

2013 Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
by Katarzyna Maciejowska & Rafal Weron

2013 An empirical comparison of alternate schemes for combining electricity spot price forecasts
by Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron

2013 Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron

2013 Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
by Katarzyna Maciejowska & Rafal Weron

2013 Projecting Long-Term Primary Energy Consumption
by Zsuzsanna Csereklyei & Stefan Humer

2013 Forecasting GDP at the regional level with many predictors
by Robert Lehmann & Klaus Wohlrabe

2013 Designing the housing market for 2030 - a foresight and econometric approach
by João Marques & Miguel Viegas & Monique Borges & Eduardo Anselmo

2013 The pricing of options on WIG20 using GARCH models
by Szymon Kamiński

2013 Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results
by J�r�me Massiani & J�rg Radeke

2013 SP surveys for electric and alternative fuel vehicles: are we doing the right thing?
by J�r�me Massiani

2013 The use of Stated Preferences to forecast alternative fuel vehicles market diffusion: Comparisons with other methods and proposal for a Synthetic Utility Function
by J�r�me Massiani

2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
by Barbara Rossi & Tatevik Sekhposyan

2013 Conditional predictive density evaluation in the presence of instabilities
by Barbara Rossi & Tatevik Sekhposyan

2013 Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
by Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller

2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano

2013 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral

2013 Analyzing Fixed-event Forecast Revisions
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer

2013 Using information markets in grantmaking. An assessment of the issues involved and an application to Italian banking foundations
by Edoardo Gaffeo

2013 Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2013 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral

2013 GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos

2013 Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
by Eran Raviv & Kees E. Bouwman & Dick van Dijk

2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk

2013 Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk

2013 Analyzing Fixed-Event Forecast Revisions
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer

2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk

2013 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2013 GDP Growth and Credit Data
by Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu

2013 Zero Lower Bound and Indicator Properties of Interest Rate Spreads
by Jari Hännikäinen

2013 Comparing the BER’s forecasts
by Nicolaas van der Wath

2013 A new index of financial conditions
by Gary Koop & Dimitris Korobilis

2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
by Marco Huwiler & Daniel Kaufmann

2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
by Vincenzo Candila

2013 Disaggregate Analysis of Broad Money and Outlook of Key Monetary Aggregates
by Asad Jan & Mansoor Saleem & Aqeel Ahmad & Arshad Riaz

2013 Important Channels of Transmission Monetary Policy Shock in South Africa
by Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

2013 Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
by Diep Duong & Norman Swanson

2013 Mining Big Data Using Parsimonious Factor and Shrinkage Methods
by Hyun Hak Kim & Norman Swanson

2013 Testing for Structural Stability of Factor Augmented Forecasting Models
by Valentina Corradi & Norman Swanson

2013 Macroeconomic Regimes
by L. BAELE & G. BEKAERT & S. CHO & K. INGHELBRECHT & A. MORENO

2013 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries
by Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti

2013 Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility
by Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan

2013 Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
by Huber, Peter & Oberhofer, Harald & Pfaffermayr , Michael

2013 Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
by Matías Mayor & Roberto Patuelli

2013 On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets
by Sotiris Tsolacos & Chris Brooks & Ogonna Nneji

2013 Google Trends: Predicción del nivel de empleo agregado en Perú usando datos en tiempo real, 2005-2011
by Chang, Jillie & Del Río, Andrea

2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
by Barrera, Carlos

2013 An Empirical BVAR-DSGE Model of the Australian Economy
by Sean Langcake & Tim Robinson

2013 Tracking global fuel supply, CO2 emissions and sustainable development
by Liam Wagner & Ian Ross & John Foster & Ben Hankamer

2013 Macroeconomic Forecasting Using Low-Frequency Filters
by João Valle e Azevedo & Ana Pereira

2013 Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process
by Degiannakis, Stavros & Livada, Alexandra

2013 Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process
by Degiannakis, Stavros & Livada, Alexandra

2013 Modeling CAC40 Volatility Using Ultra-high Frequency Data
by Degiannakis, Stavros & Floros, Christos

2013 Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence
by Degiannakis, Stavros & Floros, Christos & Dent, Pamela

2013 Financial Spillovers Across Countries: Measuring shock transmissions
by Urbina, Jilber

2013 Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
by Degiannakis, Stavros & Livada, Alexandra

2013 An Econometric Analysis of Population Change in Arkansas
by Fullerton, Thomas M., Jr. & Ramirez, David A. & Walke, Adam G.

2013 Border Region Bridge and Air Transport Predictability
by Fullerton, Thomas M., Jr. & Mukhopadhyay, Somnath

2013 SBAM: An algorithm for pair matching
by Stephensen, Peter & Markeprand, Tobias

2013 Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence
by Tierney, Heather L.R.

2013 Oil Prices, Drought Periods and Growth Forecasts in Morocco
by Bentour, El Mostafa

2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
by Dimitris, Korobilis

2013 Forecasting and Tracking Real-Time Data Revisions in Inflation Persistence
by Tierney, Heather L.R.

2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

2013 Bifurcation Analysis of an Endogenous Growth Model
by Barnett, William & Ghosh, Taniya

2013 A factor-augemented model of markup on mortgage loans in Poland
by Bystrov, Victor

2013 Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks
by Chen, Shiu-Sheng

2013 Further evidence on bear market predictability: The role of the external finance premium
by Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi

2013 Estimating International Migration on the Base of Small Area Techniques
by Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

2013 Comparisons of Chinese and Indian Energy Consumption Forecasting Models
by Arora, Vipin

2013 Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes
by Teneng, Dean

2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
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2013 Automatic and Probabilistic Foehn Diagnosis with a Statistical Mixture Model
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2013 Predicting the Spread of Financial Innovations: An Epidemiological Approach
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2013 Resolving the Coordination Problem in Health Care: Limited Responsibility HMO:s
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2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
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2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
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2013 Using Forecasting to Detect Corruption in International Football
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2013 Equity Premia Predictability in the EuroZone
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2013 Quality of the Administration of Value-Added Tax in OECD countries and Russia
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2013 A 14-Variable Mixed-Frequency VAR Model
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2013 Estimating the drivers and projecting long-term public health expenditure in the European Union: Baumol's "cost disease" revisited
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2013 How to Identify and Forecast Bull and Bear Markets?
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2013 A Heterogenous Agent Foundation for Tests of Asset Price Bubbles
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2013 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
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2013 Long term Projections of the World Economy – A Review
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2013 Quantifying Australia's "Three Speed" Boom
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2013 Nowcasting Norway
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2013 Unspanned Macroeconomic Factors in the Yields Curve
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2013 Through the Looking Glass: Indirect Inference via Simple Equilibria
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2013 There is a VaR Beyond Usual Approximations
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2013 Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
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2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
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2013 Testing for the Systemically Important Financial Institutions: a Conditional Approach
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2013 Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?
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2013 Global liquidity as an early warning indicator of asset price booms: G5 versus broader measures
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2013 A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
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2013 Forecasting the Risk of Speculative Assets by Means of Copula Distributions
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2013 A Small Macroeconometric Model for the Cyprus Economy
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2013 A monthly estimation method of ILO unemployment: a state-space framework
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2013 Forecasting distress in European SME portfolios
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2013 Home Away From Home? Safe Haven Effects and London House Prices
by Badarinza, Cristian & Ramadorai, Tarun

2013 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz

2013 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
by Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

2013 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
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2013 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
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2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
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2013 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
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2013 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
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2013 Elaboración de proyecciones de mediano plazo de actividad económica regional 2013 – 2017
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2013 Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá
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2013 Un indicador Líder para la actividad económica de Colombia
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2013 Estimación del producto potencial en Colombia:
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2013 Combinación de brechas del producto colombiano
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2013 Selección Estratégica de Activos bajo No-normalidad: Análisis del Rendimiento de un Portafolio de Inversión
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2013 Nowcasting Czech GDP in Real Time
by Marek Rusnak

2013 Incorporating Judgments and Dealing with Data Uncertainty in Forecasting at the Czech National Bank
by Jan Bruha & Tibor Hledik & Tomas Holub & Jiri Polansky & Jaromir Tonner

2013 Modeling Multivariate Data Revisions
by Jan P. A. M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm

2013 Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
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2013 Trend-Cycle Decomposition: Implications from an Exact Structural Identification
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2013 MIRAGE-e: A General Equilibrium Long-term Path of the World Economy
by Lionel Fontagné & Jean Fouré & Maria Priscila Ramos

2013 Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?
by Robert Lehmann & Klaus Wohlrabe

2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
by Tim Oliver Berg & Steffen Henzel

2013 Renewed Momentum in the German Housing Market: Boom or Bubble?
by Xi Chen & Michael Funke

2013 Credit Shocks and Macroeconomic Fluctuations in Emerging Markets
by Houssa Romain & Jolan Mohimont & Chris Otrok

2013 Forecasting Exchange Rates: An Investor Perspective
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2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
by Teresa Buchen & Klaus Wohlrabe

2013 Mobility in an enlarging European Union: Projections of potential flows from EU's eastern neighbors and Croatia
by Michael Fertig & Martin Kahanec

2013 Estimating Vulnerability to Poverty using Panel data: Evidence from Indonesia
by Adama BAH

2013 Risk Modeling and Management: An Overview
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2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2013 Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data
by Ito, Ryoko

2013 Spatial Panel Data Forecasting over Different Horizons, Cross-Sectional and Temporal Dimensions
by M. Mayer & R. Patuelli

2013 New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan
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2013 Measuring return and volatility spillovers in euro area financial markets
by Dimitrios P. Louzis

2013 Financial and economic downturns in OECD countries
by Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa

2013 Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad?
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

2013 Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
by Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo

2013 A survey of econometric methods for mixed-frequency data
by Claudia Foroni & Massimiliano Marcellino

2013 Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
by Barbara Rossi & Tatevik Sehkposyan

2013 Conditional Predictive Density Evaluation in the Presence of Instabilities
by Barbara Rossi & Tatevik Sehkposyan

2013 Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
by Ferrara, L. & Marsilli, C. & Ortega, J-P.

2013 The financial content of inflation risks in the euro area
by Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I.

2013 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
by Bec, F. & Mogliani, M.

2013 In Defense of Early Warning Signals
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2013 Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model
by Rocío Elizondo

2013 Uncertainty and heterogeneity in factor models forecasting
by Matteo Luciani & Libero Monteforte

2013 Tracking world trade and GDP in real time
by Roberto Golinelli & Giuseppe Parigi

2013 Food versus Fuel: Causality and Predictability in Distribution
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Biofuels and Food Prices: Searching for the Causal Link
by Andrea Bastianin & Marzio Galeotti & Matteo Manera

2013 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
by Christiane Baumeister & Lutz Kilian

2013 Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou

2013 What Central Bankers Need to Know about Forecasting Oil Prices
by Christiane Baumeister & Lutz Kilian

2013 Forecasting with Many Models: Model Confidence Sets and Forecast Combination
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2013 Short-Run Forecasting of Argentine GDP Growth
by Marcos Dal Bianco & Jaime Martinez-Martín & Maximo Camacho

2013 Measuring Persistence in Volatility Spillovers
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2013 Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data
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2013 Prediction of the Prefectural Economy in Japan Using a Stochastic Model
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2013 Gibbs Samplers for VARMA and Its Extensions
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2013 What Drives Commodity Prices?
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2013 Analyzing Oil Futures with a Dynamic Nelson-Siegel Model
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2013 A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
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2013 Diffusion Indexes with Sparse Loadings
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2013 Thresholds and Smooth Transitions in Vector Autoregressive Models
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2013 Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression
by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk

2013 Bond return predictability in expansions and recessions
by Tom Engsted & Stig V. Møller & Magnus Sander

2013 The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
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2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
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2013 Validation in Computable General Equilibrium Modeling
by Dixon, Peter B. & Rimmer, Maureen T.

2013 Konjunkturelle Flaute zum Jahresende 2012 – aber auch Anzeichen für eine mäßige Brise im neuen Jahr
by Holtemöller, Oliver & Brautzsch, Hans-Ulrich & Drechsel, Katja & Giesen, Sebastian & Kämpfe, Martina & Knedlik, Tobias & Lindner, Axel & Loose, Brigitte & Scherer, Jan-Christopher & Schultz, Birgit & Zeddies, Götz

2013 Mittelfristige Projektion der wirtschaftlichen Entwicklung und der Staatsfinanzen in Deutschland
by Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte & Zeddies, Götz

2013 Determining the Fair Price of Weather hedging
by Miroslava Mahlebashieva

2013 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek

2013 Stock Market Volatility and Macroeconomic Fundamentals
by Robert F. Engle & Eric Ghysels & Bumjean Sohn

2013 Closing the Gap between Risk Estimation and Decision Making: Efficient Management of Trade-Related Invasive Species Risk
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2013 Commodity Prices, Convenience Yields, and Inflation
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2013 Banking Retail Consumer Finance Data Generator – Credit Scoring Data Repository
by Karol Przanowski

2013 Nonlinear Behavior of the US Stock Price-Dividend: Evidence from Threshold Unit Root Tests
by Shu-Ching Cheng & Tsung-Pao Wu

2013 Updating the Romanian Economic Macromodel
by Emilian Dobrescu

2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
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2013 Fractal Analysis of the Gold Market in China
by Kedong YIN & Hengda ZHANG & Wenbo ZHANG & Qian WEI

2013 Pair copula constructions in portfolio optimization ploblem
by Travkin, Alexandr

2013 Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)
by Penikas, Henry & Savelyeva, Alina

2013 Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
by Zamkov, Oleg & Peresetsky, Anatoly

2013 Development of Life Expectancy in the Czech Republic in Years 1920-2010 with an Outlook to 2050
by Markéta Arltová & Jitka Langhamrová & Jana Langhamrová

2013 Business Cycles Indicators And Short-Term Forecasts Of Polish Industry Production Index
by Pawel M. Kolba & Radoslaw Kotkowski

2013 Non Linear Analysis Of S&P Index
by Michael Hanias & Lykourgos Magafas & P. Konstantaki

2013 Forecasting economic crisis using gradient measurement of development and log-logistic function
by Rafal Siedlecki & Daniel Papla

2013 La muestra de empresas en los modelos de predicción del fracaso: influencia en los resultados de clasificación || The Sample of Firms in Business Failure Prediction Models: Influence on Classification Results
by García-Gallego, Ana & Mures-Quintana, María-Jesús

2013 Advantages and Disadvantages of Using Neural Networks for Predictions
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2013 Do business tendency surveys help in forecasting employment?: A real-time evidence for Switzerland
by Boriss Siliverstovs

2013 Predicting Consumer Choices Through Analysis of Interactions in Social Networks
by Todor Krastevich

2013 The Contagion of the Greek Fiscal Crisis and Structural Changes in the Euro Sovereign Bond Markets
by Tomoo Inoue & Atsushi Masuda & Hitoshi Oshige

2013 No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index
by RICO BELDA, PAZ

2013 One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
by Abdul Jalil Khan & Parvez Azim

2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
by Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg

2013 Az MTA KRTK KTI munkaerő-piaci előrejelző rendszere
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2013 Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland
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2013 High Speed Economy
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2013 A Test for Trading Time Hypothesis on Weekends under Time Varying Autoregression with Heteroskedasti
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2013 Modelling The Development Of The Integration Processes Direction In The Baking Industry
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2013 Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi
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2013 How informative are in-sample information criteria to forecasting? The case of Chilean GDP
by Carlos A. Medel

2013 A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?
by Elsy Gómez-Ramos & Francisco Venegas-Martínez

2013 Conditional Predictive Ability of Exchange Rates in Long Run Regressions
by Pablo Pincheira

2013 A new equilibrium simulation procedure with discrete choice models
by Ugo Colombine

2013 Modelling Private Wealth Accumulation and Spend-down in the Italian Microsimulation Model CAPP_DYN: A Life-Cycle Approach
by Simone Tedeschi & Elena Pisano & Carlo Mazzaferro & Marcello Morciano

2013 Foresight Exercises as a tool for decision-making: the example of two case studies in health
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2013 Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
by Hisham Handal Abdelbaki

2013 Forecasting Real Estate Business: Empirical Evidence From The Canadian Market
by Vijay Kumar Vishwakarma

2013 The Application of a Grey Markov Model in Forecasting the Errors of EIA’s Projections in Gas Production and Energy Intensity
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2013 Analysis and forecast of employees’ mobility on the labor market in Romania using Markov chains
by Mariana Balan & Carmen Uzlau & Corina Maria Ene

2013 Prediction Of The Prefectural Economy In Japan Using A Stochastic Model
by Hiroshi Sakamoto

2013 Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques
by Anders Bredahl Kock & Timo Teräsvirta

2013 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
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2013 Revisions to the Czech National Accounts: Properties and Predictability
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2013 Impatto territoriale delle riforme dell’istruzione sul fabbisogno di insegnanti
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2013 Dipendenza spaziale contemporanea e non contemporanea nei tassi di disoccupazione: un tentativo di analisi empirica dei dati provinciali italiani
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2013 ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price
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2013 Paul Krugman Denies Having Concurred With an Administration Forecast: A Note
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2013 Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania
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2013 Irrational fads, short-term memory emulation, and asset predictability
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2013 GFC-robust risk management strategies under the Basel Accord
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2013 Estimating demand variables of maritime container transport: An aggregate procedure for the Mediterranean area
by Russo, Francesco & Musolino, Giuseppe

2013 A note on forecasting the prices of gold and silver: Asymmetric loss and forecast rationality
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2013 Oil exports and the Iranian economy
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2013 Alternative econometric implementations of multi-factor models of the U.S. financial markets
by Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato

2013 Fiscal forecast errors: Governments versus independent agencies?
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2013 What affects the cool-off duration under price limits?
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2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
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2013 GFC-robust risk management under the Basel Accord using extreme value methodologies
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2013 Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
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2013 Bayesian forecasting of federal funds target rate decisions
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2013 Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
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2013 The extreme value in crude oil and US dollar markets
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2013 Money growth and inflation: A regime switching approach
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2013 Predictability of currency carry trades and asset pricing implications
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2013 Predicting bear and bull stock markets with dynamic binary time series models
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2013 Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
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2013 Multidimensional risk and risk dependence
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2013 Return sign forecasts based on conditional risk: Evidence from the UK stock market index
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2013 Nonparametric correlation models for portfolio allocation
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2013 On the role of the estimation error in prediction of expected shortfall
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2013 On the predictability of stock prices: A case for high and low prices
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2013 Forecasting EUR–USD implied volatility: The case of intraday data
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2013 SAFE: An early warning system for systemic banking risk
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2013 Sources of disagreement in inflation forecasts: An international empirical investigation
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2013 Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching
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2013 Forecasting VaR using analytic higher moments for GARCH processes
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2013 Behavioural asymmetries in the G7 foreign exchange market
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2013 Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
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2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
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2013 Economic feasibility of biodiesel production from Macauba in Brazil
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2013 Filtering and forecasting commodity futures prices under an HMM framework
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2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
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2013 An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC
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2013 Multi-period credit default prediction with time-varying covariates
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2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
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2013 Time-varying combinations of predictive densities using nonlinear filtering
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2013 Conditional predictive density evaluation in the presence of instabilities
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2013 Forecasting a long memory process subject to structural breaks
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2013 Optimal forecasts in the presence of structural breaks
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2013 Moving average stochastic volatility models with application to inflation forecast
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2013 Adaptively combined forecasting for discrete response time series
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2013 Determining the MSE-optimal cross section to forecast
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2013 On loss functions and ranking forecasting performances of multivariate volatility models
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2013 Forecasting regional GDP with factor models: How useful are national and international data?
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2013 The Great Recession and the inflation puzzle
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2013 A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
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2013 Generalized adaptive expectations revisited
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2013 Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
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2013 The yield spread puzzle and the information content of SPF forecasts
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2013 Bayesian forecasting with highly correlated predictors
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2013 A global map of coastal recreation values: Results from a spatially explicit meta-analysis
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2013 Reexamining the time-varying volatility spillover effects: A Markov switching causality approach
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2013 Forecasting volatility with the realized range in the presence of noise and non-trading
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2013 Has the Basel Accord improved risk management during the global financial crisis?
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2013 Equity and CDS sector indices: Dynamic models and risk hedging
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2013 The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
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2013 Macroeconomic effects of fiscal policy changes: A case of South Africa
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2013 Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysis
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2013 Short-term inflation forecasting models for Turkey and a forecast combination analysis
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2013 A DSGE-VAR model for forecasting key South African macroeconomic variables
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2013 Forecasting the yield curve and the role of macroeconomic information in Turkey
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2013 A comparison of spatial error models through Monte Carlo experiments
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2013 Macroeconomic Variables and South African Stock Return Predictability
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2013 Asymmetries in the revenue–expenditure nexus: A tale of three countries
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2013 The relationship between growth and poverty in forecasting framework: Pakistan's future in the year 2035
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2013 Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process
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2013 Do corporate executives have accurate predictions for the economy? A directional analysis
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2013 Modeling diverse expectations in an aggregated New Keynesian Model
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2013 Are the representative agent’s beliefs based on efficient econometric models?
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2013 Labor market matching and unemployment in urban China
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2013 Prediction of CO2 Emissions in Iran using Grey and ARIMA Models
by Mohammad Reza Lotfalipour & Mohammad Ali Falahi & Morteza Bastam

2013 A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia
by Hamidreza Mostafaei & Ali Akbar Rahimzadeh Sani & Samira Askari

2013 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
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2013 Wohnimmobilien in Großstädten: Kaufpreise steigen auch 2014 schneller als Mieten
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2013 The Properties of ATMs Development Stages - an Empirical Analysis
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2013 Desagregacion multivariada del PIB sectorial del departamento de Bolivar
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2013 Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar
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2013 Combinación de brechas del producto colombiano
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2013 Desaceleración económica e inflación de activos financieros en Colombia
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2013 Konjunkturprognosen heute – Möglichkeiten und Probleme
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2013 Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
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2013 Nowcasting GDP growth with credit data: Evidence from an emerging market economy
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2013 On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model
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2013 Financial conditions and economic activity: a statistical approach
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2013 Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012
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2013 Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012
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2013 A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro
by Milena Lipovina-Božović

2013 Combinación de brechas del producto colombiano
by Paulo M. Sánchez & Luis Fernando Melo

2013 Using Mathematical Models Of Dynamic Programming For Environmental Investment Projects
by DORU IOAN ARDELEAN & TANIA ANGELICA LAZAR

2013 Using Predictive Modeling to Improve Direct Marketing Performance
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2013 About Possibility Of Usage Methodological Approaches To Bankruptcy Prediction
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2013 Combining term structure of interest rate forecasts: The Brazilian case
by Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro

2013 Application of support vector machines on the basis of the first Hungarian bankruptcy model
by Miklós Virag & Tamás Nyitrai

2013 Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling
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2013 Exchange Rate Predictability
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2013 Uncertainty and Economic Activity: Evidence from Business Survey Data
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2013 What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting
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2013 Forecasting the Recovery from the Great Recession: Is This Time Different?
by Kathryn M. E. Dominguez & Matthew D. Shapiro

2013 Growth Forecast Errors and Fiscal Multipliers
by Olivier J. Blanchard & Daniel Leigh

2012 Predicting BRICS Stock Returns Using ARFIMA Models
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford

2012 Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending
by Renee van Eyden & Goodness C. Aye & Rangan Gupta

2012 Structural Breaks and Predictive Regressions Models of South African Equity Premium
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

2012 Russia’s Modernization and High Technology Clusters in the Sphere of Nanotechnologies
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2012 Risk Measurement with a Safety Belt: Pareto Meets Chebyshev
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2012 The Financial Crisis from a Forecaster’s Perspective
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2012 Döviz kuru volatilitesi modelleri: Türkiye uygulaması
by Timur Han GÜR & Hasan Murat ERTUĞRUL

2012 Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
by TIWARI, AVIRAL KUMAR & ISLAM, FARIDUL

2012 Bootstrap joint prediction regions
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2012 Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area
by Sacht, Stephen & Jang, Tae-Seok

2012 Using Internet Data to Account for Special Events in Economic Forecasting
by Schmidt, Torsten & Vosen, Simeon

2012 Ein Modell für die Wirtschaftszweige der deutschen Volkswirtschaft: Das "MOGBOT" (Model of Germany's Branches of Trade)
by Quaas, Georg & Köster, Robert

2012 Does Central Bank Staff Beat Private Forecasters?
by El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander

2012 A Federal Long-run Projection Model for Germany
by Holtemöller, Oliver & Irrek, Maike & Schultz, Birgit

2012 Forecasting and policy making
by Wieland, Volker & Wolters, Maik Hendrik

2012 Evaluating point and density forecasts of DSGE models
by Wolters, Maik Hendrik

2012 Identification of animal spirits in a bounded rationality model: An application to the euro area
by Jang, Tae-Seok & Sacht, Stephen

2012 Evaluating Phillips curve based inflation forecasts in Europe: A note
by Croonenbroeck, Carsten & Stadtmann, Georg

2012 Identification of animal spirits in a bounded rationality model: An application to the euro area
by Jang, Tae-Seok & Sacht, Stephen

2012 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Jakub Nowotarski & Jakub Tomczyk & Rafal Weron

2012 Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach
by Adam Jêdrzejczyk

2012 Macroeconomic Shock Synchronization in the East African Community
by Albert Mafusire & Zuzana Brixiova

2012 Combining predictive densities using Bayesian filtering with applications to US economic data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Bayesian Graphical Models for Structural Vector Autoregressive Processes
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin

2012 Efficient Gibbs Sampling for Markov Switching GARCH Models
by Monica Billio & Roberto Casarin & Anthony Osuntuyi

2012 Risk Spillovers in International Equity Portfolios
by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo

2012 On the Predictability of Stock Prices: a Case for High and Low Prices
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo

2012 Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines
by Audrino, Francesco & Meier, Pirmin

2012 The changing relationship between commodity prices and equity prices in commodity exporting
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2012 Out-of-sample forecast tests robust to the choice of window size
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2012 Macroeconomic Regimes
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2012 Interpreting the Hours-Technology time-varying relationship
by Cristiano Cantore & Filippo Ferroni & Miguel A León-Ledesma

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2012 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2012 Balance of payments flows and exchange rate prediction in Japan
by Müller-Plantenberg, Nikolas

2012 Bayesian semiparametric multivariate GARCH modeling
by Mark J Jensen & John M Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
by Mark J Jensen & John M Maheu

2012 Are individual survey expectations internally consistent?
by Maritta Paloviita and Matti Viren

2012 Analyzing the relationships between survey forecasts for different variables and countries
by Maritta Paloviita and Matti Viren

2012 News on Inflation and the Epidemiology of Inflation Expectations
by Pfajfar, D. & Santoro, E.

2012 Time-varying Combinations of Predictive Densities using Nonlinear Filtering
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis
by Falk Brauning & Siem Jan Koopman

2012 Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
by Siem Jan Koopman & Andre Lucas & Marcel Scharth

2012 Nowcasting Turkish GDP Growth
by Huseyin Cagri Akkoyun & Mahmut Gunay

2012 Nowcasting Unemployment Rate in Turkey : Let's Ask Google
by Meltem Gulenay Chadwick & Gonul Sengul

2012 Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis
by Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli

2012 On the correspondence between data revision and trend-cycle decomposition
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon

2012 Fiscal Space in the Euro zone
by Frantisek Hajnovic & Juraj Zeman

2012 The Impact of Population Ageing on House Prices: A Micro-simulation Approach
by Yu Chen & Kenneth Gibb & Chris Leishman & Robert Wright

2012 A New Model of Trend Inflation
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2012 Impact of Pricing Schemes on a Market for Software-as-a-Service and Perpetual Software
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2012 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
by Katja Drechsel & Rolf Scheufele

2012 Risk spillovers in international equity portfolios
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

2012 Scenarios for the Agricultural Sector in South and East Mediterranean Countries by 2030
by Saad Belghazi

2012 Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
by Alessandro Giovannelli

2012 Corporate Social Responsibility and Earnings Forecasting Unbiasedness
by Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli

2012 The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach
by Claudio Dicembrino & Pasquale Lucio Scandizzo

2012 The influence of spatial effects on wind power revenues under direct marketing rules
by Grothe, Oliver & Müsgens, Felix

2012 Bayesian Forecasting with Highly Correlated Predictors
by Dimitris Korobilis

2012 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2012 Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture
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2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
by Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu

2012 Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
by Nikola Gradojevic & Camillo Lento

2012 Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
by Yong Song

2012 ROM Simulation: Applications to Stress Testing and VaR
by Carol Alexander & Daniel Ledermann

2012 Predicting quarterly aggregates with monthly indicators
by Winkelried, Diego

2012 El ciclo común y los grupos homogéneos en la inflación
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2012 Proyección de precios de exportación utilizando tipos de cambio: Caso peruano
by Ferreyra, Jesús & Vásquez, José

2012 Estimating Information Rigidity using Firms’ Survey Data
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2012 Least Squares Model Averaging by Prediction Criterion
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2012 Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA
by Giovanis, Eleftherios

2012 European Union Economy System Dynamic Model Development
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2012 CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm
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2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
by Teneng, Dean

2012 On the modeling of exchange rate: some evidence from Pakistan
by Rashid, Abdul & Husain, Fazal

2012 Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis
by Doran, Justin & Fingleton, Bernard

2012 Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?
by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

2012 Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de Monte Carlo
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2012 Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors
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2012 A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica
by Leon, Jorge

2012 The influence of variable selection methods on the accuracy of bankruptcy prediction models
by du Jardin, Philippe

2012 Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry
by Slavescu, Ecaterina & Panait, Iulian

2012 Predicting crises: Five essays on the mathematic prediction of economic and social crises
by Albers, Scott

2012 The nature of volatility in temporal profit with in Ethiopian commodity exchange: The case of washed export coffee modelled using ARFIMA-M-HYGARCH model
by Mezgebo, Taddese

2012 Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
by Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal

2012 A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
by Guo, Xu & Lam, Kin & Wong, Wing-Keung & Zhu, Lixing

2012 Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?
by Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim

2012 Does BIC Estimate and Forecast Better than AIC?
by Medel, Carlos A. & Salgado, Sergio C.

2012 Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
by Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

2012 Economic scenario of United States of America before and after 2012 U.S. Presidential Election
by Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti

2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
by Khalfaoui, R & Boutahar, M

2012 Prediction for the 2012 United States Presidential Election using Multiple Regression Model
by Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan

2012 Consumer confidence and consumption forecast: a non-parametric approach
by Bruno, Giancarlo

2012 Using Monte Carlo simulation to calculate match importance: the case of English Premier League
by Lahvicka, Jiri

2012 The Link between Agricultural Output and the States of Poverty in the Philippines: Evidence from Self-Rated Poverty Data
by Mapa, Dennis S. & Lucagbo, Michael & Garcia, Heavenly Joy

2012 What Drives Commodity Prices?
by Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti

2012 A tutorial note on the properties of ARIMA optimal forecasts
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2012 Zeitpunktsignale zum aktiven Portfoliomanagement
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2012 Real-time forecasting in a data-rich environment
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2012 Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
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2012 Forecasting national recessions using state-level data
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2012 Modelli di scoring per il rischio paese
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2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
by Karapanagiotidis, Paul

2012 On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev wave
by Albers, Scott & Albers, Andrew L.

2012 Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area
by Jang, Tae-Seok & Sacht, Stephen

2012 Testing for predictability in a noninvertible ARMA model
by Lanne, Markku & Meitz, Mika & Saikkonen, Pentti

2012 Forecasting ENSO with a smooth transition autoregressive model
by Ubilava, David & Helmers, C Gustav

2012 Forecasting inflation in Asian economies
by Liew, Freddy

2012 Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology
by Cayton, Peter Julian A. & Mapa, Dennis S.

2012 Exogenous and endogenous crashes as phase transitions in complex financial systems
by Fry, John

2012 Evaluating point and density forecasts of DSGE models
by Wolters, Maik Hendrik

2012 Timing asset market peaks: the role of the liquidity risk cycle of the banking system
by Weber, Patrick

2012 ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
by Medel, Carlos A.

2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
by Medel, Carlos A.

2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
by Xu Cheng & Bruce E. Hansen

2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
by Xu Cheng & Bruce E. Hansen

2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
by Francis X. Diebold

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
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2012 Portugal - Assessing the Risks Around the Speed of Fiscal Consolidation in an Uncertain Environment
by Stéphane Sorbe

2012 Non-Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts
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2012 Measuring GDP Forecast Uncertainty Using Quantile Regressions
by Thomas Laurent & Tomasz Koźluk

2012 Robust inference on parameters via particle filters and sandwich covariance matrices
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2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
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2012 Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator
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2012 Prior Selection for Vector Autoregressions
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2012 Prediction Markets for Economic Forecasting
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2012 Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
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2012 Can we beat the random walk in forecasting CEE exchange rates?
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2012 Forecasting Covariance Matrices: A Mixed Frequency Approach
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2012 Lasso-type and Heuristic Strategies in Model Selection and Forecasting
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2012 Does It Pay for Women to Volunteer?
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2012 A Citation-Analysis of Economic Research Institutes
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2012 Equilibrium Simulation with Microeconometric Models: A New Procedure with an Application to Income Support Policies
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2012 An Empirical Growth Model for Major Oil Exporters
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2012 An Empirical Growth Model for Major Oil Exporters
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2012 Revisions in official data and forecasting
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2012 History Repeating: Spain Beats Germany in the EURO 2012 Final
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2012 Do changes in distance-to-default anticipate changes in the credit rating?
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2012 Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis
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2012 Monthly recession predictions in real time: A density forecast approach for German industrial production
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2012 Credit Risk Contagion and the Global Financial Crisis
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2012 A Framework for Extracting the Probability of Default from Stock Option Prices
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2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
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2012 Manual sobre Modelos de Equilibrio General Computado para Economías de LAC con Énfasis en el Análisis Económico del Cambio Climático
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2012 Forecasting Inflation Risks in Latin America: A Technical Note
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2012 Some Comments on a Macro-Finance Model with Stochastic Volatility
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2012 A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models
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2012 International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
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2012 Modelling general dependence between commodity forward curves
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2012 Quantile Regression in Risk Calibration
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2012 Estimating Potential Output in the Republic of Croatia Using a Multivariate Filter
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2012 On the role of the estimation error in prediction of expected shortfall
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2012 Essays on Credit Markets and Banking
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2012 Forecasting with Bayesian Vector Autoregressions
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2012 Conditional posteriors for the reduced rank regression model
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2012 Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
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2012 Macroeconomic Modelling of Sustainable Development and the Links between the Economy and the Environment
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2012 Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands
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2012 Forecasting Data Vintages
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2012 Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle
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2012 Nonparametric prediction of stock returns guided by prior knowledge
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2012 Bayesian forecasting with highly correlated predictors
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2012 Russian Industrial Enterprises in 2011
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2012 Working Paper 03-12 - Track record of the FPB’s short-term forecasts : An update
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2012 The forward guidance puzzle
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2012 Heterogeneous inflation expectations and learning
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2012 Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005
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2012 Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005
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2012 Savings from Natural Resource Revenues in Developing Countries : Principles and Policy Rules
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2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
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2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
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2012 Granger-causal analysis of VARMA-GARCH models
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2012 Common Drifting Volatility in Large Bayesian VARs
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2012 A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables
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2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
by Matthieu Droumaguet & Tomasz Wozniak

2012 Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries
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2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
by Christian Buelens

2012 Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading
by Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C.

2012 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

2012 Indeterminacy and Forecastability
by Ippei Fujiwara & Yasuo Hirose

2012 Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation
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2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
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2012 On the correspondence between data revision and trend-cycle decomposition
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2012 Optimal Combination of Survey Forecasts
by Cristina Conflitti & Christine De Mol & Domenico Giannone

2012 Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?
by Benoît Chèze & Julien Chevallier & Pascal Gastineau

2012 Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
by Jos Jansen & Xiaowen Jin & Jasper de Winter

2012 Forecasting the Prices and Rents for Flats in Large German Cities
by Konstantin A. Kholodilin & Andreas Mense

2012 The Prospects of the Baby Boomers: Methodological Challenges in Projecting the Lives of an Aging Cohort
by Christian Westermeier & Anika Rasner & Markus M. Grabka

2012 Monitoring Forecasting Combinations with Semiparametric Regression Models
by Antonis Michis

2012 Groundbreaking technological applications of nanotechnology in biomedicine: detecting emerging pathways from scientific and technological outputs
by Mario Coccia & Ugo Finardi

2012 Joint macro/micro evaluations of accrued-to-date pension liabilities: an application to French reforms
by D. BLANCHET & S. LE MINEZ

2012 Projecting the future cost of the French elderly disabled allowance using a microsimulation model
by C. MARBOT & D. ROY

2012 What Central Bankers Need to Know about Forecasting Oil Prices
by Baumeister, Christiane & Kilian, Lutz

2012 Now-casting and the real-time data flow
by Banbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia

2012 A Citation-Analysis of Economic Research Institutes
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2012 Optimal Combination of Survey Forecasts
by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico

2012 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Kilian, Lutz & Vigfusson, Robert J.

2012 Common Drifting Volatility in Large Bayesian VARs
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2012 U-MIDAS: MIDAS regressions with unrestricted lag polynomials
by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian

2012 Forecasting long memory processes subject to structural breaks
by WANG, Shin-Huei & BAUWENS, Luc & HSIAO, Cheng

2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

2012 Redes neuronales artificiales en las ciencias económicas
by Viviana María Oquendo Patiño

2012 Great expectations? Evidence from Colombia´s exchange rate survey
by Juan José Echavarría & Mauricio Villamizar

2012 Pronósticos de corto plazo en tiempo real para la actividad económica colombiana
by Deicy J. Cristiano & Manuel D. Hernández & José David Pulido

2012 An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
by Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez

2012 Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
by Luis Fernando Melo & Rubén Albeiro Loaiza Maya

2012 Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR
by Carlos Medina & Christian M. Posso & Jorge A.Tamayo & Emma Monsalve

2012 Model effect on projected mortality indicators
by A. Debòn & S. Haberman & F. Montes & E. Otranto

2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

2012 Forecasting extreme electricity spot prices
by Volodymyr Korniichuk

2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
by Sasa Zikovic & Randall Filer

2012 Forecasting GDP at the Regional Level with Many Predictors
by Robert Lehmann & Klaus Wohlrabe

2012 The Yield Spread Puzzle and the Information Content of SPF Forecasts
by Kajal Lahiri & George Monokroussos & Yongchen Zhao

2012 An Empirical Growth Model for Major Oil Exporters
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

2012 Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?
by Benoit Cheze & Julien Chevallier & Pascal Gastineau

2012 Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method
by Ambra Poggi & Matteo G. Richiardi

2012 Forecasting with Unobserved Heterogeneity
by Matteo G. Richiardi

2012 Indirect estimation of agent-based models.An application to a simple diffusion model
by Jacob Grazzini & Matteo Richiardi & Lisa Sella

2012 Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy
by Ambra Poggi & Matteo Richiardi

2012 Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method
by Matteo Richiardi & Ambra Poggi

2012 Mortality Surface by Means of Continuous Time Cohort Models
by Petar Jevtic & Elisa Luciano & Elena Vigna

2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2012 Real-time forecasting in a data-rich environment
by Liebermann, Joelle

2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H.

2012 Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions
by M. Mayor-Fernández & R. Patuelli

2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
by A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu

2012 Inflation and output growth uncertainty in individual survey expectations
by Paloviita, Maritta & Virén, Matti

2012 Forecasting with a noncausal VAR model
by Nyberg, Henri & Saikkonen, Pentti

2012 Oil price density forecasts: Exploring the linkages with stock markets
by Francesco Ravazzolo & Marco J. Lombardi

2012 Macro effects of capital requirements and macroprudential policy
by Q. Farook Akram

2012 The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
by Todd E. Clark & Francesco Ravazzolo

2012 Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2012 Nowcasting German GDP: A comparison of bridge and factor models
by Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O.

2012 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
by Ferrara, L. & Marcellino, M. & Mogliani, M.

2012 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
by Banerjee, A. & Bystrov, V. & Mizen, P.

2012 A dynamic default dependence model
by Sara Cecchetti & Giovanna Nappo

2012 The predictive power of Google searches in forecasting unemployment
by Francesco D'Amuri & Juri Marcucci

2012 Do food commodity prices have asymmetric effects on Euro-Area inflation?
by Mario Porqueddu & Fabrizio Venditti

2012 Selecting predictors by using Bayesian model averaging in bridge models
by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti

2012 Forecasting world output: the rising importance of emerging economies
by Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi

2012 Forecasting economic activity with higher frequency targeted predictors
by Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti

2012 The dynamics of hours worked and technology
by Cristiano Cantore & Filippo Ferroni & Miguel A. León-Ledesma

2012 Fiscal forecast errors: governments vs independent agencies?
by Rossana Merola & Javier J. Pérez

2012 Tracking the future on the web: construction of leading indicators using internet searches
by Concha Artola & Enrique Galán

2012 Short-Term Forecasting of the Japanese Economy Using Factor Models
by Claudia Godbout & Marco J. Lombardi

2012 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
by Christiane Baumeister & Lutz Kilian

2012 Entwicklung des integrierten Mikrosimulationsmodells EITDsim
by Georg Struch

2012 Anticipating Long-Term Stock Market Volatility
by Conrad, Christian & Loch, Karin

2012 Estimation and Testing for Fractional Cointegration
by Marcel Aloy & Gilles de Truchis

2012 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
by Joshua C C Chan

2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
by Matthew T. Holt & Timo Teräsvirta

2012 Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
by Peter Reinhard Hansen & Allan Timmermann

2012 Choice of Sample Split in Out-of-Sample Forecast Evaluation
by Peter Reinhard Hansen & Allan Timmermann

2012 Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
by Anders Bredahl Kock & Laurent A.F. Callot

2012 Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?
by Johannes Tang Kristensen

2012 Housing price forecastability: A factor analysis
by Lasse Bork & Stig V. Møller

2012 Model Selection in Kernel Ridge Regression
by Peter Exterkate

2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
by Cristina Amado & Timo Teräsvirta

2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

2012 Euro Integration Reserve Currency?
by Ana Filipa Dias & António Portugal Duarte

2012 Mittelfristige Projektion der wirtschaftlichen Entwicklung
by Holtemöller, Oliver & Drechsel, Katja & Loose, Brigitte

2012 Wachstumsprojektion 2025 für die deutschen Länder: Produktion je Einwohner divergiert
by Holtemöller, Oliver & Irrek, Maike

2012 A monthly consumption indicator for Germany based on Internet search query data
by Vosen, Simeon & Schmidt, Torsten

2012 Econometric Models or Smoothing Exponential Techniques to Predict Macroeconomic Indicators in Romania
by Mihaela Bratu

2012 Disagreement Among Forecasters in G7 Countries
by Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

2012 Multivariate Forecast Evaluation and Rationality Testing
by Ivana Komunjer & Michael T. Owyang

2012 The new approaches in econometric research of financial markets. Distributed volatility
by V. I. Tinyakova

2012 Improving the accuracy of consensus forecasts for the EURO area
by Mihaela Bratu (Simionescu)

2012 Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data
by Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi

2012 What is Romania’s Wealth? The Foundation of a National Wealth Evaluation Econometric Model
by Zaman, Gheorghe & Dumitrascu, Roxana Arabela & Dumitrascu, Vadim

2012 Evaluating Individual and Mean Non-Replicable Forecasts
by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael

2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
by Stratan, Alexandru & Chistruga, Marcel

2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
by Cifter, Atilla

2012 Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
by Matei, Marius

2012 Forecasting International Tourism Demand: The Evidence Of Macedonia
by Petrevska, Biljana

2012 Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic
by BRATU SIMIONESCU, Mihaela

2012 Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabilità come criteri di comparazione
by Moosa, EImad A. & Burns, Kelly

2012 Assessment of probabilistic forecasts: Proper scoring rules and moments
by Tsyplakov, Alexander

2012 Data frequency and mutual fund performance measures
by Semushin, Anton & Parshakov, Petr

2012 The Accuracy Of Unemployment Rate Forecasts In Romania And The Actual Economic Crisis
by Mihaela BRATU (SIMIONESCU)

2012 Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models
by Justyna Wróblewska

2012 Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
by Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek

2012 The link between agricultural output and the states of poverty in the Philippines: evidence from self-rated poverty data
by Dennis S. Mapa & Michael Daniel Lucagbo & Heavenly Joy Garcia

2012 The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy
by Mihaela Bratu (Simionescu)

2012 Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania
by Alina Hagiu

2012 The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods
by Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh

2012 The Horizon of Prediction for Exchange Rate Eur-Leu
by Dumitru Ciobanu

2012 Using Artificial Neural Network to predict the NASDAQ evolution
by Ilie Constantin & Ilie Margareta & Topalu Ana-Maria

2012 Macroeconomic Forecasts Comparisons in Romania During the Crisis Using New Methods of Assessing the Predictions Accuracy
by Bratu (Simionescu) Mihaela

2012 A Comparison Between Two Predictive Models of Artificial Intelligence
by Ciobanu Dumitru & Bar Mary Violeta

2012 The Impact of Open Market Variables on FDI. Case of Romania
by Ene Sebastian & Chilarez Danut

2012 Simulating the Evolution of Romanian's Pupils and Students Considering the Country's Economic Activity
by ILIE Margareta & ILIE Constantin & ANTOHI Ionut

2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
by Slãvescu Ecaterina Oana & Panait Iulian

2012 The Contribution Of Business Confidence Indicators In Short-Term Forecasting Of Economic Development
by Gagea Mariana

2012 Dynamics of Foreign Direct Investments in Bulgaria for the Period 1999 - 2011
by Ekaterina Tosheva

2012 Cuda Based Computational Methods For Macroeconomic Forecasts
by Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU

2012 Modelos de Índice de Difusão para prever a taxa de crescimento do PIB agrícola brasileiro [Diffusion index models to forecast GDP growth rate Brazilian agriculture]
by Roberto Tatiwa Ferreira & José Nilo de Oliveira Júnior & Ivan Castelar

2012 Identifying imbalances in the Hungarian banking system (‘early warning’ system)
by Dániel Holló

2012 Using confidence indicators for the assessment of the cyclical position of the economy
by Olivér Miklós Rácz

2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
by Jian Wu & Zhengjun Zhang & Yong Zhao

2012 Az állami költségvetés makrogazdasági kockázatainak elemzése
by Báger, Gusztáv & Galbács, Péter & Pulay, Gyula

2012 Un modelo de alerta y predicción de crisis cambiarias: el caso de México
by Carrillo-Huerta, Mario M.

2012 Análisis de la participación laboral de la mujer en el mercado ecuatoriano
by Juan Carlos García & Patricia Cortez

2012 Un Gran VAR Bayesiano para la Economia Chilena
by Wildo González

2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
by Sabine Zinn

2012 The evaluation of health policies through dynamic microsimulation methods
by Eugenio Zucchelli & Andrew M Jones & Nigel Rice

2012 How Informative Are Central Bank Assessments of Macroeconomic Risks?
by Malte Knüppel & Guido Schultefrankenfeld

2012 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea

2012 Forecasting Term Structure of HIBOR Swap Rates
by Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin

2012 Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns
by Gozde Unal & Derya Korman

2012 Forecasting Financial Statements Using Risk Management Associates Industry Data
by Terrance Jalbert & James E. Briley & Mercedes Jalbert

2012 Intelligent Financial Forecasting, The key for a Successful Management
by Logica Banica & Daniela Pirvu & Alina Hagiu

2012 Does Internal Immigration Always Lead to Urban Unemployment in Emerging Economies? : A Structural Approach Based on Data from China
by LIU, YANG

2012 Aspects Regarding The Optimization Of The Quality Of Managerial Decisions - Solving An Optimization Problem In The Sense Of Sustainability With Winqsb
by Amelia BUCUR

2012 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek

2012 Independent Spike Models: Estimation and Validation
by Erik Lindström & Fredric Regland

2012 International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions
by Ales Kresta & Tomas Tichy

2012 Using Stated Preferences to Forecast the Market Diffusion of Alternative Fuel Vehicles
by Jérome Massiani

2012 The Influence of Service Quality Factors in the Preferences Concerning the Use of Car and Bus
by Laura Eboli & Gabriella Mazzulla

2012 Bütçe Açıklarının Cari İşlemler Dengesi Üzerine Etkileri: İkiz Açıklar Hipotezinin Türkiye Açısından Değerlendirilmesi
by Metin BAYRAK & Ömer ESEN

2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
by Karen Poghosyan & Jan R. Magnus

2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
by Pincheira, Pablo & García, Álvaro

2012 Mankiw vs. DeLong and Krugman on the CEA's Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?
by David O. Cushman

2012 Morgan Stanley Capital International Turkiye Endeksinin Yapay Sinir Aglari ile Ongorusu
by Nuray GUNERI TOSUNOGLU & Yasemin KESKIN BENLI

2012 Diffusion of Telecommunication Services in Turkey
by Mehmet KARACUKA & A.Nazif CATIK

2012 An Olympic Level Playing Field? The Contest for Olympic Success as a Public Good
by Loek Groot

2012 Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
by Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin

2012 The predictability of aggregate Japanese stock returns: Implications of dividend yield
by Chen, Sichong

2012 Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.

2012 Nowcasting German GDP: A comparison of bridge and factor models
by Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier

2012 Macroeconometric study of Ukraine's growth and reform
by Klein, Lawrence R. & Kushnirsky, Fyodor I. & Maksymenko, Svitlana V.

2012 Macro has progressed
by Kozicki, Sharon

2012 Using capabilities to project growth, 2010–2030
by Felipe, Jesus & Kumar, Utsav & Abdon, Arnelyn

2012 Prediction in the lognormal regression model with spatial error dependence
by Kato, Takafumi

2012 Diversification and risk-adjusted performance: A quantile regression approach
by Lee, Bong Soo & Li, Ming-Yuan Leon

2012 Forecasting government bond yields with large Bayesian vector autoregressions
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2012 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
by Guidolin, Massimo & Hyde, Stuart

2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, Sanvi & Idier, Julien

2012 Economic value, competition and financial distress in the European banking system
by Cipollini, Andrea & Fiordelisi, Franco

2012 Human capital accumulation in emerging Asia, 1970–2030
by Lee, Jong-Wha & Francisco, Ruth

2012 A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
by Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J.

2012 Explaining young mortality
by O’Hare, Colin & Li, Youwei

2012 Identifying critical mass in the global cellular telephony market
by Grajek, Michał & Kretschmer, Tobias

2012 An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
by Siriopoulos, Costas & Fassas, Athanasios

2012 The information content of a limit order book: The case of an FX market
by Kozhan, Roman & Salmon, Mark

2012 Crude oil price analysis and forecasting using wavelet decomposed ensemble model
by He, Kaijian & Yu, Lean & Lai, Kin Keung

2012 Forecasting Italian electricity zonal prices with exogenous variables
by Gianfreda, Angelica & Grossi, Luigi

2012 On the volatility–volume relationship in energy futures markets using intraday data
by Chevallier, Julien & Sévi, Benoît

2012 Model based Monte Carlo pricing of energy and temperature Quanto options
by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit

2012 A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
by Xu, Bing & Ouenniche, Jamal

2012 Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs
by Hickey, Emily & Loomis, David G. & Mohammadi, Hassan

2012 Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
by Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong

2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
by Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
by Benavides, Guillermo & Capistrán, Carlos

2012 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

2012 On the intraday periodicity duration adjustment of high-frequency data
by Wu, Zhengxiao

2012 Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
by Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter

2012 A model-based indicator of the fiscal stance
by Polito, Vito & Wickens, Mike

2012 Early warning systems for currency crises: The Turkish case
by Ari, Ali

2012 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank

2012 Information criteria for impulse response function matching estimation of DSGE models
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

2012 In-sample tests of predictive ability: A new approach
by Clark, Todd E. & McCracken, Michael W.

2012 The dynamics of US inflation: Can monetary policy explain the changes?
by Canova, Fabio & Ferroni, Filippo

2012 Forecasting with the New Keynesian Phillips curve: Evidence from survey data
by Jean-Baptiste, Frédo

2012 Testing forecasting model versatility
by Taylor, Nicholas

2012 MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
by Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak

2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
by Karamé, F.

2012 Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function
by Tsuchiya, Yoichi

2012 Has US inflation really become harder to forecast?
by Lanne, Markku & Luoto, Jani

2012 Conditional forecasts on SVAR models using the Kalman filter
by Camba-Mendez, Gonzalo

2012 Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis
by Hartmann, Matthias & Herwartz, Helmut

2012 When are adaptive expectations rational? A generalization
by Shepherd, Ben

2012 German business cycle forecasts, asymmetric loss and financial variables
by Krüger, Jens J. & Hoss, Julian

2012 Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
by Mandler, Martin

2012 Forecasting performance of grey prediction for education expenditure and school enrollment
by Tang, Hui-Wen Vivian & Yin, Mu-Shang

2012 Structural breaks and GARCH models of stock return volatility: The case of South Africa
by Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel

2012 Exchange rate pass-through in to inflation: New insights in to the cointegration relationship from Pakistan
by Naz, Farah & Mohsin, Asma & Zaman, Khalid

2012 Nowcasting the French index of industrial production: A comparison from bridge and factor models
by Brunhes-Lesage, Véronique & Darné, Olivier

2012 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Gomes, S. & Jacquinot, P. & Pisani, M.

2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
by Tiwari, Aviral Kumar

2012 The Halle Economic Projection Model
by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf

2012 A Bayesian method of combining judgmental and model-based density forecasts
by Kocięcki, Andrzej & Kolasa, Marcin & Rubaszek, Michał

2012 Do disaggregated CPI data improve the accuracy of inflation forecasts?
by Ibarra, Raul

2012 Real-time forecasts of economic activity for Latin American economies
by Liu, Philip & Matheson, Troy & Romeu, Rafael

2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
by Gupta, Rangan & Modise, Mampho P.

2012 Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model
by Heilemann, Ullrich & Findeis, Hagen

2012 Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA
by Eleftherios Giovanis

2012 Leverage as a predictor for real activity and volatility
by Kollmann, Robert & Zeugner, Stefan

2012 Assessing the Predictive Power of Customer Satisfaction for Financial and Market Performances: Price-to-Earnings Ratio is a Better Predictor Overall
by Pierre Rostan & Alexandra Rostan

2012 Hybrid Grey Forecasting Model for Iran’s Energy Consumption and Supply
by Hamidreza Mostafaei & Shaghayegh Kordnoori

2012 Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model
by Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori

2012 An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector
by OZKAN, Filiz & OZKAN, Omer

2012 Wohnungspreise und Mieten steigen 2013 in vielen deutschen Großstädten weiter
by Konstantin A. Kholodilin & Andreas Mense

2012 German Cities to See Further Rises in Housing Prices and Rents in 2013
by Konstantin A. Kholodilin & Andreas Mense

2012 Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis
by Mioara CHIRITA

2012 The Comparison of GDP Strategies Forecasting in Romania
by Mihaela BRATU SIMIONESCU

2012 Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento
by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

2012 Herramientas predictivas en política financiera para empresas rentables
by Luis Francisco Ramírez Díaz & Carlos Orlando Parra Penagos

2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho

2012 Comparison of sales forecasting models for an innovative agro-industrial product: Bass model versus logistic function
by Orakanya Kanjanatarakul & Komsan Suriya

2012 Évaluation de l'impact économique du crédit d'impôt pour la compétitivité et l'emploi (CICE)
by Mathieu Plane

2012 Prévoir sans persistance
by Christophe Boucher & Bertrand Maillet

2012 A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting
by Leandro Maciel

2012 Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models
by Douglas Gomes dos Santos & Flávio Augusto Ziegelmann

2012 Combinación de pronósticos.Una aplicación a la inflación de Bolivia
by Julio Humérez Quiroz

2012 Neural Network Principles To Classify Economic Data
by STEFAN Raluca-Mariana & SERBAN Mariuta

2012 Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27
by BANU Ilie & BUTIUC Ioana-Madalina

2012 Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris
by FERRARA, L.

2012 Determining the Financial Failure in Enterprises Using Grey Relational Analysis and Logistic Regression Analysis & an Application
by Metin Bas & Zeki Cakmak

2012 The key to competitiveness: Forecast
by Zoltán Kovács

2012 Investigating The Evolution Of Ron/Eur Exchange Rate: The Choice Of Appropriate Model
by Liviu-Stelian BEGU & Silvia Spataru & Erika Marin

2012 A Seasonal Fuzzy Time Series Forecasting Method Based On Gustafson-Kessel Fuzzy Clustering
by Faruk ALPASLAN & Ozge CAGCAG

2012 Are GDP Revisions Predictable? Evidence for Switzerland
by Boriss Siliverstovs

2012 Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
by Mikhail Anufriev & Cars Hommes

2012 Why Are Target Interest Rate Changes So Persistent?
by Olivier Coibion & Yuriy Gorodnichenko

2012 Learning in a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models
by Sergey Slobodyan & Raf Wouters

2012(XXII) A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel
by Mihaela BRATU (SIMIONESCU)

2011 A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
by Catik, A. Nazif & Karaçuka, Mehmet

2011 Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production
by Rangan Gupta & Yuxiang Ye & Christopher Sako

2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
by Riane de Bruyn & Rangan Gupta & Lardo stander

2011 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
by Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

2011 Macroeconomic Variables and South African Stock Return Predictability
by Rangan Gupta & Mampho P. Modise

2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
by Pierre Perron & Rasmus T. Varneskov

2011 Behavioral Finance and Technical Analysis
by Dehnad, Kosrow

2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
by Karathanassis, G.A. & Sogiakas, V.I.

2011 Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
by Michael Pohl

2011 Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system
by Maciel, Leandro S.

2011 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by GUPTA, RANGAN & KABUNDI, ALAIN

2011 Cointegrated VARMA models and forecasting US interest rates
by Christian Kascha & Carsten Trenkler

2011 Forecasting under Model Uncertainty
by Wolters, Maik H.

2011 Multi-period credit default prediction with time-varying covariates
by Orth, Walter

2011 Forecasting House Prices in Germany
by an de Meulen, Philipp & Micheli, Martin & Schmidt, Torsten

2011 Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
by Belke, Ansgar & Gokus, Christian

2011 The Financial Crisis from a Forecaster’s Perspective
by Drechsel, Katja & Scheufele, Rolf

2011 The accuracy of a forecast targeting central bank
by Falch, Nina Skrove & Nymoen, Ragnar

2011 On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
by Rossen, Anja

2011 Ratingverfahren: Diskriminanzanalyse versus Logistische Regression
by Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz

2011 Reversibilität und Irreversibilität: Mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus
by Herold, Jörg & Ahrens, Bernd

2011 Zeitvarianz und Zeitinvarianz - mathematische Untersuchungen zum Zeitverhalten des Produktlebenszyklus
by Herold, Jörg & Polzin, Kerstin

2011 U-MIDAS: MIDAS regressions with unrestricted lag polynomials
by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian

2011 Evaluating the calibration of multi-step-ahead density forecasts using raw moments
by Knüppel, Malte

2011 Evaluating macroeconomic risk forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2011 How informative are central bank assessments of macroeconomic risks?
by Knüppel, Malte & Schultefrankenfeld, Guido

2011 Classical time-varying FAVAR models - estimation, forecasting and structural analysis
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

2011 Multidimensional Levy walk and its scaling limits
by Marek Teuerle & Piotr Zebrowski & Marcin Magdziarz

2011 Assessment of growth for countries of European Union
by Ewa Syczewska

2011 Developing Efficient Activation Approaches and Identifying Elements for Regional Cooperation in the Western Balkans
by Vladimir Gligorov & Renate Haupfleisch & Mario Holzner & Katja Korolkova & Monika Natter & Hermine Vidovic

2011 On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution
by David E. Giles & Hui Feng & Ryan T. Godwin

2011 A Global Map of Costal Recreation Values: results from a spatially explicit meta-analysis
by Andrea Ghermandi & Paulo A.L.D. Nunes

2011 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
by Audrino, Francesco & Hu, Yujia

2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
by Audrino, Francesco

2011 Can oil prices forecast exchange rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi

2011 Currency Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer

2011 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee:

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
by Yong Song

2011 Structural versus Matching Estimation : Transmission Mechanisms in Armenia
by Poghosyan, K. & Boldea, O.

2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
by Poghosyan, K. & Magnus, J.R.

2011 Estimating Loss Functions of Experts
by Philip Hans Franses & Rianne Legerstee & Richard Paap

2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2011 Do Experts incorporate Statistical Model Forecasts and should they?
by Rianne Legerstee & Philip Hans Franses & Richard Paap

2011 Modelling Issues in Kernel Ridge Regression
by Peter Exterkate

2011 Do Experts' SKU Forecasts improve after Feedback?
by Rianne Legerstee & Philip Hans Franses

2011 Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk

2011 Forecasting Volatility with Copula-Based Time Series Models
by Oleg Sokolinskiy & Dick van Dijk

2011 Combination Schemes for Turning Point Predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2011 Sparse and Robust Factor Modelling
by Christophe Croux & Peter Exterkate

2011 Bayesian Forecasting of Federal Funds Target Rate Decisions
by Sjoerd van den Hauwe & Dick van Dijk & Richard Paap

2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2011 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
by Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

2011 Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?
by Lennart F. Hoogerheide & David Ardia & Nienke Corre

2011 Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
by Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk

2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2011 Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models
by Rachida Ouysse

2011 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2011 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korobilis

2011 Forecasting with Medium and Large Bayesian VARs
by Gary Koop

2011 A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Forecasting the European Carbon Market
by Gary Koop & Lise Tole

2011 Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
by Gary Koop & Luca Onorante

2011 On the Predictability of Stock Prices: a Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo

2011 Forecasting the Equity Risk Premium: The Role of Technical Indicators
by Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou

2011 Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
by Yu-chin Chen & Wen-Jen Tsay

2011 Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset
by Carlo Altavilla & Matteo Ciccarelli

2011 Effects of climatic conditions and agro-ecological settings on the productive efficiencies of small-holder farmers in Ethopia
by Temesgen Tadesse Deressa

2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
by Norman R. Swanson & Andres Fernandez

2011 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso

2011 Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso

2011 Information in the Revision Process of Real-Time Datasets
by Norman R. Swanson & Valentina Corradi & Andres Fernandez

2011 QSBO as a forecasting tool
by O'Connor, Peter & Yang, Qing

2011 Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis
by Grothe, Oliver & Schnieders, Julius

2011 The Contribution of Structural Break Models to Forecasting Macroeconomic Series
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
by Dimitris Korobilis

2011 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu

2011 Does Information Content of Option Prices Add Value for Asset Allocation?
by Vladimir Zdorovenin & Jacques Pézier

2011 Forecasting Equicorrelation
by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith

2011 Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
by Michael P. Clements & Ana Beatriz Galvão

2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
by Paulo Soares Esteves

2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
by Paulo M.M. Rodrigues & Nazarii Salish

2011 Rational vs. Professional Forecasts
by João Valle e Azevedo & João Tovar Jalles

2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
by Sandra Gomes & P. Jacquinot & M. Mohr & M. Pisani

2011 The Opportunistic approach to monetary policy and financial markets
by Kasai Ndahiriwe & Ruthira Naraidoo

2011 Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie
by CHIKHI, Mohamed

2011 Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
by Fantazzini, Dean & Geraskin, Petr

2011 Previsão para as Exportações Brasileiras de 2011 utilizando modelos estruturais
by Lúcio Godeiro, Lucas

2011 Modeling the time-varying skewness via decomposition for out-of-sample forecast
by Liu, Xiaochun

2011 A study on the volatility forecast of the US housing market in the 2008 crisis
by Li, Kui-Wai

2011 Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa
by Kasai, Ndahiriwe & Naraidoo, Ruthira

2011 Разработка Модели Системной Динамики Для Энергетического Сектора В Латвии
by Skribans, Valerijs

2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
by Francisco, Ramirez

2011 The case for higher frequency inflation expectations
by Guzman, Giselle C.

2011 Are foreign currency markets interdependent? evidence from data mining technologies
by Malliaris, A.G. & Malliaris, Mary

2011 The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.

2011 When are adaptive expectations rational? A generalization
by Shepherd, Ben

2011 Development of System Dynamic Model of Latvia’s Economic Integration in the EU
by Skribans, Valerijs

2011 Forecasting and tracking real-time data revisions in inflation persistence
by Tierney, Heather L.R.

2011 Forecasting seasonality in prices of potatoes and onions: challenge between geostatistical models, neuro fuzzy approach and Winter method
by Amiri, Arshia & Bakhshoodeh, Mohamad & Najafi, Bahaeddin

2011 Global food and energy markets: volatility transmission and impulse response effects
by Onour, Ibrahim & Sergi, Bruno

2011 Forecasting the role of public expenditure in economic growth Using DEA-neural network approach
by Amiri, Arshia & Ventelou, Bruno

2011 The Golden Mean, the Arab Spring and a 10-step analysis of American economic history
by Albers, Scott & Albers, Andrew L.

2011 Nowcasting Irish GDP
by D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

2011 Are some forecasters really better than others?
by D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

2011 China, India and the future of the global economy
by Kwasnicki, Witold

2011 Estabilidad política y tributación
by Estrada, Fernando & Mutascu, Mihai & Tiwari, Aviral

2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
by Tommaso, Proietti & Helmut, Luetkepohl

2011 Parametric inference and forecasting in continuously invertible volatility models
by Wintenberger, Olivier & Cai, Sixiang

2011 Evaluating density forecasts: a comment
by Tsyplakov, Alexander

2011 Developing a short-term comparative optimization forecasting model for operational units’ strategic planning
by Filippou, Miltiades & Zervopoulos, Panagiotis

2011 Multi-period credit default prediction with time-varying covariates
by Orth, Walter

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by Korobilis, Dimitris

2011 Are realized volatility models good candidates for alternative Value at Risk prediction strategies?
by Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.

2011 Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
by Lanne, Markku & Nyberg, Henri & Saarinen, Erkka

2011 GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy
by Bessonovs, Andrejs

2011 Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
by Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan

2011 Forecasting Performance of Alternative Error Correction Models
by Iqbal, Javed

2011 Managementul riscului de creditare: realizari actuale, analiza critica, sugestii
by NUCU, Anca Elena

2011 Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
by Benjamin Kauper & Karl-Kuno Kunze

2011 Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models
by Marcus Ruge

2011 A Dynamic Macroeconometric Model of Pakistan’s Economy
by Muhammad Arshad Khan & Musleh ud Din

2011 Dynamic Conditional Correlation: On properties and estimation
by Gian Piero Aielli

2011 On the Predictability of Stock Prices: A Case for High and Low Prices
by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris

2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
by Gian Piero Aielli & Massimiliano Caporin

2011 Modeling and forecasting realized range volatility
by Massimiliano Caporin & Gabriel G. Velo

2011 Forecasting breaks and forecasting during breaks
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

2011 A Dynamic Factor Model for World Trade Growth
by Stéphanie Guichard & Elena Rusticelli

2011 What Drives Inflation in the Major OECD Economies?
by Diego Moccero & Shingo Watanabe & Boris Cournède

2011 Evaluating density forecasts: model combination strategies versus the RBNZ
by Chris McDonald & Leif Anders Thorsrud

2011 Tracking India Growth in Real Time
by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni

2011 International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009
by Herbert Brücker & Philipp J.H. Schroeder

2011 Macroeconomic Regimes
by Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno

2011 Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
by Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek

2011 Predictivistic Bayesian Forecasting System
by Andrzej Kociecki & Marcin Kolasa & Michal Rubaszek

2011 Forecasting the Polish zloty with non-linear models
by Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch

2011 Forecasting Under Strucural Break Uncertainty
by Jing Tian & Heather M. Anderson

2011 The value of feedback in forecasting competitions
by George Athanasopoulos & Rob J Hyndman

2011 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
by Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe

2011 Coherent mortality forecasting: the product-ratio method with functional time series models
by Rob J Hyndman & Heather Booth & Farah Yasmeen

2011 Assessing the information content of option-based volatility forecasts using fuzzy regression methods
by Silvia Muzzioli & Bernard De Baets

2011 Heuristic model selection for leading indicators in Russia and Germany
by Ivan Savin & Peter Winker

2011 A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts

2011 Revisions in ocial data and forecasting
by Cecilia Frale & Valentina Raponi

2011 Efficient Aggregation of Panel Qualitative Survey Data
by James Mitchell & Richard J. Smith & Martin R. Weale

2011 A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
by Meilan Yan & Maximilian J. B. Hall & Paul Turner

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Michael McAleer & Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang

2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
by Michael McAleer & Massimiliano Caporin

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2011 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Disagreement, Uncertainty and the True Predictive Density
by Fabian Krüger & Ingmar Nolte

2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
by Colombino, Ugo

2011 Five Issues in the Design of Income Support Mechanisms: The Case of Italy
by Colombino, Ugo

2011 Aggregate Demand, Aggregate Supply and Economic Growth of Vietnam: Theory and evidence on an econometric analysis
by Osamu Nakamura

2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
by Costantini, Mauro & Kunst, Robert M.

2011 Some Computational Aspects of Gaussian CARMA Modelling
by Tómasson, Helgi

2011 A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]
by Nuno Boavida

2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias

2011 Multivariate Volatility Modeling of Electricity Futures
by Luc Bauwens & Christian M. Hafner & Diane Pierret

2011 A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
by Daisuke Nagakura & Toshiaki Watanabe

2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models
by Toshiaki Watanabe

2011 Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
by Tin Cheuk Leung & Kwok Ping Tsang

2011 Nowcasting Chinese GDP: Information Content of Economic and Financial Data
by Matthew S. Yiu & Kenneth K. Chow

2011 New Liu Estimators for the Poisson Regression Model: Method and Application
by Månsson, Kristofer & Kibria, B. M. Golam & Sjölander, Pär & Shukur, Ghazi

2011 Medium-Term Industrial Labor Demand Forecast for Hungary
by John Sutherland Earle & Almos Telegdy

2011 Long-Term Industrial Labor Demand Forecast for Hungary
by John Sutherland Earle & Almos Telegdy

2011 Quantifying survey expectations: What's wrong with the probability approach?
by Breitung, Jörg & Schmeling, Maik

2011 Tracking Chinese CPI inflation in real time
by Michael Funke & Hao Yu & Aaron Mehrota

2011 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl S. Bonham

2011 Differences in Early GDP Component Estimates Between Recession and Expansion
by Tara M. Sinclair & H.O. Stekler

2011 A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach
by Yueqing Jia

2011 Examining the Quality of Early GDP Component Estimates
by Tara M. Sinclair & H.O. Stekler

2011 Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model
by Jason West

2011 A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets
by Jason West

2011 Fitting Broadband Diffusion by Cable Modem in Portugal
by Rui Pascoal & Jorge Marques

2011 Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
by Paul Mizen & Serafeim Tsoukas

2011 Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
by Deschamps, Philippe J.

2011 Indeterminacy and forecastability
by Fujiwara, Ippei & Hirose, Yasuo

2011 Oil Price Forecast Evaluation with Flexible Loss Functions
by Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

2011 Towards the Optimal Management of the Northeast Arctic Cod Fishery
by Andries Richter & Paulo A.L.D. Nunes

2011 A Global Map of Coastal Recreation Values: Results From a Spatially Explicit Based Meta-Analysis
by Andrea Ghermandi & Paulo A.L.D. Nunes

2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
by Milan Rippel & Ivo Jánský

2011 Modelling Long-Term Electricity Contracts at EEX
by Robert Flasza & Milan Rippel & Jan Šolc

2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
by Stelios Bekiros

2011 Evaluating the Rationality of Managers' Sales Forecasts
by de Bruijn, L.P. & Franses, Ph.H.B.F.

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.

2011 Analyzing Fixed-event Forecast Revisions
by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Caporin, M. & McAleer, M.J.

2011 Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection
by Luc Bovens & Wlodek Rabinowicz

2011 Measuring Output Gap Nowcast Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey

2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos

2011 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
by Matteo Luciani

2011 Leverage as a Predictor for Real Activity and Volatility
by Robert Kollmann & Stefan Zeugner

2011 Advances in Forecasting Under Instability
by Barbara Rossi

2011 Forecast Optimality Tests in the Presence of Instabilities
by Barbara Rossi & Tatevik Sekhposyan

2011 Can Oil Prices Forecast Exchange Rates?
by Domenico Ferraro & Ken Rogoff & Barbara Rossi

2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
by Barbara Rossi & Atsushi Inoue

2011 On the volatility-volume relationship in energy futures markets using intraday data
by Julien Chevallier & Benoît Sévi

2011 Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices
by Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij

2011 Optimal Forecasts in the Presence of Structural Breaks
by M Hashem Pesaran & Andreas Pick & Mikhail Pranovich

2011 Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models
by Jasper de Winter

2011 How do inflation expectations form? New insights from a high-frequency survey
by Gabriele Galati & Peter Heemeijer & Richhild Moessner

2011 Improving forecasting performance by window and model averaging
by Prasad S Bhattacharya & Dimitrios D Thomakos

2011 Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions
by Ansgar Belke & Christian Gokus

2011 Combining benchmarking and chain-linking for short-term regional forecasting
by Espasa, Antoni & Quilis, Enrique M. & Cuevas, Ángel

2011 Simulating the impact of pension reforms on labour force participation for the 55+: a comparison of three models
by M. BACHELET & M. BEFFY & D. BLANCHET

2011 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
by Baumeister, Christiane & Kilian, Lutz

2011 Can Oil Prices Forecast Exchange Rates?
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara

2011 Incorporating theoretical restrictions into forecasting by projection methods
by Giacomini, Raffaella & Ragusa, Giuseppe

2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
by Inoue, Atsushi & Rossi, Barbara

2011 Real-Time Forecasts of the Real Price of Oil
by Baumeister, Christiane & Kilian, Lutz

2011 Forecasting the Price of Oil
by Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J.

2011 Leverage as a Predictor for Real Activity and Volatility
by Kollmann, Robert & Zeugner, Stefan

2011 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano

2011 Bayesian VARs: Specification Choices and Forecast Accuracy
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

2011 Markov-switching MIDAS models
by Guérin, Pierre & Marcellino, Massimiliano

2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
by Patton, Andrew J & Timmermann, Allan G

2011 Is economic recovery a myth? Robust estimation of impulse responses
by Coen Teulings & Nick Zubanov

2011 VAR forecasting using Bayesian variable selection
by KOROBILIS, Dimitris

2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
by KOROBILIS, Dimitris

2011 Multivariate volatility modeling of electricity futures
by bauwens, Luc & hafner, Christian & pierret, Diane

2011 A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.

2011 Labour Market Forecasting, Reliability and Workforce Development
by G.A.Meagher & Felicity Pang

2011 Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano
by Milena Hoyos & Mario Galindo

2011 Montecarlo simulation of long-term dependent processes: a primer
by Carlos León Rincón & Alejandro Reveiz

2011 Forecasting With Many Predictors. An Empirical Comparison
by Eliana González

2011 Data Revisions and the Output Gap
by Juan Manuel Julio

2011 Modeling Data Revisions
by Juan Manuel Julio Román

2011 Determinants of the Exchange Rate in Colombia under Inflation Targeting
by Fredy Alejandro Gamboa Estrada

2011 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Osvald Vasicek

2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

2011 A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts

2011 Inflation uncertainty revisited: A proposal for robust measurement
by Christian Grimme & Steffen Henzel & Elisabeth Wieland

2011 How Informative are the Subjective Density Forecasts of Macroeconomists?
by Geoff Kenny & Thomas Kostka & Federico Masera

2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
by Carlo Altavilla & Matteo Ciccarelli

2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
by Pami Dua & Rajiv Ranjan

2011 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral

2011 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer

2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer

2011 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2011 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2011 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2011 Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters
by Liebermann, Joelle

2011 Oil Prices, External Income, and Growth: Lessons from Jordan
by Mohaddes, K. & Raissi, M.

2011 Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
by Pesaran, M.H. & Pick, A. & Pranovich, M.

2011 Tracking Chinese CPI inflation in real time
by Funke, Michael & Mehrotra, Aaron & Yu, Hao

2011 Oil and US GDP: A Real-Time out-of Sample Examination
by Francesco Ravazzolo & Philip Rothman

2011 Nowcasting GDP in Real-Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

2011 Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns
by Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora

2011 Forecasting the intraday market price of money
by Andrea Monticini & Francesco Ravazzolo

2011 Forecasting macroeconomic variables using disaggregate survey data
by Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg

2011 Evaluación de indicadores de inflación subyacente para Uruguay
by Fernanda Cuitiño & Fiorella Tramontin & Leonardo Vicente

2011 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
by Avouyi-Dovi, S. & Idier, J.

2011 Investment forecasting with business survey data
by Leandro D�Aurizio & Stefano Iezzi

2011 Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment
by Sandra Gomes & Pascal Jacquinot & Matthias Mohr & Massimiliano Pisani

2011 FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
by Cecilia Frale & Libero Monteforte

2011 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian

2011 Forecasting the Price of Oil
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson

2011 Mixed Frequency Forecasts for Chinese GDP
by Philipp Maier

2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
by Luca RICCETTI

2011 What we can learn from pricing 139,879 Individual Stock Options
by Lars Stentoft

2011 Forecasting with Option Implied Information
by Peter Christoffersen & Kris Jacobs & Bo Young Chang

2011 Return Predictability, Model Uncertainty, and Robust Investment
by Manuel Lukas

2011 American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
by Lars Stentoft

2011 Conservatism in Corporate Valuation
by Christian Bach

2011 Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search
by Stefano Grassi & Tommaso Proietti

2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
by Anders Bredahl Kock & Timo Teräsvirta

2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
by Anders Bredahl Kock & Timo Teräsvirta

2011 Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
by Rasmus Tangsgaard Varneskov & Pierre Perron

2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
by Roxana Halbleib & Valeri Voev

2011 Financial Valuation And Econometrics
by Kian Guan Lim

2011 Advances in Economic Forecasting
by Matthew L. Higgins

2011 Elastic Labour Supply and Home Production in a Monetary Growth Model
by Wei-bin Zhang

2011 The accuracy of a forecast targeting central bank
by Skrove Falch, Nina & Nymoen, Ragnar

2011 The Real-Time Predictive Content of the KOF Economic Barometer
by Boriss Siliverstovs

2011 Company Valuation. How to Deal with a Range of Values?
by Wiktor Patena

2011 Contributions to the Development of a General Methodology for Innovation and Forecasting
by Gabriela IONESCU & Ion IONITA

2011 How Good are the Growth and Inflation Forecasts for Slovenia?
by Jagric, Timotej & Beko, Jani

2011 Possible Evolutions of Investment Rate – Error Correction Models Scenarios
by Scutaru, Cornelia

2011 Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information
by Beum-Jo Park

2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
by Matei, Marius

2011 Russian USE and olympiads as instruments for university admission selection
by Peresetsky, Anatoly & Davtian, Misak

2011 Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation
by Mihaela Bratu

2011 Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
by Armas, Adrián & Vallejos , Lucy & Vega, Marco

2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
by Alexei Kolokolov

2011 Modeling multivariate parametric densities of financial returns (in Russian)
by Alexey Balaev

2011 Un'analisi quantitativa delle politiche di rientro dal disavanzo pubblico in Italia
by Francesco Carlucci

2011 Forecasting Yield Curves in an Adaptive Framework
by Ying Chen & Bo Li

2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
by Justyna Wróblewska

2011 Srovnání vybraných metod predikce změn trendu indexu PX
by Jiří Trešl

2011 Měnová politika a cena ropy
by Jan Hošek & Luboš Komárek & Martin Motl

2011 Models of Factors Driving the Czech Export
by David Havrlant & Roman Hušek

2011 Yield Curve Dynamics - Regional Common Factor Model
by Boril Šopov & Jakub Seidler

2011 Growth effect of aid and its volatility: An individual country study in South Asian economies
by Vesna Bucevska

2011 Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional = A Proposal for Reforming the Spanish Pension System Based on a Notional Defined Contribution Model
by Valero, Diego & Artís, Manuel & Ayuso, Mercedes & García, Jaime

2011 Ifrs Compliance Regarding Information Disclosed By Companies In Consolidated Financial Statements - Case Study On Ias 23 Borrowing Costs Applicability-
by Tiron - Tudor Adriana & Fekete Szilvester & Dragu Ioana - Maria

2011 Substantiation Of The Public Debt Sustainability Using Kalman Filter
by Bolos Marcel & Otgon Cristian & Pop Razvan

2011 Structure of the Forward-Looking Model of the Japanese Economy and Simulation Results
by Daisuke Ishikawa & Nobutoshi Kitaura & Junji Ueda & Shintaro Nakagawa

2011 MPM – The Magyar Nemzeti Bank’s monetary policy model
by Ágnes Horváth & Csaba Köber & Katalin Szilágyi

2011 Análisis comparativo entre modelos GARCH y redes neuronales en el pronóstico de los índices bursatiles IPC y Dow Jones
by Gómez-Ramos, Elsy L. & Venegas-Martínez, Francisco & Allier-Campuzano, Héctor

2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
by Andrés Galvis

2011 Interest Rate Forecasts: A Pathology
by Charles A. E. Goodhart & Charles Wen Bin Lim

2011 Forecasting Forex Volatility In Turbulent Times
by Rajesh Mohnot

2011 Seeing the Invisible and Making Sense of It. Scanning, Networks and Scenario Analysis
by Yanuar Nugroho & Ozcan Saritas

2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

2011 How to Measure the Quality of Credit Scoring Models
by Martin Rezac & Frantisek Rezac

2011 An Empirical Small Labor Market Model for the Czech Economy
by Jan Brùha

2011 Requirements for Infrastructure Investment in Latin America Under Alternate Growth Scenarios: 2011–2040
by Harpaul Alberto Kohli & Phillip Basil

2011 Travesía hacia 2020: escenarios predictivos para Andalucía
by Eduardo Bericat Alastuey & José M. Echavarren Fernández

2011 Uncertainty, turbulence and scenarios
by Rafael Ramírez & Madeleine Forssell

2011 Incertidumbre, turbulencias y escenarios
by Rafael Ramírez & Madeleine Forssell

2011 Interest rate setting at the ECB: Individual preferences and collective decision making
by Cancelo, José Ramón & Varela, Diego & Sánchez-Santos, José Manuel

2011 Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
by Bouwman, Kees E. & Jacobs, Jan P.A.M.

2011 Cost-based Phillips Curve forecasts of inflation
by Mazumder, Sandeep

2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
by Serinaldi, Francesco

2011 American option pricing with discrete and continuous time models: An empirical comparison
by Stentoft, Lars

2011 Relationship between portfolio diversification and value at risk: Empirical evidence
by Kiani, Khurshid M.

2011 Mean absolute percentage error and bias in economic forecasting
by McKenzie, Jordi

2011 Short- and long-term impact of remarkable economic events on the growth causes of China–Germany trade in agri-food products
by Guo, Zhichao & Feng, Yuanhua & Tan, Xiangyong

2011 Semiparametric EGARCH model with the case study of China stock market
by Yang, Hu & Wu, Xingcui

2011 A model-based analysis of the impact of Cohesion Policy expenditure 2000–06: Simulations with the QUEST III endogenous R&D model
by Varga, Janos & in 't Veld, Jan

2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model
by Chevallier, Julien

2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
by Akanbi, Olusegun A. & Du Toit, Charlotte B.

2011 A macroeconometric framework for monetary policy evaluation: A case study of Pakistan
by Hassan, Rubina & Shahzad, Mirza Muhammad

2011 Comparing Neural Networks and ARMA Models in Artificial Stock Market
by Jiri Krtek & Miloslav Vošvrda

2011 Estimating Stochastic Cusp Model Using Transition Density
by Jan Voříšek

2011 Forecasting the probability of US recessions: a Probit and dynamic factor modelling approach
by Zhihong Chen & Azhar Iqbal & Huiwen Lai

2011 Intraday volatility forecasting: analysis of alternative distributions
by Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin

2011 Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris
by L. Ferrara.

2011 Transport Fleet Sizing By Using Make And Buy Decision-Making
by Djurdjica Stojanović & Svetlana Nikoličić & Milica Miličić

2011 Structure And Use Of The Medium-Term Projection Model In The National Bank Of Serbia
by Mirko Đukić & Jelena Momčilović & Ljubica Trajčev

2011 Using the Flow of High Frequency Information for Short Term Forecasting of Economic Activity in Argentina
by Laura D’Amato & Lorena Garegnani & Emilio Blanco

2011 The Forecasting Performance of Seasonal and Nonlinear Models
by Houda Ben Hadj Boubaker

2011 Combinação de Previsões de Volatilidade: Um Estudo
by Rosangela Cavaleri & Eduardo Pontual Ribeiro

2011 The Assessement Of Uncertainty In Predictions Determined By The Variables Aggregation
by Mihaela Bratu

2011 Simulation of carbon-dioxide emission by option model
by Tamás Nagy

2011 Alternative bvar models for forecasting inflation
by H. Heidari

2011 Re-examining covariance risk dynamics in international stock markets using quantile regression analysis
by M. Y. L. Li & S. M. F. Yen

2011 Measuring The Impact Of Creative Management Control On The Smes And Free Enterprises (Professions) Performances
by Constanta Iacob & Maria Criveanu & Oana Staiculescu

2011 Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach
by John Mwamba

2011 Frontiers of Real-Time Data Analysis
by Dean Croushore

2011 Implementing Anti-discrimination Policies in Statistical Profiling Models
by Devin G. Pope & Justin R. Sydnor

2011 Professional Forecasters' View of Permanent and Transitory Shocks to GDP
by Spencer D. Krane

2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
by Mihaela BRATU

2010 Impact of Labor Market Institutions on Unemployment: Results from a Global Panel
by Vandenberg, Paul

2010 Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa
by Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere

2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
by Rangan Gupta & Mampho P. Modise

2010 Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
by Rangan Gupta & Rudi Steinbach

2010 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

2010 Forecasting Monetary Rules in South Africa
by Ruthira Naraidoo & Ivan Paya

2010 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

2010 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

2010 A Model Of Formation Of Asset Beubbles
by DEHNAD, KOSROW

2010 The attractiveness of countries for FDI. A fuzzy approach
by Murat, Marina & Pirotti, Tommaso

2010 Forecasting Turkey's Natural Gas Consumption by Using Time Series Methods
by Mustafa Akkurt & Omer F. Demirel & Selim Zaim

2010 The evolution of durable goods demand during china's transition. An empirical analysis of household survey data from 1989 to 2006
by Andreas Beerli

2010 Forecasting international stock market correlations: does anything beat a CCC?
by Manner, Hans & Reznikova, Olga

2010 A monthly consumption indicator for Germany based on internet search query data
by Schmidt, Torsten & Vosen, Simeon

2010 Information or Institution? – On the Determinants of Forecast Accuracy
by Döhrn, Roland & Schmidt, Christoph M.

2010 Practice and Prospects of Medium-term Economic Forecasting
by Hofer, Helmut & Schmidt, Torsten & Weyerstrass, Klaus

2010 Using wavelets for time series forecasting: Does it pay off?
by Schlüter, Stephan & Deuschle, Carola

2010 A First Look on the New Halle Economic Projection Model
by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf

2010 Should We Trust in Leading Indicators? Evidence from the Recent Recession
by Drechsel, Katja & Scheufele, Rolf

2010 A behavioural model of the adoption and use of new telecommunications media: the effects of communication scenarios and media product/service attributes
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2010 Relative forecasting performance of volatility models: Monte Carlo evidence
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2010 Zufall und Notwendigkeit: Untersuchungen zur mathematischen Modellierung des Produktlebenszyklus
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2010 Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie
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2010 The diversity of forecasts from macroeconomic models of the U.S. economy
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2010 Forecast uncertainty and the Bank of England interest rate decisions
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2010 How useful is the carry-over effect for short-term economic forecasting?
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2010 Empirical simultaneous confidence regions for path-forecasts
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2010 The evaluation of health policies through microsimulation methods
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2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
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2010 Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators
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2010 The dynamics of US inflation: Can monetary policy explain the changes?
by Fabio Canova & Filippo Ferroni

2010 Econometrics and decision making: Effects of presentation mode
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2010 Are some forecasters really better than others?
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2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
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2010 Modelling Realized Covariances and Returns
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2010 Modelling Conditional Heteroscedasticity in Nonstationary Series
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2010 Robust Forecasting of Non-Stationary Time Series
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2010 Robust Control Charts for Time Series Data
by Croux, C. & Gelper, S. & Mahieu, K.

2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
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2010 Does Disagreement amongst Forecasters have Predictive Value?
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2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
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2010 Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production
by Charles S. Bos & Siem Jan Koopman

2010 The wage curve: A panel data view of labour market segments
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2010 Wealth effects on consumption in financial crises: the case of Norway
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2010 Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
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2010 Time Series Analysis of Global Airline Passengers Transportation Industry
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2010 The GridEcon Platform: A Business Scenario Testbed for Commercial Cloud Services
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2010 A Small-size Macroeconometric Model for Pakistan Economy
by Muhammad Nadim Hanif & Zulfiqar Hyder & Muhammad Amin Khan lodhi & Mahmood ul Hasan Khan & Irem Batool

2010 Forecasting Monetary Policy Rules in South Africa
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2010 Indicators Of Real Convergence And Their Application
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2010 Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes
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2010 Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis
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2010 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
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2010 VAR Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis

2010 Should Macroeconomic Forecasters Use Daily Financial Data and How?
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2010 An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
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2010 Analytic Moments for GARCH Processes
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2010 Redes neuronales para predecir el tipo de cambio diario
by Barrera, Carlos R.

2010 Modelling Inflation in Australia
by David Norman & Anthony Richards

2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
by Ralf Becker & Adam Clements & Robert O'Neill

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
by Don Harding

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2010 A Wavelet Approach for Factor-Augmented Forecasting
by António Rua

2010 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Sandra Gomes & P. Jacquinot & M. Pisani

2010 Tolls, Exchange Rates, and Northbound International Bridge Traffic from Mexico
by Fullerton, Thomas M., Jr. & Molina, Angel L., Jr. & Walke, Adam G.

2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
by Branimir, Jovanovic & Magdalena, Petrovska

2010 The development and production of GDP flash estimates in a newly industrialised country: the case of South Africa
by Mustapha, Nazeem & Djolov, George

2010 The impact of the global economic crisis on non-oil operations of ports in Iran
by Ahmadzadeh Mashinchi, Sina

2010 An inflation expectations horserace
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2010 Estimations de l'emploi régional salarié français détaillé au 31.12.2007 et agrégé au 31.12.2008
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2010 How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran
by Khiabani, Nasser

2010 Latvia’s incoming in European Union economic effect estimation
by Skribans, Valerijs

2010 Were Fed’s active monetary policy actions necessary?
by Pang, Iris Ai Jao

2010 Forecasting Hong Kong economy using factor augmented vector autoregression
by Pang, Iris Ai Jao

2010 Comparisons of different monetary policies in China with yield curve information
by Pang, Iris Ai Jao

2010 Municipal Non-Residential Real Property Valuation Forecast Accuracy
by Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr.

2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
by Bessonovs, Andrejs

2010 Has U.S. Inflation Really Become Harder to Forecast?
by Lanne, Markku & Luoto, Jani

2010 Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana
by Skribans, Valerijs

2010 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.

2010 Real-time nowcasting of GDP: Factor model versus professional forecasters
by Liebermann, Joelle

2010 Why the determinacy condition is a weak criterion in rational expectations models
by Mostafavi, Moeen & Shakouri G., Hamed & Fatehi, Ali-Reza

2010 Darbaspēka migrācijas ietekme uz darba tirgu Latvijā
by Skribans, Valerijs

2010 Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches
by de Silva, Ashton J

2010 Construction industry forecasting system dynamic model
by Skribans, Valerijs

2010 Gaussian and non-Gaussian models for financial bubbles via econophysics
by Fry, J. M.

2010 Investments model development with the system dynamic method
by Skribans, Valerijs

2010 Forecasting Malaysian Exchange Rate: Do Artificial Neural Networks Work?
by Chan, Tze-Haw & Lye, Chun Teck & Hooy, Chee-Wooi

2010 The 2010 Midterm Election for the US House of Representatives
by Hibbs, Douglas A.

2010 Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach
by Cadogan, Godfrey

2010 Revealing the arcane: an introduction to the art of stochastic volatility models
by Tsyplakov, Alexander

2010 Development of the Latvian energy sector system dynamic model
by Skribans, Valerijs

2010 Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?
by Ege, Yazgan & Huseyin, Kaya

2010 Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices
by Fry, J. M.

2010 A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions
by Mamatzakis, E & Christodoulakis, G

2010 Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde
by Skribans, Valerijs

2010 Optimal Forecasting of Noncausal Autoregressive Time Series
by Lanne, Markku & Luoto, Jani & Saikkonen, Pentti

2010 Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance
by Cadogan, Godfrey

2010 A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
by Regnard, Nazim & Zakoian, Jean-Michel

2010 Real-Time Data Revisions and the PCE Measure of Inflation
by Tierney, Heather L.R.

2010 Модель Жилищного Строительства В Постсоциалистических Странах На Примере Латвии
by Skribans, Valerijs

2010 Estimating Infrastructural Investment Needs for India
by Chandan, Sharma & Bhanumurthy, N R

2010 The interest rate spread as a forecasting tool of greek industrial production
by Gogas, Periklis & Pragkidis, Ioannis

2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
by Buss, Ginters

2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
by Guidi, Francesco & Gupta, Rakesh

2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
by Bušs, Ginters

2010 A Note on the Oil Price Trend and GARCH Shocks
by Jing, Li & Thompson, Henry

2010 Real-Time Data Revisions and the PCE Measure of Inflation
by Tierney, Heather L.R.

2010 Modelling the Currency in Circulation for the State of Qatar
by Balli, Faruk & Elsamadisy, Elsayed

2010 Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model
by Todd, Prono

2010 Threshold Cointegration in BRENT crude futures market
by Mamatzakis, E & Remoundos, P

2010 A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China
by Su, Dongwei & He, Xingxing

2010 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

2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro

2010 Modelling and forecasting wind speed intensity for weather risk management
by Massimiliano Caporin & Juliusz Pres

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Janine Aron & John Muellbauer

2010 Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar
by Andrew Coleman & Özer Karagedikli

2010 Medium-term projection model of the National Bank of Serbia
by Mirko Djukic & Jelena Momcilovic & Ljubica Trajcev

2010 ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
by Joshua Angrist & Ivan Fernandez-Val

2010 Policy Analysis with Incredible Certitude
by Charles F. Manski

2010 Commodity prices, commodity currencies, and global economic developments
by Jan J. J. Groen & Paolo A. Pesenti

2010 Probabilistic Forecasts of Volatility and its Risk Premia
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose

2010 Short-term load forecasting based on a semi-parametric additive model
by Shu Fan & Rob Hyndman

2010 VARs, Cointegration and Common Cycle Restrictions
by Heather M Anderson & Farshid Vahid

2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
by Yin Liao & Heather M. Anderson & Farshid Vahid

2010 Automatic forecasting with a modified exponential smoothing state space framework
by Alysha M De Livera

2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
by George Athanasopoulos & Ashton de Silva

2010 Alternative methods for forecasting GDP
by Dominique Guegan & Patrick Rakotomarolahy

2010 Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems
by Dominique Guegan & Justin Leroux

2010 A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques
by Dominique Guegan & Patrick Rakotomarolahy

2010 The attractiveness of countries for FDI. A fuzzy approach
by Marina Murat & Tommaso Pirotti

2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
by Theodore Panagiotidis

2010 Forecasting Macedonian GDP: Evaluation of different models for short-term forecasting
by Branimir Jovanovic & Magdalena Petrovska

2010 On the Forecasting Accuracy of Multivariate GARCH Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2010 CEEC vs. PIGS: a comparative panel assessment of financial sustainability and twin deficits
by Alberto Bagnai

2010 Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
by Don Harding

2010 Forecasting with many predictors - Is boosting a viable alternative?
by Buchen, Teresa & Wohlrabe, Klaus

2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina

2010 Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
by Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo

2010 Using Capabilities to Project Growth, 2010-30
by Jesus Felipe & Utsav Kumar & Arnelyn Abdon

2010 Economic Value of Stock and Interest Rate Predictability in the UK
by Stephen Hall & Kavita Sirichand

2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
by Stephen Hall & Kavita Sirichand

2010 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

2010 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Nonlinear Interest Rate Reaction Functions for the UK
by Ralf Brüggemann & Jana Riedel

2010 Practice and prospects of medium-term economic forecasting
by Helmut Hofer & Torsten Schmidt & Klaus Weyerstrass

2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
by Colombino, Ugo

2010 Equilibrium Policy Simulations with Random Utility Models of Labour Supply
by Colombino, Ugo

2010 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

2010 Short-Term Congestion Forecasting in Wholesale Power Markets
by Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching

2010 Heterogeneous Expectations and the Predictive Power of Econometric Models
by Maurizio Bovi

2010 Recession Forecasting with Dynamic Probit Models under Real Time Conditions
by Christian Proano

2010 Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
by Pierre L. Siklos

2010 Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
by Kunst, Robert M. & Franses, Philip Hans

2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.

2010 Meteorological forecasts and the pricing of weather derivatives
by Matthias Ritter & Oliver Mußhoff & Martin Odening

2010 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Albrecht Ritschl & Samad Sarferaz

2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
by Julia Schaumburg

2010 Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
by Lundholm, Michael

2010 Density-Conditional Forecasts in Dynamic Multivariate Models
by Andersson, Michael K. & Palmqvist, Stefan & Waggoner, Daniel F.

2010 Bayesian Inference in Structural Second-Price common Value Auctions
by Wegmann , Bertil & Villani, Mattias

2010 Too Many Cooks? The German Joint Diagnosis and Its Production
by Ulrich Fritsche & Ullrich Heilemann

2010 A Hypothetical Cohort Model of Human Development
by Jana Asher & Beth Osborne Daponte

2010 Alternative Policies for US Economic Recovery
by Byron Gangnes

2010 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl Bonham

2010 Alternative Policies for US Economic Recovery
by Byron Ganges

2010 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
by William D. Larson

2010 Forecasting the Intermittent Demand for Slow-Moving Items
by Ralph D. Snyder & J. Keith Ord & Adrian Beaumont

2010 A Time-varying Mixing Multiplicative Error Model for Realized Volatility
by Giovanni De Luca & Giampiero Gallo

2010 “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
by Francesco D’Amuri & Juri Marcucci

2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík

2010 Yield Curve Dynamics: Regional Common Factor Model
by Boril Šopov & Jakub Seidler

2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
by Frédéric Karamé & Alexandra Olmedo

2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
by Frédéric Karamé

2010 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

2010 Evaluating Combined Non-Replicable Forecast
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

2010 Does Disagreement Amongst Forecasters have Predictive Value?
by Legerstee, R. & Franses, Ph.H.B.F.

2010 Combining Non-Replicable Forecasts
by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.

2010 Ranking multivariate GARCH models by problem dimension
by Caporin, M. & McAleer, M.J.

2010 Are Forecast Updates Progressive?
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

2010 Modelling and forecasting UK mortgage arrears and possessions
by Janine Aron & John Muellbauer

2010 Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931
by Albrecht Ritschl & Samad Salferaz

2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly

2010 Appreciating the Renminbi
by Rod Tyers & Ying Zhang

2010 Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
by Don Harding

2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
by Francesco Ravazzolo & Shaun P. Vahey

2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
by Roxana Halbleib & Valerie Voev

2010 Understanding Models' Forecasting Performance
by Barbara Rossi & Tatevik Sekhposyan

2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

2010 Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
by Barbara Rossi & Tatevik Sekhposyan

2010 Can Exchange Rates Forecast Commodity Prices?
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

2010 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

2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
by M. Hashem Pesaran & Andreas Pick & Allan Timmermann

2010 The power of weather
by Christian Huurman & Francesco Ravazzolo & Chen Zhou

2010 Do Google Searches Help in Nowcasting Private Consumption?: A Real-Time Evidence for the US
by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs

2010 Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland
by Boriss Siliverstovs & Konstantin A. Kholodilin

2010 Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment
by Antonis A. Michis

2010 Forecasting Issues: Ideas of Decomposition and Combination
by Marina Theodosiou

2010 First results series or last available series: which series to use? A real-time illustration for the forecasting of French quarterly GDP growth
by C. MINODIER

2010 How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
by Edge, Rochelle M & Gürkaynak, Refet S.

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Aron, Janine & Muellbauer, John

2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
by Aron, Janine & Muellbauer, John

2010 Nowcasting
by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

2010 New methods for forecasting inflation, applied to the US
by Aron, Janine & Muellbauer, John

2010 The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
by Wieland, Volker & Wolters, Maik H

2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
by Teulings, Coen N & Zubanov, Nick

2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

2010 Forecasting Government Bond Yields with Large Bayesian VARs
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2010 Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

2010 Measuring Output Gap Uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun

2010 Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
by Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

2010 Commodity prices, commodity currencies, and global economic developments
by Groen, Jan J. J. & Pesenti, Paolo

2010 On the forecasting accuracy of multivariate GARCH models
by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
by Eliana González

2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

2010 Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem
by Élise PAYZAN LE NESTOUR

2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler

2010 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
by Coenraad N. Teulings & Nick Zubanov

2010 Modelling and Forecasting UK Mortgage Arrears and Possessions
by Janine Aron & John Muellbauer

2010 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Albrecht Ritschl & Samad Salferaz

2010 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2010 Equilibrium policy simulations with random utility models of labour supply
by Ugo Colombino

2010 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral

2010 Modeling the Effect of Oil Price on Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer

2010 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer

2010 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley

2010 Combining Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer

2010 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer

2010 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee

2010 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

2010 Are Some Forecasters Really Better Than Others?
by D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl

2010 Combining predictive densities using Bayesian filtering with applications to US economics data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

2010 Conditional forecasts in DSGE models
by Junior Maih

2010 Weights and pools for a Norwegian density combination
by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

2010 Simple rules versus optimal policy: what fits?
by Ida Wolden Bache & Leif Brubakk & Junior Maih

2010 Forecast densities for economic aggregates from disaggregate ensembles
by Francesco Ravazzolo & Shaun P. Vahey

2010 Modelos univariados de series de tiempo para predecir la inflación de corto plazo
by Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente

2010 Volatility and the Hedging Effectiveness of China Fuel Oil Futures
by Wei Chen & J L Ford

2010 Interest rate pass-through in the major European economies - the role of expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen

2010 Econometrics and Decision Making: Effects of Presentation Mode
by Robin Hogarth & Emre Soyer

2010 Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market
by Avouyi-Dovi, S. & Idier, J.

2010 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
by Guillermo Benavides

2010 Forecast Revisions of Mexican Inflation and GDP Growth
by Carlos Capistrán & Gabriel López-Moctezuma

2010 Forecast Combinations
by Marco Aiolfi & Carlos Capistrán & Allan Timmermann

2010 Forecasting Inflation in Mexico Using Factor Models: Do Disaggregated CPI Data Improve Forecast Accuracy?
by Raúl Ibarra-Ramírez

2010 The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area
by Sandra Gomes & Pascal Jacquinot & Massimiliano Pisani

2010 Real time forecasts of inflation: the role of financial variables
by Libero Monteforte & Gianluca Moretti

2010 A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast
by Claudia Miani & Stefano Siviero

2010 Estimating DSGE models with unknown data persistence
by Gianluca Moretti & Giulio Nicoletti

2010 Nowcasting Spanish GDP growth in real time: "One and a half months earlier"
by David de Antonio Liedo & Elena Fernández Muñoz

2010 ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession
by Marco J. Lombardi & Philipp Maier

2010 Semi-Structural Models for Inflation Forecasting
by Maral Kichian & Fabio Rumler & Paul Corrigan

2010 On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment
by Nikita Perevalov & Philipp Maier

2010 Forecasting the Path of USS CO2 Emissions Using State-Level Information
by Maximillian Auffhammer & Ralf Steinhauser

2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
by Yin Liao & Heather Anderson & Farshid Vahid

2010 What Drives Commodity Prices?
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini

2010 Bias Correction and Out-of-Sample Forecast Accuracy
by Hyeongwoo Kim & Nazif Durmaz

2010 The Model Confidence Set
by Peter R. Hansen & Asger Lunde & James M. Nason

2010 A Comprehensive Look at Financial Volatility Prediction by Economic Variables
by Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf

2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
by Rasmus Tangsgaard Varneskov & Valeri Voev

2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
by Rasmus Tangsgaard Varneskov

2010 The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
by Leonidas Tsiaras

2010 Forecast Combinations
by Marco Aiolfi & Carlos Capistrán & Allan Timmermann

2010 Forecasting with nonlinear time series models
by Anders Bredahl Kock & Timo Teräsvirta

2010 Correlation versus Cointegration: Do Cointegration based - Index-Tracking Portfolios perform better? Evidence from the Swedish Stock-Market
by Klaus Grobys

2010 Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании
by Harin, Alexander

2010 Random Walk Theory and Exchange Rate Dynamics in Transition Economies
by Nikola Gradojević & Vladimir Djaković & Goran Andjelić

2010 Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia
by Ginters BUSS

2010 On the Importance of the Arrival of New Information
by Rómulo Chumacero

2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
by Manish Kumar

2010 Modelling the Daily Currency in Circulation in Turkey
by Halil Guler & Anil Talasli

2010 Estimating Value-At-Risk (Var) Using TIVEX-POT Models
by Peter Julian A. Cayton & Dennis S. Mapa, Ph. D. & Mary Therese A. Lising

2010 Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices
by John FRY

2010 The Effects Of Real Exchange Rate On Trade Balance In Cote D'Ivoire: Evidence From The Cointegration Analysis And Error-Correction Models
by Drama Bedi Guy HERVE & Yao SHEN & Amzath AMED

2010 ZASTOSOWANIE TECHNIK ITERACYJNYCH W WYCENIE PRZEDSIeBIORSTWA – WYCENA EMCINSMED S.A
by Wiktor Patena

2010 Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models
by Seung, Chang K. & Ahn, Sung K.

2010 The intersections between TRIZ and forecasting methodology
by Georgeta BARBULESCU & Gabriela IONESCU

2010 Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy
by Miron, Dumitru & Tudor, Cristiana

2010 Macromodel Simulations for the Romanian Economy
by Dobrescu, Emilian

2010 Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach
by Dospinescu, Andrei Silviu

2010 Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model
by Albulescu, Claudiu Tiberiu

2010 Prediction Based On Time Series. Applications In Quality Control
by Isaic Maniu, Alexandru & Voda, Viorel Gh.

2010 Forecasting Based On Open Var Model
by Pecican, Eugen St.

2010 Positive Evolution In Economic Forecasting. Case Study: The Evolution Of A Company’S Capital
by POPESCU, Ion & UNGUREANU, Laura & MATEI, Viorel & VELTER, Victor

2010 Building an Early Warning System for Crude Oil Price Using Neural Network
by Song, Wonho

2010 Forecast of facilities stock for the consequences elimination of the anthropogenic accidents
by Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey

2010 Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market
by Varshavsky, Leonid

2010 The impact of oil price dynamics on the macroeconomic indicators of the Russian economy
by Melnikov, Roman

2010 Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework
by Mamonov, Mikhail

2010 The price of Moscow apartments
by Magnus, Jan & Peresetsky, Anatoly

2010 Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2010 An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China
by Yang Shao & Jian-guo Zheng

2010 Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano
by Del Carpio, Carlos & Zevallos, Mauricio

2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
by Jacek Osiewalski & Anna Pajor

2010 Forecasting the Polish Zloty with Non-Linear Models
by Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch

2010 Slowdown or Recession? Forecasts Based on Composite Leading Indicator
by Miroslav Klúcik & Jana Juriová

2010 Simulation approach in stock control of products with sporadic demand
by Jakub Dyntar & Eva Kemrová & Ivan Gros

2010 Combining VAR Forecast Densities Using Fast Fourier Transform
by Jakub Ryšánek

2010 Forecasting Exports Of Industrial Goods From Punjab - An Application Of Univariate Arima Model
by Gulshan Kumar & Sanjeev Gupta

2010 Study On Identifying The Consultancy Needs Of The Members Of The Territorial Pact And The County Partnerships In The Centre Region
by Alina-Teodora Ciuhureanu & Hortensia Gorski & Nicolae Balteş

2010 On Tests For Long-Term Dependence: India’s International Tourism Market
by Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri

2010 A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand
by Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta

2010 International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach
by Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip

2010 International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach
by Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip

2010 Poisson Processes And Compound Poisson Processes In Insurance Management
by Dominika Crnjac Milic

2010 Performance Assessment In Operating Dry Ports
by Ciortescu Cezar-Gabriel

2010 The Determinats Of The Unemployment Rate - Empirical Evidence From Romania
by Kovács Ildikó & Marton Noémi & Patka Kinga & Páll Katalin

2010 The Effects Of Financing Sources Costs Over The Financial And Operational Risk
by Chirila Emil

2010 Use Of Econometric Instruments In Determining The Financial Resources Needed For Professional Skills Development Projects
by Dogar Cristian & Kelemen Andrei

2010 Could Markets Have Helped Predict the Puzzling Exchange Rate Path in CESEE Countries during the Current Crisis?
by Jesús Crespo Cuaresma & Tomáš Slacík

2010 Fiscal Marksmanship in Pakistan
by Muhammad Zakaria & Shujat Ali

2010 On The Road to Euro: How Synchronized Is Estonia with the Euro zone?
by Zuzana Brixiova & Margaret H. Morgan & Andreas Wörgötter

2010 A monetáris restrikció hatása strukturális VAR keretben
by Ábel, István & Kóbor, Ádám

2010 A Variance Ratio Test of Random Walk in Energy Spot Markets
by Chin Wen Cheong

2010 Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi
by Esin FIRUZAN

2010 Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices
by Giancarlo Lutero & Marco Marini

2010 The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector
by Enache, Calcedonia

2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
by Vít Bubák

2010 Game-Theoretic Modeling of Electricity Markets in Central Europe
by Martin Hrubý & Petr Čambala & Jan Toufar

2010 Stime preliminari nelle statistiche giudiziarie: un'applicazione ai procedimenti di separazione e divorzio
by Adriano Pareto & Annamaria Urbano

2010 Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México
by Capistrán, Carlos & López-Moctezuma, Gabriel

2010 Predicción de errores de proyección de inflación en Chile
by Bentancor, Andrea & Pincheira, Pablo

2010 Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
by Guillermo Benavides

2010 Heat waves or Meteor showers: Empirical evidence from the stock markets
by Boppana Nagarjuna & Varadi Vijay Kumar

2010 An Empirical Analysis of Real Activity and Stock Returns in an Emerging Market
by Mansor H. Ibrahim

2010 Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008
by AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

2010 Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV
by Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Velásquez Ceballos

2010 Construcción de un modelo de scoring para el otorgamiento de crédito en una entidad financiera
by Ochoa P., Juan Camilo & Galeano M., Wilinton & Agudelo V., Luis Gabriel

2010 Un modelo SETAR para el PIB colombiano
by Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

2010 Zur Güte der ifo Dresden Konjunkturprognosen
by Gerit Vogt

2010 Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques
by Laurent Ferrara

2010 Determinants of the receipts from shipping services: the case of Greece
by Zacharias Bragoudakis & Stelios Panagiotou

2010 The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment
by Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu

2010 O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado
by Milton Biage & Newton Carneiro Affonso da Costa Jr. & Waldemar Antonio da Rocha de Souza & Marco Antônio de Oliveira Vieira Goulart

2010 Efficient Yield Curve Estimation and Forecasting in Brazil
by Ricardo Azevedo Araujo & Guilherme V. Moura & Marcelo S. Portugal

2010 Assessing The Future Migration Potential Of The Eu Candidate Countries
by Assoc. Prof. Ph.D Vesna Bucevska

2010 Interdependence And Forecasting Of S&P500, Oil, Euro / Dollar And 10-Year U.S. Interest Rate Markets: An Attempt Of Modelling Through The Volatility
by Ahmed KSAIER & Isabelle CRISTIANI-D’ORNANO

2010 Direct Versus Indirect Forecasting of the Defined Real Exchange Rate of South Africa
by Marinda Pretorius & Ilsé Botha

2010 Environmental Quality, Stimulating Factor Consumption in the XXI Century
by Giani Grădinaru

2009 Forecasting Yield Curves Using Analyst's Views
by Leonardo Nogueira

2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
by Costas Milas & Ruthira Naraidoo

2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
by Rangan Gupta & Alain Kabundi

2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 Guss 2020 - Perspektiven für die deutsche Gießereiindustrie
by Hans-Günther Vieweg & Michael Reinhard

2009 Short-Run Oil Price Drivers: South America's Energy Integration
by Mercado, Alejandro F. & Aliaga, F. Javier

2009 Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama
by Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL

2009 Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Forecasting Private Consumption: Survey-based Indicators vs. Google Trends
by Schmidt, Torsten & Vosen, Simeon

2009 Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach
by Ghonghadze, Jaba & Lux, Thomas

2009 Modelling and forecasting liquidity supply using semiparametric factor dynamics
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija

2009 MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian

2009 Pooling versus model selection for nowcasting with many predictors: an application to German GDP
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian

2009 Efficient estimation of forecast uncertainty based on recent forecast errors
by Knüppel, Malte

2009 Calibration of the subdiffusive Black–Scholes model
by Sebastian Orzel & Aleksander Weron

2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
by Klaus Prettner & Robert M. Kunst

2009 Option trading strategies based on semi-parametric implied volatility surface prediction
by Francesco Audrino & Dominik Colangelo

2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach
by Francesco Audrino & Kameliya Filipova

2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
by Jose Angelo Divino & Michael McAleer

2009 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
by Jose Angelo Divino & Michael McAleer

2009 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
by Michael McAleer

2009 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral

2009 Forecasting linear dynamical systems using subspace methods
by Alfredo García-Hiernaux

2009 Modelling Realized Covariances
by Xin Jin & John M Maheu

2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria
by Victor Aguirregabiria

2009 Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
by Jan G. de Gooijer & Cees G.H. Diks & Lukasz T. Gatarek

2009 Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach
by Tim Willems

2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek

2009 UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
by Gary Koop & Dimitris Korompilis

2009 Forecasting realized (co)variances with a block structure Wishart autoregressive model
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

2009 A VECX* model of the Swiss economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

2009 Composite Leading Indicators for Ukraine: An Early Warning Model
by Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer

2009 Could we have predicted the recent downturn in the South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2009 Managing Disinflation under Uncertainty
by Mewael F. Tesfaselassie & Eric Schaling

2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2009 Indicatori privind Convergenţa Reală şi aplicaţiilor acestora
by Pecican, Eugen Stefan

2009 Short-Run Oil Price Drivers: South America’s Energy Integration
by Mercado, Alejandro & Aliaga, Javier

2009 Constructing Consumer Sentiment Index for U.S. Using Google Searches
by Della Penna, Nicolas & Huang, Haifang

2009 A New Look at Copper Markets: A Regime-Switching Jump Model
by Chan, Wing Hong & Young, Denise

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Gary Koop & Dimitris Korobilis

2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
by Costas Milas & Ruthira Naraidoo

2009 Forecasting Inflation Using Dynamic Model Averaging
by Gary Koop & Dimitris Korobilis

2009 Inflation Volatility and Forecast Accuracy
by Jamie Hall & Jarkko Jääskelä

2009 Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy
by Vlad Pavlov & Stan Hurn

2009 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Don Harding & Adrian Pagan

2009 A State Space Approach to Extracting the Signal from Uncertain Data
by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard

2009 Back to basics: Data revisions
by Fátima Cardoso & Cláudia Duarte

2009 Are ATM/POS Data Relevant When Nowcasting Private Consumption?
by Paulo Soares Esteves

2009 Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
by Maximiano Pinheiro & António Rua & Francisco Craveiro Dias

2009 Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
by Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani

2009 Eficiencia gerencial: propuesta metodológica para su medición y evaluación en el sector eléctrico de Venezuela
by Acevedo Rueda, Rafael Alexis

2009 Bankruptcy prediction models: How to choose the most relevant variables?
by du Jardin, Philippe

2009 Non-linear relation between industrial production and business surveys data
by Bruno, Giancarlo

2009 Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model
by Todd, Prono

2009 Forecasting output growth by the yield curve: the role of structural breaks
by He, Zhongfang

2009 Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables
by Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine

2009 Estimating Value-at-Risk (VaR) using TiVEx-POT Models
by Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese

2009 Microenvironment-specific Effects in the Application Credit Scoring Model
by Khudnitskaya, Alesia S.

2009 Examining the Ability of Core Inflation to Capture the Overall Trend of Total Inflation
by Tierney, Heather L.R.

2009 Forecasting wholesale electricity prices: A review of time series models
by Weron, Rafal

2009 VAR forecasting using Bayesian variable selection
by Korobilis, Dimitris

2009 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio

2009 Results of a special questionnaire for participants in the ECB Survey of Professional Forecasters (SPF)
by Meyler, Aidan & Rubene, Ieva

2009 Būvniecības nozares prognozēšanas modelis
by Skribans, Valerijs

2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
by Koop, Gary & Korobilis, Dimitris

2009 Puzzle solver
by Christian, Mueller-Kademann

2009 External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model
by NR, Bhanumurthy & Kumawat, Lokendra

2009 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

2009 Krīzes un 2009. gada nodokļu politikas izmaiņu ietekme uz Latvijas ekonomiku
by Skribans, Valerijs

2009 Влияние Трудовой Эмиграции На Рынок Труда В Латвии
by Skribans, Valerijs

2009 Predicting unemployment in short samples with internet job search query data
by Francesco, D'Amuri

2009 Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach
by Beneki, Christina & Eeckels, Bruno & Leon, Costas

2009 "Google it!" Forecasting the US unemployment rate with a Google job search index
by D'Amuri, Francesco/FD & Marcucci, Juri/JM

2009 Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data
by Tierney, Heather L.R.

2009 Bubbles and contagion in English house prices
by Fry, J. M.

2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
by Bušs, Ginters

2009 Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone
by Lendjoungou, Francis

2009 Bias Correction and Out-of-Sample Forecast Accuracy
by Kim, Hyeongwoo & Durmaz, Nazif

2009 Forecasting credit growth rate in Romania: from credit boom to credit crunch?
by Albulescu, Claudiu Tiberiu

2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach
by Bušs, Ginters

2009 Understanding forecast failure of ESTAR models of real exchange rates
by Buncic, Daniel

2009 Predicting Elections from Biographical Information about Candidates
by Armstrong, J. Scott & Graefe, Andreas

2009 Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
by Green, Kesten C. & Armstrong, J. Scott

2009 Data Revisions in India and its Implications for Monetary Policy
by Kishor, N. Kundan

2009 Business Aviation in Germany: An empirical and model-based analysis
by Berster, Peter & Gelhausen, Marc Christopher & Wilken, Dieter

2009 “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models
by Bezemer, Dirk J

2009 General correcting formula of forecasting?
by Harin, Alexander

2009 “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
by Boainain, Pedro G. & Valls Pereira, Pedro L.

2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
by Gan, Jumwu

2009 Общая Корректирующая Формула Прогнозирования
by Harin, Alexander

2009 Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?
by Manzan, Sebastiano & Zerom, Dawit

2009 Understanding forecast failure in ESTAR models of real exchange rates
by Buncic, Daniel

2009 Building and Using a Small Macroeconometric Model: Klein Model I as an Example
by Renfro, Charles G

2009 Bootstrap prediction intervals for threshold autoregressive models
by Jing, Li

2009 Revisiting the Derivative: Implications on the Rate of Change Analysis
by Khumalo, Bhekuzulu

2009 Cointegration And The Forecast Accuracy Of Var Models
by Maria M. De Mello

2009 Testing Predictive Ability and Power Robustification
by Kyungchul Song

2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
by Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

2009 A defence of the FOMC
by Martin Ellison & Thomas J. Sargent

2009 Estonia and Euro Adoption: Small Country Challenges of Joining EMU
by Zuzana Brixiova & Margaret Morgan & Andreas Wörgötter

2009 Measuring output gap uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey

2009 Forecasting national activity using lots of international predictors: an application to New Zealand
by Sandra Eickmeier & Tim Ng

2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand
by Chris Bloor & Troy Matheson

2009 A Stochastic Forecast Model For Japan'S Population
by Yoichi Okita & Wade D. Pfau & Giang Thanh Long

2009 DSGE Model-Based Forecasting of Non-modelled Variables
by Frank Schorfheide & Keith Sill & Maxym Kryshko

2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Lucas W. Davis & Lutz Kilian

2009 Optimal Probabilistic Forecasts for Counts
by Brendan P.M. McCabe & Gael M. Martin & David Harris

2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid

2009 Forecasting time series with complex seasonal patterns using exponential smoothing
by Alysha M De Livera & Rob J Hyndman

2009 The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting
by Dominique Guegan & Patrick Rakotomarolahy

2009 Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach
by David Kelly & David Letson & Forest Nelson & David S. Nolan & Daniel Solis

2009 Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
by Theologos Dergiades & Apostolos Dasilas

2009 Labour Market Dynamics in EU: a Bayesian Markov Chain Approach
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Martin Mandler

2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
by Martin Mandler

2009 Forecasting the Spanish economy with an Augmented VAR-DSGE model
by Gonzalo Fernandez-de-Córdoba & José L. Torres

2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

2009 On Marginal Likelihood Computation in Change-point Models
by Luc Bauwens & Jeroen V.K. Rombouts

2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem

2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem

2009 Non-linear relation between industrial production and business surveys data
by Giancarlo Bruno

2009 Inflation Targeting Twenty Years on: Where, When, Why, With what Effects, What lies ahead?
by Klaus Schmidt-Hebbel.

2009 Forecasting Romanian Financial System Stability using a Stochastic Simulation Model
by Claudiu Tiberiu Albulescu

2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
by Costantini, Mauro & Kunst, Robert M.

2009 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

2009 A Latent Variable Approach to Forecasting the Unemployment Rate
by C. L. Chua & G. C. Lim & Sarantis Tsiaplias

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Pooyan Amir Ahmadi & Albrecht Ritschl

2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci

2009 Stochastic Population Forecast for Germany and its Consequence for the German Pension System
by Wolfgang Härdle & Alena Mysickova

2009 Combination of multivariate volatility forecasts
by Alessandra Amendola & Giuseppe Storti

2009 Volatility Forecasting: The Jumps Do Matter
by Fulvio Corsi & Davide Pirino & Roberto Reno

2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
by Isao Ishida & Toshiaki Watanabe

2009 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan

2009 On risk prediction
by Lönnbark, Carl

2009 Value at Risk for Large Portfolios
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt

2009 Uncertainty of Multiple Period Risk Measures
by Lönnbark, Carl

2009 Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model
by Zagaglia, Paolo

2009 Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
by Giordani, Paolo & Villani, Mattias

2009 Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
by Li, Feng & Villani, Mattias & Kohn, Robert

2009 Disagreement among Forecasters in G7 Countries
by Jonas Dovern & Ulrich Fritsche & Jiri Slacalek

2009 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function
by Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs

2009 Forecasting long memory time series under a break in persistence
by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson

2009 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

2009 Can the Fed Predict the State of the Economy?
by Tara Sinclair & Frederick L. Joutz

2009 Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule
by Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber

2009 Can the Fed Predict the State of the Economy?
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler

2009 Working Paper 11-09 - Hausse de la fiscalité sur l’énergie et baisse d’autres formes de prélèvement : résultats macroéconomiques
by Delphine Bassilière & Francis Bossier & Frédéric Verschueren

2009 Semiparametric vector MEM
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2009 Automated Variable Selection in Vector Multiplicative Error Models
by Fabrizio Cipollini & Giampiero M. Gallo

2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
by Andrea Bastianin

2009 Um teste a relacao entre os niveis de confianca e de desemprego em Portugal
by António Caleiro

2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

2009 Survey Data as Coicident or Leading Indicators
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

2009 Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher

2009 Did the introduction of the euro impact on inflation uncertainty? - An empirical assessment
by Matthias Hartmann & Helmut Herwartz

2009 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

2009 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
by Rombouts, J.V.K. & Verbeek, M.J.C.M.

2009 It Pays to Violate: How Effective are the Basel Accord Penalties?
by da Veiga, B. & Chan, F. & McAleer, M.J.

2009 Forecasting Realized Volatility with Linear and Nonlinear Models
by McAleer, M.J. & Medeiros, M.C.

2009 What Happened to Risk Management During the 2008-09 Financial Crisis?
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

2009 How Accurate are Government Forecast of Economic Fundamentals?
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.

2009 Statistical Opacity In The U.S. Banking Industry
by Guo Li & Lee Sanning & Sherrill Shaffer

2009 An Econometric Analysis Of Some Models For Constructed Binary Time Series
by Don Harding & Adrian Pagan

2009 Understanding forecast failure of ESTAR models of real exchange rates
by Daniel Buncic

2009 Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator
by Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli

2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors
by Lucia Alessi & Matteo Barigozzi & Marco Capasso

2009 Model Comparisons in Unstable Environments
by Raffaella Giacomini & Barbara Rossi

2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi

2009 Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
by Tatevik Sekhposyan & Barbara Rossi

2009 Volatility under Bounded Rationality
by Nhat Le

2009 Forecasting Random Walks under Drift Instability
by M. Hashem Pesaran & Andreas Pick

2009 Forecasting the fragility of the banking and insurance sector
by Kerstin Bernoth & Andreas Pick

2009 Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables
by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi

2009 Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?
by Eric Girardin & Konstantin A. Kholodilin

2009 Forecasting the Fragility of the Banking and Insurance Sector
by Kerstin Bernoth & Andreas Pick

2009 Do Forecasters Inform or Reassure?: Evaluation of the German Real-Time Data
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Automated financial multi-path GETS modelling
by Escribano, Álvaro & Sucarrat, Genaro

2009 The relationship between the volatility of returns and the number of jumps in financial markets
by Karyampas, Dimitrios & Cartea, Álvaro

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
by Janine Aron & John Muellbauer

2009 Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
by Ritschl, Albrecht & Sarferaz, Samad

2009 The role of central bank transparency for guiding private sector forecasts
by Ehrmann, Michael & Eijffinger, Sylvester C W & Fratzscher, Marcel

2009 Depression Econometrics: A FAVAR Model of Monetary Policy During the Great Depression
by Ahmadi, Pooyan Amir & Ritschl, Albrecht

2009 A defence of the FOMC
by Ellison, Martin & Sargent, Thomas J

2009 Predicting recoveries and the importance of using enough information
by Cai, Xiaoming & Den Haan, Wouter

2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
by Kilian, Lutz & Kim, Yun Jung

2009 Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?
by Hicks, Bruce & Kilian, Lutz

2009 Pooling versus model selection for nowcasting with many predictors: An application to German GDP
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian

2009 Some Issues in Modeling and Forecasting Inflation in South Africa
by Aron, Janine & Muellbauer, John

2009 Estimating the Effect of a Gasoline Tax on Carbon Emissions
by Davis, Lucas W & Kilian, Lutz

2009 Variable Selection and Inference for Multi-period Forecasting Problems
by Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G

2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
by HEINEN, Andréas & VALDESOGO, Alfonso

2009 On marginal likelihood computation in change-point models
by BAUWENS, Luc & ROMBOUTS, Jeroen

2009 Understanding volatility dynamics in the EU-ETS market: lessons from the future
by SANIN, Maria Eugenia & VIOLANTE, Francesco

2009 Consistent ranking of multivariate volatility models
by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

2009 Estimating the size of rural labour surplus in China - A dynamic general equilibrium analysis
by Yinhua Mai & Xiujian Peng

2009 Bootstrap Confidence Bands for Forecast Paths
by Anna Staszewska-Bystrova

2009 Metodos de pronostico
by Ignacio Velez-Pareja

2009 Un modelo SETAR para el PIB Colombiano
by Milena Hoyos & Johanna Ramos & Lorena Vivas

2009 Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia
by José Mauricio Salazar Sáenz

2009 A Dynamic Factor Model For The Colombian Inflation
by Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas

2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
by E. Otranto

2009 Implementing the New Structural Model of the Czech National Bank
by Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek

2009 Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
by Camilo SERRANO & Martin HOESLI

2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
by Christina Ziegler

2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
by Steffen Henzel & Johannes Mayr

2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni

2009 Oil Exports and the Iranian Economy
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran

2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
by Sasa Zikovic & Randall Filer

2009 Oil Exports and the Iranian Economy
by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.

2009 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

2009 Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
by Evarist Stoja & Arnold Polanski

2009 Evaluating the stresses from ECB monetary policy in the euro area
by Lee, Jim & Crowley, Patrick M.

2009 Combining VAR and DSGE forecast densities
by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey

2009 Evaluating ensemble density combination - forecasting GDP and inflation
by Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud

2009 Real-Time Inflation Forecasting in a Changing World
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo

2009 Macro modelling with many models
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey

2009 Forecasting inflation in France
by Célérier, C.

2009 Forecasting Euro-area recessions using time-varying binary response models for financial
by Bellégo, C. & Ferrara, L.

2009 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.

2009 Are disaggregate data useful for factor analysis in forecasting French GDP?
by Barhoumi, K. & Darné, O. & Ferrara, L.

2009 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

2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico
by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations
by Jose Gonzalo Rangel & Robert F. Engle

2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
by Guillermo Benavides & Carlos Capistrán

2009 Comparing forecast accuracy: A Monte Carlo investigation
by Fabio Busetti & Juri Marcucci & Giovanni Veronese

2009 A quarterly fiscal database for the euro area based on intra-annual fiscal information
by Joan Paredes & Diego J. Pedregal & Javier J. Pérez

2009 Is there a signalling role for public wages? Evidence for the euro area based on macro data
by Javier J. Pérez & A. Jesús Sánchez

2009 Short-term monitoring of the Spanish Government balance with mixed-frequencies models
by Teresa Leal & Diego J. Pedregal & Javier J. Pérez

2009 Extraction of financial market expectations about inflation and interest rates from a liquid market
by Ricardo Gimeno & José Manuel Marqués

2009 Modelling export and import demand functions: the Spanish case
by Coral García & Esther Gordo & Jaime Martínez-Martín & Patrocinio Tello

2009 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M. Maheu

2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

2009 Individual prediction of automobile bodily injury claims liabilities
by Mercedes Ayuso(universitat de Barcelona) & Miguel Santolino(Universitat de Barcelona)

2009 On the Economic Evaluation of Volatility Forecasts
by Valeri Voev

2009 Forecasting long memory time series under a break in persistence
by Florian Heinen & Philipp Sibbertsen & Robinson Kruse

2009 Forecasting with Universal Approximators and a Learning Algorithm
by Anders Bredahl Kock

2009 Forecasting inflation with gradual regime shifts and exogenous information
by Andrés González & Kirstin Hubrich & Timo Teräsvirta

2009 Forecast Evaluation of Explanatory Models of Financial Variability
by Sucarrat, Genaro

2009 The Australian Treasury’s fiscal aggregate projection model
by David Woods & Mary Farrugia & Mitchell Pirie

2009 What Explains The Great Moderation in the U.S.? A Structural Analysis
by Fabio Canova

2009 Estimating Value-at-Risk for the Turkish Stock Index Futures in the Presence of Long Memory Volatility
by Adnan Kasman

2009 Output Gap Measures For Pakistan: Methodoligies And Challenges For The Monetary Policy
by Sarfaraz SYED & Ali SHAH

2009 A Duration-Dependent Regime Switching Model for an Open Emerging Economy
by Ozun, Alper & Turk, Mehmet

2009 Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead
by Matei, Marius

2009 A Neural Network Model for Time-Series Forecasting
by Morariu, Nicolae & Iancu, Eugenia & Vlad, Sorin

2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe
by Stefanescu, Stefan

2009 Structural Fund Absorption: A New Challenge For Romania?
by Zaman, Gheorghe & Georgescu, George

2009 Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development
by Varshavsky , Leonid

2009 Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
by Sasa Zikovic & Bora Aktan

2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes
by Anna Pajor

2009 Simple but Effective: The OeNB’s Forecasting Model for Selected CESEE Countries
by Jesús Crespo Cuaresma & Martin Feldkircher & Tomáš Slacík & Julia Wörz

2009 Forecasting Financial Crises by Applying the “Temple Model of Financial Crises” Against the Background of the Indonesian Experience
by Muhammad Handry Imansyah & Armin J. Kammel

2009 Assessing the Accuracy of Event Forecasts
by Ching-Chuan Tsong

2009 Reexamining asymmetric effects of monetary and government spending policies on economic growth using quantile regression
by Ming-Yuan Leon Li

2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey
by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag

2009 Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu
by Ebru Caglayan & Tugba Dayioglu

2009 Box-Jenkins ve Nonparametrik Regresyon Yöntemlerinin Etkinliklerinin Karsilastirilmasi: IMKB-100 Endeksine Yonelik Bir Uygulama
by Namýk Kemal ERDOGAN & Nevin UZGOREN

2009 Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar
by Benavides, Guillermo

2009 Interdependencies between Expected Default Frequency and the Macro Economy
by Per Asberg Sommar & Hovick Shahnazarian

2009 Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
by Khurshid M. Kiani

2009 Un sistema ARIMA con agregación temporal para la previsión y el seguimiento del déficit del Estado
by Teresa Leal Linares & Javier J. Pérez

2009 Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model
by Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha

2009 Data Mining. New Trends, Applications and Challenges
by Bart Baesens

2009 The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets
by Lake E. A. & Katrakilidis C.

2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner

2009 Could the jump diffusion technique enhance the effectiveness of futures hedging models?
by Li, Ming-Yuan Leon

2009 Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
by Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith

2009 MEXICAN MAQUILA INDUSTRY OUTLOOK. A Quantitative Space-Time Analysis
by F. Javier TRIVEZ & Angel Mauricio REYES & F. Javier ALIAGA

2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
by Konstantin A. Kholodilin & Stefan Kooths

2009 Geben Konjunkturprognosen eine gute Orientierung?
by Konstantin A. Kholodilin & Boriss Siliverstovs

2009 Un Modelo No Lineal Para La Predicción De La Demanda Mensual De Electricidad En Colombia
by JUAN DAVID VELÁSQUEZ & CARLOS JAIME FRANCO & HERNÁN ALONSO GARCÍA

2009 ¿Qué Tan Buenos Son Los Patrones Del Igbc Para Predecir Su Comportamiento?
by JULIO CÉSAR ALONSO & JUAN CARLOS GARCÍA

2009 Modelación de la inversión en Centroamérica y la República Dominicana
by José R. Sánchez-Fung

2009 Econometric Models for Oil Price Forecasting: A Critical Survey
by Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa

2009 Estimation précoce de la croissance. De la régression LARS au modèle à facteurs
by Françoise Charpin

2009 Hedge fund and market risk: new concepts and models, beyond VaR
by Maria Debora Braga

2008 Could We Have Predicted The Recent Downturn In The South African Housing Market?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models
by Rangan Gupta & Alain Kabundi

2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs
by Rangan Gupta & Alain Kabundi

2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa
by Rangan Gupta & Alain Kabundi

2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
by Zhongjun Qu & Pierre Perron

2008 China’s Real Exchange Rate Puzzle
by Tyers, Rod & Golley, Jane

2008 Endeks getirilerinin yapay sinir agları modelleri ile tahmin edilmesi: Gelismekte olan Avrupa borsaları uygulaması
by Emin AVCI & Murat ÇİNKO

2008 Türkiye turizm sektörünün talep analizi
by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU

2008 Ratings trends and market meat in Romania in the context of the current food crisis
by Toderoiu, Filon & MATEESCU, Mihaela

2008 Choosing between alternative measures of core inflation using bounded rationality and cognitive biases
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2008 CO2 Emission Reduction in Freight Transports How to Stimulate Environmental Friendly Behaviour?
by Bühler, Georg & Jochem, Patrick

2008 Inflation Forecasting with Inflation Sentiment Indicators
by Döhrn, Roland & Schmidt, Christoph M. & Zimmermann, Tobias

2008 Managing disinflation under uncertainty
by Tesfaselassie, Mewael F. & Schaling, Eric

2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
by Sucarrat, Genaro

2008 Does money still matter for U.S. output?
by Berger, Helge & Österholm, Pär

2008 Does global liquidity matter for monetary policy in the Euro area?
by Berger, Helge & Harjes, Thomas

2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
by Knüppel, Malte & Schultefrankenfeld, Guido

2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
by Wang, Mu-Chun

2008 Short-term forecasting of electricity prices: Do we need a different model for each hour?
by Adam Misiorek

2008 Forecasting inflation with dynamic factor model – the case of Poland
by Jacek Kotlowski

2008 Explanations of the inconsistencies in survey respondents'forecasts
by Clements, Michael P.

2008 Rounding of probability forecasts : The SPF forecast probabilities of negative output growth
by Clements, Michael P.

2008 Valuation of open space: Hedonic house price analyses in the Dutch Randstad region
by Dekkers, J. & Koomen, E.

2008 Volatility forecasting: the jumps do matter
by Fulvio Corsi & Davide Pirino & Roberto Renò

2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process
by Francesco Audrino & Marcelo C. Medeiros

2008 Modeling Tick-by-Tick Realized Correlations
by Fulvio Corsi & Francesco Audrino

2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects
by Fulvio Corsi & Francesco Audrino

2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
by Chunming Yuan

2008 Federal Reserve information during the great moderation
by Karl Whelan & Antonello D'Agostino

2008 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M Maheu

2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
by Alonso Gomez & John M Maheu & Alex Maynard

2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
by Frank A.G. den Butter & Pieter W. Jansen

2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
by Lennart Hoogerheide & Herman K. van Dijk

2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load
by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet

2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
by Cees Diks & Valentyn Panchenko & Dick van Dijk

2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
by Daniel Buncic

2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
by Young-Bae Kim

2008 Neural Network Models for Inflation Forecasting: An Appraisal
by Ali Choudhary & Adnan Haider

2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
by Roger Hammersland & Dag Henning Jacobsen

2008 Classical identification: A viable road for data to inform structural modeling
by Roger Hammersland

2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive Bowsher & Roland Meeks

2008 Sources of Real Exchange Rate Misalignment Evidence from Pakistan
by Shah Hussain

2008 Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches
by Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan

2008 Managing Disinflation under Uncertainty
by Mewael F. Tesfaselassie & Eric Schaling

2008 Is a DFM Well Suited for Forecasting Regional House Price Inflation?
by Sonali Das & Rangan Gupta & Alain Kabundi

2008 Understanding Errors in EIA Projections of Energy Demand
by Fischer, Carolyn & Herrnstadt, Evan & Morgenstern, Richard D.

2008 A Small BVAR-DSGE Model for Forecasting the Australian Economy
by Andrew Hodge & Tim Robinson & Robyn Stuart

2008 Combining Multivariate Density Forecasts Using Predictive Criteria
by Hugo Gerard & Kristoffer Nimark

2008 Forecasting with Dynamic Models using Shrinkage-based Estimation
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2008 A Review of Forecasting Techniques for Large Data Sets
by Jana Eklund & George Kapetanios

2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
by Jan J.J. Groen & George Kapetanios

2008 On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information
by Maximiano Pinheiro & Paulo Soares Esteves

2008 Forecasting investment: A fishing contest using survey data
by Sara Serra & José R. Maria

2008 Forecasting Using Targeted Diffusion Indexes
by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

2008 Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area
by Carlo Altavilla & Matteo Ciccarelli

2008 Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches
by S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan

2008 Airport Choice in a Constraint World: Discrete Choice Models and Capacity Constraints
by Gelhausen, Marc Christopher

2008 Predicting elections from politicians’ faces
by Armstrong, J. Scott & Green, Kesten C. & Jones, Randall J. & Wright, Malcolm

2008 A Naïve Sticky Information Model of Households’ Inflation Expectations
by Lanne, Markku & Luoma, Arto & Luoto, Jani

2008 The Cyclicity as Evolution Form of Economic Activities
by UNGUREANU, Laura

2008 ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling
by Degiannakis, Stavros

2008 Rolling-sampled parameters of ARCH and Levy-stable models
by Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas

2008 Volatility forecasting: intra-day vs. inter-day models
by Angelidis, Timotheos & Degiannakis, Stavros

2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214
by Olenev, Nicholas

2008 Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies
by Ardic, Oya Pinar & Ergin, Onur & Senol, G. Bahar

2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting
by Nwaobi, Godwin

2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
by Buncic, Daniel

2008 Liquidity-Induced Dynamics in Futures Markets
by Fagan, Stephen & Gencay, Ramazan

2008 Can financial ratios predict the Malaysian stock return?
by Lee, Chin & Lee, Weng Hong

2008 Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
by Rumyantsev, Mikhail I.

2008 Bankruptcy prediction and neural networks: The contribution of variable selection methods
by du Jardin, Philippe

2008 Forecasting Using Functional Coefficients Autoregressive Models
by Bruno, Giancarlo

2008 Rules of Origin and Sensitive List under SAFTA and Bilateral FTAs among South Asian Countries: Quantitative Assessments of Potential Implications for Nepal
by Raihan, Selim

2008 Using sentiment surveys to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Using sentiment to predict GDP growth and stock returns
by Guzman, Giselle C.

2008 Estimation de l'emploi régional et sectoriel salarié français : application à l'année 2006
by Buda, Rodolphe

2008 Detecting and forecasting business cycle turning points
by Harding, Don

2008 Capital flow to China and the issue of hot money: an empirical investigation
by Lai, Jennifer /J.T.

2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
by Omay, Tolga

2008 An Early Warning Signals Approach for Currency Crises: The Turkish Case
by Ari, Ali

2008 Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
by Giovanis, Eleftherios

2008 A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
by Giovanis, eleftheios

2008 Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
by Giovanis, Eleftherios

2008 Neuro-Fuzzy approach for the predictions of economic crisis
by Giovanis, Eleftherios

2008 Implied Volatility with Time-Varying Regime Probabilities
by Lanne, Markku & Ahoniemi, Katja

2008 Forecasting in vector autoregressions with many predictors
by Korobilis, Dimitris

2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
by Maldonado, Diego & Pazmiño, Mariela

2008 Exchange Rates Predictability in Developing Countries
by Sarmidi, Tamat

2008 Nyquist Frequency in Sequentially Sampled Data
by Faghih, Nezameddin & Faghih, Ali

2008 How Income Contingent Loans could affect Return to Higher Education: a microsimulation of the French Case
by Courtioux, Pierre

2008 The Role of Trends and Detrending in DSGE Models
by Andrle, Michal

2008 Estimating components of ICT expenditure: a model-based approach with applicability to short time-series
by Cooper, Russel & Madden, Gary G

2008 Infrastructure for Sustainable Growth: A Demand Projection Exercise for India
by Majumder, Rajarshi

2008 Benchmark forecasts for climate change
by Green, Kesten C & Armstrong, J Scott & Soon, Willie

2008 Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
by Guidi, Francesco

2008 Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data
by Nikolsko-Rzhevskyy, Alex

2008 Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
by Visser, Marcel P.

2008 Forecasting macroeconomic variables using a structural state space model
by de Silva, Ashton

2008 Direct and iterated multistep AR methods for difference stationary processes
by Proietti, Tommaso

2008 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
by Weron, Rafal & Misiorek, Adam

2008 Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
by Baptista, Ricardo F. de F. & Valls Pereira, Pedro L.

2008 A panel data analysis for the greenhouse effects in fifteen countries of European Union
by Giovanis, Eleftherios

2008 Modeling Trade Direction
by Rosenthal, Dale W.R.

2008 The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
by Attiya Y. Javid & Eatzaz Ahmad

2008 Forecasting temperature indices with timevarying long-memory models
by Massimiliano Caporin & Juliusz Pres

2008 Forecasting with Equilibrium-correction Models during Structural Breaks
by Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

2008 Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation
by Fabio Rumler & Maria Teresa Valderrama

2008 Estimating a Supply Block for Poland
by Rafal Kierzenkowski & Patrice Ollivaud & Franck Sédillot & Philippe Briard

2008 Incorporating judgement with DSGE models
by Jaromír Beneš & Andrew Binning & Kirdan Lees

2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand
by Chris Bloor & Troy Matheson

2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive G. Bowsher & Roland Meeks

2008 Forecast Evaluation of Small Nested Model Sets
by Kirstin Hubrich & Kenneth D. West

2008 Phillips Curve Inflation Forecasts
by James H. Stock & Mark W. Watson

2008 Efficient Prediction of Excess Returns
by Jon Faust & Jonathan H. Wright

2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
by Kenneth S. Rogoff & Vania Stavrakeva

2008 Can Exchange Rates Forecast Commodity Prices?
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi

2008 Global Forces and Monetary Policy Effectiveness
by Jean Boivin & Marc Giannoni

2008 Forecast with judgment and models
by Francesca Monti

2008 Forecast with judgment and models
by Francesca Monti

2008 Forecast with judgment and models
by Francesca Monti

2008 Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler

2008 Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler

2008 Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler

2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
by Ralph D. Snyder & Anne B. Koehler

2008 Density forecasting for long-term peak electricity demand
by Rob J Hyndman & Shu Fan

2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

2008 The tourism forecasting competition
by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

2008 GDP nowcasting with ragged-edge data : A semi-parametric modelling
by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy

2008 Business surveys modelling with seasonal-cyclical long memory models
by Laurent Ferrara & Dominique Guegan

2008 Forecasting chaotic systems : the role of local Lyapunov exponents
by Dominique Guegan & Justin Leroux

2008 Effect of noise filtering on predictions : on the routes of chaos
by Dominique Guegan

2008 Estimation of k-factor GIGARCH process : a Monte Carlo study
by Abdou Kâ Diongue & Dominique Guegan

2008 Measuring bank capital requirements through Dynamic Factor analysis
by Andrea Cipollini & Giuseppe Missaglia

2008 Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities
by Csaba Csávás

2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
by Matteo Pelagatti & Valeria Negri

2008 Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?
by George Christodoulakis & Emmanuel Mamatzakis

2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
by Catherine Kyrtsou & Michel Terraza

2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

2008 Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators
by Konstantins Benkovskis

2008 Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
by G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze

2008 Forecasting Using Functional Coefficients Autoregressive Models
by Giancarlo Bruno

2008 Nonlinear Exchange Rate Predictability
by Carlos Felipe Lopez Suarez & Jose Antonio Rodriguez Lopez

2008 Forecasting the maximum compensation offer in the automobile BI claims negotiation proces
by Mercedes Ayuso & Miguel Santolino

2008 Poverty Estimating Poverty for Indigenous Groups by Matching Census and Survey Data
by Claudio Agostini & Phillip Brown & Andrei Roman

2008 Poverty and Inequality among Ethnic Groups in Chile
by Claudio Agostini & Phillip Brown & Andrei Roman

2008 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
by Costantini, Mauro & Pappalardo, Carmine

2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
by Dominique Guégan & Justin Leroux

2008 Regional unemployment forecasts with spatial interdependencies
by Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

2008 Testing directional forecast value in the presence of serial correlation
by Oliver Blaskowitz & Helmut Herwartz

2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
by Oliver Blaskowitz & Helmut Herwartz

2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
by Wolfgang Reichmuth & Samad Sarferaz

2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
by Wolfgang Reichmuth & Samad Sarferaz

2008 Measuring and Modeling Risk Using High-Frequency Data
by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

2008 The Accuracy of Long-term Real Estate Valuations
by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
by Oliver Blaskowitz & Helmut Herwatz

2008 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle

2008 House Prices and Replacement Cost: A Micro-Level Analysis
by Rainer Schulz & Axel Werwatz

2008 Value-at-Risk and Expected Shortfall when there is long range dependence
by Wolfgang Härdle & Julius Mungo

2008 Modelling of Currency outside Banks in Croatia
by Maroje Lang & Davor Kunovac & Silvio Basač & Željka Štaudinger

2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
by Tom Pak-wing Fong & Chun-shan Wong

2008 Comparing Forecast Performance of Exchange Rate Models
by Lillie Lam & Laurence Fung & Ip-wing Yu

2008 A Corrected Value-at-Risk Predictor
by Lönnbark, Carl

2008 Macroeconomic Impact on Expected Default Frequency
by Åsberg Sommar, Per & Shahnazarian, Hovick

2008 Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler

2008 Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
by Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid

2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

2008 Comparison of Volatility Measures: a Risk Management Perspective
by Christian T. Brownlees & Giampiero Gallo

2008 Revisiting useful approaches to data-rich macroeconomic forecasting
by Groen, Jan J. J. & Kapetanios, George

2008 The Taylor rule and forecast intervals for exchange rates
by Wang, Jian & Wu, Jason J.

2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
by Vít Bubák

2008 Path Forecast Evaluation
by Òscar Jordà & Massimiliano Marcellino

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino

2008 A Monthly Indicator of the Euro Area GDP
by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti

2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten

2008 Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
by Massimiliano Marcellino & Christian Schumacher

2008 Estimating critical mass in the global cellular telephony market
by Michal Grajek & Tobias Kretschmer

2008 Flexible Decision Support in Dynamic Interorganizational Networks
by Collins, J. & Ketter, W. & Gini, M.

2008 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.

2008 Experts' Stated Behavior
by Boulaksil, Y. & Franses, Ph.H.B.F.

2008 A decision rule to minimize daily capital charges in forecasting value-at-risk
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.

2008 The ten commandments for optimizing value-at-risk and daily capital charges
by McAleer, M.J.

2008 Modelling sustainable international tourism demand to the Brazilian Amazon
by Divino, J.A. & McAleer, M.J.

2008 Model selection for forecast combination
by Franses, Ph.H.B.F.

2008 Modeling monetary policy in real time:Does discreteness matter?
by Sirchenko Andrey

2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
by Christian Schulz

2008 Short-Term Forecasts of Euro Area GDP Growth
by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler

2008 Large Bayesian VARs
by Martha Banbura & Domenico Giannone & Lucrezia Reichlin

2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
by Tatevik Sekhposyan & Barbara Rossi

2008 Forecast Comparisons in Unstable Environments
by Giacomini, Raffaella & Rossi, Barbara

2008 Can Exchange Rates Forecast Commodity Prices?
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

2008 A methodology for population projections: an application to Spain
by Rodríguez, Julio & Peña, Daniel & Alonso, Andrés M.

2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
by Sánchez, María Jesús & Rodríguez, Julio & García-Martos, Carolina & Alonso, Andrés M.

2008 Measuring causality between volatility and returns with high-frequency data
by Taamouti, Abderrahim & García, René & Dufour, Jean-Marie

2008 Short and long run causality measures: theory and inference
by Taamouti, Abderrahim & Dufour, Jean-Marie

2008 General to specific modelling of exchange rate volatility : a forecast evaluation
by Sucarrat, Genaro & Bauwens, Luc

2008 Multi-sector inflation forecasting - quarterly models for South Africa
by Janine Aron & John Muellbauer

2008 Forecasting Unemployment Rate Using a Neural Network with Fuzzy Inference System
by George Atsalakis & Camelia Ioana Ucenic & Christos Skiadas

2008 Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period
by George Xanthos & Dikaios Tserkezos

2008 Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System
by George Atsalakis & Dimitrios Nezis & George Matalliotakis & Camelia Ioana Ucenic & Christos Skiadas

2008 Are Prices Really Affected by Mergers?
by X. BOUTIN & L. JANIN

2008 Path Forecast Evaluation
by Jordà, Òscar & Marcellino, Massimiliano

2008 Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

2008 A Monthly Indicator of the Euro Area GDP
by Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso

2008 Short-term Forecasts of Euro Area GDP Growth
by Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard

2008 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP
by Marcellino, Massimiliano & Schumacher, Christian

2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor

2008 Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts
by Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

2008 Investigating uncertainty in macroeconomic forecasts by stochastic simulation
by Debby Lanser & Henk Kranendonk

2008 An easy test for two stationary long processes being uncorrelated via AR approximations
by WANG , Shin-Huei & HSIAO, Cheng

2008 Modelling the Economic Effects of Population Ageing
by James Giesecke & G.A. Meagher

2008 Pronósticos de agregados a partir de desagregados Caso empírico: Inflación de alimentos en Colombia
by Eliana Rocío González Molano

2008 An estimation of the pattern of diffusion of mobile phones: the case of Colombia
by Luis Fernando Gamboa & Jesus Otero

2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
by Nikolay Robinzonov & Klaus Wohlrabe

2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
by Steffen Henzel

2008 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan

2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information
by Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser

2008 The Information Content of KOF Indicators on Swiss Current Account Data Revisions
by Jan Jacobs & Jan-Egbert Sturm

2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni

2008 Forecasting Random Walks Under Drift Instability
by M. Hashem Pesaran & Andreas Pick

2008 A VECX Model of the Swiss Economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2008 Forecasting Economic and Financial Variables with Global VARs
by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith

2008 Path Forecast Evaluation
by Oscar Jorda & Massimiliano Marcellino

2008 Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market
by Eduardo Mendes & Les Oxley & Marco Reale

2008 Now-casting Irish GDP
by D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry

2008 Identifying and Forecasting House Price Dynamics in Ireland
by D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard

2008 Are sectoral stock prices useful for predicting euro area GDP?
by Andersson, Magnus & D'Agostino, Antonello

2008 Asymmetries in Inflation Expectation Formation Across Demographic Groups
by Pfajfar, D. & Santoro, E.

2008 Forecasting Random Walks Under Drift Instability
by Pesaran, M.H. & Pick, A.

2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by Pesaran, M.H. & Zaffaroni, P.

2008 A VECX* Model of the Swiss Economy
by Assenmacher-Wesche, K. & Pesaran, M.H.

2008 Model Averaging in Risk Management with an Application to Futures Markets
by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

2008 Forecasting Economic and Financial Variables with Global VARs
by Pesaran, M.H. & Schuermann, T. & Smit, L.V.

2008 The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
by Akhter Faroque & William Veloce & Jean-Francois Lamarche

2008 Business surveys and inflation forecasting in China
by Kaaresvirta, Juuso & Mehrotra, Aaron

2008 Estimating the output gap in real time: A factor model approach
by Knut Are Aastveit & Tørres G. Trovik

2008 Combining inflation density forecasts
by Christian Kascha & Francesco Ravazzolo

2008 The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts
by Christian Huurman & Francesco Ravazzolo & Chen Zhou

2008 What horizon for targeting inflation?
by Q. Farooq Akram.

2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
by Ferrara, L. & Guégan, D.

2008 Monthly forecasting of French GDP: A revised version of the OPTIM model
by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

2008 Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
by Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C.

2008 An Inflation Forecasting Model for the Euro Area
by Chauvin, V. & Devulder, A.

2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts
by Carlos Capistrán & Gabriel López-Moctezuma

2008 Uncertainty and the price of risk in a nominal convergence process
by Ricardo Gimeno & José Manuel Marqués

2008 A Structural VAR Approach to Core Inflation in Canada
by Sylvain Martel

2008 Bank lending effect on German commercial property prices
by Gruber, Johannes & Lee, Gabriel

2008 Disagreement and Biases in Inflation Expectations
by Carlos Capistrán & Allan Timmermann

2008 The cyclical component factor model
by Christian M. Dahl & Henrik Hansen & John Smidt

2008 American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
by Lars Stentoft

2008 Modelling and Forecasting Multivariate Realized Volatility
by Roxana Chiriac & Valeri Voev

2008 Option Pricing using Realized Volatility
by Lars Stentoft

2008 Explaining The Great Moderation: It Is Not The Shocks
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin

2008 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Graham Elliott & Ivana Komunjer & Allan Timmermann

2008 Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches
by S. Adnan H. A. S. Bukhari & Safdar Ullah Khan

2008 Alternative Measures of Core Inflation in Romania
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2008 Polynomial Interpolation and Applications to Autoregressive Models
by Mateescu, George Daniel

2008 An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy
by Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei

2008 Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend
by Kudrov, Alexander

2008 An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results
by Rozhkovskaya, Ekaterina

2008 Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
by Miloslav Vošvrda & Jozef Baruník

2008 Stanovení náchylnosti ekonomiky k nadměrným tlakům na měnový kurs
by Michal Pazou

2008 Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II
by Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á.

2008 Crude Oil Prices and the USD/EUR Exchange Rate
by Andreas Breitenfellner & Jesus Crespo Cuaresma

2008 An Analysis of Credit to the Household Sector in Austria
by Friedrich Fritzer & Lukas Reiss

2008 Value-at-Risk for Greek Stocks
by Timotheos Angelidis & Alexandros Benos

2008 A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
by Kristóf, Tamás

2008 Macroeconomic Consequences of the Adoption of the Euro: The Case of Slovenia
by Klaus Weyerstrass & Reinhard Neck

2008 Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?
by Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle

2008 A Cointegration Test To Verify The Housing Bubble
by Bala Arshanapalli & William Nelson

2008 Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India
by Siba Prasada Panda, Niranjan Swain, D.K. Malhotra

2008 How Do Neural Networks Enhance the Predictability of Central European Stock Returns?
by Jozef Baruník

2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach
by Zdenìk Zmeškal

2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation
by Martin Hrubý

2008 Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana
by Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman

2008 Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model
by Li, Ming-Yuan Leon

2008 Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
by da Veiga, Bernardo & Chan, Felix & McAleer, Michael

2008 Forecasting Market Crashes: Does Density Specification Matter?
by BRIO, Esther B. & PEROTE, Javier

2008 Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus
by Konstantin A. Kholodilin & Stefan Kooths & Boriss Siliverstovs

2008 Extremum Estimation when the Predictors are Estimated from Large Panels
by Jushan Bai & Serena Ng

2008 Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano
by Elkin Castaño & Karoll Gómez & Santiago Gallón

2008 Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia
by Sergio Botero Botero & Jovan Alfonso Cano Cano

2008 La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación
by Juan Camilo Santana

2008 Medienberichte als Konjunkturindikator
by Jan Grossarth-Maticek & Johannes Mayr

2008 Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts
by Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira

2008 OPTIM: a quarterly forecasting tool for French GDP
by Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

2008 OPTIM : un outil de prévision trimestrielle du PIB de la France
by BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

2008 Analysis of the Labour Market in Bulgaria through a Error Correction Model
by Anita Staneva

2008 Economic Effects Of Cee Countries Integration Into The European Union
by Gheorghe Zaman

2008 Economic Forecasting
by Graham Elliott & Allan Timmermann

2007 The Monetary Exchange Rate Model: Long-run, Short-run, and Forecasting Performance
by Zhang, Shidong & Lowinger, Thomas C.

2007 Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi
by Serpil TÜRKYILMAZ & Mustafa ÖZER

2007 İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü
by Işıl AKGÜN & Hülya SAYYAN

2007 Harmonic Regression Models: A Comparative Review with Applications
by Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane

2007 Projecting the Medium-Term: Outcomes and Errors for GDP Growth
by Kappler, Marcus

2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?
by Knedlik, Tobias & Scheufele, Rolf

2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.

2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
by Herwartz, Helmut & Golosnoy, Vasyl

2007 Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach
by Koetter, Michael & Porath, Daniel

2007 Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
by Marcellino, Massimiliano & Schumacher, Christian

2007 Quantifying risk and uncertainty in macroeconomic forecasts
by Knüppel, Malte & Tödter, Karl-Heinz

2007 Measuring the Fiscal Stance
by Vito Polito & Mike Wickens

2007 Option Pricing under Stochastic Volatility and Trading Volume
by Sadayuki Ono

2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski

2007 Testing rationality of price expectations on the basis of contingency tables
by Emilia Tomczyk

2007 Forecasting Implied Volatility Surfaces
by Francesco Audrino & Dominik Colagelo

2007 A general multivariate threshold GARCH model with dynamic conditional correlations
by Francesco Audrino & Fabio Trojani

2007 Splines for Financial Volatility
by Francesco Audrino & Peter Bühlmann

2007 Realized Correlation Tick-by-Tick
by Fulvio Corsi & Francesco Audrino

2007 Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?
by Javier Gómez

2007 How useful are historical data for forecasting the long-run equity return distribution?
by John M Maheu & Thomas H McCurdy

2007 Learning, Forecasting and Structural Breaks
by John M Maheu & Stephen Gordon

2007 How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters
by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

2007 Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models
by Konrad Banachewicz & André Lucas

2007 The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts
by Christian Huurman & Francesco Ravazzolo & Chen Zhou

2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules
by Roger Bjørnstad & Eilev S. Jansen

2007 “It Takes All Kinds”: A Simulation Modeling Perspective on Motivation and Coordination in Libre Software Development Projects
by Jean-Michel Dalle & Paul A. David

2007 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger

2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
by Fiorella Triscritti

2007 The Economics of the Mega-Greenhouse Effect: A Conceptual Framework
by John M. Gowdy & Roxana Julia

2007 The drivers of oil prices: the usefulness and limitations of non-structural models, supply-demand frameworks, and informal approaches
by Fattouh, Bassam

2007 Modeling and predicting the CBOE market volatility index
by Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth

2007 Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman
by Jacques Pezier

2007 Forecasting with Factors: The Accuracy of Timeliness
by Christian Gillitzer & Jonathan Kearns

2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino

2007 Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
by Michael P. Clements & Ana Beatriz Galvão

2007 Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero

2007 Wavelet Analysis and Denoising: New Tools for Economists
by Iolanda Lo Cascio

2007 Changes in Predictive Ability with Mixed Frequency Data
by Ana Beatriz Galvão

2007 A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
by Andrea Carriero & Massimiliano Marcellino

2007 Pooling Forecasts in Linear Rational Expectations Models
by Gregor W. Smith

2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
by Wagatha, Matthias

2007 A Robust VaR Model under Different Time Periods and Weighting Schemes
by Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros

2007 Random Utility Pseudo Panel Model and Application on Car Ownership Forecast
by Huang, Biao

2007 The Use of Pseudo Panel Data for Forecasting Car Ownership
by Huang, Biao

2007 Joint Modeling of Call and Put Implied Volatility
by Ahoniemi, Katja & Lanne, Markku

2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit
by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie

2007 Does global liquidity help to forecast US inflation?
by D'Agostino, A & Surico, P

2007 Federal Reserve Information During the Great Moderation
by D'Agostino, A & Whelan, K

2007 Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis
by Karathanassis, George & Sogiakas, Vasilios

2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
by Gomez-Sorzano, Gustavo

2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
by Nandwa, Boaz & Mohan, Ramesh

2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
by Bandyopadhyay, Arindam

2007 Credit Risk Models for Managing Bank’s Agricultural Loan Portfolio
by Bandyopadhyay, Arindam

2007 Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach
by George, Michael

2007 Exact prediction of inflation and unemployment in Germany
by Kitov, Ivan

2007 Exact prediction of inflation and unemployment in Canada
by Kitov, Ivan

2007 Singular Spectrum Analysis: Methodology and Comparison
by Hassani, Hossein

2007 К Проблеме Формализации Бизнес-Процессов Коммерческого Банка
by Rumyantsev, Mikhail I.

2007 Global warming: Forecasts by scientists versus scientific forecasts
by Green, Kesten C. & Armstrong, J. Scott

2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by Cipollini, Andrea & Missaglia, Giuseppe

2007 Volatilidad del Precio de la Mezcla Mexicana de Exportación
by Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio

2007 Structural breaks and energy efficiency in Fiji
by Rao, B. Bhaskara & Rao, Gyaneshwar

2007 Inflation in Croatia with outlook to future
by Paunić, Alida

2007 Are there differences between unconditional and conditional demand estimates? implications for future research and policy
by Hidayat, Budi

2007 Modelling real GDP per capita in the USA: cointegration test
by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana

2007 Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
by Ari, Ali & Dagtekin, Rustem

2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
by Mandler, Martin

2007 Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
by Weron, Rafal & Misiorek, Adam

2007 Martingales, Detrending Data, and the Efficient Market Hypothesis
by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H.

2007 Параллельное Программирование В Matlab М Его Приложения
by Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

2007 Passengers' Airport Choice
by Gelhausen, Marc Christopher

2007 Altitude or hot air?
by Chumacero, Romulo

2007 Inflation Forecasting in Pakistan using Artificial Neural Networks
by Haider, Adnan & Hanif, Muhammad Nadeem

2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Mandler, Martin

2007 A multiple regression model for inflation rate in Romania in the enlarged EU
by Falnita, Eugen & Sipos, Ciprian

2007 Optimal forecasting model selection and data characteristics
by Fildes, Robert & Madden, Gary & Tan, Joachim

2007 Appreciating the Renminbi
by Rod Tyers & Iain Bain

2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
by Jennifer Castle & David Hendry

2007 An Analysis of Tax Revenue Forecast Errors
by Martin Keene & Peter Thomson

2007 An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys
by Troy Matheson

2007 Nowcasting and predicting data revisions in real time using qualitative panel survey data
by Troy Matheson & James Mitchell & Brian Silverstone

2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
by Jon Faust & Jonathan H. Wright

2007 Does Age Structure Forecast Economic Growth?
by David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay

2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski

2007 Optimal combination forecasts for hierarchical time series
by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos

2007 A state space model for exponential smoothing with group seasonality
by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar

2007 Automatic time series forecasting: the forecast package for R
by Rob J. Hyndman & Yeasmin Khandakar

2007 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?
by Gael M. Martin & Andrew Reidy & Jill Wright

2007 An Assessment of Alternative State Space Models for Count Time Series
by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin

2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting
by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder

2007 Non-linear exponential smoothing and positive data
by Muhammad Akram & Rob J. Hyndman & J. Keith Ord

2007 Hierarchical forecasts for Australian domestic tourism
by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman

2007 Forecasting electricity spot market prices with a k-factor GIGARCH process
by Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal

2007 The European Union preferential trade with developing countries. Total trade restrictiveness and the case of sugar
by Conforti, Piero & Ford, Deep & Hallam, David & Rapsomanikis, George & Salvatici, Luca

2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by Andrea Cipollini & Giuseppe Missaglia

2007 Leading indicator properties of US high-yield credit spreads
by Andrea Cipollini & Nektarios Aslanidis

2007 A real-time analysis of the Swiss trade account
by Jan Jacobs & Jan-Egbert Sturm

2007 Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases
by Domenico Giannone & Lucrezia Reichlin & David H Small

2007 Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment
by Damjan Pfajfar & Emiliano Santoro

2007 Leading indicator properties of the US corporate spreads
by Nektarios Aslanidis & Andrea Cipollini

2007 The predictive content of the real interest rate gap for macroeconomic variables in the euro area
by Jean-Stéphane MESONNIER

2007 Modelling good and bad volatility
by Matteo Pelagatti

2007 Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP
by António José Morgado & Luis Catela Nunes & Susana Salvado

2007 Forecast Content And Content Horizons For Some Important Macroeconomic Time Series
by John W. Galbraith & Greg Tkacz

2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran

2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem

2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps
by Maurizio Bovi

2007 Mixtures of t-distributions for Finance and Forecasting
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert

2007 Modelling Inflation in Croatia
by Maruška Vizek & Tanja Broz

2007 Estimating, Filtering and Forecasting Realized Betas
by Claudio Morana

2007 International migration with heterogeneous agents : theory and evidence
by Brücker, Herbert & Schröder, Philipp J. H.

2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access
by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

2007 Regional employment forecasts with spatial interdependencies
by Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje

2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
by Wolfgang Härdle & Julius Mungo

2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
by Wen-Jen Tsay & Wolfgang Härdle

2007 Robust Risk Management. Accounting for Nonstationarity and Heavy Tails
by Ying Chen & Vladimir Spokoiny

2007 A Real Activity Index for Mainland China
by Li-gang Liu & Wenlang Zhang & Jimmy Shek

2007 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
by Hans Genberg & Jian Chang

2007 Bayesian forecast combination for VAR models
by Andersson, Michael K & Karlsson, Sune

2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
by Sellin, Peter

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 Bayesian Forecast Combination for VAR Models
by Andersson, Michael K & Karlsson, Sune

2007 An Embarrassment of Riches: Forecasting Using Large Panels
by Eklund, Jana & Karlsson, Sune

2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment
by Deschamps, Philippe J.

2007 Working Paper 11-07 - Le programme national de réforme de la Belgique - Effets macroéconomiques de réductions de charges sur le travail
by Delphine Bassilière & Francis Bossier & Igor Lebrun & Peter Stockman

2007 Working paper 08-07 - An accuracy assessment of FPB’s medium-term projections
by Igor Lebrun

2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
by Giampiero Gallo & Edoardo Otranto

2007 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo

2007 Regime Switching: Italian Financial Markets over a Century
by Margherita Velucchi

2007 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria
by Christian T. Brownlees & Giampiero Gallo

2007 On the Interaction between Ultra–high Frequency Measures of Volatility
by Giampiero Gallo & Margherita Velucchi

2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa

2007 The potential impact of the fiscal transfers under the EU Cohesion Policy Programme
by Jan in 't Veld

2007 A Manager's Perspective on Combining Expert and Model-based Forecasts
by Franses, Ph.H.B.F. & Legerstee, R.

2007 Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process
by Frenk, J.B.G. & Nicolai, R.P.

2007 Demand-Driven Scheduling of Movies in a Multiplex
by Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B.

2007 Modeling regional house prices
by van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C.

2007 On the optimality of expert-adjusted forecasts
by Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D.

2007 Evaluating real-time forecasts in real-time
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F.

2007 Predictive gains from forecast combinations using time-varying model weights
by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M.

2007 Improved forecasting with leading indicators: the principal covariate index
by Heij, C.

2007 China'S Real Exchange Rate Puzzle
by Rod Tyers & Jane Golley & Iain Bain

2007 Forecasting economic growth for Estonia : application of common factor methodologies
by Christian Schulz

2007 Physical Market Determinants of the Price of Crude Oil and the Market Premium
by Chevillon, Guillaume & Rifflart, Christine

2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

2007 Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle
by Ard den Reijer

2007 A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder
by Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths

2007 Exchange rate variability, market activity and heterogeneity
by Sucarrat, Genaro & Rime, Dagfinn

2007 The long memory of newspapers' subscriptions : between the short-run and persistence response
by Vidal-Sanz, Jose M. & Esteban-Bravo, Mercedes

2007 Explaining The Great Moderation: It Is Not The Shocks
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia

2007 (Un)Predictability and Macroeconomic Stability
by D'Agostino, Antonello & Giannone, Domenico & Surico, Paolo

2007 Comparing Alternative Predictors Based on Large-Panel Factor Models
by D'Agostino, Antonello & Giannone, Domenico

2007 What Do We Learn from the Price of Crude Oil Futures?
by Alquist, Ron & Kilian, Lutz

2007 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts
by Patton, Andrew J & Timmermann, Allan G

2007 Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
by Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M

2007 Bayesian VARs with Large Panels
by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

2007 Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
by Favero, Carlo A. & Niu, Linlin & Sala, Luca

2007 Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach
by Guidolin, Massimo & Timmermann, Allan G

2007 Economic Forecasting
by Elliott, Graham & Timmermann, Allan G

2007 Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2007 SAFFIER; a multi-purpose model of the Dutch economy for short-term and medium-term analyses
by Henk Kranendonk & Johan Verbruggen

2007 On the optimality of expert-adjusted forecasts
by Henk Kranendonk & Debby Lanser & P.H. Franses

2007 Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia
by Dennys MarrugoTorrente

2007 Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study
by Daniel TORRES - GRACIA,

2007 Pronósticos directos de la inflación colombiana
by Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte

2007 Pronósticos directos de la inflación colombiana
by Eliana González Molano & Luis Fernando Melo Velnadia & Anderson Grajales Olarte

2007 Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic
by Vojtech Benda & Lubos Ruzicka

2007 VAR Model Averaging for Multi-Step Forecasting
by Johannes Mayr & Dirk Ulbricht

2007 Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area
by Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe

2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected
by Johannes Mayr & Dirk Ulbricht

2007 Estimation and Inference by the Method of Projection Minimum Distance
by Oscar Jorda & Sharon Kozicki

2007 Inference for Impulse Responses
by Oscar Jorda

2007 Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
by Oscar Jorda

2007 Federal Reserve Information During the Great Moderation
by D'Agostino, Antonello & Whelan, Karl

2007 Does global liquidity help to forecast US inflation?
by D'Agostino, Antonello & Surico, Paolo

2007 The Impact of Renminbi Appreciation on the World Rice Market
by Yongfu Chen & Hsiaoping Chien & Jun Furuya & Osamu Koyama

2007 Universality of Bayesian Predictions
by Sancetta, A.

2007 Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows
by Pesaran, M.H. & Assenmacher-Wesche, K.

2007 Online Forecast Combination for Dependent Heterogeneous Data
by Sancetta, A.

2007 L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision
by Darné, O. & Brunhes-Lesage, V.

2007 DSGE Models in a Data-Rich Environment
by Boivin, J. & Giannoni, M.

2007 Optimality Tests for Multi-Horizon Forecasts
by Carlos Capistrán

2007 Bank profitability and taxation
by Ugo Albertazzi & Leonardo Gambacorta

2007 A policy-sensible core-inflation measure for the euro area
by Stefano Siviero & Giovanni Veronese

2007 The determinants of household credit in Spain
by Fernando Nieto

2007 Estimation and Inference by the Method of Projection Minimum Distance
by Òscar Jordà & Sharon Kozicki

2007 Multivariate Realized Stock Market Volatility
by Gregory H. Bauer & Keith Vorkink

2007 How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables
by John W. Galbraith & Greg Tkacz

2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey

2007 Appreciating the Renminbi
by Rod Tyers & Iain Bain

2007 China’s Real Exchange Rate
by Rod Tyers & Jane Golley

2007 Construction and Interpretation of Model-Free Implied Volatility
by Torben G. Andersen & Oleg Bondarenko

2007 Complexity in Social Worlds, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life
by John H. Miller & Scott E. Page

2007 Social Science in Between, from Complex Adaptive Systems: An Introduction to Computational Models of Social Life
by John H. Miller & Scott E. Page

2007 Credit Correlation:Life After Copulas
by

2007 ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst
by Klaus Abberger & Gebhard Flaig & Wolfgang Nierhaus

2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio

2007 A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
by Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe

2007 The Predictive Power of Interest Rates Spread for Economic Activity
by Raffaele Passaro

2007 Neuro-Adaptive Model for Financial Forecasting
by Nastac, Iulian & Dobrescu, Emilian & Pelinescu, Elena

2007 The "Dobrescu" Macromodel Of The Romanian Market Economy - 2005 Version - Yearly Forecast
by Pauna, Bianca & Ghizdeanu, Ion & Scutaru, Cornelia & Fomin, Petre & Saman, Corina

2007 Model Uncertainty and Endogenous Volatility
by William Branch & George W. Evans

2007 Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
by Roman Horváth & Luboš Komárek

2007 Teoría de la incertidumbre aplicada al valor del cliente en situaciones contractuales con intervalos de confianza = The Uncertainty Theory assignment in the Customer Lifetime Valuation (CLV) for contractual settings with security intervals
by Gil Lafuente, Anna M. & Ortigosa, Mauricio & Merigó, José M.

2007 Comparing the Predictive Accuracy of Macroeconomic Forecasts for Austria from 1998 to 2006
by Christian Ragacs & Martin Schneider

2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35
by OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys
by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS

2007 Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével
by Vincze, János & Bíró, Anikó & Elek, Péter

2007 Desigualdad geográfica en Chile
by Claudio Agostini & Phillip Brown

2007 Using All Observations when Forecasting under Structural Breaks
by Stanislav Anatolyev & Victor Kitov

2007 A Time Series Model for the Romanian Stock Market
by Eleftherios Thalassinos & Diana-Mihaela Pociovalisteanu

2007 Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México
by Victor M. Guerrero

2007 Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market
by KIANI, Khurshid M.

2007 A Structural Model For Net Rental Income In The U.S. Leasing Industry
by GOMEZ-SORZANO, Gustavo Alejandro

2007 Prognosen der regionalen Konjunkturentwicklung
by Christian Dreger & Konstantin A. Kholodilin

2007 Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados
by Karoll Gómez Portilla & Santiago Gallón Gómez

2007 Forecast content and content horizons for some important macroeconomic time series
by John W. Galbraith & Greg Tkacz

2007 L’indicateur synthétique mensuel d’activité (ISMA) : une révision
by DARNÉ, O. & BRUNHES-LESAGE, V.

2007 Development of Long-term Scenarios for Health Care Expenditure in Bulgaria
by Rossitsa Rangelova & Grigor Sariiski

2007 Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050
by Grigor Sariiski & Rossitsa Rangelova

2007 Econometric analysis of Labour Market in Bulgaria - 1991-2006
by Anita Staneva

2007 Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria
by Grigor Sarijski & Rossitsa Rangelova

2007 Genesis and Evolution of Market Share Predictive Models
by Marusia Ivanova

2006 A Unified Copula Framework for VaR forecasting
by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli

2006 The combination of volatility forecasts
by Alessandra Amendola & Giuseppe Storti

2006 Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining
by Serge Hayward

2006 A component GARCH model with time varying weights
by Giuseppe Storti & Luc Bauwens

2006 Economic activity and Recession Probabilities: spread predictive power in Italy
by Costanza Torricelli & Marianna Brunetti

2006 Disagreement and Biases in Inflation Expectations
by Carlos Capistrán & Allan Timmermann

2006 Forecasting VARMA processes: VAR models vs. subspace-based state space models
by Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo

2006 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
by Y. Kahiri & A. Shmilovici & S. Hauser

2006 Pricing Basket spread options
by Kostas Giannopoulos

2006 The extremal index for GARCH(1,1) processes with t-distributed innovations
by F. Laurini & J. A. Tawn

2006 Can Consumer Confidence Forecast Household Spending? Evidence from the European COmmission Business and Consumer Surveys
by John A. Cotsomitis & Andy C. C. Kwan

2006 Banque de France scores: development, applications, and maintenance
by Bardos, M.

2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?
by Olivier Roodenburg & Ard H.J. den Reijer

2006 Forecasting trade
by Keck, Alexander & Raubold, Alexander

2006 Country Default Probabilities: Assessing and Backtesting
by Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander

2006 Improving Business Cycle Forecasts' Accuracy - What Can We Learn from Past Errors?
by Döhrn, Roland

2006 Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo
by Satoguina, Honorat

2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
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2006 Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
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2006 Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
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2006 Forecasting stock market volatility with macroeconomic variables in real time
by Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian

2006 Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
by Schumacher, Christian & Breitung, Jörg

2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?
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2006 Real-time macroeconomic data and ex ante predictability of stock returns
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2006 Interval forecasting of spot electricity prices
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2006 Short-term electricity price forecasting with time series models: A review and evaluation
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2006 Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters
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2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
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2006 Forecast Encompassing Tests and Probability Forecasts
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2006 Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation
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2006 Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters
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2006 What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence
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2006 Forecasting regional labor market developments under spatial heterogeneity and spatial correlation
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2006 Granger-causality in Markov Switching Models
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2006 A New Approach to Forecasting Exchange Rates
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2006 Volatility Forecast Comparison using Imperfect Volatility Proxies
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2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
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2006 Artificial Neural Networks in Financial Modelling
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2006 Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
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2006 Learning about the Term Structure and Optimal Rules for Inflation Targeting
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2006 Assessing the Effects of using Demand Parameters Estimates in Inventory Control
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2006 Hierarchical Estimation as Basis for Hierarchical Forecasting
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2006 Forecasting Swiss inflation using VAR models
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2006 Bank Profitability and Taxation
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2006 The predictive power of the present value model of stock prices
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2006 Comparing Value-at-Risk Methodologies
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2006 High Dimensional Yield Curves: Models and Forecasting
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2006 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
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2006 Predictive Inference for Integrated Volatility
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2006 A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
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2006 Optimal Hedging with Higher Moments
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2006 The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios
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2006 Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?
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2006 El costo del crédito en el Perú, revisión de la evolución reciente
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2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
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2006 Forecasting Using Predictive Likelihood Model Averaging
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2006 Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
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2006 Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines
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2006 Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
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2006 Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area
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2006 Forecasting and Combining Competing Models of Exchange rate Determination
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2006 Improving Monetary Policy Models
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2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)
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2006 Does Consumer Confidence Forecast Household Spending? The Euro Area Case
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2006 Does Consumer Confidence Forecast Household Spending?
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2006 Value at Risk yang memperhatikan sifat statistika distribusi return
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2006 Economic and Financial Crises and the Predictability of U.S. Stock Returns
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2006 Nonlinear Links between Stock Returns and Exchange Rate Movements
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2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019
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2006 Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach
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2006 Airport and Access Mode Choice in Germany: A Generalized Neural Logit Model Approach
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2006 Borderplex Economic Outlook: 2006 – 2008
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2006 Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
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2006 A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019
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2006 Method of the exponential adjustement using directly the terms of the empiric series in the analysis of the dynamics of the textile confections production
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2006 The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution
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2006 A structural model for corporate profit in the U.S. industry
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2006 Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models
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2006 Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior
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2006 Robust volatility forecasts and model selection in financial time series
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2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts
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2006 Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices
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2006 Forecasting Monthly GDP for Canada
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2006 New OECD Methods for Supply-side and Medium-term Assessments: A Capital Services Approach
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2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
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2006 Phillips curve forecasting in a small open economy
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2006 High Dimensional Yield Curves: Models and Forecasting
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2006 DSGE Models in a Data-Rich Environment
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2006 Why Has U.S. Inflation Become Harder to Forecast?
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2006 Reconciling the Return Predictability Evidence
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2006 Prediction Markets in Theory and Practice
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2006 DSGE Models in a Data-Rich Environment
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2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
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2006 Réduction linéaire de cotisations patronales à la sécurité sociale et financement alternatif
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2006 Some Nonlinear Exponential Smoothing Models are Unstable
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2006 Modelling and forecasting Australian domestic tourism
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2006 The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes
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2006 Stochastic population forecasts using functional data models for mortality, fertility and migration
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2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
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2006 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility
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2006 The Hungarian Quarterly Projection Model (NEM)
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2006 The Econometric Analysis of Constructed Binary Time Series
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2006 How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series
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2006 Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor
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2006 Which Predictor is the Best to Predict Inflation in Europe: the Real Money-gap or a Nominal Money Based Indicator?
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2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?
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2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
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2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
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2006 International Migration with Heterogeneous Agents: Theory and Evidence
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2006 International Migration with Heterogeneous Agents: Theory and Evidence
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2006 Prediction Markets in Theory and Practice
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2006 Prediction Markets in Theory and Practice
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2006 El Tipo De Cambio Real Dólar-Euro Y El Diferencial De Intereses Reales
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2006 The Cyclical Behavior of Shadow and Regular Employment
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2006 Forecasting Employment for Germany
by Darius Hinz & Camille Logeay

2006 Seasonal Cycles in European Agricultural Commodity Prices
by Jumah, Adusei & Kunst, Robert M.

2006 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén

2006 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

2006 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino

2006 Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power
by Jörg Polzehl & Vladimir Spokoiny

2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
by Ralf Brüggemann

2006 Incorporating Judgement in Fan Charts
by Österholm, Pär

2006 The Fox News Effect: Media Bias and Voting
by DellaVigna, Stefano & Kaplan, Ethan

2006 Forecast errors and the macroeconomy — a non-linear relationship?
by Ulrich Fritsche & Joerg Doepke

2006 Working Paper 10-06 - Network Industry Reform in Belgium: Macroeconometric versus General-Equilibrium Analyses
by Jan van der Linden

2006 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

2006 Correcting Predictive ModelCorrecting Models of Chaotic Reality
by Petr Kadeřábek

2006 Measuring Vulnerability to Food Insecurity
by Pasquale Scaramozzino

2006 Forecasting Euro-Area Variables with German Pre-EMU Data
by Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino

2006 A Mixture Multiplicative Error Model for Realized Volatility
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2006 Forecasting Realized Volatility by Decomposition
by Markku Lanne

2006 Forecasting Emerging Market Indicators: Brazil and Russia
by Victor Bystrov

2006 Institutional Forecasting: The Performance of Thin Virtual Stock Markets
by van Bruggen, G.H. & Spann, M. & Lilien, G.L. & Skiera, B.

2006 Formalizing judgemental adjustment of model-based forecasts
by Franses, Ph.H.B.F.

2006 Measuring volatility with the realized range
by Martens, M.P.E. & van Dijk, D.J.C.

2006 Improved Construction of diffusion indexes for macroeconomic forecasting
by Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F.

2006 Forecasting measures of inflation for the Estonian economy
by Agostino Consolo

2006 Prediction Markets in Theory and Practice
by Wolfers, Justin & Zitzewitz, Eric

2006 Mixing Frequencies : Stock Returns as a Predictor of Real Output Growth
by Anthony S. Tay

2006 Detecting and Predicting Forecast Breakdowns
by Rossi, Barbara & Giacomini, Raffaella

2006 Payment Scale Economies and the Replacement of Cash and Stored Value Cards
by Wilko Bolt & David Humphrey

2006 Regime transplants in GDP growth forecasting: A recipe for better predictions?
by Lennard van Gelder & Ad Stokman

2006 Forecasting Market Impact Costs and Identifying Expensive Trades
by Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis

2006 General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation
by Luc, BAUWENS & Genaro, SUCARRAT

2006 Intra-Daily FX Optimal Portfolio Allocation
by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo

2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
by Greta Falavigna

2006 Control Bands for Tracking Constant Portfolio Allocations with Fixed and Proportional Transaction Costs
by Yiannis Kamarianakis & Anastasios Xepapadeas

2006 Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis
by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

2006 Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange
by Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas

2006 Balance of opinion What about missing the weights?
by O. BIAU & N. FERRARI

2006 A Simple Benchmark for Forecasts of Growth and Inflation
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2006 Learning About the Term Structure and Optimal Rules for Inflation Targeting
by Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F.

2006 Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

2006 Prediction Markets in Theory and Practice
by Wolfers, Justin & Zitzewitz, Eric

2006 Forecasting Economic Aggregates by Disaggregates
by Hendry, David F & Hubrich, Kirstin

2006 Monetary Policy and the Evolution of the US Economy
by Canova, Fabio

2006 Structural Changes in the US Economy: Bad Luck or Bad Policy?
by Canova, Fabio & Gambetti, Luca

2006 Athena; a multi-sector model of the Dutch economy
by Bert Smid

2006 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
by CORONEO, Laura & VEREDAS, David

2006 Deciding between GARCH and stochastic volatility via strong decision rules
by PREMINGER, Arie & HAFNER, Christian M.

2006 General to specific modelling of exchange rate volatility: a forecast evaluation
by BAUWENS, Luc & SUCARRAT, Genaro

2006 Intra-daily FX optimal portfolio allocation
by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick

2006 Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos
by Julio César Alonso & Mauricio Alejandro Arcos

2006 Pronósticos de producción agrícola
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2006 Inflación y dinero en Colombia: otro modelo P-estrella
by Andrés González & Luis Fernando Melo & Carlos Esteban Posada

2006 Identifying Fiscal Policy Shocks In Chile And Colombia
by Jorge E. Restrepo & Hernán Rincón

2006 Evaluación de pronósticos del tipo de cambio utilizando
by Munir A. Jalil. B & Martha Misas

2006 An Econometric Analysis of Emission Trading Allowances
by Marc S. Paoletta & Luca Taschini

2006 Tests in contingency tables as regression tests
by Stanislav Anatolyev & Grigory Kosenok

2006 Nonparametric retrospection and monitoring of predictability of financial returns
by Stanislav Anatolyev

2006 Forecasting and Combining Competing Models of Exchange Rate Determination
by Carlo Altavilla & Paul De Grauwe

2006 (Un)Predictability and Macroeconomic Stability
by D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo

2006 Assessing the Role of Income and Interest Rates in Determining House Prices
by McQuinn, Kieran & O'Reilly, Gerard

2006 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.

2006 Computational Intelligence in Exchange-Rate Forecasting
by Andreas S. Andreou & George A. Zombanakis

2006 Pursuing financial stability under an inflation-targeting regime
by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist

2006 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?
by Q. Farooq Akram & Øyvind Eitrheim

2006 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.

2006 Identifying Fiscal Policy Shocks In Chile And Colombia
by Jorge E. Restrepo & Hernán Rincón

2006 Evaluación de pronósticos del tipo de cambio utilizando redes neuronales y funciones de perdida asimétricas
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2006 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
by Carlos Capistrán

2006 Forecast Combination with Entry and Exit of Experts
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2006 Disagreement and Biases in Inflation Expectations
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2006 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

2006 Bank profitability and the business cycle
by Ugo Albertazzi & Leonardo Gambacorta

2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
by Jean-Marie Dufour & David Tessier

2006 Using Monthly Indicators to Predict Quarterly GDP
by Isabel Yi Zheng & James Rossiter

2006 Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
by Greg Tkacz & Carolyn Wilkins

2006 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

2006 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey

2006 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

2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
by Giulio PALOMBA

2006 Forecasting US bond yields at weekly frequency
by Riccardo LUCCHETTI & Giulio PALOMBA

2006 China's Economic Growth and its Real Exchange Rate
by Rod Tyers & Jane Golley & Bu Yongxiang & Ian Bain

2006 Ein multisektoraler Sammelindikator für die Schweizer Konjunktur
by Michael Graff

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 Competitiveness and Corruption in Romania - Forecasting in the Context of the Romanian Integration into the European Union
by Ogrean, Claudia & Herciu, Mihaela

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2006 A Model to Forecast the Evolution of the Structure of a System of Economic Indicators
by Andreica, Marin

2006 An Adaptive Retraining Method for the Exchange Rate Forecasting
by Dobrescu, Emilian & Nastac, Iulian & Pelinescu, Elena

2006 The "Dobrescu" Macromodel of the Romanian Transition Economy - Yearly and Monthly Forecast -
by Scutaru, Cornelia & Fomin, Petre & Pauna, Bianca

2006 Stability in Stochastic Forecasting of Time Series
by Kharin, Yuriy

2006 Predicting the Poverty Impacts of Trade Reform
by Thomas W. Hertel & Jeffrey J. Reimer

2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index
by Khurshid M. Kiani

2006 The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis
by Andy C.C. Kwan & John A. Cotsomitis

2006 Modelarea inflaţiei în România
by Pelinescu Elena

2006 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
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2006 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

2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
by María Clara Aristizábal Restrepo

2006 Predicting the Medal Wins at the 2006 Winter Olympics: an Econometrics Approach
by Wade D. Pfau

2006 Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?
by Namwon Hyung & Philip Hans Franses

2006 Forecasting Inflation: An Art as Well as a Science!
by Ard Reijer & Peter Vlaar

2006 A Bayesian Model Averaging Approach to Enhance Value Investment
by Ron Bird & Richard Gerlach

2006 Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market
by Kim-Leng Goh & Kim-Lian Kok

2006 Diseño de un experimento de preferencias declaradas para la elección de modo de transporte urbano de pasajeros
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2006 Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis
by Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry
by GÓMEZ-SORZANO Gustavo A

2006 Using Bootstrap to Test Portfolio Efficiency
by Pin-Huang Chou & Guofu Zhou

2006 Inflation Expectations in Latin America
by Fabia A de Carvalho & Mauricio S. Bugarin

2006 Evaluación asimétrica de una red neuronal: aplicación al caso de la inflación en Colombia
by Aristizábal, María Clara

2006 Einige Prognoseeigenschaften des ifo Geschäftsklimas - Ein Überblick über die neuere wissenschaftliche Literatur
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2006 Zur Prognosekraft des ifo Indikators
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2006 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

2006 Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach
by Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza

2006 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

2006 La contagion du risque via les impayés sur effets de commerce
by BARDOS, M. & STILI, D.

2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins
by Vamerson Schwingel Ribeiro & Joilson Dias

2006-2007 Risk contagion through defaults on trade bills
by Bardos, M. & Stili, D.

2005 Survey Expectations
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2005 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment
by Peter Zadrozny & Ellis Tallman

2005 An Integrated Approach For Stock Price Forecasting
by Alvaro Veiga & Gustavo Santos Raposo

2005 Model Uncertainty and Endogenous Volatility
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2005 Multiscale Representation of Agents Heterogeneous Beliefs in Analysis of CAC40 Prices with Frequency Decomposition
by Serge Hayward

2005 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

2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
by Kevin Lee & Anthony Garratt

2005 Speculative Strategies In The Foreign Exchange Market Based On Genetic Programming Predictions
by MARCOS ALVAREZ-DIAZ AND ALBERTO Ã LVAREZ

2005 Forecasting Practice: Decision Support System to Assist Judgmental Forecasting
by Gauresh Rajadhyaksha & Abhijeet Dwivedi

2005 Impulse Analyses Of The Romanian Inflation
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 A Model To Forecast The Monthly Inflation In Romania
by Pelinescu, Elena & Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 Combining The Forecasts Using A Statistical Approach
by Dospinescu, Andrei Silviu

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2005 Dealing with Unexpected Shocks to the Budget
by Elena Gennari & Raffaela Giordano & Sandro Momigliano

2005 Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi
by Kıvılcım M. ÖZCAN & Suat AYDIN

2005 A Comparative Analysis Of The Forecasting Ability Of Classic Econometric And Fuzzy Models
by Profillidis, V. & Botzoris, G.

2005 Regularidades no lineales en índices accionarios. Una aproximación con redes neuronales
by Johnson, Christian A. & Padilla, Miguel A.

2005 An econometric study of the beef meat sector in Cyprus
by Panayiotis Diacos & Spyros Hadjidakis

2005 The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
by Aktham I. Maghyereh & Sadeg J. Abul

2005 Firm's R & D Behavior Under Rational Expectations
by Dimitrios D. Thomakos & Prasad S. Bhattacharya

2005 Les scores de la Banque de France : leur développement, leurs applications, leur maintenance
by BARDOS, M.

2005 Do Eurozone Countries Cheat with their Budget Deficit Forecasts?
by Stephan, Andreas & Brück, Tilman

2005 The volatility of realized volatility
by Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

2005 Volatility forecasting
by Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo

2005 Trends and cycles in the Euro Area: how much heterogeneity and should we worry about it?
by Domenico Giannone & Lucrezia Reichlin

2005 (Un)Predictability and Macroeconomic Stability
by Antonello D'Agostino & Domenico Giannone & Paolo Surico

2005 The Cyclical Behaviour of Shadow and Regular Employment
by Maurizio Bovi

2005 The Dark, and Independent, Side of the Italian Labour Market
by Maurizio Bovi

2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna
by Martin Melecky & Lubos Komarek

2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates
by Martin Melecky

2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
by Barbara Rossi

2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities
by Tony Guida & Olivier Matringe

2005 Persistence Characteristics of the Chinese Stock Markets
by Cornelis A. Los & Bing Yu

2005 The Degree of Stability of Price Diffusion
by Cornelis A. Los

2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices
by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
by Sutthisit Jamdee & Cornelis A. Los

2005 Measurement of Financial Risk Persistence
by Cornelis A. Los

2005 How Do People Learn by Listening to Others? Experimental Evidence from Thailand
by Andrew Healy

2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Zacharias Bragoudakis

2005 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios
by Hsiang-Tai Lee & Jonathan Yoder

2005 Forecasting Spot Electricity Prices With Time Series Models
by Rafal Weron & Adam Misiorek

2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
by Marie Bessec & Othman Bouabdallah

2005 Nonlinearity, Nonstationarity and Spurious Forecasts
by Vadim Marmer

2005 Modeling and forecasting electricity loads: A comparison
by Rafal Weron & Adam Misiorek

2005 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
by Stanislav Radchenko

2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
by Barbara Rossi

2005 Employment Effects of Foreign Direct Investment in Central and Eastern Europe
by Ingo Geishecker & Gabor Hunya

2005 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?
by Hui Feng

2005 On the Rationality of the General Public
by GEBHARD KIRCHGÄSSNER

2005 A general multivariate threshold GARCH model with dynamic conditional correlations
by Fabio Trojani & Francesco Audrino

2005 Model-based Measurement of Actual Volatility in High-Frequency Data
by B. Jungbacker & S.J. Koopman

2005 Curve Forecasting by Functional Autoregression
by A. Onatski & V. Karguine

2005 Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area
by James Mitchell

2005 High Frequency Multiplicative Component Garch
by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle

2005 Real-time data for Norway: Output gap revisions and challenges for monetary policy
by TOM BERNHARDSEN & ØYVIND EITRHEIM

2005 Forecasting Aggregates by Disaggregates
by Kirstin Hubrich & David F. Hendry

2005 Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?
by Carlos Capistrán-Carmona

2005 Measuring Fiscal Sustainability
by Vito Polito & Mike Wickens

2005 Variable Selection using Non-Standard Optimisation of Information Criteria
by George Kapetanios

2005 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

2005 Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
by Cláudia Duarte & António Rua

2005 Were There Regime Switches in U.S. Monetary Policy?
by Christopher A. Sims & Tao Zha

2005 Predictability and Model Selection in the Context of ARCH Models
by Degiannakis, Stavros & Xekalaki, Evdokia

2005 Modeling Risk for Long and Short Trading Positions
by Angelidis, Timotheos & Degiannakis, Stavros

2005 Methods for Scenario-building: it’s importance for policy analysis
by Moniz, António

2005 A Comparison of USDA's Agricultural Export Forecasts with ARIMA-based Forecasts
by MacDonald, Stephen

2005 Airport Choice in Germany - New Empirical Evidence of the German Air Traveller Survey 2003
by Wilken, Dieter & Berster, Peter & Gelhausen, Marc Christopher

2005 Economic Growth in Uzbekistan: Sources and Potential
by Lord, Montague

2005 Análisis de Coyuntura de la Industria Manufacturera en México. Una Propuesta Metodológica y Aplicaciones
by Cabrera-Castellanos, Luis F.

2005 Borderplex Economic Outlook: 2005-2007
by Fullerton, Thomas M., Jr. & Tinajero, Roberto

2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
by Sarfaraz, Leyla & Afsar, Amir

2005 Econometric analysis and forecasting of Latvia's balance of payments
by Benkovskis, Konstantins

2005 ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
by Lahiri, Kajal & Liu, Fushang

2005 Is there too much certainty when measuring uncertainty
by da Silva Filho, Tito Nícias Teixeira

2005 Forecasting international bandwidth capability
by Madden, Gary G & Coble-Neal, Grant

2005 Volatility Forecasting
by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

2005 Model Uncertainty and Endogenous Volatility
by Wiliam Branch & George W. Evans

2005 Monetary policy and asset prices: To respond or not?
by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

2005 Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
by Junsoo Lee & John A. List & Mark Strazicich

2005 Understanding and Comparing Factor-Based Forecasts
by Jean Boivin & Serena Ng

2005 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
by Todd E. Clark & Kenneth D. West

2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & JOUINI, Tarek

2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & TAREK, Jouini

2005 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

2005 Forecasting age-specific breast cancer mortality using functional data models
by Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig

2005 Demand Forecasting: Evidence-based Methods
by J. Scott Armstrong & Kesten C. Green

2005 Robust forecasting of mortality and fertility rates: a functional data approach
by Rob J. Hyndman & Md. Shahid Ullah

2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases
by D. S. Poskitt

2005 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

2005 Another Look at Measures of Forecast Accuracy
by Rob J. Hyndman & Anne B. Koehler

2005 25 Years of IIF Time Series Forecasting: A Selective Review
by Jan G. De Gooijer & Rob J. Hyndman

2005 Rating Forecasts for Television Programs
by Denny Meyer & Rob J. Hyndman

2005 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

2005 Discounting the distant future: How much does model selection affect the certainty equivalent rate?
by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

2005 Declining Discount Rates: Evidence from the UK
by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
by Georges Dionne & Pierre Duchesne & Maria Pacurar

2005 Forecasting Canadian Time Series with the New-Keynesian Model
by Ali Dib & Mohamed Gammoudi & Kevin Moran

2005 Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data
by Aleksejs Melihovs & Svetlana Rusakova

2005 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

2005 Non-Linearities, Large Forecasters And Evidential Reasoning Under Rational Expectations
by Ali al-Nowaihi & Sanjit Dhami

2005 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

2005 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

2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
by Herbert Brücker & Boriss Siliverstovs

2005 On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
by Brücker, Herbert & Siliverstovs, Boriss

2005 Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
by Jumah, Adusei & Kunst, Robert M.

2005 Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny

2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago

2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias

2005 Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

2005 Evaluating a Central Bank’s Recent Forecast Failure
by Nymoen, Ragnar

2005 Consumption and population age structure
by Erlandsen, Solveig & Nymoen, Ragnar

2005 Forecasting economic variables with nonlinear models
by Teräsvirta, Timo

2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler
by Michael Groemling

2005 Working Paper 02-05 - The NIME Economic Outlook for the World Economy 2005 - 2011 (Also in this issue: the Lisbon Strategy)
by Eric Meyermans & Patrick Van Brusselen

2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

2005 Indirect Robust Estimation of the Short-term interest Rate Process
by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

2005 Real time estimates of GDP growth
by de Groot, E.A. & Franses, Ph.H.B.F.

2005 Testable implications of forecast optimality
by Andrew J. Patton & Allan Timmermann

2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
by Rossi, Barbara & Giacomini, Raffaella

2005 Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
by Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis

2005 Do Eurozone Countries Cheat with Their Budget Deficit Forecasts?
by Tilman Brück & Andreas Stephan

2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship?
by Ulrich Fritsche & Jörg Döpke

2005 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets
by George Kouretas & Leonidas Zarangas

2005 Individual responses to BTS and the Forecasting of Manufactured Production
by O. BIAU & H. ERKEL-ROUSSE & N. FERRARI

2005 A two-states Markov-switching model of inflation in France and the USA: credible target VS inflation spiral
by B. HEITZ

2005 Firm'investment forecast: An indicator of changes in expectations in industrial investment survey
by N. FERRARI

2005 Forecast Combinations
by Timmermann, Allan G

2005 Measuring Fiscal Sustainability
by Polito, Vito & Wickens, Michael R.

2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
by Inoue, Atsushi & Kilian, Lutz

2005 Short-Run Italian GDP Forecasting and Real-Time Data
by Golinelli, Roberto & Parigi, Giuseppe

2005 Modelling and Forecasting Fiscal Variables for the euro Area
by Favero, Carlo A. & Marcellino, Massimiliano

2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
by Pesaran, M Hashem & Zaffaroni, Paolo

2005 Data Revisions Are Not Well-Behaved
by Aruoba, Boragan

2005 Forecast Combination and Model Averaging Using Predictive Measures
by Eklund, Jana & Karlsson, Sune

2005 Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases
by Giannone, Domenico & Reichlin, Lucrezia & Small, David

2005 Monetary Policy in Real Time
by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

2005 Leading Indicators: What Have We Learned?
by Marcellino, Massimiliano

2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration
by van Tol, Michel R & Wolff, Christian C

2005 On the Fit and Forecasting Performance of New Keynesian Models
by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael

2005 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
by Orphanides, Athanasios & van Norden, Simon

2005 Forecasting exchange rates: a robust regression approach
by PREMINGER, Arie & FRANCK, Raphael

2005 The Application of Structured Feedforward Neural Networks to the Modelling of Daily Series of Currency in Circulation
by Marek Hlavacek & Michael Konak & Josef Cada

2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
by Lubos Komarek & Martin Melecky

2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
by Jean-Marie Dufour & Tarek Jouini

2005 New Composite Leading Indicators for Hungary and Poland
by Harm Bandholz

2005 Survey Expectations
by M. Hashem Pesaran & Martin Weale

2005 Testable Implications of Forecast Optimality
by Andrew J. Patton & Allan Timmermann

2005 Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators
by Javier J. Pérez

2005 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series
by Pami Dua & Lokendra Kumawat

2005 Survey Expectations
by Pesaran, M.H. & Weale, M.

2005 Forecasting Distributions with Experts Advice
by Sancetta, A.

2005 The European Union GDP Forecast Rationality under Asymmetric Preferences
by George A. Christodoulakis & Emmanuel C. Mamatzakis

2005 Monetary policy and asset prices: To respond or not?
by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim

2005 Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay
by Elizabeth Bucacos

2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
by Andrea Nobili

2005 Cross-country differences in monetary policy transmission
by Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Vallés

2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information
by Frédérick Demers & David Dupuis

2005 MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
by Marc-André Gosselin & René Lalonde

2005 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

2005 Are Business Cycles All Alike In Europe?
by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte

2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
by Heather Anderson & Fashid Vahid

2005 Forecasting the macro economy
by Robert Ewing & David Gruen & John Hawkins

2005 A Quarterly Macroeconometric Model of the Turkish Economy
by Cem Aysoy & Ahmet N. Kipici

2005 Detection and Forecasting of Islamic Calendar Effects in Time series Data
by Riaz Riazuddin & Mahmood ul Hasan Khan

2005 Franco: una mente mai ferma
by Paul A. Samuelson

2005 Franco: a mind never at rest
by Paul A. Samuelson

2005 Franco: a mind never at rest
by Paul A. Samuelson

2005 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.

2005 Az első hazai csődmodell újraszámítása neurális hálók segítségével
by Virág, Miklós & Kristóf, Tamás

2005 Understanding and Comparing Factor-Based Forecasts
by Jean Boivin & Serena Ng

2005 Some approachs to forecasting economic indicators
by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

2005 Forecasting the UK Unemployment Rate: Model Comparisons
by Floros, Ch.

2005 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

2005 Gauging Employment: Is the Professional Wisdom Wrong?
by George C. Perry

2005 Investments and Economic Growth Based on Endogenous Factors
by Ivan Stoykov

2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
by M. Hashem Pesaran & Paolo Zaffaroni

2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
by Mikael Petitjean & Pierre Giot

2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
by Simon van Norden

2004 Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
by Tina Yu & Shu-Heng Chen

2004 Data Revisions in General Equilibrium
by S. Boragan Aruoba

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo

2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
by Norman R. Swanson & Valentina Corradi

2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model
by Yasutomo Murasawa & Roberto S. Mariano

2004 How Can We Define the Long Memory Concept? An Econometric Survey
by Dominique Guegan

2004 Causality: Some New Thoughts on an Old Topic
by Clive Granger

2004 Allowing for basis convergence and long memory in volatility when dynamic hedging the Australian All Ordinaries Index
by Jonathan Dark

2004 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

2004 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

2004 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

2004 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

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
by Scutaru, Cornelia & Ciupagea, Constantin & Fomin, Petre & Pauna, Bianca

2004 A systematic comparison of professional exchange rate forecasts with judgmental forecasts of novices: Are there substantial differences?
by Schmidt, Robert & Leitner, Johannes

2004 Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
by Lux, Thomas & Kaizoji, Taisei

2004 Forecast quality and simple instrument rules: a real-time data approach
by Glück, Heinz & Schleicher, Stefan P.

2004 Real-time Data for Norway: Challenges for Monetary Policy
by Bernhardsen, Tom & Eitrheim, Øyvind & Jore, Anne Sofie & Røisland, Øistein

2004 Real-time data and business cycle analysis in Germany
by Döpke, Jörg

2004 Regional Econometric Housing Start Forecast Accuracy in Florida
by Thomas M. Fullerton Jr. & Carol T. West

2004 Underground Shocks Ground Zero Responses
by Maurizio Bovi

2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
by Jonathan B. Hill

2004 Learning, inflation expectations and optimal monetary policy
by Eric Schaling

2004 Is money informative? Evidence from a large model used for policy analysis
by Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno

2004 Model-Free Impulse Responses
by Oscar Jorda

2004 Narrowing the US twin deficits: simulations with a world macroeconometric model
by Alberto Bagnai & Silvia Galli & Eleonora Pierucci & Simone Raimondi

2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
by Cornelis A Los

2004 Economic Performance in a Cross-Section of U.S. Native American Economies
by Voxi Heinrich S Amavilah

2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands
by Voxi Heinrich S Amavilah

2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change
by Voxi Heinrich S Amavilah & Richard T. Newcomb

2004 Long-Run Regressions: Theory and Application to US Asset Markets
by Charlotte S. Hansen & Bjorn E. Tuypens

2004 Genetic Algorithms: Genesis of Stock Evaluation
by Rama Prasad Kanungo

2004 On aggregation bias in fixed-event forecast efficiency tests
by Gultekin Isiklar

2004 Is it really long memory we see in financial returns?
by Thomas Mikosch

2004 Non-stationarities in stock returns
by Catalin Starica & Clive Granger

2004 Space-Time Lags: Specification Strategy In Spatial Regression Models
by Fernando A. López Hernández & Coro Chasco Yrigoyen

2004 Confessions of an International Forecaster
by Thomas M Fullerton Jr

2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

2004 Policy Makers Priors and Inflation Density Forecasts
by Marco Vega

2004 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

2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
by Jonathan B. Hill

2004 A Framework for Forecasting the Components of the Consumer Price
by Janine Aron & John Muellbauer & Coen Pretorius

2004 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies
by Voxi Heinrich Amavilah

2004 Assessing the Demand for Food in Europe by the Year 2010
by Leon Podkaminer

2004 Mission Implausible III: Measuring the Informal Sector in a Transition Economy using Macro Methods1
by Jan Hanousek & Filip Palda

2004 Energy Consumption in China: Past Trends and Future Directions
by Paul Crompton & Yanrui Wu

2004 What explains the Great Moderation in the US? A structural analysis
by Fabio Canova

2004 Long-Term Fixed-Income Market Structure
by Luca Grilli

2004 Un approccio metrico per lo studio dei dati finanziari
by Luca Grilli

2004 Time-series regression models to study the short-term effects of environmental factors on health
by Tobías, Aureli & Saez, Marc

2004 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

2004 Component versus Tradicional Models to Forecast Quarterly National Account Aggregates: a Monte Carlo Experiment
by Gustavo A. Marrero

2004 Prognose uni- und multivariater Zeitreihen
by Manfred Deistler & Klaus Neusser

2004 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.

2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
by Martin Martens & Dick van Dijk & Michiel de Pooter

2004 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements
by Siem Jan Koopman & Borus Jungbacker & Eugenie Hol

2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide

2004 Choosing Variables With A Genetic Algorithm For Econometric Models Based On Neural Networks Learning And Adaptation
by Daniel Ramirez A. & Juan M. Gómez G.

2004 Data Uncertainty in General Equilibrium
by S. Boragan Aruoba

2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures
by ROMULO A. CHUMACERO

2004 An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
by Geetesh Bhardwaj & Norman Swanson

2004 Why Did the Welfare Caseload Decline?
by Jacob Alex Klerman & Caroline Danielson

2004 Forecasting with Measurement Errors in Dynamic Models
by Richard Harrison & George Kapetanios & Tony Yates

2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
by George Kapetanios & Tony Yates

2004 Is the Currency Risk Priced in Equity Markets?
by Francesco Giurda & Elias Tzavalis

2004 Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model
by Degiannakis, Stavros

2004 Is there a flight to quality due to inflation uncertainty?
by Guler, Bulent & Ozlale, Umit

2004 A P* Model of Inflation in Puerto Rico
by Rodríguez, Carlos A.

2004 A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
by Mapa, Dennis S.

2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
by Caiado, Jorge

2004 A Comparison of Multi-step GDP Forecasts for South Africa
by Guillaume Chevillon

2004 `Weak` trends for inference and forecasting in finite samples
by Guillaume Chevillon

2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by David Hendry & Guillaume Chevillon

2004 Forecasting Austrian Inflation
by Gabriel Moser & Fabio Rumler & Johann Scharler

2004 Population Ageing and Government Health Expenditures in New Zealand, 1951-2051
by John Bryant & Audrey Teasdale & Martin Tobias & Jit Cheung & Mhairi McHugh

2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by Guillaume Chevillon & David F. Hendry

2004 FOMC Forecasts of Macroeconomic Risks
by Kevin Dowd

2004 Too Good to be True? The (In)credibility of the UK Inflation Fan Charts
by Kevin Dowd

2004 The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts
by Kevin Dowd

2004 Modelling inflation in the Euro Area
by Eilev S. Jansen

2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists
by Karlyn Mitchell & Douglas K. Pearce

2004 Exponential Smoothing: A Prediction Error Decomposition Principle
by Ralph D. Snyder

2004 Structural breaks and financial risk management
by Marianna Valentinyi-Endrész

2004 Using the Correlation Dimension to Detect non-linear dynamics
by Theodore Panagiotidis & David Chappell

2004 The International Adoption of Photovoltaic Energy Conversion Is Japan a Lead Market?
by Marian Beise

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan

2004 Real Time Econometrics
by Pesaran, M. Hashem & Timmermann, Allan

2004 Real Time Econometrics
by Pesaran, M. Hashem & Timmermann, Allan

2004 The Dark, And Independent, Side Of Italy
by Maurizio Bovi

2004 Vector-Autoregression Approach to Forecast Italian Imports
by Carmine Pappalardo & Gianfranco Piras

2004 Toward a Theory of Evaluating Predictive Accuracy
by Kunst, Robert M. & Jumah, Adusei

2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction
by Jumah, Adusei & Kunst, Robert M.

2004 Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters
by Naoya Katayama

2004 Is more data better?
by Kaushik Mitra

2004 Repeated surveys and the Kalman filter
by Lind, Jo Thori

2004 Regime switching as an alternative early warning system of currency crises - an application to South-East Asia
by Arias, Guillaume & Erlandsson, Ulf

2004 Impact of Population Aging on Japanese International Travel
by James Mak & Lonny Carlile & Sally Dai

2004 Coasean Economics and the Evolution of Marine Property in Hawaii
by Brooks Kaiser & James Roumasset

2004 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

2004 Agent based computational model of trust
by Gorobets, A. & Nooteboom, B.

2004 Decomposing Granger Causality over the Spectrum
by Lemmens, A. & Croux, C. & Dekimpe, M.G.

2004 The Value of Information in Reverse Logistics
by Ketzenberg, M.E. & van der Laan, E.A. & Teunter, R.H.

2004 On The Predictive Content Of Production Surveys: A Pan-European Study
by Lemmens, A. & Croux, C. & Dekimpe, M.G.

2004 Forecasting aggregates using panels of nonlinear time series
by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F.

2004 Analyzing the effects of past prices on reference price formation
by van Oest, R.D. & Paap, R.

2004 Forecasting the density of asset returns
by Trino-Manuel Niguez & Javier Perote

2004 A Nonlinear Model of the Business Cycle
by Simon M. Potter & Edward E. Leamer

2004 Properties of Optimal Forecasts
by Allan Timmermann & Andrew J. Patton

2004 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

2004 Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
by Allan Timmermann & Graham Elliott & Ivana Komunjer

2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
by Aurobindo Ghosh & Anil K. Bera

2004 Regime Switching for Dynamic Correlations
by Denis Pelletier

2004 Bagging Time Series Models
by Lutz Kilian & Atsushi Inoue

2004 Forecasting Chilean Industrial Production with Automated Procedures
by ROMULO A. CHUMACERO

2004 Macroeconomic Forecasting with Independent Component Analysis
by Ruey Yau

2004 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

2004 Tracking Brazilian Exchange Rate Volatility
by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang

2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility
by Scott I. White & Adam E. Clements & Stan Hurn

2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?
by Dimitrios D. Thomakos & Prasad S. Bhattacharya

2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach
by Keen Meng Choy & Hwee Kwan Chow

2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
by Ilias Tsiakas

2004 A Smooth Test for Density Forecast Evaluation
by Aurobindo Ghosh & Anil K. Bera

2004 A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries
by D.S.P Rao & Rambaldi & A.N.

2004 On the predictability of GDP data revisions in the Netherlands
by Olivier Roodenburg

2004 Financial System Development, Regulation and Economic Growth: Evidence from Russia
by Ulrich Thießen

2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
by Jörg Döpke & Ulrich Fritsche

2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
by Janine Aron & John Muellbauer & Coen Pretorius

2004 Optimal Forecast Combination Under Regime Switching
by Elliott, Graham & Timmermann, Allan G

2004 Forecasting Time Series Subject to Multiple Structural Breaks
by Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G

2004 Real Time Econometrics
by Pesaran, M Hashem & Timmermann, Allan G

2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks
by Pesaran, M Hashem & Timmermann, Allan G

2004 Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model
by Busetti, Fabio

2004 Bagging Time Series Models
by Inoue, Atsushi & Kilian, Lutz

2004 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.

2004 Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
by Bofinger, Peter & Leitner, Johannes & Schmidt, Robert

2004 A leading indicator for the Dutch economy; methodological and empirical revision of the CPB system
by Henk Kranendonk & Jan Bonenkamp & Johan Verbruggen

2004 Using intra annual information to forecast the annual state deficits : the case of France
by MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David

2004 Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic
by Alexis Derviz & Jiri Podpiera

2004 Forecasting the density of asset returns
by Trino-Manuel Niguez & Javier Perote

2004 Budgetary Forecasts in Europe – The Track Record of Stability and Convergence Programmes
by Rolf Strauch & Mark Hallerberg & Jürgen von Hagen

2004 Model-Free Impulse Responses
by Oscar Jorda

2004 A Model of the Irish Housing Sector
by Mc Quinn, Kieran

2004